Home > Charles Schwab Bank, SSB > Securities
Charles Schwab Bank, SSB, Securities
| 2023-12-31 | Rank | |
| Total securities | $231,864,000,000 | 5 |
| U.S. Government securities | $201,416,000,000 | 5 |
| U.S. Treasury securities | $18,080,000,000 | 11 |
| U.S. Government agency obligations | $183,336,000,000 | 4 |
| Securities issued by states & political subdivisions | $579,000,000 | 62 |
| Other domestic debt securities | $25,666,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,593,000,000 | 3 |
| Structured financial products - Total | $8,661,000,000 | 7 |
| Other domestic debt securities - All other | $9,303,000,000 | 1 |
| Foreign debt securities | $4,203,000,000 | 8 |
| 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 | $108,172,000,000 | 6 |
| Mortgage-backed securities | $183,445,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $74,974,000,000 | 6 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $60,477,000,000 | 1 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $29,146,000,000 | 1 |
| Other commercial mortgage-backed securities | $18,848,000,000 | 3 |
| Held to maturity securities (book value) | $136,501,000,000 | 5 |
| Available-for-sale securities (fair market value) | $95,363,000,000 | 6 |
| Total debt securities | $231,864,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $236,222,000,000 | 5 |
| U.S. Government securities | $205,764,000,000 | 5 |
| U.S. Treasury securities | $18,202,000,000 | 13 |
| U.S. Government agency obligations | $187,562,000,000 | 4 |
| Securities issued by states & political subdivisions | $555,000,000 | 62 |
| Other domestic debt securities | $25,791,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,055,000,000 | 2 |
| Structured financial products - Total | $8,503,000,000 | 7 |
| Other domestic debt securities - All other | $9,045,000,000 | 1 |
| Foreign debt securities | $4,112,000,000 | 8 |
| 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 | $111,622,000,000 | 5 |
| Mortgage-backed securities | $187,750,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $75,972,000,000 | 6 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $61,975,000,000 | 1 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $30,732,000,000 | 1 |
| Other commercial mortgage-backed securities | $19,071,000,000 | 2 |
| Held to maturity securities (book value) | $139,030,000,000 | 5 |
| Available-for-sale securities (fair market value) | $97,192,000,000 | 6 |
| Total debt securities | $236,222,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $252,956,000,000 | 5 |
| U.S. Government securities | $220,427,000,000 | 5 |
| U.S. Treasury securities | $23,865,000,000 | 10 |
| U.S. Government agency obligations | $196,562,000,000 | 3 |
| Securities issued by states & political subdivisions | $572,000,000 | 61 |
| Other domestic debt securities | $27,855,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,142,000,000 | 2 |
| Structured financial products - Total | $9,273,000,000 | 6 |
| Other domestic debt securities - All other | $9,177,000,000 | 1 |
| Foreign debt securities | $4,102,000,000 | 8 |
| 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 | $103,624,000,000 | 7 |
| Mortgage-backed securities | $196,726,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $79,772,000,000 | 6 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $64,191,000,000 | 1 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,310,000,000 | 1 |
| Other commercial mortgage-backed securities | $19,453,000,000 | 2 |
| Held to maturity securities (book value) | $142,369,000,000 | 5 |
| Available-for-sale securities (fair market value) | $110,587,000,000 | 5 |
| Total debt securities | $252,956,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $268,485,000,000 | 5 |
| U.S. Government securities | $234,687,000,000 | 5 |
| U.S. Treasury securities | $31,964,000,000 | 10 |
| U.S. Government agency obligations | $202,723,000,000 | 3 |
| Securities issued by states & political subdivisions | $588,000,000 | 66 |
| Other domestic debt securities | $29,089,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,834,000,000 | 2 |
| Structured financial products - Total | $9,514,000,000 | 6 |
| Other domestic debt securities - All other | $9,420,000,000 | 1 |
| Foreign debt securities | $4,121,000,000 | 8 |
| 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 | $104,708,000,000 | 5 |
| Mortgage-backed securities | $202,846,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $83,244,000,000 | 6 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $66,085,000,000 | 1 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,700,000,000 | 1 |
| Other commercial mortgage-backed securities | $19,817,000,000 | 2 |
| Held to maturity securities (book value) | $145,414,000,000 | 5 |
| Available-for-sale securities (fair market value) | $123,071,000,000 | 6 |
| Total debt securities | $268,485,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $274,910,000,000 | 5 |
| U.S. Government securities | $239,492,000,000 | 5 |
| U.S. Treasury securities | $32,784,000,000 | 9 |
| U.S. Government agency obligations | $206,708,000,000 | 3 |
| Securities issued by states & political subdivisions | $638,000,000 | 65 |
| Other domestic debt securities | $30,707,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,686,000,000 | 2 |
| Structured financial products - Total | $10,052,000,000 | 6 |
| Other domestic debt securities - All other | $9,519,000,000 | 1 |
| Foreign debt securities | $4,073,000,000 | 8 |
| 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 | $76,199,000,000 | 5 |
| Mortgage-backed securities | $206,863,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $85,340,000,000 | 6 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $67,649,000,000 | 1 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $33,687,000,000 | 1 |
| Other commercial mortgage-backed securities | $20,187,000,000 | 2 |
| Held to maturity securities (book value) | $148,030,000,000 | 5 |
| Available-for-sale securities (fair market value) | $126,880,000,000 | 5 |
| Total debt securities | $274,910,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $284,737,000,000 | 5 |
| U.S. Government securities | $246,111,000,000 | 5 |
| U.S. Treasury securities | $33,013,000,000 | 9 |
| U.S. Government agency obligations | $213,098,000,000 | 3 |
| Securities issued by states & political subdivisions | $662,000,000 | 66 |
| Other domestic debt securities | $33,399,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $12,193,000,000 | 2 |
| Structured financial products - Total | $10,905,000,000 | 5 |
| Other domestic debt securities - All other | $9,524,000,000 | 1 |
| Foreign debt securities | $4,565,000,000 | 8 |
| 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 | $75,375,000,000 | 6 |
| Mortgage-backed securities | $213,581,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $88,195,000,000 | 6 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $70,009,000,000 | 1 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $34,348,000,000 | 1 |
| Other commercial mortgage-backed securities | $21,029,000,000 | 2 |
| Held to maturity securities (book value) | $85,883,000,000 | 7 |
| Available-for-sale securities (fair market value) | $198,854,000,000 | 2 |
| Total debt securities | $284,737,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $315,746,000,000 | 5 |
| U.S. Government securities | $279,642,000,000 | 5 |
| U.S. Treasury securities | $33,530,000,000 | 9 |
| U.S. Government agency obligations | $246,112,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,510,000,000 | 36 |
| Other domestic debt securities | $29,920,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,809,000,000 | 2 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $13,032,000,000 | 1 |
| Foreign debt securities | $4,674,000,000 | 8 |
| 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 | $54,122,000,000 | 7 |
| Mortgage-backed securities | $246,895,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $99,236,000,000 | 5 |
| Issued or guaranteed by U.S. | $99,236,000,000 | 5 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $73,831,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $73,831,000,000 | 1 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $73,828,000,000 | 1 |
| Commercial mortgage pass-through securities | $37,371,000,000 | 1 |
| Other commercial mortgage-backed securities | $36,457,000,000 | 1 |
| Held to maturity securities (book value) | $89,275,000,000 | 6 |
| Available-for-sale securities (fair market value) | $226,471,000,000 | 2 |
| Total debt securities | $315,746,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $329,538,000,000 | 5 |
| U.S. Government securities | $290,748,000,000 | 5 |
| U.S. Treasury securities | $25,552,000,000 | 9 |
| U.S. Government agency obligations | $265,196,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,577,000,000 | 32 |
| Other domestic debt securities | $32,086,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,539,000,000 | 2 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $15,386,000,000 | 1 |
| Foreign debt securities | $5,127,000,000 | 8 |
| 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 | $56,856,000,000 | 7 |
| Mortgage-backed securities | $266,058,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $107,349,000,000 | 4 |
| Issued or guaranteed by U.S. | $107,349,000,000 | 4 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $79,751,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $79,751,000,000 | 1 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $78,958,000,000 | 1 |
| Commercial mortgage pass-through securities | $39,752,000,000 | 1 |
| Other commercial mortgage-backed securities | $39,206,000,000 | 1 |
| Held to maturity securities (book value) | $93,808,000,000 | 6 |
| Available-for-sale securities (fair market value) | $235,730,000,000 | 3 |
| Total debt securities | $329,538,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $335,954,000,000 | 5 |
| U.S. Government securities | $304,625,000,000 | 5 |
| U.S. Treasury securities | $15,605,000,000 | 15 |
| U.S. Government agency obligations | $289,020,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,687,000,000 | 30 |
| Other domestic debt securities | $27,547,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,457,000,000 | 2 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $10,900,000,000 | 1 |
| Foreign debt securities | $2,095,000,000 | 9 |
| 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 | $52,808,000,000 | 7 |
| Mortgage-backed securities | $290,210,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $112,053,000,000 | 4 |
| Issued or guaranteed by U.S. | $112,053,000,000 | 4 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $86,143,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $86,143,000,000 | 1 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $92,014,000,000 | 1 |
| Commercial mortgage pass-through securities | $46,650,000,000 | 1 |
| Other commercial mortgage-backed securities | $45,364,000,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $335,954,000,000 | 1 |
| Total debt securities | $335,954,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $324,405,000,000 | 5 |
| U.S. Government securities | $292,981,000,000 | 5 |
| U.S. Treasury securities | $6,425,000,000 | 20 |
| U.S. Government agency obligations | $286,556,000,000 | 2 |
| Securities issued by states & political subdivisions | $1,701,000,000 | 28 |
| Other domestic debt securities | $28,118,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,877,000,000 | 2 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $11,019,000,000 | 1 |
| Foreign debt securities | $1,605,000,000 | 10 |
| 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 | $51,352,000,000 | 7 |
| Mortgage-backed securities | $287,778,000,000 | 2 |
| Certificates of participation in pools of residential mortgages | $109,205,000,000 | 4 |
| Issued or guaranteed by U.S. | $109,205,000,000 | 4 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $85,238,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $85,238,000,000 | 1 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $93,335,000,000 | 1 |
| Commercial mortgage pass-through securities | $46,795,000,000 | 1 |
| Other commercial mortgage-backed securities | $46,540,000,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $324,405,000,000 | 1 |
| Total debt securities | $324,405,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $311,557,000,000 | 5 |
| U.S. Government securities | $278,142,000,000 | 5 |
| U.S. Treasury securities | $3,977,000,000 | 27 |
| U.S. Government agency obligations | $274,165,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,722,000,000 | 28 |
| Other domestic debt securities | $29,042,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,918,000,000 | 2 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $11,876,000,000 | 1 |
| Foreign debt securities | $2,651,000,000 | 9 |
| 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 | $45,071,000,000 | 7 |
| Mortgage-backed securities | $275,413,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $102,257,000,000 | 5 |
| Issued or guaranteed by U.S. | $102,257,000,000 | 5 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $78,543,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $78,543,000,000 | 1 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $94,613,000,000 | 1 |
| Commercial mortgage pass-through securities | $46,997,000,000 | 1 |
| Other commercial mortgage-backed securities | $47,616,000,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $311,557,000,000 | 1 |
| Total debt securities | $311,557,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $297,848,000,000 | 5 |
| U.S. Government securities | $263,552,000,000 | 5 |
| U.S. Treasury securities | $3,759,000,000 | 27 |
| U.S. Government agency obligations | $259,793,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,656,000,000 | 26 |
| Other domestic debt securities | $30,025,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,047,000,000 | 2 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $11,727,000,000 | 1 |
| Foreign debt securities | $2,615,000,000 | 10 |
| 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 | $45,367,000,000 | 7 |
| Mortgage-backed securities | $261,044,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $98,118,000,000 | 5 |
| Issued or guaranteed by U.S. | $98,118,000,000 | 5 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $73,621,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $73,621,000,000 | 1 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $89,305,000,000 | 1 |
| Commercial mortgage pass-through securities | $44,410,000,000 | 1 |
| Other commercial mortgage-backed securities | $44,895,000,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $297,848,000,000 | 2 |
| Total debt securities | $297,848,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $291,439,000,000 | 5 |
| U.S. Government securities | $256,599,000,000 | 4 |
| U.S. Treasury securities | $4,913,000,000 | 20 |
| U.S. Government agency obligations | $251,686,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,697,000,000 | 27 |
| Other domestic debt securities | $30,555,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,648,000,000 | 2 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $11,642,000,000 | 1 |
| Foreign debt securities | $2,588,000,000 | 10 |
| 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 | $44,673,000,000 | 7 |
| Mortgage-backed securities | $252,951,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $102,676,000,000 | 4 |
| Issued or guaranteed by U.S. | $102,676,000,000 | 4 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $63,528,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $63,528,000,000 | 1 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $86,747,000,000 | 1 |
| Commercial mortgage pass-through securities | $42,193,000,000 | 1 |
| Other commercial mortgage-backed securities | $44,554,000,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $291,439,000,000 | 3 |
| Total debt securities | $291,439,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $264,164,000,000 | 5 |
| U.S. Government securities | $228,371,000,000 | 5 |
| U.S. Treasury securities | $4,915,000,000 | 22 |
| U.S. Government agency obligations | $223,456,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,690,000,000 | 26 |
| Other domestic debt securities | $31,518,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,026,000,000 | 2 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $12,226,000,000 | 1 |
| Foreign debt securities | $2,585,000,000 | 10 |
| 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 | $38,667,000,000 | 7 |
| Mortgage-backed securities | $224,722,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $94,819,000,000 | 4 |
| Issued or guaranteed by U.S. | $94,819,000,000 | 4 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $47,908,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $47,908,000,000 | 1 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $81,995,000,000 | 1 |
| Commercial mortgage pass-through securities | $39,068,000,000 | 1 |
| Other commercial mortgage-backed securities | $42,927,000,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $264,164,000,000 | 3 |
| Total debt securities | $264,164,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $244,486,000,000 | 5 |
| U.S. Government securities | $207,471,000,000 | 5 |
| U.S. Treasury securities | $1,913,000,000 | 34 |
| U.S. Government agency obligations | $205,558,000,000 | 4 |
| Securities issued by states & political subdivisions | $1,619,000,000 | 23 |
| Other domestic debt securities | $33,918,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,579,000,000 | 2 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $12,084,000,000 | 1 |
| Foreign debt securities | $1,478,000,000 | 10 |
| 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 | $39,372,000,000 | 7 |
| Mortgage-backed securities | $206,813,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $91,472,000,000 | 4 |
| Issued or guaranteed by U.S. | $91,472,000,000 | 4 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $40,947,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $40,947,000,000 | 1 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $74,394,000,000 | 1 |
| Commercial mortgage pass-through securities | $34,758,000,000 | 1 |
| Other commercial mortgage-backed securities | $39,636,000,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $244,486,000,000 | 3 |
| Total debt securities | $244,486,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $194,082,000,000 | 5 |
| U.S. Government securities | $154,632,000,000 | 5 |
| U.S. Treasury securities | $1,262,000,000 | 36 |
| U.S. Government agency obligations | $153,370,000,000 | 4 |
| Securities issued by states & political subdivisions | $1,579,000,000 | 23 |
| Other domestic debt securities | $36,343,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,897,000,000 | 2 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $14,219,000,000 | 1 |
| Foreign debt securities | $1,528,000,000 | 10 |
| 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 | $33,734,000,000 | 7 |
| Mortgage-backed securities | $154,597,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $76,178,000,000 | 5 |
| Issued or guaranteed by U.S. | $76,178,000,000 | 5 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $18,220,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $18,220,000,000 | 3 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $60,199,000,000 | 1 |
| Commercial mortgage pass-through securities | $28,181,000,000 | 1 |
| Other commercial mortgage-backed securities | $32,018,000,000 | 1 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $194,082,000,000 | 4 |
| Total debt securities | $194,082,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $177,054,000,000 | 5 |
| U.S. Government securities | $140,437,000,000 | 5 |
| U.S. Treasury securities | $1,243,000,000 | 37 |
| U.S. Government agency obligations | $139,194,000,000 | 4 |
| Securities issued by states & political subdivisions | $1,301,000,000 | 21 |
| Other domestic debt securities | $33,762,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $1,131,000,000 | 9 |
| Asset backed securities | $21,077,000,000 | 2 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $11,554,000,000 | 1 |
| Foreign debt securities | $1,554,000,000 | 9 |
| 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 | $30,829,000,000 | 8 |
| Mortgage-backed securities | $140,325,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $71,078,000,000 | 5 |
| Issued or guaranteed by U.S. | $71,078,000,000 | 5 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $17,709,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $17,709,000,000 | 4 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $51,538,000,000 | 1 |
| Commercial mortgage pass-through securities | $24,841,000,000 | 1 |
| Other commercial mortgage-backed securities | $26,697,000,000 | 1 |
| Held to maturity securities (book value) | $123,738,000,000 | 3 |
| Available-for-sale securities (fair market value) | $53,316,000,000 | 12 |
| Total debt securities | $177,054,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $175,590,000,000 | 5 |
| U.S. Government securities | $141,785,000,000 | 5 |
| U.S. Treasury securities | $2,889,000,000 | 25 |
| U.S. Government agency obligations | $138,896,000,000 | 4 |
| Securities issued by states & political subdivisions | $1,306,000,000 | 20 |
| Other domestic debt securities | $31,544,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $1,149,000,000 | 9 |
| Asset backed securities | $21,415,000,000 | 2 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $8,980,000,000 | 2 |
| Foreign debt securities | $955,000,000 | 9 |
| 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 | $32,197,000,000 | 8 |
| Mortgage-backed securities | $140,045,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $71,800,000,000 | 4 |
| Issued or guaranteed by U.S. | $71,800,000,000 | 4 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $18,294,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $18,294,000,000 | 4 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $49,951,000,000 | 1 |
| Commercial mortgage pass-through securities | $24,469,000,000 | 1 |
| Other commercial mortgage-backed securities | $25,482,000,000 | 1 |
| Held to maturity securities (book value) | $128,850,000,000 | 3 |
| Available-for-sale securities (fair market value) | $46,740,000,000 | 10 |
| Total debt securities | $175,590,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $175,859,000,000 | 5 |
| U.S. Government securities | $139,553,000,000 | 5 |
| U.S. Treasury securities | $5,373,000,000 | 16 |
| U.S. Government agency obligations | $134,180,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,310,000,000 | 20 |
| Other domestic debt securities | $34,041,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $1,156,000,000 | 9 |
| Asset backed securities | $22,558,000,000 | 2 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $10,327,000,000 | 1 |
| Foreign debt securities | $955,000,000 | 9 |
| 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 | $33,730,000,000 | 7 |
| Mortgage-backed securities | $135,086,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $67,223,000,000 | 4 |
| Issued or guaranteed by U.S. | $67,223,000,000 | 4 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $18,708,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $18,708,000,000 | 4 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $49,155,000,000 | 1 |
| Commercial mortgage pass-through securities | $23,107,000,000 | 1 |
| Other commercial mortgage-backed securities | $26,048,000,000 | 1 |
| Held to maturity securities (book value) | $127,817,000,000 | 3 |
| Available-for-sale securities (fair market value) | $48,042,000,000 | 10 |
| Total debt securities | $175,859,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $177,638,000,000 | 5 |
| U.S. Government securities | $134,439,000,000 | 5 |
| U.S. Treasury securities | $7,552,000,000 | 14 |
| U.S. Government agency obligations | $126,887,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,314,000,000 | 21 |
| Other domestic debt securities | $40,845,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $1,159,000,000 | 9 |
| Asset backed securities | $25,130,000,000 | 2 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $14,556,000,000 | 1 |
| Foreign debt securities | $1,040,000,000 | 9 |
| 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 | $34,909,000,000 | 7 |
| Mortgage-backed securities | $127,797,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $59,844,000,000 | 4 |
| Issued or guaranteed by U.S. | $59,844,000,000 | 4 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $18,584,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $18,584,000,000 | 3 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $49,369,000,000 | 1 |
| Commercial mortgage pass-through securities | $22,041,000,000 | 1 |
| Other commercial mortgage-backed securities | $27,328,000,000 | 1 |
| Held to maturity securities (book value) | $122,397,000,000 | 3 |
| Available-for-sale securities (fair market value) | $55,241,000,000 | 9 |
| Total debt securities | $177,638,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $194,919,000,000 | 5 |
| U.S. Government securities | $148,407,000,000 | 5 |
| U.S. Treasury securities | $15,506,000,000 | 11 |
| U.S. Government agency obligations | $132,901,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,327,000,000 | 21 |
| Other domestic debt securities | $44,111,000,000 | 3 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $1,170,000,000 | 9 |
| Asset backed securities | $26,576,000,000 | 2 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $16,365,000,000 | 1 |
| Foreign debt securities | $1,074,000,000 | 9 |
| 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 | $35,617,000,000 | 7 |
| Mortgage-backed securities | $133,196,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $61,906,000,000 | 4 |
| Issued or guaranteed by U.S. | $61,906,000,000 | 4 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $19,458,000,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $19,458,000,000 | 3 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $51,832,000,000 | 1 |
| Commercial mortgage pass-through securities | $22,525,000,000 | 1 |
| Other commercial mortgage-backed securities | $29,307,000,000 | 1 |
| Held to maturity securities (book value) | $133,124,000,000 | 3 |
| Available-for-sale securities (fair market value) | $61,795,000,000 | 9 |
| Total debt securities | $194,919,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $181,157,000,000 | 5 |
| U.S. Government securities | $139,130,000,000 | 4 |
| U.S. Treasury securities | $9,501,000,000 | 12 |
| U.S. Government agency obligations | $129,629,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,331,000,000 | 22 |
| Other domestic debt securities | $39,547,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $1,183,000,000 | 7 |
| Asset backed securities | $25,480,000,000 | 2 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $12,884,000,000 | 1 |
| Foreign debt securities | $1,149,000,000 | 9 |
| 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 | $25,451,000,000 | 8 |
| Mortgage-backed securities | $129,152,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $59,999,000,000 | 4 |
| Issued or guaranteed by U.S. | $59,999,000,000 | 4 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $19,102,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $19,102,000,000 | 3 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $50,051,000,000 | 1 |
| Commercial mortgage pass-through securities | $21,661,000,000 | 1 |
| Other commercial mortgage-backed securities | $28,390,000,000 | 1 |
| Held to maturity securities (book value) | $129,623,000,000 | 3 |
| Available-for-sale securities (fair market value) | $51,534,000,000 | 9 |
| Total debt securities | $181,157,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $178,488,000,000 | 5 |
| U.S. Government securities | $139,336,000,000 | 4 |
| U.S. Treasury securities | $8,118,000,000 | 13 |
| U.S. Government agency obligations | $131,218,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,243,000,000 | 27 |
| Other domestic debt securities | $36,539,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $1,101,000,000 | 8 |
| Asset backed securities | $25,458,000,000 | 2 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $9,980,000,000 | 1 |
| Foreign debt securities | $1,370,000,000 | 9 |
| 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 | $26,993,000,000 | 8 |
| Mortgage-backed securities | $130,795,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $60,582,000,000 | 4 |
| Issued or guaranteed by U.S. | $60,582,000,000 | 4 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $20,069,000,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $20,069,000,000 | 3 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $50,144,000,000 | 1 |
| Commercial mortgage pass-through securities | $21,364,000,000 | 1 |
| Other commercial mortgage-backed securities | $28,780,000,000 | 1 |
| Held to maturity securities (book value) | $130,155,000,000 | 3 |
| Available-for-sale securities (fair market value) | $48,333,000,000 | 9 |
| Total debt securities | $178,488,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $169,217,000,000 | 5 |
| U.S. Government securities | $132,546,000,000 | 4 |
| U.S. Treasury securities | $8,878,000,000 | 13 |
| U.S. Government agency obligations | $123,668,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,244,000,000 | 24 |
| Other domestic debt securities | $33,842,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $1,072,000,000 | 9 |
| Asset backed securities | $23,047,000,000 | 2 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $9,723,000,000 | 1 |
| Foreign debt securities | $1,585,000,000 | 8 |
| 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 | $27,950,000,000 | 8 |
| Mortgage-backed securities | $123,183,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $56,837,000,000 | 4 |
| Issued or guaranteed by U.S. | $56,837,000,000 | 4 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,897,000,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $17,897,000,000 | 4 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $48,449,000,000 | 1 |
| Commercial mortgage pass-through securities | $20,318,000,000 | 1 |
| Other commercial mortgage-backed securities | $28,131,000,000 | 1 |
| Held to maturity securities (book value) | $121,777,000,000 | 3 |
| Available-for-sale securities (fair market value) | $47,440,000,000 | 9 |
| Total debt securities | $169,217,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $167,884,000,000 | 5 |
| U.S. Government securities | $132,956,000,000 | 4 |
| U.S. Treasury securities | $8,926,000,000 | 12 |
| U.S. Government agency obligations | $124,030,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,247,000,000 | 26 |
| Other domestic debt securities | $31,994,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $1,035,000,000 | 10 |
| Asset backed securities | $21,985,000,000 | 2 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $8,974,000,000 | 1 |
| Foreign debt securities | $1,687,000,000 | 8 |
| Equity securities | $0 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,916,000,000 | 8 |
| Mortgage-backed securities | $123,159,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $56,563,000,000 | 4 |
| Issued or guaranteed by U.S. | $56,563,000,000 | 4 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $17,528,000,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $17,528,000,000 | 4 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $49,068,000,000 | 1 |
| Commercial mortgage pass-through securities | $20,402,000,000 | 1 |
| Other commercial mortgage-backed securities | $28,666,000,000 | 1 |
| Held to maturity securities (book value) | $120,503,000,000 | 3 |
| Available-for-sale securities (fair market value) | $47,381,000,000 | 10 |
| Total debt securities | $167,884,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $159,713,000,000 | 5 |
| U.S. Government securities | $124,825,000,000 | 4 |
| U.S. Treasury securities | $7,125,000,000 | 14 |
| U.S. Government agency obligations | $117,700,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,249,000,000 | 25 |
| Other domestic debt securities | $31,643,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $1,036,000,000 | 10 |
| Asset backed securities | $22,232,000,000 | 2 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $8,375,000,000 | 1 |
| Foreign debt securities | $1,996,000,000 | 8 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,986,000,000 | 27 |
| Mortgage-backed securities | $116,829,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $53,123,000,000 | 4 |
| Issued or guaranteed by U.S. | $53,123,000,000 | 4 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $15,267,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $15,267,000,000 | 6 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $48,439,000,000 | 1 |
| Commercial mortgage pass-through securities | $19,624,000,000 | 1 |
| Other commercial mortgage-backed securities | $28,815,000,000 | 1 |
| Held to maturity securities (book value) | $114,068,000,000 | 3 |
| Available-for-sale securities (fair market value) | $45,645,000,000 | 10 |
| Total debt securities | $159,713,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $150,624,000,000 | 5 |
| U.S. Government securities | $115,912,000,000 | 5 |
| U.S. Treasury securities | $7,123,000,000 | 13 |
| U.S. Government agency obligations | $108,789,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,168,000,000 | 27 |
| Other domestic debt securities | $31,545,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $1,038,000,000 | 10 |
| Asset backed securities | $22,387,000,000 | 1 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $8,120,000,000 | 1 |
| Foreign debt securities | $1,999,000,000 | 8 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,245,000,000 | 25 |
| Mortgage-backed securities | $107,920,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $47,885,000,000 | 5 |
| Issued or guaranteed by U.S. | $47,885,000,000 | 5 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,976,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $14,976,000,000 | 6 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $45,059,000,000 | 1 |
| Commercial mortgage pass-through securities | $16,248,000,000 | 1 |
| Other commercial mortgage-backed securities | $28,811,000,000 | 1 |
| Held to maturity securities (book value) | $107,187,000,000 | 3 |
| Available-for-sale securities (fair market value) | $43,437,000,000 | 10 |
| Total debt securities | $150,624,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $156,002,000,000 | 5 |
| U.S. Government securities | $119,242,000,000 | 5 |
| U.S. Treasury securities | $7,861,000,000 | 13 |
| U.S. Government agency obligations | $111,381,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,170,000,000 | 27 |
| Other domestic debt securities | $33,276,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $1,039,000,000 | 10 |
| Asset backed securities | $23,397,000,000 | 1 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $8,840,000,000 | 1 |
| Foreign debt securities | $2,314,000,000 | 8 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,347,000,000 | 22 |
| Mortgage-backed securities | $110,513,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $48,318,000,000 | 4 |
| Issued or guaranteed by U.S. | $48,318,000,000 | 4 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,714,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $15,714,000,000 | 5 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $46,481,000,000 | 1 |
| Commercial mortgage pass-through securities | $16,326,000,000 | 1 |
| Other commercial mortgage-backed securities | $30,155,000,000 | 1 |
| Held to maturity securities (book value) | $107,705,000,000 | 3 |
| Available-for-sale securities (fair market value) | $48,297,000,000 | 10 |
| Total debt securities | $156,002,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $149,706,000,000 | 5 |
| U.S. Government securities | $115,596,000,000 | 5 |
| U.S. Treasury securities | $8,054,000,000 | 13 |
| U.S. Government agency obligations | $107,542,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,190,000,000 | 27 |
| Other domestic debt securities | $30,535,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $1,042,000,000 | 11 |
| Asset backed securities | $21,276,000,000 | 2 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $8,217,000,000 | 1 |
| Foreign debt securities | $2,385,000,000 | 9 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,583,000,000 | 64 |
| Mortgage-backed securities | $106,678,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $46,662,000,000 | 4 |
| Issued or guaranteed by U.S. | $46,662,000,000 | 4 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $14,149,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $14,149,000,000 | 7 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $45,867,000,000 | 1 |
| Commercial mortgage pass-through securities | $15,485,000,000 | 1 |
| Other commercial mortgage-backed securities | $30,382,000,000 | 1 |
| Held to maturity securities (book value) | $74,980,000,000 | 3 |
| Available-for-sale securities (fair market value) | $74,726,000,000 | 5 |
| Total debt securities | $149,706,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $139,704,000,000 | 5 |
| U.S. Government securities | $104,826,000,000 | 5 |
| U.S. Treasury securities | $4,416,000,000 | 17 |
| U.S. Government agency obligations | $100,410,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,037,000,000 | 31 |
| Other domestic debt securities | $31,255,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $1,049,000,000 | 12 |
| Asset backed securities | $21,500,000,000 | 2 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $8,706,000,000 | 1 |
| Foreign debt securities | $2,586,000,000 | 9 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,721,000,000 | 63 |
| Mortgage-backed securities | $99,254,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $43,001,000,000 | 5 |
| Issued or guaranteed by U.S. | $43,001,000,000 | 5 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $11,782,000,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $11,782,000,000 | 8 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $44,471,000,000 | 1 |
| Commercial mortgage pass-through securities | $14,761,000,000 | 1 |
| Other commercial mortgage-backed securities | $29,710,000,000 | 1 |
| Held to maturity securities (book value) | $66,792,000,000 | 3 |
| Available-for-sale securities (fair market value) | $72,912,000,000 | 6 |
| Total debt securities | $139,704,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $127,114,000,000 | 5 |
| U.S. Government securities | $92,624,000,000 | 6 |
| U.S. Treasury securities | $4,432,000,000 | 16 |
| U.S. Government agency obligations | $88,192,000,000 | 4 |
| Securities issued by states & political subdivisions | $651,000,000 | 43 |
| Other domestic debt securities | $30,714,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $1,157,000,000 | 12 |
| Asset backed securities | $21,756,000,000 | 2 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,801,000,000 | 1 |
| Foreign debt securities | $3,125,000,000 | 9 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,074,000,000 | 55 |
| Mortgage-backed securities | $86,376,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $35,141,000,000 | 5 |
| Issued or guaranteed by U.S. | $35,141,000,000 | 5 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $10,894,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,894,000,000 | 10 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $40,341,000,000 | 1 |
| Commercial mortgage pass-through securities | $11,851,000,000 | 1 |
| Other commercial mortgage-backed securities | $28,490,000,000 | 1 |
| Held to maturity securities (book value) | $55,651,000,000 | 3 |
| Available-for-sale securities (fair market value) | $71,463,000,000 | 7 |
| Total debt securities | $127,114,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $121,828,000,000 | 5 |
| U.S. Government securities | $87,615,000,000 | 6 |
| U.S. Treasury securities | $5,165,000,000 | 15 |
| U.S. Government agency obligations | $82,450,000,000 | 5 |
| Securities issued by states & political subdivisions | $455,000,000 | 61 |
| Other domestic debt securities | $30,287,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $4,000,000 | 198 |
| Commercial mortgage-backed securities - Total | $1,275,000,000 | 10 |
| Asset backed securities | $21,554,000,000 | 2 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,454,000,000 | 1 |
| Foreign debt securities | $3,471,000,000 | 9 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,209,000,000 | 52 |
| Mortgage-backed securities | $80,353,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $33,160,000,000 | 5 |
| Issued or guaranteed by U.S. | $33,160,000,000 | 5 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $10,049,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,045,000,000 | 10 |
| Privately issued | $4,000,000 | 189 |
| Commercial mortgage-backed securities | $37,144,000,000 | 1 |
| Commercial mortgage pass-through securities | $10,912,000,000 | 1 |
| Other commercial mortgage-backed securities | $26,232,000,000 | 1 |
| Held to maturity securities (book value) | $52,972,000,000 | 3 |
| Available-for-sale securities (fair market value) | $68,856,000,000 | 7 |
| Total debt securities | $121,828,000,000 | 5 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $113,539,000,000 | 6 |
| U.S. Government securities | $79,220,000,000 | 6 |
| U.S. Treasury securities | $5,135,000,000 | 15 |
| U.S. Government agency obligations | $74,085,000,000 | 5 |
| Securities issued by states & political subdivisions | $424,000,000 | 64 |
| Other domestic debt securities | $30,403,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 175 |
| Commercial mortgage-backed securities - Total | $1,298,000,000 | 10 |
| Asset backed securities | $21,485,000,000 | 2 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,615,000,000 | 1 |
| Foreign debt securities | $3,492,000,000 | 9 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,281,000,000 | 50 |
| Mortgage-backed securities | $72,238,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $29,880,000,000 | 7 |
| Issued or guaranteed by U.S. | $29,880,000,000 | 7 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $8,258,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,253,000,000 | 11 |
| Privately issued | $5,000,000 | 166 |
| Commercial mortgage-backed securities | $34,100,000,000 | 1 |
| Commercial mortgage pass-through securities | $10,594,000,000 | 1 |
| Other commercial mortgage-backed securities | $23,506,000,000 | 1 |
| Held to maturity securities (book value) | $50,145,000,000 | 3 |
| Available-for-sale securities (fair market value) | $63,394,000,000 | 7 |
| Total debt securities | $113,539,000,000 | 6 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $104,474,000,000 | 7 |
| U.S. Government securities | $70,336,000,000 | 7 |
| U.S. Treasury securities | $3,656,000,000 | 17 |
| U.S. Government agency obligations | $66,680,000,000 | 5 |
| Securities issued by states & political subdivisions | $170,000,000 | 167 |
| Other domestic debt securities | $30,536,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $6,000,000 | 166 |
| Commercial mortgage-backed securities - Total | $1,304,000,000 | 11 |
| Asset backed securities | $21,849,000,000 | 2 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $7,377,000,000 | 1 |
| Foreign debt securities | $3,432,000,000 | 10 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,334,000,000 | 48 |
| Mortgage-backed securities | $62,853,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $24,075,000,000 | 8 |
| Issued or guaranteed by U.S. | $24,075,000,000 | 8 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $8,763,000,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $8,757,000,000 | 11 |
| Privately issued | $6,000,000 | 157 |
| Commercial mortgage-backed securities | $30,015,000,000 | 1 |
| Commercial mortgage pass-through securities | $8,960,000,000 | 1 |
| Other commercial mortgage-backed securities | $21,055,000,000 | 2 |
| Held to maturity securities (book value) | $40,696,000,000 | 6 |
| Available-for-sale securities (fair market value) | $63,778,000,000 | 7 |
| Total debt securities | $104,474,000,000 | 6 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $98,831,000,000 | 8 |
| U.S. Government securities | $65,894,000,000 | 7 |
| U.S. Treasury securities | $3,254,000,000 | 16 |
| U.S. Government agency obligations | $62,640,000,000 | 5 |
| Securities issued by states & political subdivisions | $0 | 5,164 |
| Other domestic debt securities | $29,765,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $13,000,000 | 111 |
| Commercial mortgage-backed securities - Total | $1,307,000,000 | 11 |
| Asset backed securities | $21,670,000,000 | 2 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $6,775,000,000 | 2 |
| Foreign debt securities | $3,172,000,000 | 10 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,408,000,000 | 50 |
| Mortgage-backed securities | $58,669,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $21,692,000,000 | 9 |
| Issued or guaranteed by U.S. | $21,692,000,000 | 9 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $9,417,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,404,000,000 | 10 |
| Privately issued | $13,000,000 | 106 |
| Commercial mortgage-backed securities | $27,560,000,000 | 1 |
| Commercial mortgage pass-through securities | $8,025,000,000 | 1 |
| Other commercial mortgage-backed securities | $19,535,000,000 | 2 |
| Held to maturity securities (book value) | $37,916,000,000 | 6 |
| Available-for-sale securities (fair market value) | $60,915,000,000 | 7 |
| Total debt securities | $98,831,000,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $95,103,000,000 | 8 |
| U.S. Government securities | $63,855,000,000 | 7 |
| U.S. Treasury securities | $3,004,000,000 | 17 |
| U.S. Government agency obligations | $60,851,000,000 | 5 |
| Securities issued by states & political subdivisions | $0 | 5,179 |
| Other domestic debt securities | $28,333,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $14,000,000 | 107 |
| Commercial mortgage-backed securities - Total | $1,317,000,000 | 12 |
| Asset backed securities | $20,504,000,000 | 3 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $6,498,000,000 | 2 |
| Foreign debt securities | $2,915,000,000 | 10 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,412,000,000 | 51 |
| Mortgage-backed securities | $56,960,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $20,653,000,000 | 9 |
| Issued or guaranteed by U.S. | $20,653,000,000 | 9 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $10,159,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,145,000,000 | 9 |
| Privately issued | $14,000,000 | 101 |
| Commercial mortgage-backed securities | $26,148,000,000 | 1 |
| Commercial mortgage pass-through securities | $7,121,000,000 | 1 |
| Other commercial mortgage-backed securities | $19,027,000,000 | 3 |
| Held to maturity securities (book value) | $36,099,000,000 | 7 |
| Available-for-sale securities (fair market value) | $59,004,000,000 | 7 |
| Total debt securities | $95,103,000,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $87,639,000,000 | 8 |
| U.S. Government securities | $58,893,000,000 | 7 |
| U.S. Treasury securities | $2,994,000,000 | 16 |
| U.S. Government agency obligations | $55,899,000,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,261 |
| Other domestic debt securities | $25,936,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $15,000,000 | 106 |
| Commercial mortgage-backed securities - Total | $1,319,000,000 | 12 |
| Asset backed securities | $19,366,000,000 | 3 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $5,236,000,000 | 2 |
| Foreign debt securities | $2,810,000,000 | 10 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,562,000,000 | 50 |
| Mortgage-backed securities | $53,438,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $19,043,000,000 | 8 |
| Issued or guaranteed by U.S. | $19,043,000,000 | 8 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $10,702,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,687,000,000 | 9 |
| Privately issued | $15,000,000 | 99 |
| Commercial mortgage-backed securities | $23,693,000,000 | 1 |
| Commercial mortgage pass-through securities | $5,767,000,000 | 1 |
| Other commercial mortgage-backed securities | $17,926,000,000 | 3 |
| Held to maturity securities (book value) | $34,389,000,000 | 5 |
| Available-for-sale securities (fair market value) | $53,250,000,000 | 9 |
| Total debt securities | $87,639,000,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $84,674,000,000 | 8 |
| U.S. Government securities | $55,629,000,000 | 7 |
| U.S. Treasury securities | $500,000,000 | 38 |
| U.S. Government agency obligations | $55,129,000,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,321 |
| Other domestic debt securities | $26,228,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $538,000,000 | 20 |
| Commercial mortgage-backed securities - Total | $1,320,000,000 | 12 |
| Asset backed securities | $19,503,000,000 | 3 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $4,867,000,000 | 2 |
| Foreign debt securities | $2,817,000,000 | 9 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,616,000,000 | 50 |
| Mortgage-backed securities | $53,064,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $19,385,000,000 | 8 |
| Issued or guaranteed by U.S. | $19,385,000,000 | 8 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $11,882,000,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $11,344,000,000 | 9 |
| Privately issued | $538,000,000 | 17 |
| Commercial mortgage-backed securities | $21,797,000,000 | 2 |
| Commercial mortgage pass-through securities | $4,878,000,000 | 2 |
| Other commercial mortgage-backed securities | $16,919,000,000 | 3 |
| Held to maturity securities (book value) | $34,007,000,000 | 6 |
| Available-for-sale securities (fair market value) | $50,667,000,000 | 8 |
| Total debt securities | $84,674,000,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $82,572,000,000 | 9 |
| U.S. Government securities | $53,711,000,000 | 7 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $53,711,000,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,386 |
| Other domestic debt securities | $24,185,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $560,000,000 | 19 |
| Commercial mortgage-backed securities - Total | $1,322,000,000 | 11 |
| Asset backed securities | $17,617,000,000 | 3 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $4,686,000,000 | 3 |
| Foreign debt securities | $4,676,000,000 | 8 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,845,000,000 | 49 |
| Mortgage-backed securities | $51,409,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $18,393,000,000 | 9 |
| Issued or guaranteed by U.S. | $18,393,000,000 | 9 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $12,516,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,956,000,000 | 9 |
| Privately issued | $560,000,000 | 16 |
| Commercial mortgage-backed securities | $20,500,000,000 | 2 |
| Commercial mortgage pass-through securities | $4,477,000,000 | 2 |
| Other commercial mortgage-backed securities | $16,023,000,000 | 3 |
| Held to maturity securities (book value) | $32,496,000,000 | 5 |
| Available-for-sale securities (fair market value) | $50,076,000,000 | 8 |
| Total debt securities | $82,572,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $81,776,000,000 | 8 |
| U.S. Government securities | $54,008,000,000 | 7 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $54,008,000,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,432 |
| Other domestic debt securities | $23,160,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $578,000,000 | 19 |
| Commercial mortgage-backed securities - Total | $1,278,000,000 | 11 |
| Asset backed securities | $16,725,000,000 | 3 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $4,579,000,000 | 3 |
| Foreign debt securities | $4,608,000,000 | 9 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,894,000,000 | 47 |
| Mortgage-backed securities | $51,454,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $18,625,000,000 | 9 |
| Issued or guaranteed by U.S. | $18,625,000,000 | 9 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $13,056,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $12,478,000,000 | 8 |
| Privately issued | $578,000,000 | 16 |
| Commercial mortgage-backed securities | $19,773,000,000 | 2 |
| Commercial mortgage pass-through securities | $4,386,000,000 | 2 |
| Other commercial mortgage-backed securities | $15,387,000,000 | 3 |
| Held to maturity securities (book value) | $32,123,000,000 | 5 |
| Available-for-sale securities (fair market value) | $49,653,000,000 | 9 |
| Total debt securities | $81,776,000,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $78,284,000,000 | 9 |
| U.S. Government securities | $52,041,000,000 | 7 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $52,041,000,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,498 |
| Other domestic debt securities | $21,732,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $593,000,000 | 21 |
| Commercial mortgage-backed securities - Total | $1,237,000,000 | 12 |
| Asset backed securities | $15,206,000,000 | 4 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $4,696,000,000 | 3 |
| Foreign debt securities | $4,511,000,000 | 9 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,800,000,000 | 45 |
| Mortgage-backed securities | $49,735,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $17,627,000,000 | 10 |
| Issued or guaranteed by U.S. | $17,627,000,000 | 10 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $13,291,000,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $12,698,000,000 | 7 |
| Privately issued | $593,000,000 | 18 |
| Commercial mortgage-backed securities | $18,817,000,000 | 2 |
| Commercial mortgage pass-through securities | $4,114,000,000 | 2 |
| Other commercial mortgage-backed securities | $14,703,000,000 | 3 |
| Held to maturity securities (book value) | $30,318,000,000 | 4 |
| Available-for-sale securities (fair market value) | $47,966,000,000 | 11 |
| Total debt securities | $78,284,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $75,804,000,000 | 8 |
| U.S. Government securities | $50,087,000,000 | 7 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $50,087,000,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $20,759,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $618,000,000 | 20 |
| Commercial mortgage-backed securities - Total | $1,112,000,000 | 13 |
| Asset backed securities | $14,514,000,000 | 4 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,515,000,000 | 3 |
| Foreign debt securities | $4,958,000,000 | 8 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,845,000,000 | 44 |
| Mortgage-backed securities | $47,665,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $16,339,000,000 | 10 |
| Issued or guaranteed by U.S. | $16,339,000,000 | 10 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $13,735,000,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $13,117,000,000 | 7 |
| Privately issued | $618,000,000 | 17 |
| Commercial mortgage-backed securities | $17,591,000,000 | 2 |
| Commercial mortgage pass-through securities | $3,787,000,000 | 2 |
| Other commercial mortgage-backed securities | $13,804,000,000 | 4 |
| Held to maturity securities (book value) | $28,219,000,000 | 3 |
| Available-for-sale securities (fair market value) | $47,585,000,000 | 8 |
| Total debt securities | $75,804,000,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $69,311,000,000 | 9 |
| U.S. Government securities | $47,129,000,000 | 8 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $47,129,000,000 | 7 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $17,906,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $651,000,000 | 19 |
| Commercial mortgage-backed securities - Total | $1,112,000,000 | 11 |
| Asset backed securities | $11,839,000,000 | 5 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $4,304,000,000 | 3 |
| Foreign debt securities | $4,276,000,000 | 9 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,880,000,000 | 41 |
| Mortgage-backed securities | $45,257,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $13,748,000,000 | 12 |
| Issued or guaranteed by U.S. | $13,748,000,000 | 11 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $14,970,000,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $14,319,000,000 | 6 |
| Privately issued | $651,000,000 | 17 |
| Commercial mortgage-backed securities | $16,539,000,000 | 3 |
| Commercial mortgage pass-through securities | $3,433,000,000 | 4 |
| Other commercial mortgage-backed securities | $13,106,000,000 | 3 |
| Held to maturity securities (book value) | $25,818,000,000 | 3 |
| Available-for-sale securities (fair market value) | $43,493,000,000 | 11 |
| Total debt securities | $69,311,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $66,508,000,000 | 9 |
| U.S. Government securities | $46,043,000,000 | 8 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $46,043,000,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $15,956,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $708,000,000 | 20 |
| Commercial mortgage-backed securities - Total | $919,000,000 | 12 |
| Asset backed securities | $9,786,000,000 | 5 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $4,543,000,000 | 3 |
| Foreign debt securities | $4,509,000,000 | 9 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,972,000,000 | 40 |
| Mortgage-backed securities | $43,634,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | $11,252,000,000 | 14 |
| Issued or guaranteed by U.S. | $11,252,000,000 | 14 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $16,577,000,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $15,869,000,000 | 6 |
| Privately issued | $708,000,000 | 18 |
| Commercial mortgage-backed securities | $15,805,000,000 | 2 |
| Commercial mortgage pass-through securities | $3,053,000,000 | 3 |
| Other commercial mortgage-backed securities | $12,752,000,000 | 3 |
| Held to maturity securities (book value) | $23,605,000,000 | 3 |
| Available-for-sale securities (fair market value) | $42,903,000,000 | 11 |
| Total debt securities | $66,508,000,000 | 9 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $59,210,000,000 | 11 |
| U.S. Government securities | $41,690,000,000 | 9 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $41,690,000,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $13,349,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $733,000,000 | 20 |
| Commercial mortgage-backed securities - Total | $633,000,000 | 12 |
| Asset backed securities | $8,764,000,000 | 6 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $3,219,000,000 | 4 |
| Foreign debt securities | $4,171,000,000 | 9 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,032,000,000 | 39 |
| Mortgage-backed securities | $39,592,000,000 | 10 |
| Certificates of participation in pools of residential mortgages | $8,002,000,000 | 18 |
| Issued or guaranteed by U.S. | $8,002,000,000 | 17 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $17,798,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $17,065,000,000 | 5 |
| Privately issued | $733,000,000 | 18 |
| Commercial mortgage-backed securities | $13,792,000,000 | 3 |
| Commercial mortgage pass-through securities | $2,473,000,000 | 4 |
| Other commercial mortgage-backed securities | $11,319,000,000 | 4 |
| Held to maturity securities (book value) | $19,253,000,000 | 3 |
| Available-for-sale securities (fair market value) | $39,957,000,000 | 11 |
| Total debt securities | $59,210,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $53,315,000,000 | 11 |
| U.S. Government securities | $39,571,000,000 | 8 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $39,571,000,000 | 7 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $9,717,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $782,000,000 | 20 |
| Commercial mortgage-backed securities - Total | $290,000,000 | 19 |
| Asset backed securities | $6,215,000,000 | 9 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,430,000,000 | 4 |
| Foreign debt securities | $4,027,000,000 | 9 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,091,000,000 | 38 |
| Mortgage-backed securities | $40,293,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | $9,982,000,000 | 16 |
| Issued or guaranteed by U.S. | $9,982,000,000 | 16 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $19,880,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $19,098,000,000 | 4 |
| Privately issued | $782,000,000 | 18 |
| Commercial mortgage-backed securities | $10,431,000,000 | 4 |
| Commercial mortgage pass-through securities | $2,212,000,000 | 4 |
| Other commercial mortgage-backed securities | $8,219,000,000 | 4 |
| Held to maturity securities (book value) | $16,409,000,000 | 3 |
| Available-for-sale securities (fair market value) | $36,906,000,000 | 12 |
| Total debt securities | $53,315,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $50,732,000,000 | 11 |
| U.S. Government securities | $39,716,000,000 | 8 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $39,716,000,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $7,813,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $776,000,000 | 20 |
| Commercial mortgage-backed securities - Total | $283,000,000 | 21 |
| Asset backed securities | $4,158,000,000 | 11 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,596,000,000 | 4 |
| Foreign debt securities | $3,203,000,000 | 8 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,562,000,000 | 43 |
| Mortgage-backed securities | $40,674,000,000 | 9 |
| Certificates of participation in pools of residential mortgages | $9,982,000,000 | 16 |
| Issued or guaranteed by U.S. | $9,982,000,000 | 16 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $21,739,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $20,963,000,000 | 4 |
| Privately issued | $776,000,000 | 18 |
| Commercial mortgage-backed securities | $8,953,000,000 | 4 |
| Commercial mortgage pass-through securities | $2,013,000,000 | 5 |
| Other commercial mortgage-backed securities | $6,940,000,000 | 4 |
| Held to maturity securities (book value) | $16,045,000,000 | 3 |
| Available-for-sale securities (fair market value) | $34,687,000,000 | 11 |
| Total debt securities | $50,732,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $48,440,000,000 | 11 |
| U.S. Government securities | $39,543,000,000 | 9 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $39,543,000,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $6,275,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $859,000,000 | 19 |
| Commercial mortgage-backed securities - Total | $281,000,000 | 22 |
| Asset backed securities | $3,073,000,000 | 12 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $2,062,000,000 | 6 |
| Foreign debt securities | $2,622,000,000 | 11 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,199,000,000 | 52 |
| Mortgage-backed securities | $39,426,000,000 | 9 |
| Certificates of participation in pools of residential mortgages | $9,214,000,000 | 19 |
| Issued or guaranteed by U.S. | $9,214,000,000 | 18 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $23,130,000,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $22,271,000,000 | 4 |
| Privately issued | $859,000,000 | 17 |
| Commercial mortgage-backed securities | $7,082,000,000 | 5 |
| Commercial mortgage pass-through securities | $1,379,000,000 | 6 |
| Other commercial mortgage-backed securities | $5,703,000,000 | 5 |
| Held to maturity securities (book value) | $15,330,000,000 | 3 |
| Available-for-sale securities (fair market value) | $33,110,000,000 | 11 |
| Total debt securities | $48,440,000,000 | 11 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $46,007,293,000 | 11 |
| U.S. Government securities | $37,491,283,000 | 9 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $37,491,283,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $8,516,010,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,183,390,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,400,949,000 | 5 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $36,874,312,000 | 9 |
| Certificates of participation in pools of residential mortgages | $8,242,470,000 | 18 |
| Issued or guaranteed by U.S. | $8,242,470,000 | 18 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $28,631,842,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $27,448,452,000 | 3 |
| Privately issued | $1,183,390,000 | 17 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,050,590,000 | 5 |
| Available-for-sale securities (fair market value) | $33,956,703,000 | 11 |
| Total debt securities | $46,007,293,000 | 11 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-09-30 | Rank | |
| Total securities | $43,086,742,000 | 12 |
| U.S. Government securities | $35,380,860,000 | 9 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,380,860,000 | 7 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $7,705,882,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,169,946,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,512,950,000 | 5 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $34,282,316,000 | 8 |
| Certificates of participation in pools of residential mortgages | $5,948,319,000 | 20 |
| Issued or guaranteed by U.S. | $5,948,319,000 | 20 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $28,333,997,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $27,164,051,000 | 3 |
| Privately issued | $1,169,946,000 | 16 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,133,792,000 | 3 |
| Available-for-sale securities (fair market value) | $28,952,950,000 | 13 |
| Total debt securities | $43,086,742,000 | 12 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-06-30 | Rank | |
| Total securities | $41,104,029,000 | 12 |
| U.S. Government securities | $34,065,478,000 | 8 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $34,065,478,000 | 6 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $7,038,551,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,186,131,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,936,173,000 | 6 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $32,454,396,000 | 7 |
| Certificates of participation in pools of residential mortgages | $4,338,909,000 | 22 |
| Issued or guaranteed by U.S. | $4,338,909,000 | 22 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $28,115,487,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $26,929,356,000 | 3 |
| Privately issued | $1,186,131,000 | 16 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $13,896,337,000 | 1 |
| Available-for-sale securities (fair market value) | $27,207,692,000 | 13 |
| Total debt securities | $41,104,029,000 | 12 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2011-03-31 | Rank | |
| Total securities | $40,339,948,000 | 12 |
| U.S. Government securities | $32,881,715,000 | 9 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,881,715,000 | 7 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $7,458,233,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,334,194,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,986,075,000 | 5 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,439,782,000 | 8 |
| Certificates of participation in pools of residential mortgages | $3,727,417,000 | 28 |
| Issued or guaranteed by U.S. | $3,727,417,000 | 27 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $27,712,365,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $26,378,171,000 | 2 |
| Privately issued | $1,334,194,000 | 15 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,294,352,000 | 2 |
| Available-for-sale securities (fair market value) | $26,045,596,000 | 14 |
| Total debt securities | $40,339,948,000 | 12 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-12-31 | Rank | |
| Total securities | $40,022,866,000 | 12 |
| U.S. Government securities | $32,599,992,000 | 8 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,599,992,000 | 7 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $7,422,874,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,469,722,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,748,147,000 | 7 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,289,096,000 | 8 |
| Certificates of participation in pools of residential mortgages | $3,911,717,000 | 27 |
| Issued or guaranteed by U.S. | $3,911,717,000 | 26 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,377,379,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $25,907,657,000 | 2 |
| Privately issued | $1,469,722,000 | 16 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $16,029,395,000 | 3 |
| Available-for-sale securities (fair market value) | $23,993,471,000 | 14 |
| Total debt securities | $40,022,866,000 | 12 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-09-30 | Rank | |
| Total securities | $38,130,060,000 | 12 |
| U.S. Government securities | $29,528,282,000 | 8 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $29,528,282,000 | 7 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $8,601,778,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,649,710,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,291,190,000 | 7 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $28,392,642,000 | 9 |
| Certificates of participation in pools of residential mortgages | $4,296,849,000 | 21 |
| Issued or guaranteed by U.S. | $4,296,849,000 | 21 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $24,095,793,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $22,446,083,000 | 2 |
| Privately issued | $1,649,710,000 | 16 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $12,113,414,000 | 4 |
| Available-for-sale securities (fair market value) | $26,016,646,000 | 13 |
| Total debt securities | $38,130,060,000 | 12 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-06-30 | Rank | |
| Total securities | $32,646,018,000 | 12 |
| U.S. Government securities | $24,295,108,000 | 10 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $24,295,108,000 | 7 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $8,350,910,000 | 10 |
| Privately issued residential mortgage-backed securities | $1,759,132,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,481,242,000 | 6 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,225,770,000 | 10 |
| Certificates of participation in pools of residential mortgages | $4,550,261,000 | 22 |
| Issued or guaranteed by U.S. | $4,550,261,000 | 22 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $17,675,509,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $15,916,377,000 | 4 |
| Privately issued | $1,759,132,000 | 15 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,942,912,000 | 5 |
| Available-for-sale securities (fair market value) | $23,703,106,000 | 13 |
| Total debt securities | $32,646,018,000 | 12 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2010-03-31 | Rank | |
| Total securities | $30,424,343,000 | 13 |
| U.S. Government securities | $23,206,707,000 | 12 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $23,206,707,000 | 9 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $7,217,636,000 | 12 |
| Privately issued residential mortgage-backed securities | $1,867,882,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,909,704,000 | 8 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,080,417,000 | 11 |
| Certificates of participation in pools of residential mortgages | $4,693,835,000 | 21 |
| Issued or guaranteed by U.S. | $4,693,835,000 | 21 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $17,386,582,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $15,518,700,000 | 3 |
| Privately issued | $1,867,882,000 | 15 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,995,439,000 | 6 |
| Available-for-sale securities (fair market value) | $23,428,904,000 | 14 |
| Total debt securities | $30,424,343,000 | 13 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-12-31 | Rank | |
| Total securities | $27,682,828,000 | 15 |
| U.S. Government securities | $19,861,404,000 | 15 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $19,861,404,000 | 13 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $7,821,424,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,939,916,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,153,268,000 | 5 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $18,822,698,000 | 14 |
| Certificates of participation in pools of residential mortgages | $2,591,795,000 | 31 |
| Issued or guaranteed by U.S. | $2,591,795,000 | 30 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $16,230,903,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $14,290,987,000 | 3 |
| Privately issued | $1,939,916,000 | 16 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,884,861,000 | 8 |
| Available-for-sale securities (fair market value) | $22,797,967,000 | 16 |
| Total debt securities | $27,682,828,000 | 15 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-09-30 | Rank | |
| Total securities | $23,771,333,000 | 16 |
| U.S. Government securities | $15,517,151,000 | 17 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $15,517,151,000 | 16 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $8,254,182,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,876,196,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,511,981,000 | 6 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,741,680,000 | 18 |
| Certificates of participation in pools of residential mortgages | $694,945,000 | 94 |
| Issued or guaranteed by U.S. | $694,945,000 | 91 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $13,046,735,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $11,170,539,000 | 4 |
| Privately issued | $1,876,196,000 | 17 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,152,467,000 | 30 |
| Available-for-sale securities (fair market value) | $22,618,866,000 | 15 |
| Total debt securities | $23,771,333,000 | 16 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-06-30 | Rank | |
| Total securities | $20,082,040,000 | 17 |
| U.S. Government securities | $11,484,831,000 | 20 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,484,831,000 | 19 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $8,597,209,000 | 13 |
| Privately issued residential mortgage-backed securities | $1,939,252,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,951,929,000 | 6 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $0 | 27 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,033,564,000 | 18 |
| Certificates of participation in pools of residential mortgages | $754,364,000 | 90 |
| Issued or guaranteed by U.S. | $754,364,000 | 88 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $11,279,200,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $9,339,948,000 | 3 |
| Privately issued | $1,939,252,000 | 17 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,680,486,000 | 16 |
| Available-for-sale securities (fair market value) | $17,401,554,000 | 18 |
| Total debt securities | $20,082,040,000 | 17 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $16,105,945,000 | 22 |
| U.S. Government securities | $9,599,861,000 | 22 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,599,861,000 | 20 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $6,506,084,000 | 15 |
| Privately issued residential mortgage-backed securities | $2,043,964,000 | 17 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,532,306,000 | 7 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $0 | 26 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,643,278,000 | 20 |
| Certificates of participation in pools of residential mortgages | $823,220,000 | 82 |
| Issued or guaranteed by U.S. | $823,220,000 | 81 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $9,820,058,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $7,776,094,000 | 6 |
| Privately issued | $2,043,964,000 | 16 |
| 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) | $723,672,000 | 35 |
| Available-for-sale securities (fair market value) | $15,382,273,000 | 20 |
| Total debt securities | $16,105,945,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $13,992,594,000 | 21 |
| U.S. Government securities | $8,746,386,000 | 21 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,746,386,000 | 21 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $5,246,208,000 | 13 |
| Privately issued residential mortgage-backed securities | $2,222,711,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,958,331,000 | 7 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,451,817,000 | 22 |
| Certificates of participation in pools of residential mortgages | $847,465,000 | 80 |
| Issued or guaranteed by U.S. | $847,465,000 | 78 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $9,604,352,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $7,381,641,000 | 4 |
| Privately issued | $2,222,711,000 | 18 |
| 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) | $243,210,000 | 88 |
| Available-for-sale securities (fair market value) | $13,749,384,000 | 18 |
| Total debt securities | $13,992,594,000 | 21 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $12,688,082,000 | 21 |
| U.S. Government securities | $7,712,608,000 | 23 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,712,608,000 | 23 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $4,975,474,000 | 14 |
| Privately issued residential mortgage-backed securities | $2,793,144,000 | 18 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,396,869,000 | 6 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,490,413,000 | 20 |
| Certificates of participation in pools of residential mortgages | $517,960,000 | 102 |
| Issued or guaranteed by U.S. | $517,960,000 | 97 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $9,972,453,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $7,179,309,000 | 4 |
| Privately issued | $2,793,144,000 | 17 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $339,000 | 2,980 |
| Available-for-sale securities (fair market value) | $12,687,743,000 | 18 |
| Total debt securities | $12,688,082,000 | 22 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $13,417,757,000 | 22 |
| U.S. Government securities | $7,716,475,000 | 24 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,716,475,000 | 24 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $5,701,282,000 | 19 |
| Privately issued residential mortgage-backed securities | $3,079,595,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,982,731,000 | 5 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,780,536,000 | 23 |
| Certificates of participation in pools of residential mortgages | $281,236,000 | 173 |
| Issued or guaranteed by U.S. | $281,236,000 | 166 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $10,499,300,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $7,419,705,000 | 4 |
| Privately issued | $3,079,595,000 | 20 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $339,000 | 2,992 |
| Available-for-sale securities (fair market value) | $13,417,418,000 | 20 |
| Total debt securities | $13,417,757,000 | 23 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $10,555,008,000 | 28 |
| U.S. Government securities | $193,733,000 | 450 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $193,733,000 | 437 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $10,361,275,000 | 15 |
| Privately issued residential mortgage-backed securities | $7,871,980,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,989,643,000 | 4 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,050,380,000 | 27 |
| Certificates of participation in pools of residential mortgages | $178,400,000 | 251 |
| Issued or guaranteed by U.S. | $178,400,000 | 244 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,871,980,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $7,871,980,000 | 12 |
| 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) | $337,000 | 3,027 |
| Available-for-sale securities (fair market value) | $10,554,671,000 | 25 |
| Total debt securities | $10,555,008,000 | 27 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $8,372,579,000 | 33 |
| U.S. Government securities | $135,843,000 | 615 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $135,843,000 | 601 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $8,236,736,000 | 16 |
| Privately issued residential mortgage-backed securities | $6,261,572,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,426,025,000 | 7 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,382,421,000 | 30 |
| Certificates of participation in pools of residential mortgages | $120,849,000 | 320 |
| Issued or guaranteed by U.S. | $120,849,000 | 315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,261,572,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $6,261,572,000 | 16 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $8,372,579,000 | 30 |
| Total debt securities | $8,372,579,000 | 32 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $8,616,643,000 | 32 |
| U.S. Government securities | $3,060,074,000 | 50 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $3,060,074,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $5,556,569,000 | 18 |
| Privately issued residential mortgage-backed securities | $3,489,268,000 | 21 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $569,397,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,497,904,000 | 9 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,940,000 | 282 |
| Mortgage-backed securities | $6,459,298,000 | 30 |
| Certificates of participation in pools of residential mortgages | $126,442,000 | 303 |
| Issued or guaranteed by U.S. | $126,442,000 | 298 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $6,332,856,000 | 20 |
| CMOs issued by government agencies or sponsored agencies | $2,843,588,000 | 14 |
| Privately issued | $3,489,268,000 | 19 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $8,616,643,000 | 29 |
| Total debt securities | $8,616,643,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $8,203,252,000 | 33 |
| U.S. Government securities | $3,375,088,000 | 50 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $3,375,088,000 | 49 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $4,828,164,000 | 19 |
| Privately issued residential mortgage-backed securities | $3,608,693,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $149,804,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,069,667,000 | 13 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,880,000 | 277 |
| Mortgage-backed securities | $6,707,270,000 | 30 |
| Certificates of participation in pools of residential mortgages | $134,582,000 | 290 |
| Issued or guaranteed by U.S. | $134,582,000 | 283 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,572,688,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $2,963,995,000 | 13 |
| Privately issued | $3,608,693,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $8,203,252,000 | 31 |
| Total debt securities | $8,203,252,000 | 32 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $7,211,499,000 | 36 |
| U.S. Government securities | $2,402,009,000 | 67 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,402,009,000 | 65 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $4,809,490,000 | 17 |
| Privately issued residential mortgage-backed securities | $3,169,182,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $461,323,000 | 17 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,178,985,000 | 11 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,864,000 | 265 |
| Mortgage-backed securities | $5,242,955,000 | 33 |
| Certificates of participation in pools of residential mortgages | $150,029,000 | 273 |
| Issued or guaranteed by U.S. | $150,029,000 | 265 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $5,092,926,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $1,923,744,000 | 19 |
| Privately issued | $3,169,182,000 | 19 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $7,211,499,000 | 32 |
| Total debt securities | $7,211,499,000 | 35 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $6,816,478,000 | 36 |
| U.S. Government securities | $2,163,299,000 | 72 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,163,299,000 | 68 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $4,653,179,000 | 19 |
| Privately issued residential mortgage-backed securities | $3,097,622,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $401,859,000 | 19 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,153,698,000 | 10 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $207,285,000 | 290 |
| Mortgage-backed securities | $5,011,751,000 | 37 |
| Certificates of participation in pools of residential mortgages | $160,710,000 | 261 |
| Issued or guaranteed by U.S. | $160,710,000 | 252 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,851,041,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $1,753,419,000 | 21 |
| Privately issued | $3,097,622,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $6,816,478,000 | 33 |
| Total debt securities | $6,816,478,000 | 36 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $6,370,610,000 | 45 |
| U.S. Government securities | $2,231,831,000 | 73 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,231,831,000 | 72 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,138,779,000 | 18 |
| Privately issued residential mortgage-backed securities | $3,238,478,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $188,912,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $711,389,000 | 12 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,307,000 | 281 |
| Mortgage-backed securities | $5,245,267,000 | 40 |
| Certificates of participation in pools of residential mortgages | $170,131,000 | 253 |
| Issued or guaranteed by U.S. | $170,131,000 | 245 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $5,075,136,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $1,836,658,000 | 26 |
| Privately issued | $3,238,478,000 | 17 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $6,370,610,000 | 42 |
| Total debt securities | $6,370,610,000 | 45 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $6,255,836,000 | 42 |
| U.S. Government securities | $2,293,468,000 | 67 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,293,468,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $3,962,368,000 | 20 |
| Privately issued residential mortgage-backed securities | $3,355,341,000 | 20 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $124,856,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $482,171,000 | 15 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,028,000 | 276 |
| Mortgage-backed securities | $5,450,040,000 | 37 |
| Certificates of participation in pools of residential mortgages | $178,295,000 | 256 |
| Issued or guaranteed by U.S. | $178,295,000 | 249 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $5,271,745,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $1,916,404,000 | 22 |
| Privately issued | $3,355,341,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $6,255,836,000 | 39 |
| Total debt securities | $6,255,836,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $4,982,722,000 | 55 |
| U.S. Government securities | $1,809,964,000 | 87 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $1,809,964,000 | 85 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $3,172,758,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,952,281,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,880,000 | 41 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $170,597,000 | 52 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,228,000 | 265 |
| Mortgage-backed securities | $4,563,086,000 | 41 |
| Certificates of participation in pools of residential mortgages | $191,585,000 | 249 |
| Issued or guaranteed by U.S. | $191,585,000 | 241 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,371,501,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $1,419,220,000 | 29 |
| Privately issued | $2,952,281,000 | 20 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $4,982,722,000 | 46 |
| Total debt securities | $4,982,722,000 | 55 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $3,760,263,000 | 67 |
| U.S. Government securities | $1,534,663,000 | 109 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $1,534,663,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,225,600,000 | 30 |
| Privately issued residential mortgage-backed securities | $2,190,621,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $34,979,000 | 180 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $214,340,000 | 299 |
| Mortgage-backed securities | $3,625,806,000 | 48 |
| Certificates of participation in pools of residential mortgages | $201,628,000 | 245 |
| Issued or guaranteed by U.S. | $201,628,000 | 239 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,424,178,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $1,233,557,000 | 34 |
| Privately issued | $2,190,621,000 | 23 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $3,760,263,000 | 60 |
| Total debt securities | $3,760,263,000 | 67 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,094,092,000 | 76 |
| U.S. Government securities | $1,305,753,000 | 117 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $1,305,753,000 | 115 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,788,339,000 | 35 |
| Privately issued residential mortgage-backed securities | $1,788,339,000 | 30 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $159,814,000 | 354 |
| Mortgage-backed securities | $2,994,463,000 | 53 |
| Certificates of participation in pools of residential mortgages | $218,429,000 | 230 |
| Issued or guaranteed by U.S. | $218,429,000 | 225 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,776,034,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $987,695,000 | 47 |
| Privately issued | $1,788,339,000 | 25 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $3,094,092,000 | 65 |
| Total debt securities | $3,094,092,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,608,009,000 | 96 |
| U.S. Government securities | $1,308,551,000 | 120 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $1,308,551,000 | 117 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,299,458,000 | 48 |
| Privately issued residential mortgage-backed securities | $1,224,519,000 | 38 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,938,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,001,000 | 235 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $176,558,000 | 322 |
| Mortgage-backed securities | $2,433,102,000 | 71 |
| Certificates of participation in pools of residential mortgages | $241,229,000 | 214 |
| Issued or guaranteed by U.S. | $241,229,000 | 209 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,191,873,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $967,354,000 | 46 |
| Privately issued | $1,224,519,000 | 34 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,608,009,000 | 79 |
| Total debt securities | $2,608,009,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,297,721,000 | 103 |
| U.S. Government securities | $1,340,018,000 | 125 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,340,018,000 | 120 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $957,703,000 | 55 |
| Privately issued residential mortgage-backed securities | $880,287,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $77,416,000 | 100 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,924,000 | 308 |
| Mortgage-backed securities | $2,154,442,000 | 78 |
| Certificates of participation in pools of residential mortgages | $256,973,000 | 208 |
| Issued or guaranteed by U.S. | $256,973,000 | 202 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,897,469,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $1,017,182,000 | 46 |
| Privately issued | $880,287,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,297,721,000 | 87 |
| Total debt securities | $2,297,721,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,297,436,000 | 108 |
| U.S. Government securities | $1,355,870,000 | 128 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $1,355,870,000 | 121 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $941,566,000 | 54 |
| Privately issued residential mortgage-backed securities | $916,594,000 | 43 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,972,000 | 261 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $197,394,000 | 302 |
| Mortgage-backed securities | $2,256,474,000 | 81 |
| Certificates of participation in pools of residential mortgages | $273,716,000 | 203 |
| Issued or guaranteed by U.S. | $273,716,000 | 197 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,982,758,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,066,164,000 | 44 |
| Privately issued | $916,594,000 | 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,297,436,000 | 94 |
| Total debt securities | $2,297,436,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,189,013,000 | 107 |
| U.S. Government securities | $1,420,457,000 | 121 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,420,457,000 | 115 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $768,556,000 | 60 |
| Privately issued residential mortgage-backed securities | $768,556,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $2,173,023,000 | 80 |
| Certificates of participation in pools of residential mortgages | $290,306,000 | 202 |
| Issued or guaranteed by U.S. | $290,306,000 | 197 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,882,717,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,114,161,000 | 42 |
| Privately issued | $768,556,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $2,189,013,000 | 95 |
| Total debt securities | $2,189,013,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,345,757,000 | 107 |
| U.S. Government securities | $1,449,883,000 | 124 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $1,449,883,000 | 116 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $895,874,000 | 58 |
| Privately issued residential mortgage-backed securities | $854,657,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $41,217,000 | 60 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $2,288,559,000 | 76 |
| Certificates of participation in pools of residential mortgages | $303,201,000 | 201 |
| Issued or guaranteed by U.S. | $303,201,000 | 197 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,985,358,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,130,701,000 | 40 |
| Privately issued | $854,657,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $2,345,757,000 | 93 |
| Total debt securities | $2,345,757,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,774,654,000 | 132 |
| U.S. Government securities | $982,461,000 | 156 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $982,461,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $792,193,000 | 63 |
| Privately issued residential mortgage-backed securities | $689,840,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $77,353,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $25,000,000 | 295 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $1,656,280,000 | 95 |
| Certificates of participation in pools of residential mortgages | $29,478,000 | 1,161 |
| Issued or guaranteed by U.S. | $29,478,000 | 1,153 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,626,802,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $936,962,000 | 49 |
| Privately issued | $689,840,000 | 48 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $1,774,654,000 | 116 |
| Total debt securities | $1,774,654,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,533,597,000 | 142 |
| U.S. Government securities | $911,191,000 | 162 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $911,191,000 | 158 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $622,406,000 | 60 |
| Privately issued residential mortgage-backed securities | $595,322,000 | 39 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,084,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $1,487,259,000 | 98 |
| Certificates of participation in pools of residential mortgages | $31,517,000 | 1,114 |
| Issued or guaranteed by U.S. | $31,517,000 | 1,105 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,455,742,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $860,420,000 | 61 |
| Privately issued | $595,322,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,533,597,000 | 127 |
| Total debt securities | $1,533,597,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $763,269,000 | 226 |
| U.S. Government securities | $460,365,000 | 266 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $460,365,000 | 256 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $302,904,000 | 86 |
| Privately issued residential mortgage-backed securities | $234,950,000 | 58 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $67,954,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $676,001,000 | 163 |
| Certificates of participation in pools of residential mortgages | $33,524,000 | 1,068 |
| Issued or guaranteed by U.S. | $33,524,000 | 1,064 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $642,477,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $407,527,000 | 93 |
| Privately issued | $234,950,000 | 47 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $763,269,000 | 204 |
| Total debt securities | $763,269,000 | 222 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $184,751,000 | 726 |
| U.S. Government securities | $122,880,000 | 798 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $122,880,000 | 766 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $61,871,000 | 267 |
| Privately issued residential mortgage-backed securities | $61,871,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $184,751,000 | 427 |
| Certificates of participation in pools of residential mortgages | $35,494,000 | 996 |
| Issued or guaranteed by U.S. | $35,494,000 | 991 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $149,257,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $87,386,000 | 303 |
| Privately issued | $61,871,000 | 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $184,751,000 | 622 |
| Total debt securities | $184,751,000 | 699 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |