Home > Bank of America > Securities
Bank of America, Securities
| 2022-12-31 | Rank | |
| Total securities | $824,974,000,000 | 1 |
| U.S. Government securities | $790,450,000,000 | 1 |
| U.S. Treasury securities | $254,718,000,000 | 2 |
| U.S. Government agency obligations | $535,732,000,000 | 1 |
| Securities issued by states & political subdivisions | $6,211,000,000 | 8 |
| Other domestic debt securities | $19,667,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $156,000,000 | 52 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,771,000,000 | 3 |
| Structured financial products - Total | $4,657,000,000 | 12 |
| Other domestic debt securities - All other | $5,758,000,000 | 3 |
| Foreign debt securities | $8,566,000,000 | 7 |
| 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 | $112,784,000,000 | 3 |
| Mortgage-backed securities | $537,138,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $524,390,000,000 | 1 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,566,000,000 | 13 |
| Privately issued | $156,000,000 | 51 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,248,000,000 | 7 |
| Other commercial mortgage-backed securities | $778,000,000 | 47 |
| Held to maturity securities (book value) | $632,784,000,000 | 1 |
| Available-for-sale securities (fair market value) | $192,110,000,000 | 3 |
| Total debt securities | $824,894,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $137,739,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $25,447,000,000 | 3 |
| 2022-09-30 | Rank | |
| Total securities | $841,433,000,000 | 1 |
| U.S. Government securities | $810,128,000,000 | 1 |
| U.S. Treasury securities | $263,459,000,000 | 2 |
| U.S. Government agency obligations | $546,669,000,000 | 1 |
| Securities issued by states & political subdivisions | $6,858,000,000 | 8 |
| Other domestic debt securities | $16,627,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $149,000,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,182,000,000 | 7 |
| Structured financial products - Total | $3,914,000,000 | 11 |
| Other domestic debt securities - All other | $6,060,000,000 | 3 |
| Foreign debt securities | $7,829,000,000 | 7 |
| 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 | $112,674,000,000 | 3 |
| Mortgage-backed securities | $548,056,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $535,251,000,000 | 1 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $7,862,000,000 | 12 |
| Privately issued | $149,000,000 | 55 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $4,007,000,000 | 10 |
| Other commercial mortgage-backed securities | $787,000,000 | 52 |
| Held to maturity securities (book value) | $643,664,000,000 | 1 |
| Available-for-sale securities (fair market value) | $197,778,000,000 | 3 |
| Total debt securities | $841,442,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $2,622,000,000 | 2 |
| Fair value | $2,603,000,000 | 2 |
| Trading account assets | $148,307,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $28,539,000,000 | 3 |
| 2022-06-30 | Rank | |
| Total securities | $894,328,000,000 | 1 |
| U.S. Government securities | $865,505,000,000 | 1 |
| U.S. Treasury securities | $288,596,000,000 | 2 |
| U.S. Government agency obligations | $576,909,000,000 | 1 |
| Securities issued by states & political subdivisions | $7,431,000,000 | 8 |
| Other domestic debt securities | $12,808,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $151,000,000 | 59 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,168,000,000 | 7 |
| Structured financial products - Total | $128,000,000 | 54 |
| Other domestic debt securities - All other | $6,034,000,000 | 3 |
| Foreign debt securities | $8,535,000,000 | 7 |
| 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 | $109,388,000,000 | 3 |
| Mortgage-backed securities | $578,293,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $554,398,000,000 | 1 |
| Issued or guaranteed by U.S. | $554,398,000,000 | 1 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $8,455,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,304,000,000 | 12 |
| Privately issued | $151,000,000 | 55 |
| Commercial mortgage-backed securities | $15,440,000,000 | 6 |
| Commercial mortgage pass-through securities | $14,162,000,000 | 5 |
| Other commercial mortgage-backed securities | $1,278,000,000 | 40 |
| Held to maturity securities (book value) | $658,204,000,000 | 1 |
| Available-for-sale securities (fair market value) | $236,075,000,000 | 1 |
| Total debt securities | $894,279,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $2,500,000,000 | 2 |
| Fair value | $2,485,000,000 | 2 |
| Trading account assets | $146,371,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,151,000,000 | 3 |
| 2022-03-31 | Rank | |
| Total securities | $929,895,000,000 | 1 |
| U.S. Government securities | $894,863,000,000 | 1 |
| U.S. Treasury securities | $285,897,000,000 | 2 |
| U.S. Government agency obligations | $608,966,000,000 | 1 |
| Securities issued by states & political subdivisions | $10,683,000,000 | 5 |
| Other domestic debt securities | $12,419,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $157,000,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,642,000,000 | 7 |
| Structured financial products - Total | $7,000,000 | 95 |
| Other domestic debt securities - All other | $5,309,000,000 | 3 |
| Foreign debt securities | $11,930,000,000 | 7 |
| 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 | $112,982,000,000 | 3 |
| Mortgage-backed securities | $610,329,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $579,154,000,000 | 1 |
| Issued or guaranteed by U.S. | $579,154,000,000 | 1 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $9,023,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $8,866,000,000 | 12 |
| Privately issued | $157,000,000 | 54 |
| Commercial mortgage-backed securities | $22,152,000,000 | 5 |
| Commercial mortgage pass-through securities | $19,969,000,000 | 4 |
| Other commercial mortgage-backed securities | $2,183,000,000 | 31 |
| Held to maturity securities (book value) | $672,135,000,000 | 1 |
| Available-for-sale securities (fair market value) | $257,760,000,000 | 2 |
| Total debt securities | $929,895,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $2,885,000,000 | 2 |
| Fair value | $2,886,000,000 | 2 |
| Trading account assets | $143,553,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,136,000,000 | 3 |
| 2021-12-31 | Rank | |
| Total securities | $941,778,000,000 | 1 |
| U.S. Government securities | $911,102,000,000 | 1 |
| U.S. Treasury securities | $283,449,000,000 | 2 |
| U.S. Government agency obligations | $627,653,000,000 | 1 |
| Securities issued by states & political subdivisions | $10,850,000,000 | 5 |
| Other domestic debt securities | $11,242,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $166,000,000 | 48 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,560,000,000 | 8 |
| Structured financial products - Total | $9,000,000 | 88 |
| Other domestic debt securities - All other | $5,286,000,000 | 3 |
| Foreign debt securities | $8,551,000,000 | 7 |
| 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 | $122,740,000,000 | 3 |
| Mortgage-backed securities | $628,929,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $596,583,000,000 | 1 |
| Issued or guaranteed by U.S. | $596,583,000,000 | 1 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $9,886,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $9,720,000,000 | 11 |
| Privately issued | $166,000,000 | 44 |
| Commercial mortgage-backed securities | $22,460,000,000 | 5 |
| Commercial mortgage pass-through securities | $20,571,000,000 | 3 |
| Other commercial mortgage-backed securities | $1,889,000,000 | 33 |
| Held to maturity securities (book value) | $674,513,000,000 | 1 |
| Available-for-sale securities (fair market value) | $267,232,000,000 | 3 |
| Total debt securities | $941,745,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $1,522,000,000 | 2 |
| Fair value | $1,524,000,000 | 2 |
| Trading account assets | $85,703,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,591,000,000 | 3 |
| 2021-09-30 | Rank | |
| Total securities | $931,077,000,000 | 1 |
| U.S. Government securities | $900,233,000,000 | 1 |
| U.S. Treasury securities | $259,060,000,000 | 2 |
| U.S. Government agency obligations | $641,173,000,000 | 1 |
| Securities issued by states & political subdivisions | $11,584,000,000 | 4 |
| Other domestic debt securities | $10,445,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $218,000,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,304,000,000 | 7 |
| Structured financial products - Total | $19,000,000 | 74 |
| Other domestic debt securities - All other | $4,757,000,000 | 3 |
| Foreign debt securities | $8,783,000,000 | 7 |
| 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 | $86,471,000,000 | 3 |
| Mortgage-backed securities | $642,419,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $609,991,000,000 | 1 |
| Issued or guaranteed by U.S. | $609,991,000,000 | 1 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $10,828,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $10,610,000,000 | 10 |
| Privately issued | $218,000,000 | 29 |
| Commercial mortgage-backed securities | $21,600,000,000 | 6 |
| Commercial mortgage pass-through securities | $19,796,000,000 | 3 |
| Other commercial mortgage-backed securities | $1,804,000,000 | 33 |
| Held to maturity securities (book value) | $683,054,000,000 | 1 |
| Available-for-sale securities (fair market value) | $247,991,000,000 | 4 |
| Total debt securities | $931,045,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $1,121,000,000 | 3 |
| Fair value | $1,122,000,000 | 2 |
| Trading account assets | $106,167,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $20,619,000,000 | 3 |
| 2021-06-30 | Rank | |
| Total securities | $902,998,000,000 | 1 |
| U.S. Government securities | $865,453,000,000 | 1 |
| U.S. Treasury securities | $233,471,000,000 | 2 |
| U.S. Government agency obligations | $631,982,000,000 | 1 |
| Securities issued by states & political subdivisions | $12,311,000,000 | 4 |
| Other domestic debt securities | $10,753,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $232,000,000 | 25 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,604,000,000 | 7 |
| Structured financial products - Total | $76,000,000 | 44 |
| Other domestic debt securities - All other | $4,758,000,000 | 3 |
| Foreign debt securities | $13,435,000,000 | 7 |
| 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 | $87,485,000,000 | 3 |
| Mortgage-backed securities | $633,167,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $600,034,000,000 | 1 |
| Issued or guaranteed by U.S. | $600,034,000,000 | 1 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $11,651,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,419,000,000 | 10 |
| Privately issued | $232,000,000 | 21 |
| Commercial mortgage-backed securities | $21,482,000,000 | 5 |
| Commercial mortgage pass-through securities | $19,778,000,000 | 3 |
| Other commercial mortgage-backed securities | $1,704,000,000 | 34 |
| Held to maturity securities (book value) | $651,394,000,000 | 1 |
| Available-for-sale securities (fair market value) | $250,558,000,000 | 3 |
| Total debt securities | $901,952,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $1,196,000,000 | 3 |
| Fair value | $1,198,000,000 | 3 |
| Trading account assets | $112,612,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,708,000,000 | 3 |
| 2021-03-31 | Rank | |
| Total securities | $820,888,000,000 | 1 |
| U.S. Government securities | $785,332,000,000 | 1 |
| U.S. Treasury securities | $201,669,000,000 | 2 |
| U.S. Government agency obligations | $583,663,000,000 | 1 |
| Securities issued by states & political subdivisions | $12,943,000,000 | 4 |
| Other domestic debt securities | $10,529,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $252,000,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,342,000,000 | 7 |
| Structured financial products - Total | $78,000,000 | 37 |
| Other domestic debt securities - All other | $4,810,000,000 | 3 |
| Foreign debt securities | $10,779,000,000 | 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 | $78,069,000,000 | 4 |
| Mortgage-backed securities | $584,828,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $553,492,000,000 | 1 |
| Issued or guaranteed by U.S. | $553,492,000,000 | 1 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $12,223,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,971,000,000 | 10 |
| Privately issued | $252,000,000 | 23 |
| Commercial mortgage-backed securities | $19,113,000,000 | 5 |
| Commercial mortgage pass-through securities | $17,706,000,000 | 4 |
| Other commercial mortgage-backed securities | $1,407,000,000 | 37 |
| Held to maturity securities (book value) | $575,995,000,000 | 1 |
| Available-for-sale securities (fair market value) | $243,588,000,000 | 4 |
| Total debt securities | $819,583,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $695,000,000 | 3 |
| Fair value | $697,000,000 | 3 |
| Trading account assets | $121,644,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,381,000,000 | 3 |
| 2020-12-31 | Rank | |
| Total securities | $663,158,000,000 | 1 |
| U.S. Government securities | $627,809,000,000 | 1 |
| U.S. Treasury securities | $130,614,000,000 | 3 |
| U.S. Government agency obligations | $497,195,000,000 | 1 |
| Securities issued by states & political subdivisions | $13,355,000,000 | 3 |
| Other domestic debt securities | $10,873,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $263,000,000 | 23 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,538,000,000 | 6 |
| Structured financial products - Total | $79,000,000 | 35 |
| Other domestic debt securities - All other | $4,999,000,000 | 3 |
| Foreign debt securities | $9,798,000,000 | 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 | $76,474,000,000 | 4 |
| Mortgage-backed securities | $498,306,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $468,206,000,000 | 1 |
| Issued or guaranteed by U.S. | $468,206,000,000 | 1 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $11,335,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $11,072,000,000 | 11 |
| Privately issued | $263,000,000 | 20 |
| Commercial mortgage-backed securities | $18,765,000,000 | 5 |
| Commercial mortgage pass-through securities | $17,453,000,000 | 4 |
| Other commercial mortgage-backed securities | $1,312,000,000 | 38 |
| Held to maturity securities (book value) | $438,278,000,000 | 1 |
| Available-for-sale securities (fair market value) | $223,557,000,000 | 4 |
| Total debt securities | $661,835,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $790,000,000 | 2 |
| Fair value | $789,000,000 | 2 |
| Trading account assets | $69,139,000,000 | 4 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,243,000,000 | 3 |
| 2020-09-30 | Rank | |
| Total securities | $559,396,000,000 | 1 |
| U.S. Government securities | $521,171,000,000 | 1 |
| U.S. Treasury securities | $117,093,000,000 | 3 |
| U.S. Government agency obligations | $404,078,000,000 | 1 |
| Securities issued by states & political subdivisions | $14,475,000,000 | 3 |
| Other domestic debt securities | $11,232,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $284,000,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,631,000,000 | 5 |
| Structured financial products - Total | $79,000,000 | 34 |
| Other domestic debt securities - All other | $5,285,000,000 | 3 |
| Foreign debt securities | $12,413,000,000 | 7 |
| 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 | $70,473,000,000 | 4 |
| Mortgage-backed securities | $405,157,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $374,365,000,000 | 1 |
| Issued or guaranteed by U.S. | $374,365,000,000 | 1 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $12,352,000,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $12,068,000,000 | 11 |
| Privately issued | $284,000,000 | 19 |
| Commercial mortgage-backed securities | $18,440,000,000 | 5 |
| Commercial mortgage pass-through securities | $17,117,000,000 | 4 |
| Other commercial mortgage-backed securities | $1,323,000,000 | 38 |
| Held to maturity securities (book value) | $338,365,000,000 | 1 |
| Available-for-sale securities (fair market value) | $220,926,000,000 | 4 |
| Total debt securities | $559,291,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $785,000,000 | 2 |
| Fair value | $783,000,000 | 2 |
| Trading account assets | $110,007,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,706,000,000 | 3 |
| 2020-06-30 | Rank | |
| Total securities | $445,417,000,000 | 2 |
| U.S. Government securities | $408,814,000,000 | 2 |
| U.S. Treasury securities | $67,037,000,000 | 3 |
| U.S. Government agency obligations | $341,777,000,000 | 1 |
| Securities issued by states & political subdivisions | $14,853,000,000 | 3 |
| Other domestic debt securities | $11,676,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $299,000,000 | 22 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,071,000,000 | 5 |
| Structured financial products - Total | $80,000,000 | 33 |
| Other domestic debt securities - All other | $5,288,000,000 | 4 |
| Foreign debt securities | $9,528,000,000 | 7 |
| 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 | $68,826,000,000 | 4 |
| Mortgage-backed securities | $342,846,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $311,507,000,000 | 1 |
| Issued or guaranteed by U.S. | $311,507,000,000 | 1 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $13,194,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $12,895,000,000 | 9 |
| Privately issued | $299,000,000 | 18 |
| Commercial mortgage-backed securities | $18,145,000,000 | 5 |
| Commercial mortgage pass-through securities | $16,785,000,000 | 4 |
| Other commercial mortgage-backed securities | $1,360,000,000 | 34 |
| Held to maturity securities (book value) | $268,678,000,000 | 1 |
| Available-for-sale securities (fair market value) | $176,193,000,000 | 5 |
| Total debt securities | $444,871,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $1,388,000,000 | 2 |
| Fair value | $1,364,000,000 | 2 |
| Trading account assets | $88,618,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $18,844,000,000 | 3 |
| 2020-03-31 | Rank | |
| Total securities | $445,338,000,000 | 2 |
| U.S. Government securities | $407,711,000,000 | 1 |
| U.S. Treasury securities | $67,124,000,000 | 3 |
| U.S. Government agency obligations | $340,587,000,000 | 1 |
| Securities issued by states & political subdivisions | $15,918,000,000 | 3 |
| Other domestic debt securities | $13,411,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $331,000,000 | 19 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,950,000,000 | 5 |
| Structured financial products - Total | $807,000,000 | 11 |
| Other domestic debt securities - All other | $5,394,000,000 | 4 |
| Foreign debt securities | $8,170,000,000 | 7 |
| 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 | $72,780,000,000 | 3 |
| Mortgage-backed securities | $341,666,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $313,886,000,000 | 1 |
| Issued or guaranteed by U.S. | $313,886,000,000 | 1 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $10,088,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $9,757,000,000 | 11 |
| Privately issued | $331,000,000 | 17 |
| Commercial mortgage-backed securities | $17,692,000,000 | 5 |
| Commercial mortgage pass-through securities | $16,320,000,000 | 4 |
| Other commercial mortgage-backed securities | $1,372,000,000 | 35 |
| Held to maturity securities (book value) | $254,190,000,000 | 1 |
| Available-for-sale securities (fair market value) | $191,020,000,000 | 5 |
| Total debt securities | $445,210,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $2,092,000,000 | 2 |
| Fair value | $1,920,000,000 | 2 |
| Trading account assets | $80,071,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $28,610,000,000 | 3 |
| 2019-12-31 | Rank | |
| Total securities | $444,447,000,000 | 1 |
| U.S. Government securities | $409,907,000,000 | 1 |
| U.S. Treasury securities | $66,633,000,000 | 3 |
| U.S. Government agency obligations | $343,274,000,000 | 1 |
| Securities issued by states & political subdivisions | $14,581,000,000 | 3 |
| Other domestic debt securities | $12,105,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $88,000,000 | 46 |
| Commercial mortgage-backed securities - Total | $872,000,000 | 10 |
| Asset backed securities | $5,697,000,000 | 3 |
| Structured financial products - Total | $56,000,000 | 38 |
| Other domestic debt securities - All other | $5,392,000,000 | 3 |
| Foreign debt securities | $7,666,000,000 | 7 |
| 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 | $73,646,000,000 | 3 |
| Mortgage-backed securities | $344,056,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $316,850,000,000 | 1 |
| Issued or guaranteed by U.S. | $316,850,000,000 | 1 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $10,144,000,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $10,056,000,000 | 10 |
| Privately issued | $88,000,000 | 34 |
| Commercial mortgage-backed securities | $17,062,000,000 | 5 |
| Commercial mortgage pass-through securities | $15,632,000,000 | 4 |
| Other commercial mortgage-backed securities | $1,430,000,000 | 31 |
| Held to maturity securities (book value) | $214,725,000,000 | 1 |
| Available-for-sale securities (fair market value) | $229,534,000,000 | 4 |
| Total debt securities | $444,259,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $1,543,000,000 | 2 |
| Fair value | $1,544,000,000 | 2 |
| Trading account assets | $77,464,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,363,000,000 | 3 |
| 2019-09-30 | Rank | |
| Total securities | $420,862,000,000 | 1 |
| U.S. Government securities | $388,954,000,000 | 1 |
| U.S. Treasury securities | $54,989,000,000 | 4 |
| U.S. Government agency obligations | $333,965,000,000 | 1 |
| Securities issued by states & political subdivisions | $13,963,000,000 | 3 |
| Other domestic debt securities | $10,948,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $95,000,000 | 47 |
| Commercial mortgage-backed securities - Total | $716,000,000 | 12 |
| Asset backed securities | $5,494,000,000 | 4 |
| Structured financial products - Total | $56,000,000 | 34 |
| Other domestic debt securities - All other | $4,587,000,000 | 3 |
| Foreign debt securities | $6,835,000,000 | 7 |
| 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 | $54,316,000,000 | 4 |
| Mortgage-backed securities | $334,578,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $307,235,000,000 | 1 |
| Issued or guaranteed by U.S. | $307,235,000,000 | 1 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $10,720,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $10,625,000,000 | 8 |
| Privately issued | $95,000,000 | 33 |
| Commercial mortgage-backed securities | $16,623,000,000 | 5 |
| Commercial mortgage pass-through securities | $15,109,000,000 | 3 |
| Other commercial mortgage-backed securities | $1,514,000,000 | 31 |
| Held to maturity securities (book value) | $189,918,000,000 | 1 |
| Available-for-sale securities (fair market value) | $230,782,000,000 | 4 |
| Total debt securities | $420,699,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $1,430,000,000 | 2 |
| Fair value | $1,431,000,000 | 2 |
| Trading account assets | $85,408,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,436,000,000 | 3 |
| 2019-06-30 | Rank | |
| Total securities | $421,439,000,000 | 1 |
| U.S. Government securities | $389,195,000,000 | 1 |
| U.S. Treasury securities | $54,464,000,000 | 4 |
| U.S. Government agency obligations | $334,731,000,000 | 1 |
| Securities issued by states & political subdivisions | $13,971,000,000 | 3 |
| Other domestic debt securities | $11,157,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $101,000,000 | 35 |
| Commercial mortgage-backed securities - Total | $674,000,000 | 15 |
| Asset backed securities | $5,740,000,000 | 4 |
| Structured financial products - Total | $56,000,000 | 34 |
| Other domestic debt securities - All other | $4,586,000,000 | 3 |
| Foreign debt securities | $7,006,000,000 | 7 |
| 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 | $47,798,000,000 | 5 |
| Mortgage-backed securities | $335,295,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $307,650,000,000 | 1 |
| Issued or guaranteed by U.S. | $307,650,000,000 | 1 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $11,211,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $11,110,000,000 | 7 |
| Privately issued | $101,000,000 | 32 |
| Commercial mortgage-backed securities | $16,434,000,000 | 5 |
| Commercial mortgage pass-through securities | $14,286,000,000 | 3 |
| Other commercial mortgage-backed securities | $2,148,000,000 | 25 |
| Held to maturity securities (book value) | $199,877,000,000 | 1 |
| Available-for-sale securities (fair market value) | $221,452,000,000 | 4 |
| Total debt securities | $421,327,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $1,753,000,000 | 2 |
| Fair value | $1,754,000,000 | 2 |
| Trading account assets | $83,871,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,053,000,000 | 3 |
| 2019-03-31 | Rank | |
| Total securities | $415,833,000,000 | 1 |
| U.S. Government securities | $383,795,000,000 | 1 |
| U.S. Treasury securities | $58,946,000,000 | 2 |
| U.S. Government agency obligations | $324,849,000,000 | 1 |
| Securities issued by states & political subdivisions | $14,565,000,000 | 3 |
| Other domestic debt securities | $10,754,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $108,000,000 | 31 |
| Commercial mortgage-backed securities - Total | $650,000,000 | 17 |
| Asset backed securities | $5,601,000,000 | 4 |
| Structured financial products - Total | $56,000,000 | 34 |
| Other domestic debt securities - All other | $4,339,000,000 | 3 |
| Foreign debt securities | $6,640,000,000 | 7 |
| 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 | $49,772,000,000 | 5 |
| Mortgage-backed securities | $325,383,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $297,578,000,000 | 1 |
| Issued or guaranteed by U.S. | $297,578,000,000 | 1 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $11,598,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $11,490,000,000 | 7 |
| Privately issued | $108,000,000 | 30 |
| Commercial mortgage-backed securities | $16,207,000,000 | 5 |
| Commercial mortgage pass-through securities | $14,113,000,000 | 2 |
| Other commercial mortgage-backed securities | $2,094,000,000 | 25 |
| Held to maturity securities (book value) | $198,351,000,000 | 1 |
| Available-for-sale securities (fair market value) | $217,403,000,000 | 4 |
| Total debt securities | $415,752,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $1,678,000,000 | 2 |
| Fair value | $1,680,000,000 | 2 |
| Trading account assets | $83,339,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $21,503,000,000 | 3 |
| 2018-12-31 | Rank | |
| Total securities | $418,582,000,000 | 1 |
| U.S. Government securities | $387,192,000,000 | 1 |
| U.S. Treasury securities | $52,842,000,000 | 4 |
| U.S. Government agency obligations | $334,350,000,000 | 1 |
| Securities issued by states & political subdivisions | $14,859,000,000 | 3 |
| Other domestic debt securities | $11,234,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $116,000,000 | 33 |
| Commercial mortgage-backed securities - Total | $594,000,000 | 17 |
| Asset backed securities | $6,529,000,000 | 4 |
| Structured financial products - Total | $57,000,000 | 32 |
| Other domestic debt securities - All other | $3,938,000,000 | 3 |
| Foreign debt securities | $5,183,000,000 | 7 |
| 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 | $40,053,000,000 | 5 |
| Mortgage-backed securities | $334,818,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $307,007,000,000 | 1 |
| Issued or guaranteed by U.S. | $307,007,000,000 | 1 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $11,928,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $11,812,000,000 | 7 |
| Privately issued | $116,000,000 | 28 |
| Commercial mortgage-backed securities | $15,883,000,000 | 5 |
| Commercial mortgage pass-through securities | $13,830,000,000 | 2 |
| Other commercial mortgage-backed securities | $2,053,000,000 | 24 |
| Held to maturity securities (book value) | $203,157,000,000 | 1 |
| Available-for-sale securities (fair market value) | $215,311,000,000 | 4 |
| Total debt securities | $418,466,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $2,617,000,000 | 2 |
| Fair value | $2,618,000,000 | 2 |
| Trading account assets | $77,357,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,040,000,000 | 3 |
| 2018-09-30 | Rank | |
| Total securities | $419,301,000,000 | 1 |
| U.S. Government securities | $389,870,000,000 | 1 |
| U.S. Treasury securities | $50,104,000,000 | 2 |
| U.S. Government agency obligations | $339,766,000,000 | 1 |
| Securities issued by states & political subdivisions | $16,204,000,000 | 3 |
| Other domestic debt securities | $9,846,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $127,000,000 | 29 |
| Commercial mortgage-backed securities - Total | $419,000,000 | 18 |
| Asset backed securities | $5,721,000,000 | 5 |
| Structured financial products - Total | $128,000,000 | 28 |
| Other domestic debt securities - All other | $3,451,000,000 | 4 |
| Foreign debt securities | $3,130,000,000 | 7 |
| 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 | $39,490,000,000 | 5 |
| Mortgage-backed securities | $339,989,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $312,555,000,000 | 1 |
| Issued or guaranteed by U.S. | $312,555,000,000 | 1 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $12,291,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $12,164,000,000 | 7 |
| Privately issued | $127,000,000 | 24 |
| Commercial mortgage-backed securities | $15,143,000,000 | 4 |
| Commercial mortgage pass-through securities | $13,265,000,000 | 2 |
| Other commercial mortgage-backed securities | $1,878,000,000 | 24 |
| Held to maturity securities (book value) | $194,472,000,000 | 1 |
| Available-for-sale securities (fair market value) | $224,578,000,000 | 3 |
| Total debt securities | $419,016,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $1,866,000,000 | 2 |
| Fair value | $1,867,000,000 | 2 |
| Trading account assets | $99,175,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,342,000,000 | 3 |
| 2018-06-30 | Rank | |
| Total securities | $420,389,000,000 | 1 |
| U.S. Government securities | $390,068,000,000 | 1 |
| U.S. Treasury securities | $50,390,000,000 | 2 |
| U.S. Government agency obligations | $339,678,000,000 | 1 |
| Securities issued by states & political subdivisions | $17,167,000,000 | 3 |
| Other domestic debt securities | $10,278,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $273,000,000 | 22 |
| Commercial mortgage-backed securities - Total | $419,000,000 | 18 |
| Asset backed securities | $6,214,000,000 | 5 |
| Structured financial products - Total | $72,000,000 | 32 |
| Other domestic debt securities - All other | $3,300,000,000 | 4 |
| Foreign debt securities | $2,704,000,000 | 7 |
| 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 | $43,077,000,000 | 5 |
| Mortgage-backed securities | $339,945,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $311,697,000,000 | 1 |
| Issued or guaranteed by U.S. | $311,697,000,000 | 1 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $13,062,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $12,789,000,000 | 7 |
| Privately issued | $273,000,000 | 20 |
| Commercial mortgage-backed securities | $15,186,000,000 | 4 |
| Commercial mortgage pass-through securities | $13,255,000,000 | 2 |
| Other commercial mortgage-backed securities | $1,931,000,000 | 22 |
| Held to maturity securities (book value) | $163,013,000,000 | 1 |
| Available-for-sale securities (fair market value) | $257,204,000,000 | 2 |
| Total debt securities | $420,182,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $2,432,000,000 | 2 |
| Fair value | $2,434,000,000 | 2 |
| Trading account assets | $94,076,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $17,497,000,000 | 3 |
| 2018-03-31 | Rank | |
| Total securities | $409,118,000,000 | 1 |
| U.S. Government securities | $378,347,000,000 | 1 |
| U.S. Treasury securities | $50,643,000,000 | 2 |
| U.S. Government agency obligations | $327,704,000,000 | 1 |
| Securities issued by states & political subdivisions | $17,203,000,000 | 3 |
| Other domestic debt securities | $10,428,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $292,000,000 | 21 |
| Commercial mortgage-backed securities - Total | $346,000,000 | 19 |
| Asset backed securities | $6,406,000,000 | 5 |
| Structured financial products - Total | $84,000,000 | 30 |
| Other domestic debt securities - All other | $3,300,000,000 | 4 |
| Foreign debt securities | $2,959,000,000 | 7 |
| 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 | $38,020,000,000 | 6 |
| Mortgage-backed securities | $327,912,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $299,163,000,000 | 1 |
| Issued or guaranteed by U.S. | $299,163,000,000 | 1 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $13,696,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $13,404,000,000 | 7 |
| Privately issued | $292,000,000 | 19 |
| Commercial mortgage-backed securities | $15,053,000,000 | 4 |
| Commercial mortgage pass-through securities | $13,166,000,000 | 2 |
| Other commercial mortgage-backed securities | $1,887,000,000 | 21 |
| Held to maturity securities (book value) | $123,539,000,000 | 2 |
| Available-for-sale securities (fair market value) | $285,398,000,000 | 1 |
| Total debt securities | $408,862,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $2,586,000,000 | 2 |
| Fair value | $2,587,000,000 | 2 |
| Trading account assets | $83,475,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $29,119,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $17,192,000,000 | 3 |
| 2017-12-31 | Rank | |
| Total securities | $423,242,000,000 | 1 |
| U.S. Government securities | $389,771,000,000 | 1 |
| U.S. Treasury securities | $51,178,000,000 | 2 |
| U.S. Government agency obligations | $338,593,000,000 | 1 |
| Securities issued by states & political subdivisions | $18,446,000,000 | 3 |
| Other domestic debt securities | $10,465,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $311,000,000 | 23 |
| Commercial mortgage-backed securities - Total | $322,000,000 | 19 |
| Asset backed securities | $6,504,000,000 | 5 |
| Structured financial products - Total | $174,000,000 | 23 |
| Other domestic debt securities - All other | $3,154,000,000 | 4 |
| Foreign debt securities | $3,039,000,000 | 7 |
| Equity securities | $1,521,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $42,324,000,000 | 6 |
| Mortgage-backed securities | $338,749,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $309,303,000,000 | 1 |
| Issued or guaranteed by U.S. | $309,303,000,000 | 1 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $14,291,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $13,980,000,000 | 7 |
| Privately issued | $311,000,000 | 21 |
| Commercial mortgage-backed securities | $15,155,000,000 | 4 |
| Commercial mortgage pass-through securities | $13,491,000,000 | 2 |
| Other commercial mortgage-backed securities | $1,664,000,000 | 26 |
| Held to maturity securities (book value) | $125,013,000,000 | 2 |
| Available-for-sale securities (fair market value) | $298,229,000,000 | 1 |
| Total debt securities | $421,677,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $3,056,000,000 | 2 |
| Fair value | $3,057,000,000 | 2 |
| Trading account assets | $87,316,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $20,360,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $18,613,000,000 | 3 |
| 2017-09-30 | Rank | |
| Total securities | $417,360,000,000 | 1 |
| U.S. Government securities | $386,108,000,000 | 1 |
| U.S. Treasury securities | $47,848,000,000 | 3 |
| U.S. Government agency obligations | $338,260,000,000 | 1 |
| Securities issued by states & political subdivisions | $17,170,000,000 | 3 |
| Other domestic debt securities | $10,711,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $548,000,000 | 16 |
| Commercial mortgage-backed securities - Total | $209,000,000 | 23 |
| Asset backed securities | $6,423,000,000 | 5 |
| Structured financial products - Total | $340,000,000 | 15 |
| Other domestic debt securities - All other | $3,191,000,000 | 4 |
| Foreign debt securities | $2,955,000,000 | 7 |
| Equity securities | $416,000,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,344,000,000 | 6 |
| Mortgage-backed securities | $338,527,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $311,086,000,000 | 1 |
| Issued or guaranteed by U.S. | $311,086,000,000 | 1 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $13,882,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $13,334,000,000 | 7 |
| Privately issued | $548,000,000 | 14 |
| Commercial mortgage-backed securities | $13,559,000,000 | 5 |
| Commercial mortgage pass-through securities | $12,048,000,000 | 2 |
| Other commercial mortgage-backed securities | $1,511,000,000 | 26 |
| Held to maturity securities (book value) | $122,345,000,000 | 2 |
| Available-for-sale securities (fair market value) | $295,015,000,000 | 1 |
| Total debt securities | $416,881,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $3,537,000,000 | 2 |
| Fair value | $3,537,000,000 | 2 |
| Trading account assets | $76,729,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $20,720,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $16,515,000,000 | 3 |
| 2017-06-30 | Rank | |
| Total securities | $414,573,000,000 | 1 |
| U.S. Government securities | $380,470,000,000 | 1 |
| U.S. Treasury securities | $49,059,000,000 | 2 |
| U.S. Government agency obligations | $331,411,000,000 | 1 |
| Securities issued by states & political subdivisions | $16,515,000,000 | 3 |
| Other domestic debt securities | $12,407,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $599,000,000 | 16 |
| Commercial mortgage-backed securities - Total | $141,000,000 | 26 |
| Asset backed securities | $8,053,000,000 | 4 |
| Structured financial products - Total | $506,000,000 | 11 |
| Other domestic debt securities - All other | $3,108,000,000 | 4 |
| Foreign debt securities | $4,342,000,000 | 7 |
| Equity securities | $839,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,009,000,000 | 6 |
| Mortgage-backed securities | $331,629,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $303,731,000,000 | 1 |
| Issued or guaranteed by U.S. | $303,731,000,000 | 1 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $14,429,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $13,830,000,000 | 7 |
| Privately issued | $599,000,000 | 14 |
| Commercial mortgage-backed securities | $13,469,000,000 | 4 |
| Commercial mortgage pass-through securities | $12,020,000,000 | 2 |
| Other commercial mortgage-backed securities | $1,449,000,000 | 26 |
| Held to maturity securities (book value) | $119,008,000,000 | 2 |
| Available-for-sale securities (fair market value) | $295,565,000,000 | 1 |
| Total debt securities | $413,669,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $5,339,000,000 | 1 |
| Fair value | $5,340,000,000 | 1 |
| Trading account assets | $88,220,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $19,885,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $16,918,000,000 | 3 |
| 2017-03-31 | Rank | |
| Total securities | $408,311,000,000 | 1 |
| U.S. Government securities | $374,138,000,000 | 1 |
| U.S. Treasury securities | $48,285,000,000 | 3 |
| U.S. Government agency obligations | $325,853,000,000 | 1 |
| Securities issued by states & political subdivisions | $15,423,000,000 | 4 |
| Other domestic debt securities | $12,848,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $648,000,000 | 13 |
| Commercial mortgage-backed securities - Total | $101,000,000 | 30 |
| Asset backed securities | $8,209,000,000 | 4 |
| Structured financial products - Total | $782,000,000 | 10 |
| Other domestic debt securities - All other | $3,108,000,000 | 4 |
| Foreign debt securities | $4,132,000,000 | 7 |
| Equity securities | $1,770,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,168,000,000 | 6 |
| Mortgage-backed securities | $326,072,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $297,425,000,000 | 1 |
| Issued or guaranteed by U.S. | $297,425,000,000 | 1 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $15,119,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $14,471,000,000 | 7 |
| Privately issued | $648,000,000 | 11 |
| Commercial mortgage-backed securities | $13,528,000,000 | 4 |
| Commercial mortgage pass-through securities | $12,523,000,000 | 2 |
| Other commercial mortgage-backed securities | $1,005,000,000 | 30 |
| Held to maturity securities (book value) | $116,033,000,000 | 1 |
| Available-for-sale securities (fair market value) | $292,278,000,000 | 1 |
| Total debt securities | $406,476,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $5,696,000,000 | 1 |
| Fair value | $5,696,000,000 | 1 |
| Trading account assets | $76,708,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $15,647,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $16,143,000,000 | 3 |
| 2016-12-31 | Rank | |
| Total securities | $407,744,000,000 | 1 |
| U.S. Government securities | $373,531,000,000 | 1 |
| U.S. Treasury securities | $46,077,000,000 | 3 |
| U.S. Government agency obligations | $327,454,000,000 | 1 |
| Securities issued by states & political subdivisions | $15,146,000,000 | 4 |
| Other domestic debt securities | $13,645,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $708,000,000 | 13 |
| Commercial mortgage-backed securities - Total | $290,000,000 | 21 |
| Asset backed securities | $8,412,000,000 | 4 |
| Structured financial products - Total | $1,127,000,000 | 9 |
| Other domestic debt securities - All other | $3,108,000,000 | 4 |
| Foreign debt securities | $4,012,000,000 | 7 |
| Equity securities | $1,410,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,674,000,000 | 5 |
| Mortgage-backed securities | $327,965,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $298,631,000,000 | 1 |
| Issued or guaranteed by U.S. | $298,631,000,000 | 1 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $15,866,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $15,158,000,000 | 5 |
| Privately issued | $708,000,000 | 11 |
| Commercial mortgage-backed securities | $13,468,000,000 | 4 |
| Commercial mortgage pass-through securities | $12,274,000,000 | 2 |
| Other commercial mortgage-backed securities | $1,194,000,000 | 27 |
| Held to maturity securities (book value) | $117,071,000,000 | 1 |
| Available-for-sale securities (fair market value) | $290,673,000,000 | 1 |
| Total debt securities | $406,286,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $6,225,000,000 | 1 |
| Fair value | $6,219,000,000 | 1 |
| Trading account assets | $73,139,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $21,288,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $19,667,000,000 | 3 |
| 2016-09-30 | Rank | |
| Total securities | $410,013,000,000 | 1 |
| U.S. Government securities | $378,797,000,000 | 1 |
| U.S. Treasury securities | $43,013,000,000 | 3 |
| U.S. Government agency obligations | $335,784,000,000 | 1 |
| Securities issued by states & political subdivisions | $14,005,000,000 | 4 |
| Other domestic debt securities | $12,201,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $841,000,000 | 13 |
| Commercial mortgage-backed securities - Total | $237,000,000 | 21 |
| Asset backed securities | $7,103,000,000 | 6 |
| Structured financial products - Total | $1,135,000,000 | 10 |
| Other domestic debt securities - All other | $2,885,000,000 | 4 |
| Foreign debt securities | $4,439,000,000 | 7 |
| Equity securities | $571,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,328,000,000 | 5 |
| Mortgage-backed securities | $336,315,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $305,271,000,000 | 1 |
| Issued or guaranteed by U.S. | $305,271,000,000 | 1 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $17,014,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $16,173,000,000 | 4 |
| Privately issued | $841,000,000 | 11 |
| Commercial mortgage-backed securities | $14,030,000,000 | 4 |
| Commercial mortgage pass-through securities | $12,889,000,000 | 2 |
| Other commercial mortgage-backed securities | $1,141,000,000 | 25 |
| Held to maturity securities (book value) | $112,409,000,000 | 1 |
| Available-for-sale securities (fair market value) | $297,604,000,000 | 1 |
| Total debt securities | $409,392,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $5,080,000,000 | 1 |
| Fair value | $5,072,000,000 | 1 |
| Trading account assets | $75,886,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $22,692,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $18,236,000,000 | 4 |
| 2016-06-30 | Rank | |
| Total securities | $387,928,000,000 | 1 |
| U.S. Government securities | $356,386,000,000 | 1 |
| U.S. Treasury securities | $23,887,000,000 | 3 |
| U.S. Government agency obligations | $332,499,000,000 | 1 |
| Securities issued by states & political subdivisions | $13,727,000,000 | 4 |
| Other domestic debt securities | $10,451,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $988,000,000 | 13 |
| Commercial mortgage-backed securities - Total | $471,000,000 | 17 |
| Asset backed securities | $7,822,000,000 | 6 |
| Structured financial products - Total | $1,058,000,000 | 11 |
| Other domestic debt securities - All other | $112,000,000 | 69 |
| Foreign debt securities | $4,085,000,000 | 7 |
| Equity securities | $3,279,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,114,000,000 | 5 |
| Mortgage-backed securities | $333,352,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $302,678,000,000 | 1 |
| Issued or guaranteed by U.S. | $302,678,000,000 | 1 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $18,041,000,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $17,053,000,000 | 3 |
| Privately issued | $988,000,000 | 11 |
| Commercial mortgage-backed securities | $12,633,000,000 | 5 |
| Commercial mortgage pass-through securities | $11,349,000,000 | 2 |
| Other commercial mortgage-backed securities | $1,284,000,000 | 23 |
| Held to maturity securities (book value) | $102,279,000,000 | 1 |
| Available-for-sale securities (fair market value) | $285,649,000,000 | 2 |
| Total debt securities | $384,598,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $5,774,000,000 | 1 |
| Fair value | $5,753,000,000 | 1 |
| Trading account assets | $75,765,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $24,583,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $24,170,000,000 | 4 |
| 2016-03-31 | Rank | |
| Total securities | $378,367,000,000 | 1 |
| U.S. Government securities | $346,809,000,000 | 1 |
| U.S. Treasury securities | $19,894,000,000 | 5 |
| U.S. Government agency obligations | $326,915,000,000 | 1 |
| Securities issued by states & political subdivisions | $13,115,000,000 | 4 |
| Other domestic debt securities | $10,990,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $1,346,000,000 | 11 |
| Commercial mortgage-backed securities - Total | $499,000,000 | 17 |
| Asset backed securities | $8,097,000,000 | 6 |
| Structured financial products - Total | $933,000,000 | 11 |
| Other domestic debt securities - All other | $115,000,000 | 64 |
| Foreign debt securities | $4,384,000,000 | 7 |
| Equity securities | $3,069,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,268,000,000 | 5 |
| Mortgage-backed securities | $328,104,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $298,029,000,000 | 1 |
| Issued or guaranteed by U.S. | $298,029,000,000 | 1 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,411,000,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $18,065,000,000 | 3 |
| Privately issued | $1,346,000,000 | 10 |
| Commercial mortgage-backed securities | $10,664,000,000 | 6 |
| Commercial mortgage pass-through securities | $10,185,000,000 | 2 |
| Other commercial mortgage-backed securities | $479,000,000 | 40 |
| Held to maturity securities (book value) | $97,978,000,000 | 1 |
| Available-for-sale securities (fair market value) | $280,389,000,000 | 2 |
| Total debt securities | $375,247,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $6,055,000,000 | 1 |
| Fair value | $6,021,000,000 | 1 |
| Trading account assets | $75,057,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $25,901,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $18,106,000,000 | 4 |
| 2015-12-31 | Rank | |
| Total securities | $386,707,000,000 | 1 |
| U.S. Government securities | $355,111,000,000 | 1 |
| U.S. Treasury securities | $22,944,000,000 | 3 |
| U.S. Government agency obligations | $332,167,000,000 | 1 |
| Securities issued by states & political subdivisions | $12,530,000,000 | 4 |
| Other domestic debt securities | $11,832,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $2,283,000,000 | 10 |
| Commercial mortgage-backed securities - Total | $481,000,000 | 18 |
| Asset backed securities | $7,908,000,000 | 6 |
| Structured financial products - Total | $1,047,000,000 | 10 |
| Other domestic debt securities - All other | $113,000,000 | 69 |
| Foreign debt securities | $4,100,000,000 | 7 |
| Equity securities | $3,134,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,396,000,000 | 5 |
| Mortgage-backed securities | $334,228,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $305,734,000,000 | 1 |
| Issued or guaranteed by U.S. | $305,734,000,000 | 1 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $20,936,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $18,653,000,000 | 3 |
| Privately issued | $2,283,000,000 | 8 |
| Commercial mortgage-backed securities | $7,558,000,000 | 7 |
| Commercial mortgage pass-through securities | $7,098,000,000 | 3 |
| Other commercial mortgage-backed securities | $460,000,000 | 35 |
| Held to maturity securities (book value) | $84,625,000,000 | 1 |
| Available-for-sale securities (fair market value) | $302,082,000,000 | 1 |
| Total debt securities | $383,520,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $5,964,000,000 | 1 |
| Fair value | $5,946,000,000 | 1 |
| Trading account assets | $67,757,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $22,937,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $16,558,000,000 | 4 |
| 2015-09-30 | Rank | |
| Total securities | $360,454,000,000 | 1 |
| U.S. Government securities | $330,630,000,000 | 1 |
| U.S. Treasury securities | $37,634,000,000 | 3 |
| U.S. Government agency obligations | $292,996,000,000 | 1 |
| Securities issued by states & political subdivisions | $10,231,000,000 | 4 |
| Other domestic debt securities | $11,904,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $2,649,000,000 | 9 |
| Commercial mortgage-backed securities - Total | $497,000,000 | 18 |
| Asset backed securities | $7,592,000,000 | 6 |
| Structured financial products - Total | $1,049,000,000 | 9 |
| Other domestic debt securities - All other | $117,000,000 | 69 |
| Foreign debt securities | $4,488,000,000 | 7 |
| Equity securities | $3,201,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,695,000,000 | 5 |
| Mortgage-backed securities | $295,373,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $270,846,000,000 | 1 |
| Issued or guaranteed by U.S. | $270,846,000,000 | 1 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $18,593,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $15,944,000,000 | 4 |
| Privately issued | $2,649,000,000 | 7 |
| Commercial mortgage-backed securities | $5,934,000,000 | 8 |
| Commercial mortgage pass-through securities | $5,462,000,000 | 3 |
| Other commercial mortgage-backed securities | $472,000,000 | 37 |
| Held to maturity securities (book value) | $66,573,000,000 | 2 |
| Available-for-sale securities (fair market value) | $293,881,000,000 | 1 |
| Total debt securities | $357,197,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $5,548,000,000 | 1 |
| Fair value | $5,536,000,000 | 1 |
| Trading account assets | $76,199,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $25,544,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $17,262,000,000 | 4 |
| 2015-06-30 | Rank | |
| Total securities | $353,372,000,000 | 1 |
| U.S. Government securities | $322,832,000,000 | 1 |
| U.S. Treasury securities | $55,925,000,000 | 3 |
| U.S. Government agency obligations | $266,907,000,000 | 1 |
| Securities issued by states & political subdivisions | $9,398,000,000 | 5 |
| Other domestic debt securities | $12,691,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $2,877,000,000 | 9 |
| Commercial mortgage-backed securities - Total | $509,000,000 | 16 |
| Asset backed securities | $8,179,000,000 | 6 |
| Structured financial products - Total | $950,000,000 | 9 |
| Other domestic debt securities - All other | $176,000,000 | 50 |
| Foreign debt securities | $4,324,000,000 | 7 |
| Equity securities | $4,127,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,347,000,000 | 5 |
| Mortgage-backed securities | $269,464,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $247,099,000,000 | 1 |
| Issued or guaranteed by U.S. | $247,099,000,000 | 1 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $16,855,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $13,978,000,000 | 6 |
| Privately issued | $2,877,000,000 | 7 |
| Commercial mortgage-backed securities | $5,510,000,000 | 9 |
| Commercial mortgage pass-through securities | $5,033,000,000 | 3 |
| Other commercial mortgage-backed securities | $477,000,000 | 33 |
| Held to maturity securities (book value) | $60,072,000,000 | 2 |
| Available-for-sale securities (fair market value) | $293,300,000,000 | 1 |
| Total debt securities | $349,171,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $6,021,000,000 | 1 |
| Fair value | $6,018,000,000 | 1 |
| Trading account assets | $80,218,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $23,642,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $16,564,000,000 | 3 |
| 2015-03-31 | Rank | |
| Total securities | $344,659,000,000 | 1 |
| U.S. Government securities | $317,162,000,000 | 1 |
| U.S. Treasury securities | $57,045,000,000 | 3 |
| U.S. Government agency obligations | $260,117,000,000 | 1 |
| Securities issued by states & political subdivisions | $7,679,000,000 | 5 |
| Other domestic debt securities | $12,645,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $3,040,000,000 | 9 |
| Commercial mortgage-backed securities - Total | $530,000,000 | 16 |
| Asset backed securities | $7,914,000,000 | 6 |
| Structured financial products - Total | $980,000,000 | 9 |
| Other domestic debt securities - All other | $181,000,000 | 50 |
| Foreign debt securities | $4,175,000,000 | 7 |
| Equity securities | $2,998,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,839,000,000 | 5 |
| Mortgage-backed securities | $262,787,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $240,477,000,000 | 1 |
| Issued or guaranteed by U.S. | $240,477,000,000 | 1 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $17,909,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $14,869,000,000 | 5 |
| Privately issued | $3,040,000,000 | 7 |
| Commercial mortgage-backed securities | $4,401,000,000 | 11 |
| Commercial mortgage pass-through securities | $3,929,000,000 | 5 |
| Other commercial mortgage-backed securities | $472,000,000 | 33 |
| Held to maturity securities (book value) | $59,815,000,000 | 2 |
| Available-for-sale securities (fair market value) | $284,844,000,000 | 1 |
| Total debt securities | $341,600,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $5,771,000,000 | 1 |
| Fair value | $5,767,000,000 | 1 |
| Trading account assets | $87,040,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $28,042,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $22,227,000,000 | 3 |
| 2014-12-31 | Rank | |
| Total securities | $340,462,000,000 | 2 |
| U.S. Government securities | $310,555,000,000 | 1 |
| U.S. Treasury securities | $67,035,000,000 | 2 |
| U.S. Government agency obligations | $243,520,000,000 | 1 |
| Securities issued by states & political subdivisions | $7,451,000,000 | 5 |
| Other domestic debt securities | $14,628,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $3,462,000,000 | 9 |
| Commercial mortgage-backed securities - Total | $683,000,000 | 16 |
| Asset backed securities | $9,229,000,000 | 6 |
| Structured financial products - Total | $1,080,000,000 | 8 |
| Other domestic debt securities - All other | $174,000,000 | 52 |
| Foreign debt securities | $4,213,000,000 | 8 |
| Equity securities | $3,615,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,440,000,000 | 5 |
| Mortgage-backed securities | $246,691,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $223,600,000,000 | 1 |
| Issued or guaranteed by U.S. | $223,600,000,000 | 1 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $18,627,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $15,165,000,000 | 6 |
| Privately issued | $3,462,000,000 | 7 |
| Commercial mortgage-backed securities | $4,464,000,000 | 10 |
| Commercial mortgage pass-through securities | $3,937,000,000 | 4 |
| Other commercial mortgage-backed securities | $527,000,000 | 28 |
| Held to maturity securities (book value) | $59,766,000,000 | 1 |
| Available-for-sale securities (fair market value) | $280,696,000,000 | 2 |
| Total debt securities | $336,784,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $6,894,000,000 | 1 |
| Fair value | $6,890,000,000 | 1 |
| Trading account assets | $83,922,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $25,691,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $19,628,000,000 | 4 |
| 2014-09-30 | Rank | |
| Total securities | $320,614,000,000 | 2 |
| U.S. Government securities | $291,428,000,000 | 1 |
| U.S. Treasury securities | $54,843,000,000 | 2 |
| U.S. Government agency obligations | $236,585,000,000 | 1 |
| Securities issued by states & political subdivisions | $6,980,000,000 | 5 |
| Other domestic debt securities | $16,514,000,000 | 8 |
| Privately issued residential mortgage-backed securities | $3,746,000,000 | 9 |
| Commercial mortgage-backed securities - Total | $824,000,000 | 15 |
| Asset backed securities | $10,553,000,000 | 6 |
| Structured financial products - Total | $984,000,000 | 9 |
| Other domestic debt securities - All other | $407,000,000 | 29 |
| Foreign debt securities | $2,809,000,000 | 10 |
| Equity securities | $2,883,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,982,000,000 | 5 |
| Mortgage-backed securities | $240,125,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $217,992,000,000 | 1 |
| Issued or guaranteed by U.S. | $217,992,000,000 | 1 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $18,924,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $15,178,000,000 | 4 |
| Privately issued | $3,746,000,000 | 7 |
| Commercial mortgage-backed securities | $3,209,000,000 | 16 |
| Commercial mortgage pass-through securities | $2,655,000,000 | 6 |
| Other commercial mortgage-backed securities | $554,000,000 | 28 |
| Held to maturity securities (book value) | $60,175,000,000 | 1 |
| Available-for-sale securities (fair market value) | $260,439,000,000 | 3 |
| Total debt securities | $317,667,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $8,041,000,000 | 1 |
| Fair value | $8,040,000,000 | 1 |
| Trading account assets | $84,584,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $22,056,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $17,827,000,000 | 3 |
| 2014-06-30 | Rank | |
| Total securities | $303,479,000,000 | 2 |
| U.S. Government securities | $272,497,000,000 | 1 |
| U.S. Treasury securities | $36,093,000,000 | 2 |
| U.S. Government agency obligations | $236,404,000,000 | 1 |
| Securities issued by states & political subdivisions | $6,497,000,000 | 5 |
| Other domestic debt securities | $18,703,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $4,101,000,000 | 9 |
| Commercial mortgage-backed securities - Total | $1,103,000,000 | 13 |
| Asset backed securities | $11,843,000,000 | 6 |
| Structured financial products - Total | $1,146,000,000 | 9 |
| Other domestic debt securities - All other | $510,000,000 | 23 |
| Foreign debt securities | $2,843,000,000 | 10 |
| Equity securities | $2,939,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,634,000,000 | 5 |
| Mortgage-backed securities | $240,486,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $220,198,000,000 | 1 |
| Issued or guaranteed by U.S. | $220,198,000,000 | 1 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $17,488,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $13,387,000,000 | 5 |
| Privately issued | $4,101,000,000 | 7 |
| Commercial mortgage-backed securities | $2,800,000,000 | 17 |
| Commercial mortgage pass-through securities | $2,199,000,000 | 7 |
| Other commercial mortgage-backed securities | $601,000,000 | 27 |
| Held to maturity securities (book value) | $60,022,000,000 | 1 |
| Available-for-sale securities (fair market value) | $243,457,000,000 | 3 |
| Total debt securities | $300,162,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $9,272,000,000 | 1 |
| Fair value | $9,273,000,000 | 1 |
| Trading account assets | $86,274,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $22,086,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $12,756,000,000 | 3 |
| 2014-03-31 | Rank | |
| Total securities | $298,400,000,000 | 2 |
| U.S. Government securities | $268,043,000,000 | 1 |
| U.S. Treasury securities | $26,894,000,000 | 3 |
| U.S. Government agency obligations | $241,149,000,000 | 1 |
| Securities issued by states & political subdivisions | $5,814,000,000 | 6 |
| Other domestic debt securities | $19,406,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $4,409,000,000 | 8 |
| Commercial mortgage-backed securities - Total | $751,000,000 | 15 |
| Asset backed securities | $12,535,000,000 | 5 |
| Structured financial products - Total | $1,200,000,000 | 8 |
| Other domestic debt securities - All other | $511,000,000 | 23 |
| Foreign debt securities | $3,610,000,000 | 10 |
| Equity securities | $1,527,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,885,000,000 | 5 |
| Mortgage-backed securities | $245,119,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $220,225,000,000 | 1 |
| Issued or guaranteed by U.S. | $220,225,000,000 | 1 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $23,188,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $18,779,000,000 | 3 |
| Privately issued | $4,409,000,000 | 6 |
| Commercial mortgage-backed securities | $1,706,000,000 | 23 |
| Commercial mortgage pass-through securities | $1,654,000,000 | 9 |
| Other commercial mortgage-backed securities | $52,000,000 | 83 |
| Held to maturity securities (book value) | $55,120,000,000 | 1 |
| Available-for-sale securities (fair market value) | $243,280,000,000 | 3 |
| Total debt securities | $296,605,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $9,978,000,000 | 1 |
| Fair value | $9,978,000,000 | 1 |
| Trading account assets | $84,233,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $21,077,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $10,771,000,000 | 4 |
| 2013-12-31 | Rank | |
| Total securities | $284,353,000,000 | 2 |
| U.S. Government securities | $249,904,000,000 | 1 |
| U.S. Treasury securities | $6,189,000,000 | 6 |
| U.S. Government agency obligations | $243,715,000,000 | 1 |
| Securities issued by states & political subdivisions | $5,405,000,000 | 7 |
| Other domestic debt securities | $23,925,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $5,476,000,000 | 8 |
| Commercial mortgage-backed securities - Total | $2,149,000,000 | 6 |
| Asset backed securities | $14,484,000,000 | 5 |
| Structured financial products - Total | $1,299,000,000 | 7 |
| Other domestic debt securities - All other | $517,000,000 | 23 |
| Foreign debt securities | $3,685,000,000 | 10 |
| Equity securities | $1,434,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $72,272,000,000 | 4 |
| Mortgage-backed securities | $250,057,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $219,425,000,000 | 1 |
| Issued or guaranteed by U.S. | $219,425,000,000 | 1 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $28,180,000,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $22,704,000,000 | 2 |
| Privately issued | $5,476,000,000 | 6 |
| Commercial mortgage-backed securities | $2,452,000,000 | 15 |
| Commercial mortgage pass-through securities | $2,399,000,000 | 4 |
| Other commercial mortgage-backed securities | $53,000,000 | 78 |
| Held to maturity securities (book value) | $55,150,000,000 | 1 |
| Available-for-sale securities (fair market value) | $229,203,000,000 | 3 |
| Total debt securities | $282,644,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $11,850,000,000 | 1 |
| Fair value | $11,849,000,000 | 1 |
| Trading account assets | $89,265,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $23,769,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $15,430,000,000 | 3 |
| 2013-09-30 | Rank | |
| Total securities | $282,624,000,000 | 2 |
| U.S. Government securities | $252,270,000,000 | 1 |
| U.S. Treasury securities | $74,000,000 | 69 |
| U.S. Government agency obligations | $252,196,000,000 | 1 |
| Securities issued by states & political subdivisions | $4,622,000,000 | 7 |
| Other domestic debt securities | $21,724,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,808,000,000 | 7 |
| Commercial mortgage-backed securities - Total | $2,430,000,000 | 6 |
| Asset backed securities | $10,777,000,000 | 6 |
| Structured financial products - Total | $1,378,000,000 | 7 |
| Other domestic debt securities - All other | $331,000,000 | 34 |
| Foreign debt securities | $2,910,000,000 | 10 |
| Equity securities | $1,098,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,203,000,000 | 5 |
| Mortgage-backed securities | $260,054,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $222,949,000,000 | 1 |
| Issued or guaranteed by U.S. | $222,949,000,000 | 1 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $34,380,000,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $27,572,000,000 | 2 |
| Privately issued | $6,808,000,000 | 5 |
| Commercial mortgage-backed securities | $2,725,000,000 | 14 |
| Commercial mortgage pass-through securities | $2,725,000,000 | 4 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $54,649,000,000 | 1 |
| Available-for-sale securities (fair market value) | $227,975,000,000 | 3 |
| Total debt securities | $281,237,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $8,272,000,000 | 1 |
| Fair value | $8,273,000,000 | 1 |
| Trading account assets | $85,671,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $22,903,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $16,085,000,000 | 3 |
| 2013-06-30 | Rank | |
| Total securities | $287,978,000,000 | 2 |
| U.S. Government securities | $257,151,000,000 | 1 |
| U.S. Treasury securities | $74,000,000 | 66 |
| U.S. Government agency obligations | $257,077,000,000 | 1 |
| Securities issued by states & political subdivisions | $4,306,000,000 | 7 |
| Other domestic debt securities | $22,786,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $8,374,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $3,623,000,000 | 5 |
| Asset backed securities | $9,138,000,000 | 7 |
| Structured financial products - Total | $1,307,000,000 | 7 |
| Other domestic debt securities - All other | $344,000,000 | 32 |
| Foreign debt securities | $2,779,000,000 | 10 |
| Equity securities | $956,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $79,862,000,000 | 5 |
| Mortgage-backed securities | $267,577,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $223,296,000,000 | 1 |
| Issued or guaranteed by U.S. | $223,296,000,000 | 1 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $40,354,000,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $31,980,000,000 | 2 |
| Privately issued | $8,374,000,000 | 4 |
| Commercial mortgage-backed securities | $3,927,000,000 | 8 |
| Commercial mortgage pass-through securities | $3,927,000,000 | 2 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $54,922,000,000 | 1 |
| Available-for-sale securities (fair market value) | $233,056,000,000 | 3 |
| Total debt securities | $286,727,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $6,759,000,000 | 1 |
| Fair value | $6,758,000,000 | 1 |
| Trading account assets | $106,805,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $24,805,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $20,004,000,000 | 3 |
| 2013-03-31 | Rank | |
| Total securities | $304,327,000,000 | 2 |
| U.S. Government securities | $273,933,000,000 | 1 |
| U.S. Treasury securities | $14,188,000,000 | 4 |
| U.S. Government agency obligations | $259,745,000,000 | 1 |
| Securities issued by states & political subdivisions | $3,910,000,000 | 7 |
| Other domestic debt securities | $23,081,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $9,260,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $3,718,000,000 | 5 |
| Asset backed securities | $8,648,000,000 | 7 |
| Structured financial products - Total | $1,078,000,000 | 7 |
| Other domestic debt securities - All other | $377,000,000 | 31 |
| Foreign debt securities | $2,225,000,000 | 11 |
| Equity securities | $1,178,000,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $75,777,000,000 | 5 |
| Mortgage-backed securities | $271,086,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $223,087,000,000 | 1 |
| Issued or guaranteed by U.S. | $223,087,000,000 | 1 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $44,281,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $35,021,000,000 | 2 |
| Privately issued | $9,260,000,000 | 4 |
| Commercial mortgage-backed securities | $3,718,000,000 | 8 |
| Commercial mortgage pass-through securities | $3,718,000,000 | 2 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $49,577,000,000 | 1 |
| Available-for-sale securities (fair market value) | $254,750,000,000 | 2 |
| Total debt securities | $302,833,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $6,276,000,000 | 1 |
| Fair value | $6,277,000,000 | 1 |
| Trading account assets | $120,390,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $23,145,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $23,253,000,000 | 3 |
| 2012-12-31 | Rank | |
| Total securities | $329,538,402,000 | 2 |
| U.S. Government securities | $297,471,909,000 | 1 |
| U.S. Treasury securities | $21,060,183,000 | 3 |
| U.S. Government agency obligations | $276,411,726,000 | 1 |
| Securities issued by states & political subdivisions | $3,492,775,000 | 7 |
| Other domestic debt securities | $25,444,301,000 | 5 |
| Privately issued residential mortgage-backed securities | $9,961,023,000 | 4 |
| Commercial mortgage-backed securities - Total | $3,803,639,000 | 5 |
| Asset backed securities | $10,346,847,000 | 5 |
| Structured financial products - Total | $890,334,000 | 8 |
| Other domestic debt securities - All other | $442,458,000 | 22 |
| Foreign debt securities | $1,795,881,000 | 13 |
| Equity securities | $1,333,536,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $85,938,970,000 | 4 |
| Mortgage-backed securities | $288,407,416,000 | 1 |
| Certificates of participation in pools of residential mortgages | $236,835,578,000 | 1 |
| Issued or guaranteed by U.S. | $236,835,578,000 | 1 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $47,768,199,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $37,807,176,000 | 1 |
| Privately issued | $9,961,023,000 | 3 |
| Commercial mortgage-backed securities | $3,803,639,000 | 9 |
| Commercial mortgage pass-through securities | $3,802,737,000 | 3 |
| Other commercial mortgage-backed securities | $902,000 | 260 |
| Held to maturity securities (book value) | $49,480,678,000 | 1 |
| Available-for-sale securities (fair market value) | $280,057,724,000 | 2 |
| Total debt securities | $327,873,115,000 | 2 |
| Structured notes | ||
| Amortized cost | $7,926,265,000 | 1 |
| Fair value | $7,943,822,000 | 1 |
| Trading account assets | $87,319,703,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $25,184,079,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $23,791,833,000 | 3 |
| 2012-09-30 | Rank | |
| Total securities | $338,861,381,000 | 2 |
| U.S. Government securities | $306,823,182,000 | 1 |
| U.S. Treasury securities | $21,429,515,000 | 3 |
| U.S. Government agency obligations | $285,393,667,000 | 1 |
| Securities issued by states & political subdivisions | $2,178,976,000 | 11 |
| Other domestic debt securities | $26,031,772,000 | 5 |
| Privately issued residential mortgage-backed securities | $10,653,521,000 | 3 |
| Commercial mortgage-backed securities - Total | $3,914,631,000 | 5 |
| Asset backed securities | $10,339,052,000 | 5 |
| Structured financial products - Total | $478,908,000 | 9 |
| Other domestic debt securities - All other | $645,660,000 | 19 |
| Foreign debt securities | $3,040,592,000 | 11 |
| Equity securities | $786,859,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,760,767,000 | 5 |
| Mortgage-backed securities | $298,089,853,000 | 1 |
| Certificates of participation in pools of residential mortgages | $243,105,760,000 | 1 |
| Issued or guaranteed by U.S. | $243,105,760,000 | 1 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $51,069,462,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $40,415,941,000 | 1 |
| Privately issued | $10,653,521,000 | 3 |
| Commercial mortgage-backed securities | $3,914,631,000 | 8 |
| Commercial mortgage pass-through securities | $3,913,420,000 | 3 |
| Other commercial mortgage-backed securities | $1,211,000 | 221 |
| Held to maturity securities (book value) | $39,897,926,000 | 1 |
| Available-for-sale securities (fair market value) | $298,963,455,000 | 2 |
| Total debt securities | $337,723,367,000 | 2 |
| Structured notes | ||
| Amortized cost | $7,526,310,000 | 1 |
| Fair value | $7,566,905,000 | 1 |
| Trading account assets | $81,879,113,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $26,781,656,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $25,819,424,000 | 3 |
| 2012-06-30 | Rank | |
| Total securities | $328,771,279,000 | 2 |
| U.S. Government securities | $296,395,927,000 | 1 |
| U.S. Treasury securities | $26,468,810,000 | 3 |
| U.S. Government agency obligations | $269,927,117,000 | 1 |
| Securities issued by states & political subdivisions | $2,264,803,000 | 11 |
| Other domestic debt securities | $26,227,269,000 | 5 |
| Privately issued residential mortgage-backed securities | $11,275,597,000 | 3 |
| Commercial mortgage-backed securities - Total | $3,901,465,000 | 5 |
| Asset backed securities | $9,912,937,000 | 5 |
| Structured financial products - Total | $477,041,000 | 9 |
| Other domestic debt securities - All other | $660,229,000 | 17 |
| Foreign debt securities | $3,106,146,000 | 9 |
| Equity securities | $777,134,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $74,911,163,000 | 4 |
| Mortgage-backed securities | $283,090,844,000 | 1 |
| Certificates of participation in pools of residential mortgages | $228,496,313,000 | 1 |
| Issued or guaranteed by U.S. | $228,496,313,000 | 1 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $50,693,066,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $39,417,469,000 | 1 |
| Privately issued | $11,275,597,000 | 3 |
| Commercial mortgage-backed securities | $3,901,465,000 | 7 |
| Commercial mortgage pass-through securities | $3,900,274,000 | 2 |
| Other commercial mortgage-backed securities | $1,191,000 | 212 |
| Held to maturity securities (book value) | $35,167,513,000 | 1 |
| Available-for-sale securities (fair market value) | $293,603,766,000 | 2 |
| Total debt securities | $327,625,959,000 | 2 |
| Structured notes | ||
| Amortized cost | $7,297,226,000 | 1 |
| Fair value | $7,321,627,000 | 1 |
| Trading account assets | $77,954,029,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $25,247,195,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $25,781,465,000 | 3 |
| 2012-03-31 | Rank | |
| Total securities | $324,118,960,000 | 2 |
| U.S. Government securities | $289,093,636,000 | 1 |
| U.S. Treasury securities | $36,053,705,000 | 1 |
| U.S. Government agency obligations | $253,039,931,000 | 1 |
| Securities issued by states & political subdivisions | $2,443,687,000 | 8 |
| Other domestic debt securities | $26,414,700,000 | 5 |
| Privately issued residential mortgage-backed securities | $12,265,243,000 | 3 |
| Commercial mortgage-backed securities - Total | $4,571,244,000 | 5 |
| Asset backed securities | $8,429,554,000 | 5 |
| Structured financial products - Total | $453,734,000 | 8 |
| Other domestic debt securities - All other | $694,925,000 | 16 |
| Foreign debt securities | $4,342,856,000 | 8 |
| Equity securities | $1,824,081,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,524,033,000 | 3 |
| Mortgage-backed securities | $267,771,856,000 | 1 |
| Certificates of participation in pools of residential mortgages | $208,355,591,000 | 1 |
| Issued or guaranteed by U.S. | $208,355,591,000 | 1 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $54,845,021,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $42,579,778,000 | 1 |
| Privately issued | $12,265,243,000 | 3 |
| Commercial mortgage-backed securities | $4,571,244,000 | 7 |
| Commercial mortgage pass-through securities | $4,570,003,000 | 2 |
| Other commercial mortgage-backed securities | $1,241,000 | 190 |
| Held to maturity securities (book value) | $34,205,133,000 | 1 |
| Available-for-sale securities (fair market value) | $289,913,827,000 | 2 |
| Total debt securities | $321,909,381,000 | 2 |
| Structured notes | ||
| Amortized cost | $6,404,318,000 | 1 |
| Fair value | $6,425,848,000 | 1 |
| Trading account assets | $67,029,809,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $23,235,831,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $22,295,415,000 | 3 |
| 2011-12-31 | Rank | |
| Total securities | $310,396,483,000 | 2 |
| U.S. Government securities | $263,198,282,000 | 1 |
| U.S. Treasury securities | $38,909,309,000 | 1 |
| U.S. Government agency obligations | $224,288,973,000 | 1 |
| Securities issued by states & political subdivisions | $2,823,246,000 | 6 |
| Other domestic debt securities | $32,817,270,000 | 4 |
| Privately issued residential mortgage-backed securities | $15,480,653,000 | 3 |
| Commercial mortgage-backed securities - Total | $5,163,216,000 | 4 |
| Asset backed securities | $10,837,099,000 | 5 |
| Structured financial products - Total | $154,103,000 | 11 |
| Other domestic debt securities - All other | $1,182,199,000 | 11 |
| Foreign debt securities | $9,045,261,000 | 8 |
| Equity securities | $2,512,424,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,949,336,000 | 3 |
| Mortgage-backed securities | $242,703,655,000 | 1 |
| Certificates of participation in pools of residential mortgages | $176,846,731,000 | 1 |
| Issued or guaranteed by U.S. | $176,846,731,000 | 1 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $60,693,708,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $45,213,055,000 | 1 |
| Privately issued | $15,480,653,000 | 3 |
| Commercial mortgage-backed securities | $5,163,216,000 | 5 |
| Commercial mortgage pass-through securities | $5,162,013,000 | 1 |
| Other commercial mortgage-backed securities | $1,203,000 | 151 |
| Held to maturity securities (book value) | $35,265,406,000 | 1 |
| Available-for-sale securities (fair market value) | $275,131,077,000 | 2 |
| Total debt securities | $307,170,533,000 | 2 |
| Structured notes | ||
| Amortized cost | $9,002,655,000 | 1 |
| Fair value | $9,002,207,000 | 1 |
| Trading account assets | $63,373,297,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $30,186,045,000 | 4 |
| Revaluation losses on off-balance sheet contracts | $31,732,697,000 | 3 |
| 2011-09-30 | Rank | |
| Total securities | $341,264,222,000 | 1 |
| U.S. Government securities | $297,144,518,000 | 1 |
| U.S. Treasury securities | $56,093,682,000 | 1 |
| U.S. Government agency obligations | $241,050,836,000 | 1 |
| Securities issued by states & political subdivisions | $3,251,651,000 | 6 |
| Other domestic debt securities | $36,416,526,000 | 4 |
| Privately issued residential mortgage-backed securities | $18,116,468,000 | 2 |
| Commercial mortgage-backed securities - Total | $6,172,035,000 | 4 |
| Asset backed securities | $10,397,301,000 | 5 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $1,730,722,000 | 10 |
| Foreign debt securities | $3,046,124,000 | 9 |
| Equity securities | $1,405,403,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $93,445,721,000 | 3 |
| Mortgage-backed securities | $263,045,432,000 | 1 |
| Certificates of participation in pools of residential mortgages | $185,330,527,000 | 1 |
| Issued or guaranteed by U.S. | $185,330,527,000 | 1 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $71,531,293,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $53,414,825,000 | 1 |
| Privately issued | $18,116,468,000 | 2 |
| Commercial mortgage-backed securities | $6,183,612,000 | 4 |
| Commercial mortgage pass-through securities | $6,091,661,000 | 1 |
| Other commercial mortgage-backed securities | $91,951,000 | 27 |
| Held to maturity securities (book value) | $26,458,178,000 | 1 |
| Available-for-sale securities (fair market value) | $314,806,044,000 | 2 |
| Total debt securities | $339,190,941,000 | 1 |
| Structured notes | ||
| Amortized cost | $8,262,434,000 | 1 |
| Fair value | $8,254,442,000 | 1 |
| Trading account assets | $66,501,071,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $30,675,115,000 | 4 |
| Revaluation losses on off-balance sheet contracts | $28,597,475,000 | 3 |
| 2011-06-30 | Rank | |
| Total securities | $320,929,836,000 | 1 |
| U.S. Government securities | $277,842,489,000 | 1 |
| U.S. Treasury securities | $45,852,131,000 | 1 |
| U.S. Government agency obligations | $231,990,358,000 | 1 |
| Securities issued by states & political subdivisions | $3,514,075,000 | 6 |
| Other domestic debt securities | $35,320,783,000 | 4 |
| Privately issued residential mortgage-backed securities | $19,547,102,000 | 2 |
| Commercial mortgage-backed securities - Total | $6,272,429,000 | 3 |
| Asset backed securities | $7,529,110,000 | 5 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $1,972,142,000 | 10 |
| Foreign debt securities | $3,011,859,000 | 8 |
| Equity securities | $1,240,630,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,194,091,000 | 4 |
| Mortgage-backed securities | $255,445,199,000 | 1 |
| Certificates of participation in pools of residential mortgages | $180,672,275,000 | 1 |
| Issued or guaranteed by U.S. | $180,672,275,000 | 1 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $68,488,674,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $48,941,572,000 | 1 |
| Privately issued | $19,547,102,000 | 2 |
| Commercial mortgage-backed securities | $6,284,250,000 | 3 |
| Commercial mortgage pass-through securities | $6,203,294,000 | 1 |
| Other commercial mortgage-backed securities | $80,956,000 | 25 |
| Held to maturity securities (book value) | $180,695,000 | 122 |
| Available-for-sale securities (fair market value) | $320,749,141,000 | 1 |
| Total debt securities | $318,977,804,000 | 1 |
| Structured notes | ||
| Amortized cost | $6,458,585,000 | 1 |
| Fair value | $6,489,688,000 | 1 |
| Trading account assets | $54,485,747,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $17,647,469,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $17,829,151,000 | 3 |
| 2011-03-31 | Rank | |
| Total securities | $318,291,799,000 | 2 |
| U.S. Government securities | $271,844,338,000 | 1 |
| U.S. Treasury securities | $45,565,862,000 | 2 |
| U.S. Government agency obligations | $226,278,476,000 | 1 |
| Securities issued by states & political subdivisions | $4,957,023,000 | 6 |
| Other domestic debt securities | $36,994,914,000 | 4 |
| Privately issued residential mortgage-backed securities | $21,162,278,000 | 2 |
| Commercial mortgage-backed securities - Total | $6,319,468,000 | 2 |
| Asset backed securities | $7,623,162,000 | 5 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $1,890,006,000 | 10 |
| Foreign debt securities | $3,063,032,000 | 7 |
| Equity securities | $1,432,492,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,800,841,000 | 3 |
| Mortgage-backed securities | $251,316,151,000 | 1 |
| Certificates of participation in pools of residential mortgages | $188,966,988,000 | 1 |
| Issued or guaranteed by U.S. | $188,966,988,000 | 1 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $56,023,206,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $34,860,928,000 | 1 |
| Privately issued | $21,162,278,000 | 2 |
| Commercial mortgage-backed securities | $6,325,957,000 | 3 |
| Commercial mortgage pass-through securities | $6,260,330,000 | 1 |
| Other commercial mortgage-backed securities | $65,627,000 | 24 |
| Held to maturity securities (book value) | $181,291,000 | 120 |
| Available-for-sale securities (fair market value) | $318,110,508,000 | 2 |
| Total debt securities | $316,122,240,000 | 2 |
| Structured notes | ||
| Amortized cost | $6,135,315,000 | 1 |
| Fair value | $6,156,865,000 | 1 |
| Trading account assets | $61,115,026,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $18,104,149,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $17,587,500,000 | 3 |
| 2010-12-31 | Rank | |
| Total securities | $324,292,140,000 | 1 |
| U.S. Government securities | $271,703,743,000 | 1 |
| U.S. Treasury securities | $45,836,644,000 | 2 |
| U.S. Government agency obligations | $225,867,099,000 | 1 |
| Securities issued by states & political subdivisions | $5,171,508,000 | 6 |
| Other domestic debt securities | $42,326,537,000 | 3 |
| Privately issued residential mortgage-backed securities | $23,272,589,000 | 2 |
| Commercial mortgage-backed securities - Total | $6,568,036,000 | 3 |
| Asset backed securities | $10,372,611,000 | 5 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $2,113,301,000 | 10 |
| Foreign debt securities | $3,729,926,000 | 7 |
| Equity securities | $1,360,426,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,444,292,000 | 3 |
| Mortgage-backed securities | $253,103,543,000 | 1 |
| Certificates of participation in pools of residential mortgages | $186,866,039,000 | 1 |
| Issued or guaranteed by U.S. | $186,866,039,000 | 1 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $59,669,468,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $36,396,879,000 | 1 |
| Privately issued | $23,272,589,000 | 2 |
| Commercial mortgage-backed securities | $6,568,036,000 | 3 |
| Commercial mortgage pass-through securities | $6,308,184,000 | 1 |
| Other commercial mortgage-backed securities | $259,852,000 | 12 |
| Held to maturity securities (book value) | $181,305,000 | 114 |
| Available-for-sale securities (fair market value) | $324,110,835,000 | 1 |
| Total debt securities | $322,899,676,000 | 1 |
| Structured notes | ||
| Amortized cost | $7,700,870,000 | 1 |
| Fair value | $7,671,296,000 | 1 |
| Trading account assets | $66,969,589,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $24,421,913,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $23,632,329,000 | 3 |
| 2010-09-30 | Rank | |
| Total securities | $311,747,776,000 | 2 |
| U.S. Government securities | $255,227,457,000 | 1 |
| U.S. Treasury securities | $48,643,564,000 | 2 |
| U.S. Government agency obligations | $206,583,893,000 | 1 |
| Securities issued by states & political subdivisions | $5,467,294,000 | 6 |
| Other domestic debt securities | $46,336,807,000 | 4 |
| Privately issued residential mortgage-backed securities | $25,637,829,000 | 2 |
| Commercial mortgage-backed securities - Total | $7,192,126,000 | 3 |
| Asset backed securities | $10,525,848,000 | 5 |
| Structured financial products - Total | $18,484,000 | 35 |
| Other domestic debt securities - All other | $2,962,520,000 | 8 |
| Foreign debt securities | $3,359,313,000 | 7 |
| Equity securities | $1,356,905,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,519,084,000 | 3 |
| Mortgage-backed securities | $236,509,849,000 | 1 |
| Certificates of participation in pools of residential mortgages | $165,311,026,000 | 1 |
| Issued or guaranteed by U.S. | $165,311,026,000 | 1 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $64,006,697,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $38,368,868,000 | 1 |
| Privately issued | $25,637,829,000 | 2 |
| Commercial mortgage-backed securities | $7,192,126,000 | 3 |
| Commercial mortgage pass-through securities | $6,823,085,000 | 1 |
| Other commercial mortgage-backed securities | $369,041,000 | 10 |
| Held to maturity securities (book value) | $181,306,000 | 106 |
| Available-for-sale securities (fair market value) | $311,566,470,000 | 2 |
| Total debt securities | $310,353,286,000 | 2 |
| Structured notes | ||
| Amortized cost | $7,580,770,000 | 1 |
| Fair value | $7,519,792,000 | 1 |
| Trading account assets | $68,382,218,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $29,765,706,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $22,352,206,000 | 3 |
| 2010-06-30 | Rank | |
| Total securities | $304,431,272,000 | 2 |
| U.S. Government securities | $242,577,186,000 | 1 |
| U.S. Treasury securities | $46,751,335,000 | 1 |
| U.S. Government agency obligations | $195,825,851,000 | 1 |
| Securities issued by states & political subdivisions | $6,936,587,000 | 3 |
| Other domestic debt securities | $51,827,352,000 | 3 |
| Privately issued residential mortgage-backed securities | $28,448,158,000 | 2 |
| Commercial mortgage-backed securities - Total | $7,421,044,000 | 2 |
| Asset backed securities | $10,587,507,000 | 5 |
| Structured financial products - Total | $626,144,000 | 7 |
| Other domestic debt securities - All other | $4,744,499,000 | 5 |
| Foreign debt securities | $1,819,338,000 | 10 |
| Equity securities | $1,270,809,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $137,817,856,000 | 2 |
| Mortgage-backed securities | $228,745,087,000 | 1 |
| Certificates of participation in pools of residential mortgages | $152,984,715,000 | 1 |
| Issued or guaranteed by U.S. | $152,983,717,000 | 1 |
| Privately issued | $998,000 | 82 |
| Collaterized mortgage obligations | $68,339,328,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $39,892,168,000 | 1 |
| Privately issued | $28,447,160,000 | 2 |
| Commercial mortgage-backed securities | $7,421,044,000 | 2 |
| Commercial mortgage pass-through securities | $6,988,079,000 | 1 |
| Other commercial mortgage-backed securities | $432,965,000 | 9 |
| Held to maturity securities (book value) | $182,689,000 | 108 |
| Available-for-sale securities (fair market value) | $304,248,583,000 | 2 |
| Total debt securities | $303,117,128,000 | 2 |
| Structured notes | ||
| Amortized cost | $8,577,256,000 | 1 |
| Fair value | $8,047,075,000 | 1 |
| Trading account assets | $64,856,404,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $31,527,619,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $23,573,652,000 | 3 |
| 2010-03-31 | Rank | |
| Total securities | $294,527,597,000 | 2 |
| U.S. Government securities | $224,882,808,000 | 1 |
| U.S. Treasury securities | $37,128,527,000 | 1 |
| U.S. Government agency obligations | $187,754,281,000 | 1 |
| Securities issued by states & political subdivisions | $8,479,417,000 | 2 |
| Other domestic debt securities | $58,184,261,000 | 2 |
| Privately issued residential mortgage-backed securities | $31,383,183,000 | 1 |
| Commercial mortgage-backed securities - Total | $7,997,386,000 | 2 |
| Asset backed securities | $13,991,239,000 | 4 |
| Structured financial products - Total | $281,994,000 | 8 |
| Other domestic debt securities - All other | $4,530,459,000 | 5 |
| Foreign debt securities | $1,646,432,000 | 10 |
| Equity securities | $1,334,679,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,094,282,000 | 3 |
| Mortgage-backed securities | $224,094,934,000 | 1 |
| Certificates of participation in pools of residential mortgages | $151,995,295,000 | 1 |
| Issued or guaranteed by U.S. | $151,987,146,000 | 1 |
| Privately issued | $8,149,000 | 40 |
| Collaterized mortgage obligations | $64,102,253,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $32,727,219,000 | 1 |
| Privately issued | $31,375,034,000 | 1 |
| Commercial mortgage-backed securities | $7,997,386,000 | 2 |
| Commercial mortgage pass-through securities | $7,686,263,000 | 1 |
| Other commercial mortgage-backed securities | $311,123,000 | 10 |
| Held to maturity securities (book value) | $90,161,000 | 208 |
| Available-for-sale securities (fair market value) | $294,437,436,000 | 2 |
| Total debt securities | $293,149,670,000 | 2 |
| Structured notes | ||
| Amortized cost | $11,017,109,000 | 1 |
| Fair value | $10,858,767,000 | 1 |
| Trading account assets | $62,654,028,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $27,297,582,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $15,189,041,000 | 3 |
| 2009-12-31 | Rank | |
| Total securities | $275,874,539,000 | 2 |
| U.S. Government securities | $198,394,151,000 | 1 |
| U.S. Treasury securities | $19,376,844,000 | 2 |
| U.S. Government agency obligations | $179,017,307,000 | 2 |
| Securities issued by states & political subdivisions | $9,303,542,000 | 2 |
| Other domestic debt securities | $64,500,778,000 | 2 |
| Privately issued residential mortgage-backed securities | $32,085,792,000 | 1 |
| Commercial mortgage-backed securities - Total | $8,015,015,000 | 2 |
| Asset backed securities | $20,352,169,000 | 3 |
| Structured financial products - Total | $1,043,967,000 | 7 |
| Other domestic debt securities - All other | $3,003,835,000 | 7 |
| Foreign debt securities | $1,425,182,000 | 10 |
| Equity securities | $2,250,886,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,660,554,000 | 2 |
| Mortgage-backed securities | $216,093,614,000 | 1 |
| Certificates of participation in pools of residential mortgages | $165,668,311,000 | 1 |
| Issued or guaranteed by U.S. | $165,659,420,000 | 1 |
| Privately issued | $8,891,000 | 39 |
| Collaterized mortgage obligations | $42,410,288,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $10,333,387,000 | 6 |
| Privately issued | $32,076,901,000 | 1 |
| Commercial mortgage-backed securities | $8,015,015,000 | 2 |
| Commercial mortgage pass-through securities | $6,886,211,000 | 1 |
| Other commercial mortgage-backed securities | $1,128,804,000 | 9 |
| Held to maturity securities (book value) | $3,018,788,000 | 12 |
| Available-for-sale securities (fair market value) | $272,855,751,000 | 2 |
| Total debt securities | $273,577,228,000 | 2 |
| Structured notes | ||
| Amortized cost | $8,525,097,000 | 1 |
| Fair value | $8,413,458,000 | 1 |
| Trading account assets | $61,191,062,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $29,452,150,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $12,961,211,000 | 3 |
| 2009-09-30 | Rank | |
| Total securities | $222,696,833,000 | 2 |
| U.S. Government securities | $149,187,860,000 | 2 |
| U.S. Treasury securities | $23,107,666,000 | 1 |
| U.S. Government agency obligations | $126,080,194,000 | 2 |
| Securities issued by states & political subdivisions | $9,929,256,000 | 2 |
| Other domestic debt securities | $58,784,296,000 | 3 |
| Privately issued residential mortgage-backed securities | $29,971,934,000 | 1 |
| Commercial mortgage-backed securities - Total | $7,877,542,000 | 2 |
| Asset backed securities | $17,776,480,000 | 3 |
| Structured financial products - Total | $1,671,022,000 | 5 |
| Other domestic debt securities - All other | $1,487,318,000 | 13 |
| Foreign debt securities | $1,808,865,000 | 9 |
| Equity securities | $2,986,556,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,621,182,000 | 2 |
| Mortgage-backed securities | $160,730,349,000 | 2 |
| Certificates of participation in pools of residential mortgages | $122,880,805,000 | 2 |
| Issued or guaranteed by U.S. | $122,874,656,000 | 2 |
| Privately issued | $6,149,000 | 49 |
| Collaterized mortgage obligations | $29,972,002,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $6,217,000 | 1,401 |
| Privately issued | $29,965,785,000 | 1 |
| Commercial mortgage-backed securities | $7,877,542,000 | 2 |
| Commercial mortgage pass-through securities | $6,797,923,000 | 1 |
| Other commercial mortgage-backed securities | $1,079,619,000 | 9 |
| Held to maturity securities (book value) | $2,367,332,000 | 20 |
| Available-for-sale securities (fair market value) | $220,329,501,000 | 2 |
| Total debt securities | $219,705,750,000 | 2 |
| Structured notes | ||
| Amortized cost | $10,427,157,000 | 1 |
| Fair value | $10,299,173,000 | 1 |
| Trading account assets | $77,887,004,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $34,632,194,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $10,654,472,000 | 4 |
| 2009-06-30 | Rank | |
| Total securities | $226,247,065,000 | 2 |
| U.S. Government securities | $151,121,255,000 | 2 |
| U.S. Treasury securities | $10,690,730,000 | 1 |
| U.S. Government agency obligations | $140,430,525,000 | 2 |
| Securities issued by states & political subdivisions | $11,211,137,000 | 2 |
| Other domestic debt securities | $58,776,331,000 | 2 |
| Privately issued residential mortgage-backed securities | $28,652,714,000 | 2 |
| Commercial mortgage-backed securities - Total | $4,937,946,000 | 4 |
| Asset backed securities | $21,075,111,000 | 2 |
| Structured financial products - Total | $2,078,156,000 | 3 |
| Other domestic debt securities - All other | $2,032,404,000 | 10 |
| Foreign debt securities | $1,614,212,000 | 9 |
| Equity securities | $3,524,130,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,825,275,000 | 2 |
| Mortgage-backed securities | $170,418,355,000 | 2 |
| Certificates of participation in pools of residential mortgages | $136,820,953,000 | 2 |
| Issued or guaranteed by U.S. | $136,820,953,000 | 2 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $28,659,456,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $6,742,000 | 1,333 |
| Privately issued | $28,652,714,000 | 2 |
| Commercial mortgage-backed securities | $4,937,946,000 | 4 |
| Commercial mortgage pass-through securities | $4,647,057,000 | 1 |
| Other commercial mortgage-backed securities | $290,889,000 | 14 |
| Held to maturity securities (book value) | $2,066,635,000 | 19 |
| Available-for-sale securities (fair market value) | $224,180,430,000 | 2 |
| Total debt securities | $222,682,592,000 | 2 |
| Structured notes | ||
| Amortized cost | $11,110,379,000 | 1 |
| Fair value | $10,985,832,000 | 1 |
| Trading account assets | $67,785,888,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $36,279,301,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $10,768,027,000 | 4 |
| 2009-03-31 | Rank | |
| Total securities | $206,105,574,000 | 2 |
| U.S. Government securities | $142,054,609,000 | 2 |
| U.S. Treasury securities | $368,241,000 | 13 |
| U.S. Government agency obligations | $141,686,368,000 | 2 |
| Securities issued by states & political subdivisions | $11,108,637,000 | 2 |
| Other domestic debt securities | $48,369,979,000 | 3 |
| Privately issued residential mortgage-backed securities | $22,842,039,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,808,077,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,719,863,000 | 9 |
| Foreign debt securities | $1,594,573,000 | 7 |
| Equity securities | $2,977,776,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $110,256,921,000 | 2 |
| Mortgage-backed securities | $160,784,376,000 | 2 |
| Certificates of participation in pools of residential mortgages | $142,044,092,000 | 2 |
| Issued or guaranteed by U.S. | $137,933,253,000 | 2 |
| Privately issued | $4,110,839,000 | 1 |
| Collaterized mortgage obligations | $18,740,284,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $9,084,000 | 1,138 |
| Privately issued | $18,731,200,000 | 3 |
| 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) | $415,408,000 | 55 |
| Available-for-sale securities (fair market value) | $205,690,166,000 | 2 |
| Total debt securities | $203,043,580,000 | 2 |
| Structured notes | ||
| Amortized cost | $7,075,023,000 | 1 |
| Fair value | $6,890,750,000 | 1 |
| Trading account assets | $94,902,251,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $48,761,687,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $23,809,697,000 | 4 |
| 2008-12-31 | Rank | |
| Total securities | $259,106,055,000 | 1 |
| U.S. Government securities | $198,474,714,000 | 1 |
| U.S. Treasury securities | $318,427,000 | 18 |
| U.S. Government agency obligations | $198,156,287,000 | 1 |
| Securities issued by states & political subdivisions | $9,577,331,000 | 2 |
| Other domestic debt securities | $44,111,211,000 | 2 |
| Privately issued residential mortgage-backed securities | $18,304,596,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $24,033,062,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,773,553,000 | 8 |
| Foreign debt securities | $3,933,490,000 | 6 |
| Equity securities | $3,009,309,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,366,697,000 | 1 |
| Mortgage-backed securities | $212,678,849,000 | 1 |
| Certificates of participation in pools of residential mortgages | $197,044,398,000 | 1 |
| Issued or guaranteed by U.S. | $194,364,466,000 | 1 |
| Privately issued | $2,679,932,000 | 1 |
| Collaterized mortgage obligations | $15,634,451,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $9,787,000 | 1,055 |
| Privately issued | $15,624,664,000 | 7 |
| 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) | $681,984,000 | 40 |
| Available-for-sale securities (fair market value) | $258,424,071,000 | 1 |
| Total debt securities | $256,007,016,000 | 1 |
| Structured notes | ||
| Amortized cost | $8,865,903,000 | 1 |
| Fair value | $8,363,058,000 | 1 |
| Trading account assets | $130,519,836,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $57,065,103,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $36,277,426,000 | 4 |
| 2008-09-30 | Rank | |
| Total securities | $236,547,165,000 | 1 |
| U.S. Government securities | $173,010,068,000 | 1 |
| U.S. Treasury securities | $313,608,000 | 16 |
| U.S. Government agency obligations | $172,696,460,000 | 1 |
| Securities issued by states & political subdivisions | $4,899,393,000 | 4 |
| Other domestic debt securities | $49,357,396,000 | 2 |
| Privately issued residential mortgage-backed securities | $21,765,941,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,318,241,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,273,214,000 | 8 |
| Foreign debt securities | $5,420,545,000 | 6 |
| Equity securities | $3,859,763,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,353,300,000 | 1 |
| Mortgage-backed securities | $194,446,429,000 | 1 |
| Certificates of participation in pools of residential mortgages | $175,572,856,000 | 1 |
| Issued or guaranteed by U.S. | $172,670,058,000 | 1 |
| Privately issued | $2,902,798,000 | 1 |
| Collaterized mortgage obligations | $18,873,573,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $10,430,000 | 965 |
| Privately issued | $18,863,143,000 | 5 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,246,557,000 | 18 |
| Available-for-sale securities (fair market value) | $235,300,608,000 | 1 |
| Total debt securities | $232,173,078,000 | 1 |
| Structured notes | ||
| Amortized cost | $10,602,371,000 | 1 |
| Fair value | $10,587,371,000 | 1 |
| Trading account assets | $130,646,697,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $43,907,177,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $30,524,969,000 | 3 |
| 2008-06-30 | Rank | |
| Total securities | $242,286,004,000 | 1 |
| U.S. Government securities | $180,589,725,000 | 1 |
| U.S. Treasury securities | $312,590,000 | 15 |
| U.S. Government agency obligations | $180,277,135,000 | 1 |
| Securities issued by states & political subdivisions | $4,918,255,000 | 4 |
| Other domestic debt securities | $50,935,623,000 | 1 |
| Privately issued residential mortgage-backed securities | $26,130,318,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,147,029,000 | 1 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,658,276,000 | 6 |
| Foreign debt securities | $1,864,151,000 | 6 |
| Equity securities | $3,978,250,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,613,428,000 | 1 |
| Mortgage-backed securities | $206,387,041,000 | 1 |
| Certificates of participation in pools of residential mortgages | $183,282,798,000 | 1 |
| Issued or guaranteed by U.S. | $180,245,498,000 | 1 |
| Privately issued | $3,037,300,000 | 2 |
| Collaterized mortgage obligations | $23,104,243,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $11,225,000 | 923 |
| Privately issued | $23,093,018,000 | 3 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,265,327,000 | 21 |
| Available-for-sale securities (fair market value) | $241,020,677,000 | 1 |
| Total debt securities | $237,617,001,000 | 1 |
| Structured notes | ||
| Amortized cost | $10,764,632,000 | 1 |
| Fair value | $10,764,632,000 | 1 |
| Trading account assets | $110,930,638,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $40,547,567,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $30,256,231,000 | 3 |
| 2008-03-31 | Rank | |
| Total securities | $213,519,391,000 | 1 |
| U.S. Government securities | $154,754,724,000 | 1 |
| U.S. Treasury securities | $301,440,000 | 17 |
| U.S. Government agency obligations | $154,453,284,000 | 1 |
| Securities issued by states & political subdivisions | $6,813,392,000 | 2 |
| Other domestic debt securities | $47,262,845,000 | 1 |
| Privately issued residential mortgage-backed securities | $26,495,428,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,906,901,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,860,516,000 | 6 |
| Foreign debt securities | $1,277,995,000 | 6 |
| Equity securities | $3,410,435,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,058,210,000 | 1 |
| Mortgage-backed securities | $180,927,812,000 | 1 |
| Certificates of participation in pools of residential mortgages | $157,460,958,000 | 1 |
| Issued or guaranteed by U.S. | $154,420,265,000 | 1 |
| Privately issued | $3,040,693,000 | 2 |
| Collaterized mortgage obligations | $23,466,854,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $12,119,000 | 868 |
| Privately issued | $23,454,735,000 | 3 |
| 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) | $862,250,000 | 29 |
| Available-for-sale securities (fair market value) | $212,657,141,000 | 1 |
| Total debt securities | $210,101,138,000 | 1 |
| Structured notes | ||
| Amortized cost | $9,453,245,000 | 1 |
| Fair value | $9,453,245,000 | 1 |
| Trading account assets | $139,689,232,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $49,157,546,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $39,214,011,000 | 3 |
| 2007-12-31 | Rank | |
| Total securities | $206,203,230,000 | 1 |
| U.S. Government securities | $149,501,983,000 | 1 |
| U.S. Treasury securities | $296,877,000 | 18 |
| U.S. Government agency obligations | $149,205,106,000 | 1 |
| Securities issued by states & political subdivisions | $6,941,351,000 | 4 |
| Other domestic debt securities | $43,336,851,000 | 2 |
| Privately issued residential mortgage-backed securities | $23,042,511,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,154,546,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,139,794,000 | 2 |
| Foreign debt securities | $1,429,108,000 | 6 |
| Equity securities | $4,993,937,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,411,655,000 | 1 |
| Mortgage-backed securities | $172,204,849,000 | 1 |
| Certificates of participation in pools of residential mortgages | $152,104,646,000 | 1 |
| Issued or guaranteed by U.S. | $149,149,688,000 | 1 |
| Privately issued | $2,954,958,000 | 2 |
| Collaterized mortgage obligations | $20,100,203,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $12,650,000 | 779 |
| Privately issued | $20,087,553,000 | 4 |
| 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) | $491,265,000 | 44 |
| Available-for-sale securities (fair market value) | $205,711,965,000 | 1 |
| Total debt securities | $201,200,824,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $121,808,574,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $33,883,952,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $29,330,834,000 | 3 |
| 2007-09-30 | Rank | |
| Total securities | $176,668,566,000 | 1 |
| U.S. Government securities | $141,237,247,000 | 1 |
| U.S. Treasury securities | $272,707,000 | 21 |
| U.S. Government agency obligations | $140,964,540,000 | 1 |
| Securities issued by states & political subdivisions | $6,446,343,000 | 4 |
| Other domestic debt securities | $22,928,366,000 | 7 |
| Privately issued residential mortgage-backed securities | $10,303,081,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,323,080,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,302,205,000 | 2 |
| Foreign debt securities | $1,811,759,000 | 6 |
| Equity securities | $4,244,851,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,039,698,000 | 1 |
| Mortgage-backed securities | $150,553,289,000 | 1 |
| Certificates of participation in pools of residential mortgages | $143,113,665,000 | 1 |
| Issued or guaranteed by U.S. | $140,237,998,000 | 1 |
| Privately issued | $2,875,667,000 | 4 |
| Collaterized mortgage obligations | $7,439,624,000 | 16 |
| CMOs issued by government agencies or sponsored agencies | $12,210,000 | 764 |
| Privately issued | $7,427,414,000 | 11 |
| 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) | $518,196,000 | 47 |
| Available-for-sale securities (fair market value) | $176,150,370,000 | 1 |
| Total debt securities | $172,414,831,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $131,006,607,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $29,915,958,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $22,995,010,000 | 3 |
| 2007-06-30 | Rank | |
| Total securities | $174,611,394,000 | 2 |
| U.S. Government securities | $140,480,180,000 | 1 |
| U.S. Treasury securities | $257,744,000 | 21 |
| U.S. Government agency obligations | $140,222,436,000 | 1 |
| Securities issued by states & political subdivisions | $6,097,264,000 | 3 |
| Other domestic debt securities | $21,508,890,000 | 5 |
| Privately issued residential mortgage-backed securities | $7,110,104,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $9,067,962,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,330,824,000 | 1 |
| Foreign debt securities | $1,459,280,000 | 6 |
| Equity securities | $5,065,780,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $115,996,458,000 | 1 |
| Mortgage-backed securities | $146,611,600,000 | 1 |
| Certificates of participation in pools of residential mortgages | $142,942,665,000 | 1 |
| Issued or guaranteed by U.S. | $139,488,779,000 | 1 |
| Privately issued | $3,453,886,000 | 4 |
| Collaterized mortgage obligations | $3,668,935,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $12,717,000 | 718 |
| Privately issued | $3,656,218,000 | 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) | $994,687,000 | 31 |
| Available-for-sale securities (fair market value) | $173,616,707,000 | 2 |
| Total debt securities | $169,535,667,000 | 2 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $133,323,017,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $25,951,700,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $23,072,821,000 | 3 |
| 2007-03-31 | Rank | |
| Total securities | $181,637,901,000 | 2 |
| U.S. Government securities | $149,325,078,000 | 1 |
| U.S. Treasury securities | $255,674,000 | 23 |
| U.S. Government agency obligations | $149,069,404,000 | 1 |
| Securities issued by states & political subdivisions | $5,652,548,000 | 3 |
| Other domestic debt securities | $21,335,767,000 | 4 |
| Privately issued residential mortgage-backed securities | $7,887,505,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,887,493,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,560,769,000 | 1 |
| Foreign debt securities | $1,181,675,000 | 6 |
| Equity securities | $4,142,833,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,052,003,000 | 1 |
| Mortgage-backed securities | $155,995,188,000 | 1 |
| Certificates of participation in pools of residential mortgages | $151,910,319,000 | 1 |
| Issued or guaranteed by U.S. | $148,094,362,000 | 1 |
| Privately issued | $3,815,957,000 | 2 |
| Collaterized mortgage obligations | $4,084,869,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $13,321,000 | 698 |
| Privately issued | $4,071,548,000 | 15 |
| 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) | $925,669,000 | 35 |
| Available-for-sale securities (fair market value) | $180,712,232,000 | 2 |
| Total debt securities | $177,495,068,000 | 2 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $120,333,363,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $22,142,053,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $17,103,587,000 | 3 |
| 2006-12-31 | Rank | |
| Total securities | $194,155,694,000 | 2 |
| U.S. Government securities | $153,815,106,000 | 1 |
| U.S. Treasury securities | $251,828,000 | 25 |
| U.S. Government agency obligations | $153,563,278,000 | 1 |
| Securities issued by states & political subdivisions | $6,303,471,000 | 3 |
| Other domestic debt securities | $25,688,278,000 | 4 |
| Privately issued residential mortgage-backed securities | $11,118,556,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,024,634,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,545,088,000 | 1 |
| Foreign debt securities | $1,984,825,000 | 5 |
| Equity securities | $6,364,014,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $83,699,393,000 | 1 |
| Mortgage-backed securities | $163,181,138,000 | 1 |
| Certificates of participation in pools of residential mortgages | $159,017,611,000 | 1 |
| Issued or guaranteed by U.S. | $152,048,841,000 | 1 |
| Privately issued | $6,968,770,000 | 2 |
| Collaterized mortgage obligations | $4,163,527,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $13,741,000 | 702 |
| Privately issued | $4,149,786,000 | 14 |
| 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) | $40,579,000 | 480 |
| Available-for-sale securities (fair market value) | $194,115,115,000 | 2 |
| Total debt securities | $187,791,680,000 | 2 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $105,287,589,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $20,617,887,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $15,805,014,000 | 3 |
| 2006-09-30 | Rank | |
| Total securities | $195,204,378,000 | 1 |
| U.S. Government securities | $157,381,418,000 | 1 |
| U.S. Treasury securities | $245,368,000 | 23 |
| U.S. Government agency obligations | $157,136,050,000 | 1 |
| Securities issued by states & political subdivisions | $6,059,596,000 | 3 |
| Other domestic debt securities | $21,320,249,000 | 4 |
| Privately issued residential mortgage-backed securities | $7,705,355,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,835,408,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,779,486,000 | 1 |
| Foreign debt securities | $6,682,819,000 | 5 |
| Equity securities | $3,760,296,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $73,539,676,000 | 1 |
| Mortgage-backed securities | $162,670,437,000 | 1 |
| Certificates of participation in pools of residential mortgages | $158,286,331,000 | 1 |
| Issued or guaranteed by U.S. | $154,950,877,000 | 1 |
| Privately issued | $3,335,454,000 | 4 |
| Collaterized mortgage obligations | $4,384,106,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $14,205,000 | 674 |
| Privately issued | $4,369,901,000 | 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) | $56,483,000 | 382 |
| Available-for-sale securities (fair market value) | $195,147,895,000 | 1 |
| Total debt securities | $191,444,082,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $102,288,569,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $20,904,448,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $15,091,516,000 | 3 |
| 2006-06-30 | Rank | |
| Total securities | $237,259,093,000 | 1 |
| U.S. Government securities | $201,611,143,000 | 1 |
| U.S. Treasury securities | $268,226,000 | 24 |
| U.S. Government agency obligations | $201,342,917,000 | 1 |
| Securities issued by states & political subdivisions | $6,116,515,000 | 3 |
| Other domestic debt securities | $22,329,892,000 | 4 |
| Privately issued residential mortgage-backed securities | $7,791,156,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,545,978,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,992,758,000 | 1 |
| Foreign debt securities | $4,572,117,000 | 5 |
| Equity securities | $2,629,426,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $109,194,364,000 | 1 |
| Mortgage-backed securities | $206,993,344,000 | 1 |
| Certificates of participation in pools of residential mortgages | $202,476,272,000 | 1 |
| Issued or guaranteed by U.S. | $199,179,866,000 | 1 |
| Privately issued | $3,296,406,000 | 4 |
| Collaterized mortgage obligations | $4,517,072,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $22,322,000 | 495 |
| Privately issued | $4,494,750,000 | 10 |
| 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) | $60,675,000 | 359 |
| Available-for-sale securities (fair market value) | $237,198,418,000 | 1 |
| Total debt securities | $234,629,667,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $97,848,261,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $23,585,021,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $17,215,039,000 | 3 |
| 2006-03-31 | Rank | |
| Total securities | $238,685,878,000 | 1 |
| U.S. Government securities | $205,774,201,000 | 1 |
| U.S. Treasury securities | $256,018,000 | 28 |
| U.S. Government agency obligations | $205,518,183,000 | 1 |
| Securities issued by states & political subdivisions | $4,879,591,000 | 3 |
| Other domestic debt securities | $21,726,685,000 | 3 |
| Privately issued residential mortgage-backed securities | $8,236,204,000 | 9 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,674,941,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,815,540,000 | 1 |
| Foreign debt securities | $4,389,627,000 | 5 |
| Equity securities | $1,915,774,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $89,717,888,000 | 1 |
| Mortgage-backed securities | $211,482,264,000 | 1 |
| Certificates of participation in pools of residential mortgages | $206,629,911,000 | 1 |
| Issued or guaranteed by U.S. | $203,225,991,000 | 1 |
| Privately issued | $3,403,920,000 | 4 |
| Collaterized mortgage obligations | $4,852,353,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $20,069,000 | 538 |
| Privately issued | $4,832,284,000 | 10 |
| 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) | $74,097,000 | 308 |
| Available-for-sale securities (fair market value) | $238,611,781,000 | 1 |
| Total debt securities | $236,770,104,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $86,164,011,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $21,259,899,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $13,571,027,000 | 3 |
| 2005-12-31 | Rank | |
| Total securities | $221,531,528,000 | 1 |
| U.S. Government securities | $189,575,207,000 | 1 |
| U.S. Treasury securities | $271,245,000 | 29 |
| U.S. Government agency obligations | $189,303,962,000 | 1 |
| Securities issued by states & political subdivisions | $4,679,947,000 | 3 |
| Other domestic debt securities | $20,653,209,000 | 4 |
| Privately issued residential mortgage-backed securities | $8,949,476,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,254,792,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,448,941,000 | 1 |
| Foreign debt securities | $3,676,575,000 | 5 |
| Equity securities | $2,946,590,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,976,265,000 | 1 |
| Mortgage-backed securities | $196,202,705,000 | 1 |
| Certificates of participation in pools of residential mortgages | $190,786,302,000 | 1 |
| Issued or guaranteed by U.S. | $187,232,743,000 | 1 |
| Privately issued | $3,553,559,000 | 2 |
| Collaterized mortgage obligations | $5,416,403,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $20,486,000 | 536 |
| Privately issued | $5,395,917,000 | 9 |
| 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) | $47,268,000 | 478 |
| Available-for-sale securities (fair market value) | $221,484,260,000 | 1 |
| Total debt securities | $218,584,937,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $91,479,043,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $22,527,277,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $14,561,389,000 | 3 |
| 2005-09-30 | Rank | |
| Total securities | $227,296,694,000 | 1 |
| U.S. Government securities | $197,051,089,000 | 1 |
| U.S. Treasury securities | $255,492,000 | 28 |
| U.S. Government agency obligations | $196,795,597,000 | 1 |
| Securities issued by states & political subdivisions | $4,988,893,000 | 3 |
| Other domestic debt securities | $18,960,063,000 | 4 |
| Privately issued residential mortgage-backed securities | $9,540,082,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,886,768,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,533,213,000 | 1 |
| Foreign debt securities | $4,024,252,000 | 5 |
| Equity securities | $2,272,397,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $118,830,671,000 | 1 |
| Mortgage-backed securities | $205,804,232,000 | 1 |
| Certificates of participation in pools of residential mortgages | $199,919,309,000 | 1 |
| Issued or guaranteed by U.S. | $196,243,402,000 | 1 |
| Privately issued | $3,675,907,000 | 2 |
| Collaterized mortgage obligations | $5,884,923,000 | 15 |
| CMOs issued by government agencies or sponsored agencies | $20,748,000 | 538 |
| Privately issued | $5,864,175,000 | 7 |
| 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) | $132,396,000 | 169 |
| Available-for-sale securities (fair market value) | $227,164,298,000 | 1 |
| Total debt securities | $225,024,297,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $90,000,853,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $22,916,041,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $14,538,898,000 | 3 |
| 2005-06-30 | Rank | |
| Total securities | $232,915,493,000 | 1 |
| U.S. Government securities | $202,241,305,000 | 1 |
| U.S. Treasury securities | $276,381,000 | 29 |
| U.S. Government agency obligations | $201,964,924,000 | 1 |
| Securities issued by states & political subdivisions | $4,880,509,000 | 3 |
| Other domestic debt securities | $19,737,229,000 | 5 |
| Privately issued residential mortgage-backed securities | $10,465,863,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,220,128,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,051,238,000 | 1 |
| Foreign debt securities | $4,066,609,000 | 5 |
| Equity securities | $1,989,841,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $99,239,581,000 | 1 |
| Mortgage-backed securities | $211,911,954,000 | 1 |
| Certificates of participation in pools of residential mortgages | $205,469,158,000 | 1 |
| Issued or guaranteed by U.S. | $201,428,698,000 | 1 |
| Privately issued | $4,040,460,000 | 2 |
| Collaterized mortgage obligations | $6,442,796,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $17,393,000 | 635 |
| Privately issued | $6,425,403,000 | 6 |
| 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) | $169,083,000 | 144 |
| Available-for-sale securities (fair market value) | $232,746,410,000 | 1 |
| Total debt securities | $230,923,994,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $99,755,158,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $26,546,473,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $16,957,948,000 | 3 |
| 2005-03-31 | Rank | |
| Total securities | $199,816,467,000 | 1 |
| U.S. Government securities | $177,652,475,000 | 1 |
| U.S. Treasury securities | $249,189,000 | 31 |
| U.S. Government agency obligations | $177,403,286,000 | 1 |
| Securities issued by states & political subdivisions | $4,663,247,000 | 3 |
| Other domestic debt securities | $10,346,845,000 | 8 |
| Privately issued residential mortgage-backed securities | $3,854,824,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $234,610,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,257,411,000 | 1 |
| Foreign debt securities | $5,563,176,000 | 5 |
| Equity securities | $1,590,724,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,109,720,000 | 2 |
| Mortgage-backed securities | $179,229,154,000 | 1 |
| Certificates of participation in pools of residential mortgages | $178,809,799,000 | 1 |
| Issued or guaranteed by U.S. | $175,357,277,000 | 1 |
| Privately issued | $3,452,522,000 | 2 |
| Collaterized mortgage obligations | $419,355,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $17,053,000 | 651 |
| Privately issued | $402,302,000 | 57 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,647,000 | 1,575 |
| Available-for-sale securities (fair market value) | $199,807,820,000 | 1 |
| Total debt securities | $198,225,743,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $93,971,057,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $22,783,072,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $15,354,725,000 | 3 |
| 2004-12-31 | Rank | |
| Total securities | $175,985,865,000 | 1 |
| U.S. Government securities | $155,704,490,000 | 1 |
| U.S. Treasury securities | $243,118,000 | 33 |
| U.S. Government agency obligations | $155,461,372,000 | 1 |
| Securities issued by states & political subdivisions | $2,668,119,000 | 4 |
| Other domestic debt securities | $11,885,642,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,025,977,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $130,769,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,728,896,000 | 2 |
| Foreign debt securities | $2,968,306,000 | 5 |
| Equity securities | $2,759,308,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,698,740,000 | 4 |
| Mortgage-backed securities | $161,411,535,000 | 1 |
| Certificates of participation in pools of residential mortgages | $157,657,522,000 | 1 |
| Issued or guaranteed by U.S. | $155,373,759,000 | 1 |
| Privately issued | $2,283,763,000 | 3 |
| Collaterized mortgage obligations | $3,754,013,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $11,799,000 | 858 |
| Privately issued | $3,742,214,000 | 11 |
| 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) | $10,981,000 | 1,416 |
| Available-for-sale securities (fair market value) | $175,974,884,000 | 1 |
| Total debt securities | $173,226,557,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $74,530,033,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $24,508,515,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $19,047,382,000 | 3 |
| 2004-09-30 | Rank | |
| Total securities | $143,414,629,000 | 1 |
| U.S. Government securities | $128,157,919,000 | 1 |
| U.S. Treasury securities | $251,431,000 | 32 |
| U.S. Government agency obligations | $127,906,488,000 | 1 |
| Securities issued by states & political subdivisions | $2,387,078,000 | 4 |
| Other domestic debt securities | $8,533,301,000 | 7 |
| Privately issued residential mortgage-backed securities | $2,787,512,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $123,425,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,622,364,000 | 1 |
| Foreign debt securities | $2,915,425,000 | 5 |
| Equity securities | $1,420,906,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,801,934,000 | 4 |
| Mortgage-backed securities | $130,617,573,000 | 1 |
| Certificates of participation in pools of residential mortgages | $130,217,890,000 | 1 |
| Issued or guaranteed by U.S. | $127,824,646,000 | 1 |
| Privately issued | $2,393,244,000 | 2 |
| Collaterized mortgage obligations | $399,683,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $5,415,000 | 1,318 |
| Privately issued | $394,268,000 | 55 |
| 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) | $13,572,000 | 1,242 |
| Available-for-sale securities (fair market value) | $143,401,057,000 | 1 |
| Total debt securities | $141,993,723,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $92,324,718,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $31,515,878,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $19,123,925,000 | 3 |
| 2004-06-30 | Rank | |
| Total securities | $147,675,901,000 | 1 |
| U.S. Government securities | $134,647,298,000 | 1 |
| U.S. Treasury securities | $230,983,000 | 33 |
| U.S. Government agency obligations | $134,416,315,000 | 1 |
| Securities issued by states & political subdivisions | $2,330,298,000 | 4 |
| Other domestic debt securities | $6,447,786,000 | 12 |
| Privately issued residential mortgage-backed securities | $2,073,594,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $102,331,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,271,861,000 | 2 |
| Foreign debt securities | $2,388,395,000 | 5 |
| Equity securities | $1,862,124,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $51,877,944,000 | 1 |
| Mortgage-backed securities | $136,463,907,000 | 1 |
| Certificates of participation in pools of residential mortgages | $136,033,947,000 | 1 |
| Issued or guaranteed by U.S. | $134,389,512,000 | 1 |
| Privately issued | $1,644,435,000 | 6 |
| Collaterized mortgage obligations | $429,960,000 | 104 |
| CMOs issued by government agencies or sponsored agencies | $801,000 | 2,618 |
| Privately issued | $429,159,000 | 52 |
| 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) | $17,293,000 | 1,056 |
| Available-for-sale securities (fair market value) | $147,658,608,000 | 1 |
| Total debt securities | $145,813,777,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $76,552,509,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $30,022,340,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $19,475,822,000 | 3 |
| 2004-03-31 | Rank | |
| Total securities | $140,834,651,000 | 1 |
| U.S. Government securities | $126,797,339,000 | 1 |
| U.S. Treasury securities | $211,182,000 | 38 |
| U.S. Government agency obligations | $126,586,157,000 | 1 |
| Securities issued by states & political subdivisions | $2,428,516,000 | 4 |
| Other domestic debt securities | $6,763,596,000 | 11 |
| Privately issued residential mortgage-backed securities | $2,377,703,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $104,917,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,280,976,000 | 1 |
| Foreign debt securities | $2,717,655,000 | 5 |
| Equity securities | $2,127,545,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,284,336,000 | 5 |
| Mortgage-backed securities | $128,936,002,000 | 1 |
| Certificates of participation in pools of residential mortgages | $128,461,598,000 | 1 |
| Issued or guaranteed by U.S. | $126,557,326,000 | 1 |
| Privately issued | $1,904,272,000 | 3 |
| Collaterized mortgage obligations | $474,404,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $973,000 | 2,572 |
| Privately issued | $473,431,000 | 54 |
| 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) | $226,328,000 | 104 |
| Available-for-sale securities (fair market value) | $140,608,323,000 | 1 |
| Total debt securities | $138,707,105,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $76,175,686,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $35,772,238,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $26,061,751,000 | 3 |
| 2003-12-31 | Rank | |
| Total securities | $67,436,286,000 | 3 |
| U.S. Government securities | $53,076,591,000 | 1 |
| U.S. Treasury securities | $219,292,000 | 33 |
| U.S. Government agency obligations | $52,857,299,000 | 1 |
| Securities issued by states & political subdivisions | $2,398,254,000 | 4 |
| Other domestic debt securities | $6,798,652,000 | 10 |
| Privately issued residential mortgage-backed securities | $2,620,671,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $160,133,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,017,848,000 | 1 |
| Foreign debt securities | $2,856,250,000 | 5 |
| Equity securities | $2,306,539,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,779,109,000 | 5 |
| Mortgage-backed securities | $55,441,089,000 | 2 |
| Certificates of participation in pools of residential mortgages | $54,920,254,000 | 1 |
| Issued or guaranteed by U.S. | $52,819,256,000 | 1 |
| Privately issued | $2,100,998,000 | 3 |
| Collaterized mortgage obligations | $520,835,000 | 99 |
| CMOs issued by government agencies or sponsored agencies | $1,162,000 | 2,541 |
| Privately issued | $519,673,000 | 36 |
| 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) | $229,075,000 | 100 |
| Available-for-sale securities (fair market value) | $67,207,211,000 | 3 |
| Total debt securities | $65,129,747,000 | 3 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $72,307,201,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $34,775,601,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $26,568,839,000 | 3 |
| 2003-09-30 | Rank | |
| Total securities | $63,375,805,000 | 3 |
| U.S. Government securities | $52,896,083,000 | 1 |
| U.S. Treasury securities | $221,946,000 | 33 |
| U.S. Government agency obligations | $52,674,137,000 | 1 |
| Securities issued by states & political subdivisions | $2,933,497,000 | 4 |
| Other domestic debt securities | $4,070,568,000 | 11 |
| Privately issued residential mortgage-backed securities | $3,050,080,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $148,400,000 | 34 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $872,088,000 | 9 |
| Foreign debt securities | $1,936,380,000 | 5 |
| Equity securities | $1,539,277,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,753,745,000 | 4 |
| Mortgage-backed securities | $55,586,662,000 | 1 |
| Certificates of participation in pools of residential mortgages | $53,983,546,000 | 1 |
| Issued or guaranteed by U.S. | $51,569,905,000 | 1 |
| Privately issued | $2,413,641,000 | 2 |
| Collaterized mortgage obligations | $1,603,116,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $966,677,000 | 52 |
| Privately issued | $636,439,000 | 28 |
| 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) | $504,452,000 | 48 |
| Available-for-sale securities (fair market value) | $62,871,353,000 | 3 |
| Total debt securities | $61,836,528,000 | 3 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $71,669,787,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $34,788,660,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $26,664,396,000 | 3 |
| 2003-06-30 | Rank | |
| Total securities | $112,926,000,000 | 1 |
| U.S. Government securities | $102,525,000,000 | 1 |
| U.S. Treasury securities | $238,000,000 | 28 |
| U.S. Government agency obligations | $102,287,000,000 | 1 |
| Securities issued by states & political subdivisions | $3,035,000,000 | 4 |
| Other domestic debt securities | $4,208,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $3,516,000,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $209,000,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $483,000,000 | 19 |
| Foreign debt securities | $1,879,000,000 | 5 |
| Equity securities | $1,279,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,079,000,000 | 2 |
| Mortgage-backed securities | $105,768,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $103,667,000,000 | 1 |
| Issued or guaranteed by U.S. | $100,891,000,000 | 1 |
| Privately issued | $2,776,000,000 | 2 |
| Collaterized mortgage obligations | $2,101,000,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $1,361,000,000 | 39 |
| Privately issued | $740,000,000 | 22 |
| 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) | $262,000,000 | 91 |
| Available-for-sale securities (fair market value) | $112,664,000,000 | 1 |
| Total debt securities | $111,647,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $75,785,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $37,364,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $24,958,000,000 | 2 |
| 2003-03-31 | Rank | |
| Total securities | $75,129,000,000 | 3 |
| U.S. Government securities | $63,628,000,000 | 2 |
| U.S. Treasury securities | $248,000,000 | 33 |
| U.S. Government agency obligations | $63,380,000,000 | 1 |
| Securities issued by states & political subdivisions | $2,534,000,000 | 4 |
| Other domestic debt securities | $4,669,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $4,008,000,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $218,000,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $443,000,000 | 22 |
| Foreign debt securities | $2,795,000,000 | 5 |
| Equity securities | $1,503,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,053,000,000 | 4 |
| Mortgage-backed securities | $67,373,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $65,118,000,000 | 1 |
| Issued or guaranteed by U.S. | $61,972,000,000 | 1 |
| Privately issued | $3,146,000,000 | 2 |
| Collaterized mortgage obligations | $2,255,000,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,393,000,000 | 38 |
| Privately issued | $862,000,000 | 21 |
| 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) | $915,000,000 | 27 |
| Available-for-sale securities (fair market value) | $74,214,000,000 | 3 |
| Total debt securities | $73,626,000,000 | 3 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $69,409,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $31,463,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $23,831,000,000 | 3 |
| 2002-12-31 | Rank | |
| Total securities | $68,649,000,000 | 4 |
| U.S. Government securities | $54,917,000,000 | 2 |
| U.S. Treasury securities | $213,000,000 | 34 |
| U.S. Government agency obligations | $54,704,000,000 | 1 |
| Securities issued by states & political subdivisions | $3,114,000,000 | 3 |
| Other domestic debt securities | $5,167,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $4,543,000,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $248,000,000 | 25 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $376,000,000 | 27 |
| Foreign debt securities | $2,905,000,000 | 5 |
| Equity securities | $2,546,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,825,000,000 | 3 |
| Mortgage-backed securities | $59,246,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $56,825,000,000 | 1 |
| Issued or guaranteed by U.S. | $53,289,000,000 | 1 |
| Privately issued | $3,536,000,000 | 2 |
| Collaterized mortgage obligations | $2,421,000,000 | 33 |
| CMOs issued by government agencies or sponsored agencies | $1,414,000,000 | 35 |
| Privately issued | $1,007,000,000 | 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) | $1,014,000,000 | 26 |
| Available-for-sale securities (fair market value) | $67,635,000,000 | 4 |
| Total debt securities | $66,101,000,000 | 4 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $66,439,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $30,931,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $24,125,000,000 | 3 |
| 2001-12-31 | Rank | |
| Total securities | $83,295,000,000 | 1 |
| U.S. Government securities | $54,244,000,000 | 1 |
| U.S. Treasury securities | $717,000,000 | 9 |
| U.S. Government agency obligations | $53,527,000,000 | 1 |
| Securities issued by states & political subdivisions | $2,436,000,000 | 3 |
| Other domestic debt securities | $20,705,000,000 | 2 |
| Privately issued residential mortgage-backed securities | $19,625,000,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,000,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,031,000,000 | 5 |
| Foreign debt securities | $3,893,000,000 | 4 |
| Equity securities | $2,017,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,397,000,000 | 2 |
| Mortgage-backed securities | $72,940,000,000 | 1 |
| Certificates of participation in pools of residential mortgages | $40,839,000,000 | 1 |
| Issued or guaranteed by U.S. | $23,458,000,000 | 3 |
| Privately issued | $17,381,000,000 | 1 |
| Collaterized mortgage obligations | $32,101,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $29,857,000,000 | 1 |
| Privately issued | $2,244,000,000 | 8 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,036,000,000 | 22 |
| Available-for-sale securities (fair market value) | $82,259,000,000 | 1 |
| Total debt securities | $81,278,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $45,149,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $21,780,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $15,307,000,000 | 3 |
| 2000-12-31 | Rank | |
| Total securities | $63,762,000,000 | 2 |
| U.S. Government securities | $50,672,000,000 | 2 |
| U.S. Treasury securities | $14,171,000,000 | 1 |
| U.S. Government agency obligations | $36,501,000,000 | 3 |
| Securities issued by states & political subdivisions | $1,848,000,000 | 4 |
| Other domestic debt securities | $3,521,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $2,984,000,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $537,000,000 | 27 |
| Foreign debt securities | $4,690,000,000 | 3 |
| Equity securities | $3,031,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,638,000,000 | 2 |
| Mortgage-backed securities | $37,251,000,000 | 3 |
| Certificates of participation in pools of residential mortgages | $27,096,000,000 | 2 |
| Issued or guaranteed by U.S. | $27,096,000,000 | 2 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $10,155,000,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $7,171,000,000 | 3 |
| Privately issued | $2,984,000,000 | 5 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,139,000,000 | 32 |
| Available-for-sale securities (fair market value) | $62,623,000,000 | 2 |
| Total debt securities | $60,731,000,000 | 2 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $40,953,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $16,206,000,000 | 4 |
| Revaluation losses on off-balance sheet contracts | $22,253,000,000 | 4 |
| 1999-12-31 | Rank | |
| Total securities | $78,877,000,000 | 1 |
| U.S. Government securities | $66,022,000,000 | 1 |
| U.S. Treasury securities | $22,247,000,000 | 1 |
| U.S. Government agency obligations | $43,775,000,000 | 2 |
| Securities issued by states & political subdivisions | $2,441,000,000 | 2 |
| Other domestic debt securities | $4,154,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $3,696,000,000 | 3 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $458,000,000 | 34 |
| Foreign debt securities | $4,999,000,000 | 3 |
| Equity securities | $1,261,000,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,830,000,000 | 1 |
| Mortgage-backed securities | $41,864,000,000 | 2 |
| Certificates of participation in pools of residential mortgages | $29,886,000,000 | 1 |
| Issued or guaranteed by U.S. | $29,715,000,000 | 1 |
| Privately issued | $171,000,000 | 13 |
| Collaterized mortgage obligations | $11,978,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $8,453,000,000 | 3 |
| Privately issued | $3,525,000,000 | 2 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,326,000,000 | 27 |
| Available-for-sale securities (fair market value) | $77,551,000,000 | 1 |
| Total debt securities | $77,616,000,000 | 1 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $36,354,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $17,984,000,000 | 4 |
| Revaluation losses on off-balance sheet contracts | $19,929,000,000 | 4 |
| 1998-12-31 | Rank | |
| Total securities | $17,190,000,000 | 7 |
| U.S. Government securities | $9,450,000,000 | 8 |
| U.S. Treasury securities | $223,000,000 | 70 |
| U.S. Government agency obligations | $9,227,000,000 | 8 |
| Securities issued by states & political subdivisions | $287,000,000 | 30 |
| Other domestic debt securities | $1,866,000,000 | 15 |
| Privately issued residential mortgage-backed securities | $1,222,000,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $644,000,000 | 15 |
| Foreign debt securities | $3,785,000,000 | 3 |
| Equity securities | $1,802,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,603,000,000 | 10 |
| Mortgage-backed securities | $9,718,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | $7,411,000,000 | 7 |
| Issued or guaranteed by U.S. | $7,404,000,000 | 7 |
| Privately issued | $7,000,000 | 79 |
| Collaterized mortgage obligations | $2,307,000,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $1,092,000,000 | 27 |
| Privately issued | $1,215,000,000 | 9 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,159,000,000 | 35 |
| Available-for-sale securities (fair market value) | $16,031,000,000 | 6 |
| Total debt securities | $15,388,000,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $18,130,000,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $9,333,000,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $9,206,000,000 | 5 |
| 1997-12-31 | Rank | |
| Total securities | $14,567,000,000 | 8 |
| U.S. Government securities | $8,519,000,000 | 7 |
| U.S. Treasury securities | $1,138,000,000 | 17 |
| U.S. Government agency obligations | $7,381,000,000 | 8 |
| Securities issued by states & political subdivisions | $331,000,000 | 20 |
| Other domestic debt securities | $612,000,000 | 33 |
| Privately issued residential mortgage-backed securities | $13,000,000 | 210 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $599,000,000 | 13 |
| Foreign debt securities | $3,777,000,000 | 4 |
| Equity securities | $1,328,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,414,000,000 | 6 |
| Mortgage-backed securities | $7,386,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | $6,238,000,000 | 8 |
| Issued or guaranteed by U.S. | $6,231,000,000 | 7 |
| Privately issued | $7,000,000 | 102 |
| Collaterized mortgage obligations | $1,148,000,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $1,142,000,000 | 21 |
| Privately issued | $6,000,000 | 213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,990,000,000 | 7 |
| Available-for-sale securities (fair market value) | $11,577,000,000 | 7 |
| Total debt securities | $13,237,000,000 | 8 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $20,396,000,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $10,928,000,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $10,518,000,000 | 5 |
| 1996-12-31 | Rank | |
| Total securities | $11,063,000,000 | 7 |
| U.S. Government securities | $5,301,000,000 | 11 |
| U.S. Treasury securities | $738,000,000 | 30 |
| U.S. Government agency obligations | $4,563,000,000 | 9 |
| Securities issued by states & political subdivisions | $317,000,000 | 22 |
| Other domestic debt securities | $458,000,000 | 41 |
| Privately issued residential mortgage-backed securities | $9,000,000 | 265 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $449,000,000 | 16 |
| Foreign debt securities | $4,133,000,000 | 3 |
| Equity securities | $854,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,729,000,000 | 20 |
| Mortgage-backed securities | $4,572,000,000 | 11 |
| Certificates of participation in pools of residential mortgages | $3,930,000,000 | 11 |
| Issued or guaranteed by U.S. | $3,921,000,000 | 9 |
| Privately issued | $9,000,000 | 110 |
| Collaterized mortgage obligations | $642,000,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $642,000,000 | 37 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,769,000,000 | 10 |
| Available-for-sale securities (fair market value) | $8,294,000,000 | 9 |
| Total debt securities | $10,208,000,000 | 7 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $15,431,000,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $7,605,000,000 | 5 |
| Revaluation losses on off-balance sheet contracts | $7,574,000,000 | 5 |
| 1995-12-31 | Rank | |
| Total securities | $8,972,000,000 | 10 |
| U.S. Government securities | $4,068,000,000 | 21 |
| U.S. Treasury securities | $662,000,000 | 43 |
| U.S. Government agency obligations | $3,406,000,000 | 18 |
| Securities issued by states & political subdivisions | $317,000,000 | 20 |
| Other domestic debt securities | $556,000,000 | 38 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 624 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $554,000,000 | 14 |
| Foreign debt securities | $3,620,000,000 | 4 |
| Equity securities | $411,000,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,273,000,000 | 11 |
| Mortgage-backed securities | $3,408,000,000 | 23 |
| Certificates of participation in pools of residential mortgages | $3,070,000,000 | 17 |
| Issued or guaranteed by U.S. | $3,068,000,000 | 14 |
| Privately issued | $2,000,000 | 231 |
| Collaterized mortgage obligations | $338,000,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $338,000,000 | 93 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,998,000,000 | 8 |
| Available-for-sale securities (fair market value) | $5,974,000,000 | 12 |
| Total debt securities | $8,558,000,000 | 10 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $13,696,000,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $7,536,000,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $8,062,000,000 | 6 |
| 1994-12-31 | Rank | |
| Total securities | $8,348,000,000 | 10 |
| U.S. Government securities | $3,687,000,000 | 22 |
| U.S. Treasury securities | $337,000,000 | 122 |
| U.S. Government agency obligations | $3,350,000,000 | 15 |
| Securities issued by states & political subdivisions | $312,000,000 | 23 |
| Other domestic debt securities | $239,000,000 | 85 |
| Privately issued residential mortgage-backed securities | $2,000,000 | 654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $237,000,000 | 32 |
| Foreign debt securities | $3,701,000,000 | 3 |
| Equity securities | $409,000,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,978,000,000 | 4 |
| Mortgage-backed securities | $3,352,000,000 | 19 |
| Certificates of participation in pools of residential mortgages | $3,161,000,000 | 13 |
| Issued or guaranteed by U.S. | $3,159,000,000 | 11 |
| Privately issued | $2,000,000 | 216 |
| Collaterized mortgage obligations | $191,000,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $191,000,000 | 174 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,171,000,000 | 13 |
| Available-for-sale securities (fair market value) | $4,177,000,000 | 6 |
| Total debt securities | $7,939,000,000 | 10 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,690,000,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $5,896,000,000 | 6 |
| Revaluation losses on off-balance sheet contracts | $6,225,000,000 | 6 |
| 1993-12-31 | Rank | |
| Total securities | $8,196,000,000 | 8 |
| U.S. Government securities | $5,929,000,000 | 9 |
| U.S. Treasury securities | $734,000,000 | 67 |
| U.S. Government agency obligations | $5,195,000,000 | 7 |
| Securities issued by states & political subdivisions | $318,000,000 | 25 |
| Other domestic debt securities | $246,000,000 | 82 |
| Privately issued residential mortgage-backed securities | $4,000,000 | 576 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $242,000,000 | 34 |
| Foreign debt securities | $1,280,000,000 | 7 |
| Equity securities | $423,000,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,811,000,000 | 5 |
| Mortgage-backed securities | $5,199,000,000 | 9 |
| Certificates of participation in pools of residential mortgages | $4,695,000,000 | 6 |
| Issued or guaranteed by U.S. | $4,691,000,000 | 4 |
| Privately issued | $4,000,000 | 237 |
| Collaterized mortgage obligations | $504,000,000 | 78 |
| CMOs issued by government agencies or sponsored agencies | $504,000,000 | 71 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $7,773,000,000 | 8 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $6,208,000,000 | 6 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $6,602,000,000 | 10 |
| U.S. Government securities | $4,803,000,000 | 11 |
| U.S. Treasury securities | $16,000,000 | 2,337 |
| U.S. Government agency obligations | $4,787,000,000 | 7 |
| Securities issued by states & political subdivisions | $321,000,000 | 20 |
| Other domestic debt securities | $366,000,000 | 53 |
| Privately issued residential mortgage-backed securities | $13,000,000 | 359 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $353,000,000 | 20 |
| Foreign debt securities | $706,000,000 | 7 |
| Equity securities | $406,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,598,000,000 | 5 |
| Mortgage-backed securities | $4,800,000,000 | 10 |
| Certificates of participation in pools of residential mortgages | $4,270,000,000 | 6 |
| Issued or guaranteed by U.S. | $4,265,000,000 | 3 |
| Privately issued | $5,000,000 | 246 |
| Collaterized mortgage obligations | $530,000,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $522,000,000 | 54 |
| Privately issued | $8,000,000 | 319 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $6,196,000,000 | 12 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,238,000,000 | 5 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |