| 2024-03-31 | Rank |
| Total securities | $468,014,000,000 | 3 |
| U.S. Government securities | $309,545,000,000 | 4 |
| U.S. Treasury securities | $204,101,000,000 | 3 |
| U.S. Government agency obligations | $105,444,000,000 | 8 |
| Securities issued by states & political subdivisions | $10,570,000,000 | 3 |
| Other domestic debt securities | $32,244,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $700,000,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,000,000 | 77 |
| Structured financial products - Total | $30,488,000,000 | 2 |
| Other domestic debt securities - All other | $0 | 1,839 |
| Foreign debt securities | $115,690,000,000 | 1 |
| 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 | $226,148,000,000 | 2 |
| Mortgage-backed securities | $107,137,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $101,046,000,000 | 4 |
| Privately issued | $484,000,000 | 1 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,084,000,000 | 42 |
| Privately issued | $216,000,000 | 34 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $2,062,000,000 | 18 |
| Other commercial mortgage-backed securities | $1,245,000,000 | 30 |
| Held to maturity securities (book value) | $246,582,000,000 | 4 |
| Available-for-sale securities (fair market value) | $221,467,000,000 | 3 |
| Total debt securities | $468,049,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,052 |
| Fair value | $0 | 1,052 |
| Trading account assets | $128,109,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $26,815,000,000 | 2 |
| 2023-12-31 | Rank |
| Total securities | $473,235,000,000 | 3 |
| U.S. Government securities | $313,696,000,000 | 3 |
| U.S. Treasury securities | $209,034,000,000 | 3 |
| U.S. Government agency obligations | $104,662,000,000 | 8 |
| Securities issued by states & political subdivisions | $10,767,000,000 | 3 |
| Other domestic debt securities | $32,310,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $615,000,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,000,000 | 76 |
| Structured financial products - Total | $30,685,000,000 | 2 |
| Other domestic debt securities - All other | $0 | 1,860 |
| Foreign debt securities | $116,476,000,000 | 1 |
| 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 | $224,382,000,000 | 3 |
| Mortgage-backed securities | $106,224,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $100,269,000,000 | 4 |
| Privately issued | $378,000,000 | 2 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,147,000,000 | 37 |
| Privately issued | $237,000,000 | 32 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,989,000,000 | 16 |
| Other commercial mortgage-backed securities | $1,204,000,000 | 30 |
| Held to maturity securities (book value) | $248,373,000,000 | 4 |
| Available-for-sale securities (fair market value) | $224,876,000,000 | 2 |
| Total debt securities | $473,249,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $123,243,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $28,395,000,000 | 2 |
| 2023-09-30 | Rank |
| Total securities | $461,411,000,000 | 3 |
| U.S. Government securities | $308,807,000,000 | 4 |
| U.S. Treasury securities | $212,293,000,000 | 2 |
| U.S. Government agency obligations | $96,514,000,000 | 7 |
| Securities issued by states & political subdivisions | $10,604,000,000 | 3 |
| Other domestic debt securities | $32,218,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $617,000,000 | 16 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $257,000,000 | 40 |
| Structured financial products - Total | $30,399,000,000 | 3 |
| Other domestic debt securities - All other | $0 | 1,872 |
| Foreign debt securities | $109,795,000,000 | 1 |
| 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 | $220,938,000,000 | 2 |
| Mortgage-backed securities | $98,076,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $92,181,000,000 | 5 |
| Privately issued | $263,000,000 | 2 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,184,000,000 | 37 |
| Privately issued | $354,000,000 | 21 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,889,000,000 | 17 |
| Other commercial mortgage-backed securities | $1,205,000,000 | 31 |
| Held to maturity securities (book value) | $253,421,000,000 | 4 |
| Available-for-sale securities (fair market value) | $208,003,000,000 | 1 |
| Total debt securities | $461,424,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $133,214,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,472,000,000 | 2 |
| 2023-06-30 | Rank |
| Total securities | $462,133,000,000 | 3 |
| U.S. Government securities | $307,209,000,000 | 4 |
| U.S. Treasury securities | $213,670,000,000 | 2 |
| U.S. Government agency obligations | $93,539,000,000 | 7 |
| Securities issued by states & political subdivisions | $10,841,000,000 | 3 |
| Other domestic debt securities | $32,790,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $679,000,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $294,000,000 | 36 |
| Structured financial products - Total | $30,888,000,000 | 3 |
| Other domestic debt securities - All other | $0 | 1,891 |
| Foreign debt securities | $111,328,000,000 | 1 |
| 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 | $242,072,000,000 | 2 |
| Mortgage-backed securities | $95,147,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $89,014,000,000 | 5 |
| Privately issued | $292,000,000 | 2 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,294,000,000 | 34 |
| Privately issued | $387,000,000 | 20 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,961,000,000 | 17 |
| Other commercial mortgage-backed securities | $1,199,000,000 | 32 |
| Held to maturity securities (book value) | $255,899,000,000 | 4 |
| Available-for-sale securities (fair market value) | $206,269,000,000 | 1 |
| Total debt securities | $462,168,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $142,448,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,594,000,000 | 2 |
| 2023-03-31 | Rank |
| Total securities | $470,731,000,000 | 3 |
| U.S. Government securities | $313,070,000,000 | 4 |
| U.S. Treasury securities | $218,011,000,000 | 2 |
| U.S. Government agency obligations | $95,059,000,000 | 7 |
| Securities issued by states & political subdivisions | $10,954,000,000 | 4 |
| Other domestic debt securities | $33,341,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $728,000,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $334,000,000 | 34 |
| Structured financial products - Total | $31,358,000,000 | 3 |
| Other domestic debt securities - All other | $0 | 1,925 |
| Foreign debt securities | $113,383,000,000 | 1 |
| 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 | $241,718,000,000 | 1 |
| Mortgage-backed securities | $96,708,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $90,530,000,000 | 5 |
| Privately issued | $294,000,000 | 3 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,409,000,000 | 34 |
| Privately issued | $434,000,000 | 20 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,825,000,000 | 18 |
| Other commercial mortgage-backed securities | $1,216,000,000 | 33 |
| Held to maturity securities (book value) | $258,224,000,000 | 4 |
| Available-for-sale securities (fair market value) | $212,524,000,000 | 1 |
| Total debt securities | $470,748,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $127,895,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,847,000,000 | 2 |
| 2022-12-31 | Rank |
| Total securities | $485,347,000,000 | 3 |
| U.S. Government securities | $320,064,000,000 | 3 |
| U.S. Treasury securities | $223,950,000,000 | 3 |
| U.S. Government agency obligations | $96,114,000,000 | 7 |
| Securities issued by states & political subdivisions | $10,925,000,000 | 4 |
| Other domestic debt securities | $33,672,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $908,000,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $327,000,000 | 33 |
| Structured financial products - Total | $31,524,000,000 | 3 |
| Other domestic debt securities - All other | $0 | 1,948 |
| Foreign debt securities | $120,709,000,000 | 1 |
| 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 | $243,265,000,000 | 1 |
| Mortgage-backed securities | $97,935,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $91,647,000,000 | 5 |
| Privately issued | $422,000,000 | 2 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,473,000,000 | 38 |
| Privately issued | $486,000,000 | 20 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,688,000,000 | 16 |
| Other commercial mortgage-backed securities | $1,219,000,000 | 34 |
| Held to maturity securities (book value) | $262,917,000,000 | 4 |
| Available-for-sale securities (fair market value) | $222,453,000,000 | 1 |
| Total debt securities | $485,370,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $119,532,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,636,000,000 | 2 |
| 2022-09-30 | Rank |
| Total securities | $469,386,000,000 | 3 |
| U.S. Government securities | $316,733,000,000 | 4 |
| U.S. Treasury securities | $221,730,000,000 | 3 |
| U.S. Government agency obligations | $95,003,000,000 | 7 |
| Securities issued by states & political subdivisions | $10,810,000,000 | 4 |
| Other domestic debt securities | $33,049,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $918,000,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $270,000,000 | 36 |
| Structured financial products - Total | $30,962,000,000 | 3 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $108,795,000,000 | 1 |
| 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 | $247,538,000,000 | 1 |
| Mortgage-backed securities | $96,820,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $90,431,000,000 | 5 |
| Privately issued | $416,000,000 | 2 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $2,590,000,000 | 36 |
| Privately issued | $502,000,000 | 20 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $1,662,000,000 | 16 |
| Other commercial mortgage-backed securities | $1,219,000,000 | 37 |
| Held to maturity securities (book value) | $261,873,000,000 | 4 |
| Available-for-sale securities (fair market value) | $207,514,000,000 | 1 |
| Total debt securities | $469,387,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $136,496,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $45,087,000,000 | 2 |
| 2022-06-30 | Rank |
| Total securities | $474,909,000,000 | 3 |
| U.S. Government securities | $319,606,000,000 | 4 |
| U.S. Treasury securities | $223,912,000,000 | 3 |
| U.S. Government agency obligations | $95,694,000,000 | 8 |
| Securities issued by states & political subdivisions | $10,943,000,000 | 4 |
| Other domestic debt securities | $32,920,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $818,000,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $269,000,000 | 38 |
| Structured financial products - Total | $30,939,000,000 | 3 |
| Other domestic debt securities - All other | $0 | 1,937 |
| Foreign debt securities | $111,474,000,000 | 1 |
| 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 | $244,583,000,000 | 1 |
| Mortgage-backed securities | $97,406,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $91,187,000,000 | 6 |
| Issued or guaranteed by U.S. | $90,949,000,000 | 6 |
| Privately issued | $238,000,000 | 3 |
| Collaterized mortgage obligations | $3,364,000,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,784,000,000 | 37 |
| Privately issued | $580,000,000 | 19 |
| Commercial mortgage-backed securities | $2,855,000,000 | 32 |
| Commercial mortgage pass-through securities | $1,500,000,000 | 19 |
| Other commercial mortgage-backed securities | $1,355,000,000 | 35 |
| Held to maturity securities (book value) | $261,466,000,000 | 4 |
| Available-for-sale securities (fair market value) | $213,477,000,000 | 4 |
| Total debt securities | $474,943,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $132,227,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,992,000,000 | 2 |
| 2022-03-31 | Rank |
| Total securities | $473,187,000,000 | 3 |
| U.S. Government securities | $317,801,000,000 | 4 |
| U.S. Treasury securities | $217,518,000,000 | 3 |
| U.S. Government agency obligations | $100,283,000,000 | 7 |
| Securities issued by states & political subdivisions | $10,897,000,000 | 4 |
| Other domestic debt securities | $32,675,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $1,034,000,000 | 14 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $290,000,000 | 36 |
| Structured financial products - Total | $30,515,000,000 | 3 |
| Other domestic debt securities - All other | $0 | 1,905 |
| Foreign debt securities | $111,842,000,000 | 1 |
| 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 | $251,398,000,000 | 1 |
| Mortgage-backed securities | $102,153,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $95,011,000,000 | 6 |
| Issued or guaranteed by U.S. | $94,735,000,000 | 6 |
| Privately issued | $276,000,000 | 3 |
| Collaterized mortgage obligations | $3,766,000,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $3,008,000,000 | 36 |
| Privately issued | $758,000,000 | 16 |
| Commercial mortgage-backed securities | $3,376,000,000 | 32 |
| Commercial mortgage pass-through securities | $1,523,000,000 | 21 |
| Other commercial mortgage-backed securities | $1,853,000,000 | 34 |
| Held to maturity securities (book value) | $239,792,000,000 | 4 |
| Available-for-sale securities (fair market value) | $233,423,000,000 | 4 |
| Total debt securities | $473,215,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $133,880,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $39,299,000,000 | 2 |
| 2021-12-31 | Rank |
| Total securities | $469,710,000,000 | 3 |
| U.S. Government securities | $321,969,000,000 | 4 |
| U.S. Treasury securities | $231,182,000,000 | 3 |
| U.S. Government agency obligations | $90,787,000,000 | 8 |
| Securities issued by states & political subdivisions | $10,877,000,000 | 4 |
| Other domestic debt securities | $30,588,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $1,115,000,000 | 13 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $293,000,000 | 35 |
| Structured financial products - Total | $28,367,000,000 | 3 |
| Other domestic debt securities - All other | $0 | 1,853 |
| Foreign debt securities | $106,329,000,000 | 1 |
| 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 | $247,967,000,000 | 1 |
| Mortgage-backed securities | $92,715,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | $85,066,000,000 | 6 |
| Issued or guaranteed by U.S. | $84,741,000,000 | 6 |
| Privately issued | $325,000,000 | 2 |
| Collaterized mortgage obligations | $4,101,000,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $3,311,000,000 | 35 |
| Privately issued | $790,000,000 | 16 |
| Commercial mortgage-backed securities | $3,548,000,000 | 30 |
| Commercial mortgage pass-through securities | $1,609,000,000 | 20 |
| Other commercial mortgage-backed securities | $1,939,000,000 | 32 |
| Held to maturity securities (book value) | $214,226,000,000 | 4 |
| Available-for-sale securities (fair market value) | $255,537,000,000 | 4 |
| Total debt securities | $469,763,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $128,088,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $32,510,000,000 | 2 |
| 2021-09-30 | Rank |
| Total securities | $457,057,000,000 | 3 |
| U.S. Government securities | $306,091,000,000 | 4 |
| U.S. Treasury securities | $208,796,000,000 | 3 |
| U.S. Government agency obligations | $97,295,000,000 | 7 |
| Securities issued by states & political subdivisions | $10,948,000,000 | 5 |
| Other domestic debt securities | $31,615,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $1,101,000,000 | 11 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $253,000,000 | 36 |
| Structured financial products - Total | $29,493,000,000 | 3 |
| Other domestic debt securities - All other | $0 | 1,795 |
| Foreign debt securities | $108,389,000,000 | 1 |
| 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 | $249,964,000,000 | 1 |
| Mortgage-backed securities | $99,164,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $91,121,000,000 | 6 |
| Issued or guaranteed by U.S. | $90,813,000,000 | 6 |
| Privately issued | $308,000,000 | 2 |
| Collaterized mortgage obligations | $4,407,000,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $3,614,000,000 | 32 |
| Privately issued | $793,000,000 | 15 |
| Commercial mortgage-backed securities | $3,636,000,000 | 28 |
| Commercial mortgage pass-through securities | $1,659,000,000 | 18 |
| Other commercial mortgage-backed securities | $1,977,000,000 | 32 |
| Held to maturity securities (book value) | $195,408,000,000 | 4 |
| Available-for-sale securities (fair market value) | $261,635,000,000 | 2 |
| Total debt securities | $457,043,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $123,312,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $34,561,000,000 | 2 |
| 2021-06-30 | Rank |
| Total securities | $443,594,000,000 | 3 |
| U.S. Government securities | $295,503,000,000 | 4 |
| U.S. Treasury securities | $198,197,000,000 | 3 |
| U.S. Government agency obligations | $97,306,000,000 | 7 |
| Securities issued by states & political subdivisions | $11,015,000,000 | 5 |
| Other domestic debt securities | $28,527,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $1,160,000,000 | 10 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $196,000,000 | 47 |
| Structured financial products - Total | $26,108,000,000 | 3 |
| Other domestic debt securities - All other | $335,000,000 | 45 |
| Foreign debt securities | $108,569,000,000 | 1 |
| 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 | $236,899,000,000 | 1 |
| Mortgage-backed securities | $99,194,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $90,729,000,000 | 6 |
| Issued or guaranteed by U.S. | $90,383,000,000 | 6 |
| Privately issued | $346,000,000 | 1 |
| Collaterized mortgage obligations | $4,772,000,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $3,958,000,000 | 30 |
| Privately issued | $814,000,000 | 11 |
| Commercial mortgage-backed securities | $3,693,000,000 | 28 |
| Commercial mortgage pass-through securities | $1,667,000,000 | 18 |
| Other commercial mortgage-backed securities | $2,026,000,000 | 32 |
| Held to maturity securities (book value) | $173,958,000,000 | 4 |
| Available-for-sale securities (fair market value) | $269,656,000,000 | 2 |
| Total debt securities | $443,614,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $144,299,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $52,343,000,000 | 1 |
| 2021-03-31 | Rank |
| Total securities | $432,932,000,000 | 3 |
| U.S. Government securities | $280,240,000,000 | 4 |
| U.S. Treasury securities | $180,692,000,000 | 3 |
| U.S. Government agency obligations | $99,548,000,000 | 7 |
| Securities issued by states & political subdivisions | $11,517,000,000 | 5 |
| Other domestic debt securities | $28,862,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $1,543,000,000 | 7 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $250,000,000 | 35 |
| Structured financial products - Total | $26,047,000,000 | 3 |
| Other domestic debt securities - All other | $335,000,000 | 40 |
| Foreign debt securities | $112,219,000,000 | 1 |
| 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 | $230,806,000,000 | 1 |
| Mortgage-backed securities | $101,728,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $92,071,000,000 | 6 |
| Issued or guaranteed by U.S. | $91,692,000,000 | 6 |
| Privately issued | $379,000,000 | 2 |
| Collaterized mortgage obligations | $5,515,000,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,351,000,000 | 26 |
| Privately issued | $1,164,000,000 | 10 |
| Commercial mortgage-backed securities | $4,142,000,000 | 24 |
| Commercial mortgage pass-through securities | $1,991,000,000 | 16 |
| Other commercial mortgage-backed securities | $2,151,000,000 | 30 |
| Held to maturity securities (book value) | $158,980,000,000 | 4 |
| Available-for-sale securities (fair market value) | $273,858,000,000 | 3 |
| Total debt securities | $432,838,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $138,199,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $54,516,000,000 | 1 |
| 2020-12-31 | Rank |
| Total securities | $406,424,000,000 | 4 |
| U.S. Government securities | $252,352,000,000 | 5 |
| U.S. Treasury securities | $167,086,000,000 | 2 |
| U.S. Government agency obligations | $85,266,000,000 | 7 |
| Securities issued by states & political subdivisions | $11,706,000,000 | 5 |
| Other domestic debt securities | $24,291,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $1,694,000,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $248,000,000 | 35 |
| Structured financial products - Total | $21,360,000,000 | 3 |
| Other domestic debt securities - All other | $345,000,000 | 37 |
| Foreign debt securities | $117,982,000,000 | 1 |
| 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 | $230,259,000,000 | 1 |
| Mortgage-backed securities | $87,553,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $77,733,000,000 | 6 |
| Issued or guaranteed by U.S. | $77,223,000,000 | 6 |
| Privately issued | $510,000,000 | 1 |
| Collaterized mortgage obligations | $5,927,000,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $4,743,000,000 | 26 |
| Privately issued | $1,184,000,000 | 10 |
| Commercial mortgage-backed securities | $3,893,000,000 | 27 |
| Commercial mortgage pass-through securities | $1,690,000,000 | 17 |
| Other commercial mortgage-backed securities | $2,203,000,000 | 29 |
| Held to maturity securities (book value) | $102,130,000,000 | 4 |
| Available-for-sale securities (fair market value) | $304,201,000,000 | 2 |
| Total debt securities | $406,331,000,000 | 4 |
| Structured notes |
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $151,143,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $56,702,000,000 | 2 |
| 2020-09-30 | Rank |
| Total securities | $408,788,000,000 | 3 |
| U.S. Government securities | $256,192,000,000 | 4 |
| U.S. Treasury securities | $174,916,000,000 | 2 |
| U.S. Government agency obligations | $81,276,000,000 | 7 |
| Securities issued by states & political subdivisions | $11,808,000,000 | 5 |
| Other domestic debt securities | $24,499,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $1,679,000,000 | 6 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $237,000,000 | 36 |
| Structured financial products - Total | $21,362,000,000 | 3 |
| Other domestic debt securities - All other | $639,000,000 | 19 |
| Foreign debt securities | $116,196,000,000 | 1 |
| 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 | $226,705,000,000 | 1 |
| Mortgage-backed securities | $83,440,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $73,324,000,000 | 6 |
| Issued or guaranteed by U.S. | $72,800,000,000 | 6 |
| Privately issued | $524,000,000 | 1 |
| Collaterized mortgage obligations | $6,328,000,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $5,173,000,000 | 25 |
| Privately issued | $1,155,000,000 | 9 |
| Commercial mortgage-backed securities | $3,788,000,000 | 25 |
| Commercial mortgage pass-through securities | $1,706,000,000 | 15 |
| Other commercial mortgage-backed securities | $2,082,000,000 | 29 |
| Held to maturity securities (book value) | $93,511,000,000 | 4 |
| Available-for-sale securities (fair market value) | $315,184,000,000 | 2 |
| Total debt securities | $408,695,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $133,619,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $45,046,000,000 | 2 |
| 2020-06-30 | Rank |
| Total securities | $395,606,000,000 | 3 |
| U.S. Government securities | $240,340,000,000 | 4 |
| U.S. Treasury securities | $150,952,000,000 | 2 |
| U.S. Government agency obligations | $89,388,000,000 | 6 |
| Securities issued by states & political subdivisions | $12,662,000,000 | 4 |
| Other domestic debt securities | $24,531,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $1,776,000,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $232,000,000 | 30 |
| Structured financial products - Total | $21,368,000,000 | 3 |
| Other domestic debt securities - All other | $639,000,000 | 20 |
| Foreign debt securities | $118,069,000,000 | 1 |
| 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 | $225,281,000,000 | 1 |
| Mortgage-backed securities | $88,581,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $77,325,000,000 | 6 |
| Issued or guaranteed by U.S. | $76,783,000,000 | 6 |
| Privately issued | $542,000,000 | 3 |
| Collaterized mortgage obligations | $7,131,000,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $5,897,000,000 | 21 |
| Privately issued | $1,234,000,000 | 8 |
| Commercial mortgage-backed securities | $4,125,000,000 | 20 |
| Commercial mortgage pass-through securities | $1,707,000,000 | 15 |
| Other commercial mortgage-backed securities | $2,418,000,000 | 25 |
| Held to maturity securities (book value) | $81,294,000,000 | 3 |
| Available-for-sale securities (fair market value) | $314,308,000,000 | 2 |
| Total debt securities | $395,602,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $130,524,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $46,911,000,000 | 2 |
| 2020-03-31 | Rank |
| Total securities | $360,918,000,000 | 4 |
| U.S. Government securities | $207,389,000,000 | 4 |
| U.S. Treasury securities | $121,158,000,000 | 2 |
| U.S. Government agency obligations | $86,231,000,000 | 6 |
| Securities issued by states & political subdivisions | $12,580,000,000 | 4 |
| Other domestic debt securities | $25,301,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $1,862,000,000 | 4 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $399,000,000 | 22 |
| Structured financial products - Total | $21,377,000,000 | 3 |
| Other domestic debt securities - All other | $1,169,000,000 | 13 |
| Foreign debt securities | $115,580,000,000 | 1 |
| 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 | $221,867,000,000 | 1 |
| Mortgage-backed securities | $84,484,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $72,683,000,000 | 6 |
| Issued or guaranteed by U.S. | $72,187,000,000 | 6 |
| Privately issued | $496,000,000 | 2 |
| Collaterized mortgage obligations | $7,743,000,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $6,377,000,000 | 20 |
| Privately issued | $1,366,000,000 | 6 |
| Commercial mortgage-backed securities | $4,058,000,000 | 20 |
| Commercial mortgage pass-through securities | $1,713,000,000 | 15 |
| Other commercial mortgage-backed securities | $2,345,000,000 | 25 |
| Held to maturity securities (book value) | $79,939,000,000 | 3 |
| Available-for-sale securities (fair market value) | $280,911,000,000 | 2 |
| Total debt securities | $360,850,000,000 | 4 |
| Structured notes |
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $151,126,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $62,439,000,000 | 1 |
| 2019-12-31 | Rank |
| Total securities | $328,743,000,000 | 4 |
| U.S. Government securities | $184,124,000,000 | 4 |
| U.S. Treasury securities | $106,048,000,000 | 2 |
| U.S. Government agency obligations | $78,076,000,000 | 6 |
| Securities issued by states & political subdivisions | $11,881,000,000 | 4 |
| Other domestic debt securities | $25,169,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $1,828,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $418,000,000 | 19 |
| Asset backed securities | $435,000,000 | 21 |
| Structured financial products - Total | $21,320,000,000 | 3 |
| Other domestic debt securities - All other | $1,168,000,000 | 11 |
| Foreign debt securities | $107,476,000,000 | 1 |
| 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 | $145,831,000,000 | 1 |
| Mortgage-backed securities | $75,003,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $63,549,000,000 | 6 |
| Issued or guaranteed by U.S. | $63,022,000,000 | 6 |
| Privately issued | $527,000,000 | 2 |
| Collaterized mortgage obligations | $7,834,000,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $6,533,000,000 | 19 |
| Privately issued | $1,301,000,000 | 5 |
| Commercial mortgage-backed securities | $3,620,000,000 | 22 |
| Commercial mortgage pass-through securities | $1,710,000,000 | 12 |
| Other commercial mortgage-backed securities | $1,910,000,000 | 26 |
| Held to maturity securities (book value) | $77,886,000,000 | 4 |
| Available-for-sale securities (fair market value) | $250,764,000,000 | 3 |
| Total debt securities | $328,650,000,000 | 4 |
| Structured notes |
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $115,512,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $40,111,000,000 | 2 |
| 2019-09-30 | Rank |
| Total securities | $320,831,000,000 | 4 |
| U.S. Government securities | $182,739,000,000 | 4 |
| U.S. Treasury securities | $101,692,000,000 | 2 |
| U.S. Government agency obligations | $81,047,000,000 | 6 |
| Securities issued by states & political subdivisions | $11,993,000,000 | 4 |
| Other domestic debt securities | $24,617,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $1,484,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $343,000,000 | 22 |
| Asset backed securities | $442,000,000 | 23 |
| Structured financial products - Total | $20,649,000,000 | 3 |
| Other domestic debt securities - All other | $1,699,000,000 | 8 |
| Foreign debt securities | $101,353,000,000 | 1 |
| 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 | $142,927,000,000 | 1 |
| Mortgage-backed securities | $76,607,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $63,630,000,000 | 6 |
| Issued or guaranteed by U.S. | $63,125,000,000 | 6 |
| Privately issued | $505,000,000 | 2 |
| Collaterized mortgage obligations | $8,059,000,000 | 17 |
| CMOs issued by government agencies or sponsored agencies | $7,080,000,000 | 18 |
| Privately issued | $979,000,000 | 9 |
| Commercial mortgage-backed securities | $4,918,000,000 | 16 |
| Commercial mortgage pass-through securities | $1,786,000,000 | 12 |
| Other commercial mortgage-backed securities | $3,132,000,000 | 20 |
| Held to maturity securities (book value) | $72,997,000,000 | 4 |
| Available-for-sale securities (fair market value) | $247,705,000,000 | 3 |
| Total debt securities | $320,702,000,000 | 4 |
| Structured notes |
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $118,720,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $42,652,000,000 | 2 |
| 2019-06-30 | Rank |
| Total securities | $312,014,000,000 | 3 |
| U.S. Government securities | $178,239,000,000 | 4 |
| U.S. Treasury securities | $101,973,000,000 | 1 |
| U.S. Government agency obligations | $76,266,000,000 | 6 |
| Securities issued by states & political subdivisions | $11,228,000,000 | 4 |
| Other domestic debt securities | $22,815,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $2,149,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $281,000,000 | 24 |
| Asset backed securities | $498,000,000 | 20 |
| Structured financial products - Total | $18,188,000,000 | 3 |
| Other domestic debt securities - All other | $1,699,000,000 | 8 |
| Foreign debt securities | $99,625,000,000 | 1 |
| 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 | $142,905,000,000 | 1 |
| Mortgage-backed securities | $71,249,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $57,369,000,000 | 6 |
| Issued or guaranteed by U.S. | $56,842,000,000 | 6 |
| Privately issued | $527,000,000 | 2 |
| Collaterized mortgage obligations | $8,687,000,000 | 14 |
| CMOs issued by government agencies or sponsored agencies | $7,065,000,000 | 18 |
| Privately issued | $1,622,000,000 | 5 |
| Commercial mortgage-backed securities | $5,193,000,000 | 14 |
| Commercial mortgage pass-through securities | $1,862,000,000 | 12 |
| Other commercial mortgage-backed securities | $3,331,000,000 | 18 |
| Held to maturity securities (book value) | $65,803,000,000 | 4 |
| Available-for-sale securities (fair market value) | $246,104,000,000 | 3 |
| Total debt securities | $311,907,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $124,993,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $36,519,000,000 | 2 |
| 2019-03-31 | Rank |
| Total securities | $313,349,000,000 | 3 |
| U.S. Government securities | $177,069,000,000 | 3 |
| U.S. Treasury securities | $99,202,000,000 | 1 |
| U.S. Government agency obligations | $77,867,000,000 | 6 |
| Securities issued by states & political subdivisions | $11,944,000,000 | 4 |
| Other domestic debt securities | $24,701,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $2,431,000,000 | 3 |
| Commercial mortgage-backed securities - Total | $245,000,000 | 22 |
| Asset backed securities | $1,280,000,000 | 16 |
| Structured financial products - Total | $18,073,000,000 | 3 |
| Other domestic debt securities - All other | $2,672,000,000 | 4 |
| Foreign debt securities | $99,510,000,000 | 1 |
| 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 | $142,029,000,000 | 1 |
| Mortgage-backed securities | $72,159,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $57,637,000,000 | 6 |
| Issued or guaranteed by U.S. | $57,145,000,000 | 6 |
| Privately issued | $492,000,000 | 2 |
| Collaterized mortgage obligations | $9,171,000,000 | 13 |
| CMOs issued by government agencies or sponsored agencies | $7,232,000,000 | 19 |
| Privately issued | $1,939,000,000 | 5 |
| Commercial mortgage-backed securities | $5,351,000,000 | 15 |
| Commercial mortgage pass-through securities | $1,926,000,000 | 10 |
| Other commercial mortgage-backed securities | $3,425,000,000 | 15 |
| Held to maturity securities (book value) | $64,860,000,000 | 4 |
| Available-for-sale securities (fair market value) | $248,364,000,000 | 2 |
| Total debt securities | $313,224,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $117,282,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $35,706,000,000 | 2 |
| 2018-12-31 | Rank |
| Total securities | $323,535,000,000 | 3 |
| U.S. Government securities | $186,269,000,000 | 3 |
| U.S. Treasury securities | $108,061,000,000 | 1 |
| U.S. Government agency obligations | $78,208,000,000 | 6 |
| Securities issued by states & political subdivisions | $12,178,000,000 | 4 |
| Other domestic debt securities | $25,689,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $2,648,000,000 | 3 |
| Commercial mortgage-backed securities - Total | $187,000,000 | 24 |
| Asset backed securities | $685,000,000 | 19 |
| Structured financial products - Total | $18,676,000,000 | 3 |
| Other domestic debt securities - All other | $3,493,000,000 | 4 |
| Foreign debt securities | $99,278,000,000 | 1 |
| 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 | $141,435,000,000 | 1 |
| Mortgage-backed securities | $71,891,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $57,161,000,000 | 5 |
| Issued or guaranteed by U.S. | $56,758,000,000 | 5 |
| Privately issued | $403,000,000 | 2 |
| Collaterized mortgage obligations | $9,522,000,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $7,277,000,000 | 15 |
| Privately issued | $2,245,000,000 | 6 |
| Commercial mortgage-backed securities | $5,208,000,000 | 15 |
| Commercial mortgage pass-through securities | $1,799,000,000 | 10 |
| Other commercial mortgage-backed securities | $3,409,000,000 | 15 |
| Held to maturity securities (book value) | $61,346,000,000 | 4 |
| Available-for-sale securities (fair market value) | $262,068,000,000 | 1 |
| Total debt securities | $323,414,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $105,836,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $37,728,000,000 | 2 |
| 2018-09-30 | Rank |
| Total securities | $310,078,000,000 | 3 |
| U.S. Government securities | $178,499,000,000 | 3 |
| U.S. Treasury securities | $106,516,000,000 | 1 |
| U.S. Government agency obligations | $71,983,000,000 | 6 |
| Securities issued by states & political subdivisions | $12,192,000,000 | 4 |
| Other domestic debt securities | $25,615,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $2,912,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $78,000,000 | 31 |
| Asset backed securities | $822,000,000 | 16 |
| Structured financial products - Total | $18,287,000,000 | 3 |
| Other domestic debt securities - All other | $3,516,000,000 | 3 |
| Foreign debt securities | $93,654,000,000 | 1 |
| 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 | $143,218,000,000 | 1 |
| Mortgage-backed securities | $65,420,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $51,473,000,000 | 6 |
| Issued or guaranteed by U.S. | $51,003,000,000 | 6 |
| Privately issued | $470,000,000 | 2 |
| Collaterized mortgage obligations | $10,424,000,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $7,982,000,000 | 14 |
| Privately issued | $2,442,000,000 | 5 |
| Commercial mortgage-backed securities | $3,523,000,000 | 16 |
| Commercial mortgage pass-through securities | $979,000,000 | 17 |
| Other commercial mortgage-backed securities | $2,544,000,000 | 19 |
| Held to maturity securities (book value) | $51,100,000,000 | 4 |
| Available-for-sale securities (fair market value) | $258,860,000,000 | 1 |
| Total debt securities | $309,960,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $111,105,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,062,000,000 | 2 |
| 2018-06-30 | Rank |
| Total securities | $313,477,000,000 | 3 |
| U.S. Government securities | $178,336,000,000 | 3 |
| U.S. Treasury securities | $106,826,000,000 | 1 |
| U.S. Government agency obligations | $71,510,000,000 | 6 |
| Securities issued by states & political subdivisions | $12,530,000,000 | 4 |
| Other domestic debt securities | $25,959,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $3,211,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $78,000,000 | 31 |
| Asset backed securities | $1,030,000,000 | 16 |
| Structured financial products - Total | $18,124,000,000 | 3 |
| Other domestic debt securities - All other | $3,516,000,000 | 3 |
| Foreign debt securities | $96,545,000,000 | 1 |
| 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 | $133,861,000,000 | 1 |
| Mortgage-backed securities | $63,427,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $48,905,000,000 | 6 |
| Issued or guaranteed by U.S. | $48,423,000,000 | 6 |
| Privately issued | $482,000,000 | 3 |
| Collaterized mortgage obligations | $11,602,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $8,873,000,000 | 12 |
| Privately issued | $2,729,000,000 | 4 |
| Commercial mortgage-backed securities | $2,920,000,000 | 19 |
| Commercial mortgage pass-through securities | $943,000,000 | 16 |
| Other commercial mortgage-backed securities | $1,977,000,000 | 21 |
| Held to maturity securities (book value) | $50,568,000,000 | 4 |
| Available-for-sale securities (fair market value) | $262,802,000,000 | 1 |
| Total debt securities | $313,370,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $107,778,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $40,365,000,000 | 2 |
| 2018-03-31 | Rank |
| Total securities | $316,932,000,000 | 3 |
| U.S. Government securities | $174,456,000,000 | 3 |
| U.S. Treasury securities | $106,743,000,000 | 1 |
| U.S. Government agency obligations | $67,713,000,000 | 6 |
| Securities issued by states & political subdivisions | $12,810,000,000 | 4 |
| Other domestic debt securities | $28,375,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $4,145,000,000 | 3 |
| Commercial mortgage-backed securities - Total | $62,000,000 | 34 |
| Asset backed securities | $1,746,000,000 | 11 |
| Structured financial products - Total | $18,930,000,000 | 3 |
| Other domestic debt securities - All other | $3,492,000,000 | 3 |
| Foreign debt securities | $101,157,000,000 | 1 |
| 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 | $134,489,000,000 | 1 |
| Mortgage-backed securities | $61,407,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $46,000,000,000 | 6 |
| Issued or guaranteed by U.S. | $45,454,000,000 | 6 |
| Privately issued | $546,000,000 | 4 |
| Collaterized mortgage obligations | $12,662,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $9,063,000,000 | 10 |
| Privately issued | $3,599,000,000 | 4 |
| Commercial mortgage-backed securities | $2,745,000,000 | 19 |
| Commercial mortgage pass-through securities | $1,031,000,000 | 13 |
| Other commercial mortgage-backed securities | $1,714,000,000 | 25 |
| Held to maturity securities (book value) | $50,153,000,000 | 4 |
| Available-for-sale securities (fair market value) | $266,645,000,000 | 2 |
| Total debt securities | $316,798,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $114,285,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $44,896,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $36,349,000,000 | 1 |
| 2017-12-31 | Rank |
| Total securities | $326,684,000,000 | 3 |
| U.S. Government securities | $183,421,000,000 | 3 |
| U.S. Treasury securities | $107,391,000,000 | 1 |
| U.S. Government agency obligations | $76,030,000,000 | 6 |
| Securities issued by states & political subdivisions | $12,964,000,000 | 4 |
| Other domestic debt securities | $29,440,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $4,594,000,000 | 3 |
| Commercial mortgage-backed securities - Total | $36,000,000 | 41 |
| Asset backed securities | $2,302,000,000 | 10 |
| Structured financial products - Total | $19,011,000,000 | 3 |
| Other domestic debt securities - All other | $3,497,000,000 | 3 |
| Foreign debt securities | $100,751,000,000 | 1 |
| Equity securities | $108,000,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $130,407,000,000 | 1 |
| Mortgage-backed securities | $69,967,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $53,161,000,000 | 5 |
| Issued or guaranteed by U.S. | $52,661,000,000 | 5 |
| Privately issued | $500,000,000 | 4 |
| Collaterized mortgage obligations | $13,208,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $9,114,000,000 | 10 |
| Privately issued | $4,094,000,000 | 4 |
| Commercial mortgage-backed securities | $3,598,000,000 | 17 |
| Commercial mortgage pass-through securities | $1,630,000,000 | 10 |
| Other commercial mortgage-backed securities | $1,968,000,000 | 21 |
| Held to maturity securities (book value) | $51,444,000,000 | 4 |
| Available-for-sale securities (fair market value) | $275,240,000,000 | 2 |
| Total debt securities | $326,576,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $110,678,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $43,180,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $34,839,000,000 | 2 |
| 2017-09-30 | Rank |
| Total securities | $328,223,000,000 | 3 |
| U.S. Government securities | $183,944,000,000 | 3 |
| U.S. Treasury securities | $107,446,000,000 | 1 |
| U.S. Government agency obligations | $76,498,000,000 | 6 |
| Securities issued by states & political subdivisions | $13,048,000,000 | 4 |
| Other domestic debt securities | $29,787,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $4,878,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $16,000,000 | 55 |
| Asset backed securities | $2,609,000,000 | 10 |
| Structured financial products - Total | $18,776,000,000 | 3 |
| Other domestic debt securities - All other | $3,508,000,000 | 3 |
| Foreign debt securities | $101,343,000,000 | 1 |
| Equity securities | $101,000,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $123,848,000,000 | 1 |
| Mortgage-backed securities | $70,641,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $53,028,000,000 | 5 |
| Issued or guaranteed by U.S. | $52,502,000,000 | 5 |
| Privately issued | $526,000,000 | 4 |
| Collaterized mortgage obligations | $13,842,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $9,490,000,000 | 10 |
| Privately issued | $4,352,000,000 | 4 |
| Commercial mortgage-backed securities | $3,771,000,000 | 15 |
| Commercial mortgage pass-through securities | $1,695,000,000 | 10 |
| Other commercial mortgage-backed securities | $2,076,000,000 | 19 |
| Held to maturity securities (book value) | $49,727,000,000 | 4 |
| Available-for-sale securities (fair market value) | $278,496,000,000 | 2 |
| Total debt securities | $328,122,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $115,270,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $45,875,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $33,839,000,000 | 2 |
| 2017-06-30 | Rank |
| Total securities | $325,851,000,000 | 3 |
| U.S. Government securities | $179,434,000,000 | 3 |
| U.S. Treasury securities | $102,210,000,000 | 1 |
| U.S. Government agency obligations | $77,224,000,000 | 6 |
| Securities issued by states & political subdivisions | $13,631,000,000 | 4 |
| Other domestic debt securities | $28,999,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $5,058,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $3,002,000,000 | 10 |
| Structured financial products - Total | $17,281,000,000 | 3 |
| Other domestic debt securities - All other | $3,658,000,000 | 3 |
| Foreign debt securities | $103,665,000,000 | 1 |
| Equity securities | $122,000,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $130,219,000,000 | 1 |
| Mortgage-backed securities | $72,083,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $53,831,000,000 | 4 |
| Issued or guaranteed by U.S. | $53,667,000,000 | 4 |
| Privately issued | $164,000,000 | 5 |
| Collaterized mortgage obligations | $14,384,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $9,490,000,000 | 10 |
| Privately issued | $4,894,000,000 | 4 |
| Commercial mortgage-backed securities | $3,868,000,000 | 15 |
| Commercial mortgage pass-through securities | $1,688,000,000 | 11 |
| Other commercial mortgage-backed securities | $2,180,000,000 | 18 |
| Held to maturity securities (book value) | $48,448,000,000 | 4 |
| Available-for-sale securities (fair market value) | $277,403,000,000 | 2 |
| Total debt securities | $325,729,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $117,535,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $49,859,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $36,280,000,000 | 2 |
| 2017-03-31 | Rank |
| Total securities | $319,961,000,000 | 3 |
| U.S. Government securities | $176,856,000,000 | 3 |
| U.S. Treasury securities | $107,497,000,000 | 1 |
| U.S. Government agency obligations | $69,359,000,000 | 6 |
| Securities issued by states & political subdivisions | $17,435,000,000 | 3 |
| Other domestic debt securities | $23,381,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $5,211,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $2,963,000,000 | 10 |
| Structured financial products - Total | $14,924,000,000 | 3 |
| Other domestic debt securities - All other | $283,000,000 | 34 |
| Foreign debt securities | $102,205,000,000 | 1 |
| Equity securities | $84,000,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $129,808,000,000 | 1 |
| Mortgage-backed securities | $64,711,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $46,401,000,000 | 5 |
| Issued or guaranteed by U.S. | $46,376,000,000 | 5 |
| Privately issued | $25,000,000 | 9 |
| Collaterized mortgage obligations | $14,415,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $9,229,000,000 | 10 |
| Privately issued | $5,186,000,000 | 4 |
| Commercial mortgage-backed securities | $3,895,000,000 | 15 |
| Commercial mortgage pass-through securities | $1,636,000,000 | 12 |
| Other commercial mortgage-backed securities | $2,259,000,000 | 16 |
| Held to maturity securities (book value) | $45,656,000,000 | 5 |
| Available-for-sale securities (fair market value) | $274,305,000,000 | 3 |
| Total debt securities | $319,877,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $113,155,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $45,771,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $37,613,000,000 | 2 |
| 2016-12-31 | Rank |
| Total securities | $328,125,000,000 | 3 |
| U.S. Government securities | $184,244,000,000 | 3 |
| U.S. Treasury securities | $113,740,000,000 | 1 |
| U.S. Government agency obligations | $70,504,000,000 | 6 |
| Securities issued by states & political subdivisions | $17,486,000,000 | 3 |
| Other domestic debt securities | $23,541,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $5,685,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $3,064,000,000 | 11 |
| Structured financial products - Total | $14,507,000,000 | 3 |
| Other domestic debt securities - All other | $285,000,000 | 35 |
| Foreign debt securities | $102,750,000,000 | 1 |
| Equity securities | $104,000,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $154,252,000,000 | 1 |
| Mortgage-backed securities | $66,300,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $46,623,000,000 | 5 |
| Issued or guaranteed by U.S. | $46,598,000,000 | 5 |
| Privately issued | $25,000,000 | 8 |
| Collaterized mortgage obligations | $15,231,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $9,571,000,000 | 10 |
| Privately issued | $5,660,000,000 | 4 |
| Commercial mortgage-backed securities | $4,446,000,000 | 13 |
| Commercial mortgage pass-through securities | $1,964,000,000 | 9 |
| Other commercial mortgage-backed securities | $2,482,000,000 | 16 |
| Held to maturity securities (book value) | $43,245,000,000 | 5 |
| Available-for-sale securities (fair market value) | $284,880,000,000 | 3 |
| Total debt securities | $328,021,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $130,618,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $53,632,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $43,316,000,000 | 2 |
| 2016-09-30 | Rank |
| Total securities | $326,824,000,000 | 3 |
| U.S. Government securities | $181,592,000,000 | 3 |
| U.S. Treasury securities | $110,763,000,000 | 1 |
| U.S. Government agency obligations | $70,829,000,000 | 6 |
| Securities issued by states & political subdivisions | $17,834,000,000 | 3 |
| Other domestic debt securities | $23,204,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,454,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $3,361,000,000 | 10 |
| Structured financial products - Total | $12,875,000,000 | 3 |
| Other domestic debt securities - All other | $514,000,000 | 22 |
| Foreign debt securities | $103,089,000,000 | 1 |
| Equity securities | $1,105,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $176,715,000,000 | 1 |
| Mortgage-backed securities | $66,379,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $45,270,000,000 | 4 |
| Issued or guaranteed by U.S. | $45,243,000,000 | 4 |
| Privately issued | $27,000,000 | 8 |
| Collaterized mortgage obligations | $16,549,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $10,122,000,000 | 11 |
| Privately issued | $6,427,000,000 | 4 |
| Commercial mortgage-backed securities | $4,560,000,000 | 13 |
| Commercial mortgage pass-through securities | $2,015,000,000 | 9 |
| Other commercial mortgage-backed securities | $2,545,000,000 | 16 |
| Held to maturity securities (book value) | $35,363,000,000 | 8 |
| Available-for-sale securities (fair market value) | $291,461,000,000 | 2 |
| Total debt securities | $325,720,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $127,137,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $51,379,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $38,943,000,000 | 2 |
| 2016-06-30 | Rank |
| Total securities | $327,504,000,000 | 3 |
| U.S. Government securities | $187,834,000,000 | 3 |
| U.S. Treasury securities | $114,269,000,000 | 1 |
| U.S. Government agency obligations | $73,565,000,000 | 6 |
| Securities issued by states & political subdivisions | $18,015,000,000 | 3 |
| Other domestic debt securities | $21,251,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,102,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $3,616,000,000 | 10 |
| Structured financial products - Total | $10,903,000,000 | 3 |
| Other domestic debt securities - All other | $630,000,000 | 19 |
| Foreign debt securities | $99,562,000,000 | 1 |
| Equity securities | $842,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $206,711,000,000 | 1 |
| Mortgage-backed securities | $68,575,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $46,722,000,000 | 4 |
| Issued or guaranteed by U.S. | $46,694,000,000 | 4 |
| Privately issued | $28,000,000 | 11 |
| Collaterized mortgage obligations | $17,028,000,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $10,954,000,000 | 9 |
| Privately issued | $6,074,000,000 | 4 |
| Commercial mortgage-backed securities | $4,825,000,000 | 11 |
| Commercial mortgage pass-through securities | $2,021,000,000 | 9 |
| Other commercial mortgage-backed securities | $2,804,000,000 | 15 |
| Held to maturity securities (book value) | $32,527,000,000 | 8 |
| Available-for-sale securities (fair market value) | $294,977,000,000 | 1 |
| Total debt securities | $326,662,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $142,898,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $63,279,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $50,434,000,000 | 2 |
| 2016-03-31 | Rank |
| Total securities | $323,525,000,000 | 2 |
| U.S. Government securities | $182,569,000,000 | 3 |
| U.S. Treasury securities | $110,456,000,000 | 1 |
| U.S. Government agency obligations | $72,113,000,000 | 6 |
| Securities issued by states & political subdivisions | $17,774,000,000 | 3 |
| Other domestic debt securities | $20,865,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $6,687,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $4,318,000,000 | 9 |
| Structured financial products - Total | $9,233,000,000 | 3 |
| Other domestic debt securities - All other | $627,000,000 | 19 |
| Foreign debt securities | $101,834,000,000 | 1 |
| Equity securities | $483,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $205,592,000,000 | 1 |
| Mortgage-backed securities | $68,469,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $45,406,000,000 | 4 |
| Issued or guaranteed by U.S. | $45,406,000,000 | 4 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $18,195,000,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $11,508,000,000 | 8 |
| Privately issued | $6,687,000,000 | 4 |
| Commercial mortgage-backed securities | $4,868,000,000 | 11 |
| Commercial mortgage pass-through securities | $2,036,000,000 | 8 |
| Other commercial mortgage-backed securities | $2,832,000,000 | 15 |
| Held to maturity securities (book value) | $31,608,000,000 | 8 |
| Available-for-sale securities (fair market value) | $291,917,000,000 | 1 |
| Total debt securities | $323,042,000,000 | 2 |
| Structured notes |
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $138,714,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $54,435,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $48,501,000,000 | 2 |
| 2015-12-31 | Rank |
| Total securities | $312,578,000,000 | 3 |
| U.S. Government securities | $179,746,000,000 | 3 |
| U.S. Treasury securities | $112,627,000,000 | 1 |
| U.S. Government agency obligations | $67,119,000,000 | 6 |
| Securities issued by states & political subdivisions | $18,198,000,000 | 3 |
| Other domestic debt securities | $21,074,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $7,203,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $4,738,000,000 | 9 |
| Structured financial products - Total | $8,440,000,000 | 3 |
| Other domestic debt securities - All other | $693,000,000 | 18 |
| Foreign debt securities | $93,329,000,000 | 1 |
| Equity securities | $231,000,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $200,025,000,000 | 1 |
| Mortgage-backed securities | $64,247,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $40,703,000,000 | 4 |
| Issued or guaranteed by U.S. | $40,703,000,000 | 4 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $19,091,000,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $11,888,000,000 | 8 |
| Privately issued | $7,203,000,000 | 4 |
| Commercial mortgage-backed securities | $4,453,000,000 | 11 |
| Commercial mortgage pass-through securities | $1,696,000,000 | 10 |
| Other commercial mortgage-backed securities | $2,757,000,000 | 14 |
| Held to maturity securities (book value) | $30,761,000,000 | 8 |
| Available-for-sale securities (fair market value) | $281,817,000,000 | 2 |
| Total debt securities | $312,347,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $133,079,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $50,705,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $47,165,000,000 | 2 |
| 2015-09-30 | Rank |
| Total securities | $308,446,000,000 | 3 |
| U.S. Government securities | $175,412,000,000 | 3 |
| U.S. Treasury securities | $111,876,000,000 | 1 |
| U.S. Government agency obligations | $63,536,000,000 | 6 |
| Securities issued by states & political subdivisions | $18,242,000,000 | 3 |
| Other domestic debt securities | $20,312,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $7,537,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $5,171,000,000 | 9 |
| Structured financial products - Total | $6,913,000,000 | 3 |
| Other domestic debt securities - All other | $691,000,000 | 17 |
| Foreign debt securities | $94,404,000,000 | 1 |
| Equity securities | $76,000,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $196,695,000,000 | 1 |
| Mortgage-backed securities | $60,969,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $37,460,000,000 | 4 |
| Issued or guaranteed by U.S. | $37,460,000,000 | 4 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $19,964,000,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $12,427,000,000 | 8 |
| Privately issued | $7,537,000,000 | 4 |
| Commercial mortgage-backed securities | $3,545,000,000 | 13 |
| Commercial mortgage pass-through securities | $1,211,000,000 | 11 |
| Other commercial mortgage-backed securities | $2,334,000,000 | 15 |
| Held to maturity securities (book value) | $28,244,000,000 | 8 |
| Available-for-sale securities (fair market value) | $280,202,000,000 | 2 |
| Total debt securities | $308,370,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $135,033,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $51,907,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $47,995,000,000 | 2 |
| 2015-06-30 | Rank |
| Total securities | $297,428,000,000 | 4 |
| U.S. Government securities | $174,193,000,000 | 3 |
| U.S. Treasury securities | $114,448,000,000 | 1 |
| U.S. Government agency obligations | $59,745,000,000 | 6 |
| Securities issued by states & political subdivisions | $18,539,000,000 | 3 |
| Other domestic debt securities | $19,640,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $7,638,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $8,000,000 | 60 |
| Asset backed securities | $6,439,000,000 | 8 |
| Structured financial products - Total | $4,864,000,000 | 3 |
| Other domestic debt securities - All other | $691,000,000 | 18 |
| Foreign debt securities | $84,916,000,000 | 1 |
| Equity securities | $140,000,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $198,222,000,000 | 1 |
| Mortgage-backed securities | $57,703,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $33,917,000,000 | 4 |
| Issued or guaranteed by U.S. | $33,893,000,000 | 4 |
| Privately issued | $24,000,000 | 9 |
| Collaterized mortgage obligations | $20,406,000,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $12,792,000,000 | 8 |
| Privately issued | $7,614,000,000 | 4 |
| Commercial mortgage-backed securities | $3,380,000,000 | 15 |
| Commercial mortgage pass-through securities | $1,179,000,000 | 11 |
| Other commercial mortgage-backed securities | $2,201,000,000 | 14 |
| Held to maturity securities (book value) | $24,377,000,000 | 8 |
| Available-for-sale securities (fair market value) | $273,051,000,000 | 2 |
| Total debt securities | $297,288,000,000 | 4 |
| Structured notes |
| Amortized cost | $0 | 1,969 |
| Fair value | $0 | 1,970 |
| Trading account assets | $142,939,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $50,586,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $46,536,000,000 | 2 |
| 2015-03-31 | Rank |
| Total securities | $290,993,000,000 | 4 |
| U.S. Government securities | $168,154,000,000 | 3 |
| U.S. Treasury securities | $111,383,000,000 | 1 |
| U.S. Government agency obligations | $56,771,000,000 | 6 |
| Securities issued by states & political subdivisions | $18,705,000,000 | 3 |
| Other domestic debt securities | $19,662,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $7,815,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $7,000,000 | 60 |
| Asset backed securities | $6,505,000,000 | 8 |
| Structured financial products - Total | $4,651,000,000 | 3 |
| Other domestic debt securities - All other | $684,000,000 | 18 |
| Foreign debt securities | $84,378,000,000 | 1 |
| Equity securities | $94,000,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $137,324,000,000 | 1 |
| Mortgage-backed securities | $55,344,000,000 | 7 |
| Certificates of participation in pools of residential mortgages | $30,000,000,000 | 5 |
| Issued or guaranteed by U.S. | $29,957,000,000 | 5 |
| Privately issued | $43,000,000 | 7 |
| Collaterized mortgage obligations | $21,623,000,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $13,851,000,000 | 7 |
| Privately issued | $7,772,000,000 | 4 |
| Commercial mortgage-backed securities | $3,721,000,000 | 13 |
| Commercial mortgage pass-through securities | $1,465,000,000 | 10 |
| Other commercial mortgage-backed securities | $2,256,000,000 | 14 |
| Held to maturity securities (book value) | $16,802,000,000 | 10 |
| Available-for-sale securities (fair market value) | $274,191,000,000 | 3 |
| Total debt securities | $290,899,000,000 | 4 |
| Structured notes |
| Amortized cost | $0 | 2,098 |
| Fair value | $0 | 2,100 |
| Trading account assets | $158,647,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $62,769,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $59,695,000,000 | 2 |
| 2014-12-31 | Rank |
| Total securities | $293,840,000,000 | 3 |
| U.S. Government securities | $167,307,000,000 | 2 |
| U.S. Treasury securities | $110,126,000,000 | 1 |
| U.S. Government agency obligations | $57,181,000,000 | 5 |
| Securities issued by states & political subdivisions | $19,098,000,000 | 3 |
| Other domestic debt securities | $22,037,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $9,183,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $8,000,000 | 61 |
| Asset backed securities | $7,536,000,000 | 7 |
| Structured financial products - Total | $4,654,000,000 | 3 |
| Other domestic debt securities - All other | $656,000,000 | 18 |
| Foreign debt securities | $83,750,000,000 | 1 |
| Equity securities | $1,648,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $161,875,000,000 | 1 |
| Mortgage-backed securities | $53,558,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $27,920,000,000 | 5 |
| Issued or guaranteed by U.S. | $27,865,000,000 | 5 |
| Privately issued | $55,000,000 | 8 |
| Collaterized mortgage obligations | $21,869,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $12,741,000,000 | 8 |
| Privately issued | $9,128,000,000 | 4 |
| Commercial mortgage-backed securities | $3,769,000,000 | 11 |
| Commercial mortgage pass-through securities | $1,568,000,000 | 10 |
| Other commercial mortgage-backed securities | $2,201,000,000 | 14 |
| Held to maturity securities (book value) | $17,238,000,000 | 10 |
| Available-for-sale securities (fair market value) | $276,602,000,000 | 3 |
| Total debt securities | $292,192,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,202 |
| Trading account assets | $168,880,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $68,381,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $58,496,000,000 | 2 |
| 2014-09-30 | Rank |
| Total securities | $291,008,000,000 | 3 |
| U.S. Government securities | $155,767,000,000 | 2 |
| U.S. Treasury securities | $94,798,000,000 | 1 |
| U.S. Government agency obligations | $60,969,000,000 | 5 |
| Securities issued by states & political subdivisions | $19,129,000,000 | 3 |
| Other domestic debt securities | $23,385,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $10,302,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $16,000,000 | 50 |
| Asset backed securities | $7,735,000,000 | 7 |
| Structured financial products - Total | $4,687,000,000 | 4 |
| Other domestic debt securities - All other | $645,000,000 | 19 |
| Foreign debt securities | $90,053,000,000 | 1 |
| Equity securities | $2,674,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $184,450,000,000 | 1 |
| Mortgage-backed securities | $54,901,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $28,247,000,000 | 5 |
| Issued or guaranteed by U.S. | $28,168,000,000 | 5 |
| Privately issued | $79,000,000 | 5 |
| Collaterized mortgage obligations | $23,136,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $12,913,000,000 | 8 |
| Privately issued | $10,223,000,000 | 3 |
| Commercial mortgage-backed securities | $3,518,000,000 | 11 |
| Commercial mortgage pass-through securities | $1,216,000,000 | 12 |
| Other commercial mortgage-backed securities | $2,302,000,000 | 14 |
| Held to maturity securities (book value) | $16,699,000,000 | 10 |
| Available-for-sale securities (fair market value) | $274,309,000,000 | 2 |
| Total debt securities | $288,285,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,301 |
| Fair value | $0 | 2,301 |
| Trading account assets | $157,093,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $60,623,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $50,706,000,000 | 2 |
| 2014-06-30 | Rank |
| Total securities | $279,942,000,000 | 3 |
| U.S. Government securities | $145,494,000,000 | 2 |
| U.S. Treasury securities | $88,162,000,000 | 1 |
| U.S. Government agency obligations | $57,332,000,000 | 5 |
| Securities issued by states & political subdivisions | $19,108,000,000 | 3 |
| Other domestic debt securities | $25,211,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $10,695,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $11,000,000 | 57 |
| Asset backed securities | $8,073,000,000 | 7 |
| Structured financial products - Total | $5,788,000,000 | 3 |
| Other domestic debt securities - All other | $644,000,000 | 19 |
| Foreign debt securities | $85,246,000,000 | 2 |
| Equity securities | $4,883,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $167,222,000,000 | 1 |
| Mortgage-backed securities | $53,027,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $25,539,000,000 | 5 |
| Issued or guaranteed by U.S. | $25,408,000,000 | 5 |
| Privately issued | $131,000,000 | 5 |
| Collaterized mortgage obligations | $23,843,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $13,279,000,000 | 6 |
| Privately issued | $10,564,000,000 | 4 |
| Commercial mortgage-backed securities | $3,645,000,000 | 10 |
| Commercial mortgage pass-through securities | $1,597,000,000 | 11 |
| Other commercial mortgage-backed securities | $2,048,000,000 | 15 |
| Held to maturity securities (book value) | $14,580,000,000 | 11 |
| Available-for-sale securities (fair market value) | $265,362,000,000 | 2 |
| Total debt securities | $275,010,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $144,205,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $47,045,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $34,912,000,000 | 2 |
| 2014-03-31 | Rank |
| Total securities | $265,445,000,000 | 3 |
| U.S. Government securities | $138,027,000,000 | 2 |
| U.S. Treasury securities | $82,577,000,000 | 1 |
| U.S. Government agency obligations | $55,450,000,000 | 5 |
| Securities issued by states & political subdivisions | $18,973,000,000 | 3 |
| Other domestic debt securities | $25,993,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $10,914,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $10,000,000 | 62 |
| Asset backed securities | $8,470,000,000 | 7 |
| Structured financial products - Total | $5,938,000,000 | 3 |
| Other domestic debt securities - All other | $661,000,000 | 19 |
| Foreign debt securities | $78,905,000,000 | 2 |
| Equity securities | $3,547,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $168,899,000,000 | 1 |
| Mortgage-backed securities | $52,063,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $26,743,000,000 | 5 |
| Issued or guaranteed by U.S. | $24,387,000,000 | 5 |
| Privately issued | $2,356,000,000 | 3 |
| Collaterized mortgage obligations | $21,623,000,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $13,065,000,000 | 6 |
| Privately issued | $8,558,000,000 | 3 |
| Commercial mortgage-backed securities | $3,697,000,000 | 9 |
| Commercial mortgage pass-through securities | $1,838,000,000 | 7 |
| Other commercial mortgage-backed securities | $1,859,000,000 | 15 |
| Held to maturity securities (book value) | $2,816,000,000 | 29 |
| Available-for-sale securities (fair market value) | $262,629,000,000 | 2 |
| Total debt securities | $261,830,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $143,854,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $48,283,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $33,951,000,000 | 2 |
| 2013-12-31 | Rank |
| Total securities | $259,502,000,000 | 3 |
| U.S. Government securities | $128,447,000,000 | 2 |
| U.S. Treasury securities | $68,872,000,000 | 1 |
| U.S. Government agency obligations | $59,575,000,000 | 5 |
| Securities issued by states & political subdivisions | $18,699,000,000 | 3 |
| Other domestic debt securities | $26,435,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $11,266,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $10,000,000 | 57 |
| Asset backed securities | $8,524,000,000 | 7 |
| Structured financial products - Total | $5,974,000,000 | 3 |
| Other domestic debt securities - All other | $661,000,000 | 19 |
| Foreign debt securities | $83,428,000,000 | 2 |
| Equity securities | $2,493,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $163,861,000,000 | 1 |
| Mortgage-backed securities | $52,643,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $24,500,000,000 | 5 |
| Issued or guaranteed by U.S. | $24,132,000,000 | 5 |
| Privately issued | $368,000,000 | 5 |
| Collaterized mortgage obligations | $24,248,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $13,350,000,000 | 6 |
| Privately issued | $10,898,000,000 | 3 |
| Commercial mortgage-backed securities | $3,895,000,000 | 9 |
| Commercial mortgage pass-through securities | $2,081,000,000 | 7 |
| Other commercial mortgage-backed securities | $1,814,000,000 | 16 |
| Held to maturity securities (book value) | $2,719,000,000 | 29 |
| Available-for-sale securities (fair market value) | $256,783,000,000 | 2 |
| Total debt securities | $256,990,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $150,584,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $51,476,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $36,505,000,000 | 2 |
| 2013-09-30 | Rank |
| Total securities | $253,597,000,000 | 3 |
| U.S. Government securities | $125,531,000,000 | 2 |
| U.S. Treasury securities | $62,188,000,000 | 1 |
| U.S. Government agency obligations | $63,343,000,000 | 5 |
| Securities issued by states & political subdivisions | $17,607,000,000 | 3 |
| Other domestic debt securities | $27,272,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $11,728,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $13,000,000 | 54 |
| Asset backed securities | $9,075,000,000 | 7 |
| Structured financial products - Total | $6,066,000,000 | 3 |
| Other domestic debt securities - All other | $390,000,000 | 30 |
| Foreign debt securities | $80,329,000,000 | 2 |
| Equity securities | $2,858,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $160,183,000,000 | 1 |
| Mortgage-backed securities | $54,774,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $26,409,000,000 | 5 |
| Issued or guaranteed by U.S. | $26,231,000,000 | 5 |
| Privately issued | $178,000,000 | 5 |
| Collaterized mortgage obligations | $25,260,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $13,710,000,000 | 6 |
| Privately issued | $11,550,000,000 | 3 |
| Commercial mortgage-backed securities | $3,105,000,000 | 11 |
| Commercial mortgage pass-through securities | $1,394,000,000 | 9 |
| Other commercial mortgage-backed securities | $1,711,000,000 | 16 |
| Held to maturity securities (book value) | $2,652,000,000 | 25 |
| Available-for-sale securities (fair market value) | $250,945,000,000 | 2 |
| Total debt securities | $250,720,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $149,464,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $50,129,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $38,305,000,000 | 2 |
| 2013-06-30 | Rank |
| Total securities | $251,824,000,000 | 3 |
| U.S. Government securities | $132,867,000,000 | 2 |
| U.S. Treasury securities | $62,974,000,000 | 1 |
| U.S. Government agency obligations | $69,893,000,000 | 4 |
| Securities issued by states & political subdivisions | $16,955,000,000 | 3 |
| Other domestic debt securities | $25,331,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $10,345,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $27,000,000 | 45 |
| Asset backed securities | $9,429,000,000 | 6 |
| Structured financial products - Total | $5,251,000,000 | 3 |
| Other domestic debt securities - All other | $279,000,000 | 37 |
| Foreign debt securities | $74,208,000,000 | 2 |
| Equity securities | $2,463,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $160,815,000,000 | 1 |
| Mortgage-backed securities | $58,791,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $31,298,000,000 | 5 |
| Issued or guaranteed by U.S. | $31,112,000,000 | 5 |
| Privately issued | $186,000,000 | 4 |
| Collaterized mortgage obligations | $24,426,000,000 | 4 |
| CMOs issued by government agencies or sponsored agencies | $14,267,000,000 | 7 |
| Privately issued | $10,159,000,000 | 3 |
| Commercial mortgage-backed securities | $3,067,000,000 | 11 |
| Commercial mortgage pass-through securities | $1,375,000,000 | 8 |
| Other commercial mortgage-backed securities | $1,692,000,000 | 16 |
| Held to maturity securities (book value) | $2,826,000,000 | 18 |
| Available-for-sale securities (fair market value) | $248,998,000,000 | 2 |
| Total debt securities | $249,341,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $150,964,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $52,557,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $38,718,000,000 | 2 |
| 2013-03-31 | Rank |
| Total securities | $255,503,000,000 | 3 |
| U.S. Government securities | $135,391,000,000 | 2 |
| U.S. Treasury securities | $65,546,000,000 | 1 |
| U.S. Government agency obligations | $69,845,000,000 | 4 |
| Securities issued by states & political subdivisions | $18,305,000,000 | 2 |
| Other domestic debt securities | $24,157,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $10,281,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $90,000,000 | 26 |
| Asset backed securities | $8,804,000,000 | 6 |
| Structured financial products - Total | $4,698,000,000 | 3 |
| Other domestic debt securities - All other | $284,000,000 | 39 |
| Foreign debt securities | $74,230,000,000 | 2 |
| Equity securities | $3,420,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $171,143,000,000 | 1 |
| Mortgage-backed securities | $57,960,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $31,307,000,000 | 5 |
| Issued or guaranteed by U.S. | $31,105,000,000 | 5 |
| Privately issued | $202,000,000 | 4 |
| Collaterized mortgage obligations | $23,910,000,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $13,831,000,000 | 7 |
| Privately issued | $10,079,000,000 | 3 |
| Commercial mortgage-backed securities | $2,743,000,000 | 12 |
| Commercial mortgage pass-through securities | $1,423,000,000 | 8 |
| Other commercial mortgage-backed securities | $1,320,000,000 | 15 |
| Held to maturity securities (book value) | $3,489,000,000 | 15 |
| Available-for-sale securities (fair market value) | $252,014,000,000 | 3 |
| Total debt securities | $252,062,000,000 | 3 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,189 |
| Fair value | $2,000,000 | 1,231 |
| Trading account assets | $156,951,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $55,543,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $42,198,000,000 | 2 |
| 2012-12-31 | Rank |
| Total securities | $261,865,000,000 | 3 |
| U.S. Government securities | $137,948,000,000 | 2 |
| U.S. Treasury securities | $65,313,000,000 | 1 |
| U.S. Government agency obligations | $72,635,000,000 | 4 |
| Securities issued by states & political subdivisions | $17,898,000,000 | 3 |
| Other domestic debt securities | $23,091,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $9,742,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $123,000,000 | 22 |
| Asset backed securities | $8,636,000,000 | 7 |
| Structured financial products - Total | $4,302,000,000 | 3 |
| Other domestic debt securities - All other | $288,000,000 | 35 |
| Foreign debt securities | $79,624,000,000 | 2 |
| Equity securities | $3,304,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $172,606,000,000 | 1 |
| Mortgage-backed securities | $56,079,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $30,271,000,000 | 4 |
| Issued or guaranteed by U.S. | $30,061,000,000 | 4 |
| Privately issued | $210,000,000 | 4 |
| Collaterized mortgage obligations | $23,350,000,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $13,818,000,000 | 8 |
| Privately issued | $9,532,000,000 | 4 |
| Commercial mortgage-backed securities | $2,458,000,000 | 13 |
| Commercial mortgage pass-through securities | $1,405,000,000 | 8 |
| Other commercial mortgage-backed securities | $1,053,000,000 | 15 |
| Held to maturity securities (book value) | $3,641,000,000 | 13 |
| Available-for-sale securities (fair market value) | $258,224,000,000 | 3 |
| Total debt securities | $258,538,000,000 | 3 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,223 |
| Fair value | $2,000,000 | 1,292 |
| Trading account assets | $175,391,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $64,567,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $49,673,000,000 | 2 |
| 2012-09-30 | Rank |
| Total securities | $245,199,000,000 | 3 |
| U.S. Government securities | $127,179,000,000 | 2 |
| U.S. Treasury securities | $57,140,000,000 | 1 |
| U.S. Government agency obligations | $70,039,000,000 | 4 |
| Securities issued by states & political subdivisions | $17,670,000,000 | 3 |
| Other domestic debt securities | $21,593,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $9,598,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $307,000,000 | 18 |
| Asset backed securities | $7,751,000,000 | 6 |
| Structured financial products - Total | $3,601,000,000 | 3 |
| Other domestic debt securities - All other | $336,000,000 | 35 |
| Foreign debt securities | $77,084,000,000 | 2 |
| Equity securities | $1,673,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $159,342,000,000 | 1 |
| Mortgage-backed securities | $52,845,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $27,405,000,000 | 5 |
| Issued or guaranteed by U.S. | $27,194,000,000 | 5 |
| Privately issued | $211,000,000 | 4 |
| Collaterized mortgage obligations | $23,181,000,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $13,794,000,000 | 7 |
| Privately issued | $9,387,000,000 | 4 |
| Commercial mortgage-backed securities | $2,259,000,000 | 14 |
| Commercial mortgage pass-through securities | $1,342,000,000 | 7 |
| Other commercial mortgage-backed securities | $917,000,000 | 16 |
| Held to maturity securities (book value) | $4,420,000,000 | 11 |
| Available-for-sale securities (fair market value) | $240,779,000,000 | 3 |
| Total debt securities | $243,504,000,000 | 3 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,316 |
| Fair value | $2,000,000 | 1,396 |
| Trading account assets | $170,758,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $65,735,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $51,386,000,000 | 2 |
| 2012-06-30 | Rank |
| Total securities | $254,308,000,000 | 3 |
| U.S. Government securities | $133,212,000,000 | 2 |
| U.S. Treasury securities | $56,491,000,000 | 1 |
| U.S. Government agency obligations | $76,721,000,000 | 4 |
| Securities issued by states & political subdivisions | $16,291,000,000 | 3 |
| Other domestic debt securities | $20,912,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $9,260,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $471,000,000 | 15 |
| Asset backed securities | $7,327,000,000 | 6 |
| Structured financial products - Total | $3,517,000,000 | 3 |
| Other domestic debt securities - All other | $337,000,000 | 31 |
| Foreign debt securities | $82,349,000,000 | 2 |
| Equity securities | $1,544,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $162,026,000,000 | 1 |
| Mortgage-backed securities | $53,837,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $29,388,000,000 | 5 |
| Issued or guaranteed by U.S. | $29,170,000,000 | 5 |
| Privately issued | $218,000,000 | 4 |
| Collaterized mortgage obligations | $22,115,000,000 | 6 |
| CMOs issued by government agencies or sponsored agencies | $13,073,000,000 | 7 |
| Privately issued | $9,042,000,000 | 4 |
| Commercial mortgage-backed securities | $2,334,000,000 | 11 |
| Commercial mortgage pass-through securities | $1,254,000,000 | 7 |
| Other commercial mortgage-backed securities | $1,080,000,000 | 13 |
| Held to maturity securities (book value) | $4,742,000,000 | 11 |
| Available-for-sale securities (fair market value) | $249,566,000,000 | 3 |
| Total debt securities | $252,743,000,000 | 3 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,486 |
| Fair value | $2,000,000 | 1,587 |
| Trading account assets | $170,927,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $67,943,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $55,561,000,000 | 2 |
| 2012-03-31 | Rank |
| Total securities | $209,584,000,000 | 3 |
| U.S. Government securities | $97,780,000,000 | 4 |
| U.S. Treasury securities | $32,283,000,000 | 2 |
| U.S. Government agency obligations | $65,497,000,000 | 4 |
| Securities issued by states & political subdivisions | $13,727,000,000 | 3 |
| Other domestic debt securities | $21,133,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $9,484,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $491,000,000 | 13 |
| Asset backed securities | $7,208,000,000 | 6 |
| Structured financial products - Total | $3,311,000,000 | 3 |
| Other domestic debt securities - All other | $639,000,000 | 17 |
| Foreign debt securities | $76,837,000,000 | 2 |
| Equity securities | $107,000,000 | 24 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $122,477,000,000 | 2 |
| Mortgage-backed securities | $53,073,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $31,330,000,000 | 4 |
| Issued or guaranteed by U.S. | $31,088,000,000 | 4 |
| Privately issued | $242,000,000 | 4 |
| Collaterized mortgage obligations | $19,415,000,000 | 8 |
| CMOs issued by government agencies or sponsored agencies | $10,173,000,000 | 10 |
| Privately issued | $9,242,000,000 | 4 |
| Commercial mortgage-backed securities | $2,328,000,000 | 11 |
| Commercial mortgage pass-through securities | $1,229,000,000 | 7 |
| Other commercial mortgage-backed securities | $1,099,000,000 | 12 |
| Held to maturity securities (book value) | $5,720,000,000 | 9 |
| Available-for-sale securities (fair market value) | $203,864,000,000 | 4 |
| Total debt securities | $209,455,000,000 | 3 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,667 |
| Fair value | $2,000,000 | 1,735 |
| Trading account assets | $160,770,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $63,584,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $48,255,000,000 | 2 |
| 2011-12-31 | Rank |
| Total securities | $207,701,000,000 | 3 |
| U.S. Government securities | $94,355,000,000 | 3 |
| U.S. Treasury securities | $28,632,000,000 | 2 |
| U.S. Government agency obligations | $65,723,000,000 | 4 |
| Securities issued by states & political subdivisions | $13,972,000,000 | 2 |
| Other domestic debt securities | $19,720,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $7,787,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $512,000,000 | 10 |
| Asset backed securities | $6,523,000,000 | 6 |
| Structured financial products - Total | $4,246,000,000 | 3 |
| Other domestic debt securities - All other | $652,000,000 | 17 |
| Foreign debt securities | $76,135,000,000 | 2 |
| Equity securities | $3,519,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $124,890,000,000 | 2 |
| Mortgage-backed securities | $52,035,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $33,270,000,000 | 4 |
| Issued or guaranteed by U.S. | $32,995,000,000 | 4 |
| Privately issued | $275,000,000 | 2 |
| Collaterized mortgage obligations | $16,568,000,000 | 9 |
| CMOs issued by government agencies or sponsored agencies | $9,056,000,000 | 11 |
| Privately issued | $7,512,000,000 | 4 |
| Commercial mortgage-backed securities | $2,197,000,000 | 8 |
| Commercial mortgage pass-through securities | $1,222,000,000 | 4 |
| Other commercial mortgage-backed securities | $975,000,000 | 9 |
| Held to maturity securities (book value) | $6,497,000,000 | 8 |
| Available-for-sale securities (fair market value) | $201,204,000,000 | 3 |
| Total debt securities | $204,216,000,000 | 3 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,666 |
| Fair value | $2,000,000 | 1,758 |
| Trading account assets | $157,962,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $71,684,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $56,388,000,000 | 2 |
| 2011-09-30 | Rank |
| Total securities | $211,286,000,000 | 3 |
| U.S. Government securities | $94,680,000,000 | 3 |
| U.S. Treasury securities | $29,814,000,000 | 2 |
| U.S. Government agency obligations | $64,866,000,000 | 4 |
| Securities issued by states & political subdivisions | $13,947,000,000 | 2 |
| Other domestic debt securities | $17,112,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $6,252,000,000 | 5 |
| Commercial mortgage-backed securities - Total | $551,000,000 | 10 |
| Asset backed securities | $5,128,000,000 | 8 |
| Structured financial products - Total | $4,446,000,000 | 3 |
| Other domestic debt securities - All other | $735,000,000 | 19 |
| Foreign debt securities | $83,213,000,000 | 1 |
| Equity securities | $2,334,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $105,372,000,000 | 2 |
| Mortgage-backed securities | $47,841,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $32,329,000,000 | 4 |
| Issued or guaranteed by U.S. | $31,973,000,000 | 4 |
| Privately issued | $356,000,000 | 5 |
| Collaterized mortgage obligations | $13,709,000,000 | 11 |
| CMOs issued by government agencies or sponsored agencies | $7,813,000,000 | 11 |
| Privately issued | $5,896,000,000 | 6 |
| Commercial mortgage-backed securities | $1,803,000,000 | 9 |
| Commercial mortgage pass-through securities | $931,000,000 | 4 |
| Other commercial mortgage-backed securities | $872,000,000 | 8 |
| Held to maturity securities (book value) | $7,024,000,000 | 9 |
| Available-for-sale securities (fair market value) | $204,262,000,000 | 3 |
| Total debt securities | $208,928,000,000 | 3 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,735 |
| Fair value | $2,000,000 | 1,838 |
| Trading account assets | $175,367,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $88,145,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $69,495,000,000 | 2 |
| 2011-06-30 | Rank |
| Total securities | $239,139,000,000 | 3 |
| U.S. Government securities | $110,274,000,000 | 3 |
| U.S. Treasury securities | $37,213,000,000 | 2 |
| U.S. Government agency obligations | $73,061,000,000 | 4 |
| Securities issued by states & political subdivisions | $12,938,000,000 | 2 |
| Other domestic debt securities | $17,104,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $5,958,000,000 | 6 |
| Commercial mortgage-backed securities - Total | $756,000,000 | 8 |
| Asset backed securities | $4,750,000,000 | 8 |
| Structured financial products - Total | $4,719,000,000 | 3 |
| Other domestic debt securities - All other | $921,000,000 | 14 |
| Foreign debt securities | $97,710,000,000 | 1 |
| Equity securities | $1,113,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $127,987,000,000 | 2 |
| Mortgage-backed securities | $42,150,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $28,947,000,000 | 4 |
| Issued or guaranteed by U.S. | $28,547,000,000 | 4 |
| Privately issued | $400,000,000 | 5 |
| Collaterized mortgage obligations | $11,477,000,000 | 12 |
| CMOs issued by government agencies or sponsored agencies | $5,919,000,000 | 15 |
| Privately issued | $5,558,000,000 | 6 |
| Commercial mortgage-backed securities | $1,726,000,000 | 9 |
| Commercial mortgage pass-through securities | $844,000,000 | 3 |
| Other commercial mortgage-backed securities | $882,000,000 | 8 |
| Held to maturity securities (book value) | $8,465,000,000 | 9 |
| Available-for-sale securities (fair market value) | $230,674,000,000 | 3 |
| Total debt securities | $237,481,000,000 | 3 |
| Structured notes |
| Amortized cost | $7,000,000 | 892 |
| Fair value | $7,000,000 | 913 |
| Trading account assets | $155,181,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $61,240,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $54,217,000,000 | 2 |
| 2011-03-31 | Rank |
| Total securities | $254,238,000,000 | 3 |
| U.S. Government securities | $124,577,000,000 | 3 |
| U.S. Treasury securities | $45,682,000,000 | 1 |
| U.S. Government agency obligations | $78,895,000,000 | 3 |
| Securities issued by states & political subdivisions | $12,435,000,000 | 1 |
| Other domestic debt securities | $21,541,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $10,647,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $796,000,000 | 8 |
| Asset backed securities | $4,022,000,000 | 9 |
| Structured financial products - Total | $5,070,000,000 | 3 |
| Other domestic debt securities - All other | $1,006,000,000 | 14 |
| Foreign debt securities | $94,524,000,000 | 1 |
| Equity securities | $1,161,000,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $147,290,000,000 | 1 |
| Mortgage-backed securities | $43,610,000,000 | 6 |
| Certificates of participation in pools of residential mortgages | $27,180,000,000 | 4 |
| Issued or guaranteed by U.S. | $26,776,000,000 | 4 |
| Privately issued | $404,000,000 | 5 |
| Collaterized mortgage obligations | $14,948,000,000 | 10 |
| CMOs issued by government agencies or sponsored agencies | $4,705,000,000 | 16 |
| Privately issued | $10,243,000,000 | 5 |
| Commercial mortgage-backed securities | $1,482,000,000 | 9 |
| Commercial mortgage pass-through securities | $644,000,000 | 5 |
| Other commercial mortgage-backed securities | $838,000,000 | 9 |
| Held to maturity securities (book value) | $13,488,000,000 | 3 |
| Available-for-sale securities (fair market value) | $240,750,000,000 | 3 |
| Total debt securities | $253,076,000,000 | 3 |
| Structured notes |
| Amortized cost | $9,000,000 | 781 |
| Fair value | $9,000,000 | 777 |
| Trading account assets | $156,705,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $57,568,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $53,240,000,000 | 2 |
| 2010-12-31 | Rank |
| Total securities | $245,645,000,000 | 3 |
| U.S. Government securities | $104,291,000,000 | 3 |
| U.S. Treasury securities | $46,053,000,000 | 1 |
| U.S. Government agency obligations | $58,238,000,000 | 4 |
| Securities issued by states & political subdivisions | $12,587,000,000 | 1 |
| Other domestic debt securities | $31,629,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $17,595,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $1,235,000,000 | 9 |
| Asset backed securities | $4,180,000,000 | 9 |
| Structured financial products - Total | $5,441,000,000 | 2 |
| Other domestic debt securities - All other | $3,178,000,000 | 5 |
| Foreign debt securities | $96,082,000,000 | 1 |
| Equity securities | $1,056,000,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $139,328,000,000 | 1 |
| Mortgage-backed securities | $41,354,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $19,613,000,000 | 6 |
| Issued or guaranteed by U.S. | $19,063,000,000 | 7 |
| Privately issued | $550,000,000 | 5 |
| Collaterized mortgage obligations | $20,506,000,000 | 7 |
| CMOs issued by government agencies or sponsored agencies | $3,461,000,000 | 23 |
| Privately issued | $17,045,000,000 | 4 |
| Commercial mortgage-backed securities | $1,235,000,000 | 9 |
| Commercial mortgage pass-through securities | $403,000,000 | 5 |
| Other commercial mortgage-backed securities | $832,000,000 | 9 |
| Held to maturity securities (book value) | $24,894,000,000 | 1 |
| Available-for-sale securities (fair market value) | $220,751,000,000 | 3 |
| Total debt securities | $244,590,000,000 | 3 |
| Structured notes |
| Amortized cost | $9,000,000 | 719 |
| Fair value | $9,000,000 | 715 |
| Trading account assets | $152,538,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $60,630,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $54,444,000,000 | 2 |
| 2010-09-30 | Rank |
| Total securities | $266,030,000,000 | 3 |
| U.S. Government securities | $115,273,000,000 | 3 |
| U.S. Treasury securities | $53,202,000,000 | 1 |
| U.S. Government agency obligations | $62,071,000,000 | 4 |
| Securities issued by states & political subdivisions | $13,429,000,000 | 1 |
| Other domestic debt securities | $33,798,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $18,497,000,000 | 4 |
| Commercial mortgage-backed securities - Total | $1,267,000,000 | 10 |
| Asset backed securities | $3,703,000,000 | 9 |
| Structured financial products - Total | $6,994,000,000 | 2 |
| Other domestic debt securities - All other | $3,337,000,000 | 5 |
| Foreign debt securities | $101,418,000,000 | 1 |
| Equity securities | $2,112,000,000 | 2 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $154,274,000,000 | 1 |
| Mortgage-backed securities | $41,392,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $19,097,000,000 | 5 |
| Issued or guaranteed by U.S. | $18,517,000,000 | 6 |
| Privately issued | $580,000,000 | 5 |
| Collaterized mortgage obligations | $21,028,000,000 | 5 |
| CMOs issued by government agencies or sponsored agencies | $3,111,000,000 | 23 |
| Privately issued | $17,917,000,000 | 4 |
| Commercial mortgage-backed securities | $1,267,000,000 | 10 |
| Commercial mortgage pass-through securities | $401,000,000 | 5 |
| Other commercial mortgage-backed securities | $866,000,000 | 8 |
| Held to maturity securities (book value) | $25,732,000,000 | 1 |
| Available-for-sale securities (fair market value) | $240,298,000,000 | 3 |
| Total debt securities | $263,918,000,000 | 3 |
| Structured notes |
| Amortized cost | $9,000,000 | 680 |
| Fair value | $9,000,000 | 697 |
| Trading account assets | $167,997,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $77,301,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $65,301,000,000 | 2 |
| 2010-06-30 | Rank |
| Total securities | $248,123,000,000 | 3 |
| U.S. Government securities | $95,761,000,000 | 3 |
| U.S. Treasury securities | $38,829,000,000 | 2 |
| U.S. Government agency obligations | $56,932,000,000 | 4 |
| Securities issued by states & political subdivisions | $13,496,000,000 | 1 |
| Other domestic debt securities | $43,247,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $23,802,000,000 | 3 |
| Commercial mortgage-backed securities - Total | $1,058,000,000 | 10 |
| Asset backed securities | $7,801,000,000 | 6 |
| Structured financial products - Total | $7,503,000,000 | 2 |
| Other domestic debt securities - All other | $3,083,000,000 | 8 |
| Foreign debt securities | $94,501,000,000 | 1 |
| Equity securities | $1,118,000,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $138,934,000,000 | 1 |
| Mortgage-backed securities | $44,406,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $17,304,000,000 | 6 |
| Issued or guaranteed by U.S. | $17,039,000,000 | 6 |
| Privately issued | $265,000,000 | 8 |
| Collaterized mortgage obligations | $26,044,000,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $2,507,000,000 | 27 |
| Privately issued | $23,537,000,000 | 3 |
| Commercial mortgage-backed securities | $1,058,000,000 | 10 |
| Commercial mortgage pass-through securities | $33,000,000 | 13 |
| Other commercial mortgage-backed securities | $1,025,000,000 | 8 |
| Held to maturity securities (book value) | $26,668,000,000 | 1 |
| Available-for-sale securities (fair market value) | $221,455,000,000 | 3 |
| Total debt securities | $247,005,000,000 | 3 |
| Structured notes |
| Amortized cost | $9,000,000 | 740 |
| Fair value | $8,000,000 | 840 |
| Trading account assets | $143,597,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $62,980,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $51,069,000,000 | 2 |
| 2010-03-31 | Rank |
| Total securities | $240,867,000,000 | 3 |
| U.S. Government securities | $78,384,000,000 | 3 |
| U.S. Treasury securities | $31,139,000,000 | 2 |
| U.S. Government agency obligations | $47,245,000,000 | 4 |
| Securities issued by states & political subdivisions | $13,423,000,000 | 1 |
| Other domestic debt securities | $46,448,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $25,025,000,000 | 2 |
| Commercial mortgage-backed securities - Total | $1,130,000,000 | 10 |
| Asset backed securities | $9,283,000,000 | 6 |
| Structured financial products - Total | $7,941,000,000 | 2 |
| Other domestic debt securities - All other | $3,069,000,000 | 6 |
| Foreign debt securities | $101,346,000,000 | 1 |
| Equity securities | $1,266,000,000 | 3 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $133,422,000,000 | 2 |
| Mortgage-backed securities | $45,710,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $17,328,000,000 | 7 |
| Issued or guaranteed by U.S. | $17,029,000,000 | 7 |
| Privately issued | $299,000,000 | 8 |
| Collaterized mortgage obligations | $27,252,000,000 | 3 |
| CMOs issued by government agencies or sponsored agencies | $2,526,000,000 | 25 |
| Privately issued | $24,726,000,000 | 2 |
| Commercial mortgage-backed securities | $1,130,000,000 | 10 |
| Commercial mortgage pass-through securities | $40,000,000 | 12 |
| Other commercial mortgage-backed securities | $1,090,000,000 | 8 |
| Held to maturity securities (book value) | $36,461,000,000 | 1 |
| Available-for-sale securities (fair market value) | $204,406,000,000 | 3 |
| Total debt securities | $239,601,000,000 | 3 |
| Structured notes |
| Amortized cost | $12,000,000 | 450 |
| Fair value | $11,000,000 | 495 |
| Trading account assets | $146,984,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $55,296,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $44,439,000,000 | 2 |
| 2009-12-31 | Rank |
| Total securities | $225,627,000,000 | 3 |
| U.S. Government securities | $62,978,000,000 | 3 |
| U.S. Treasury securities | $25,925,000,000 | 1 |
| U.S. Government agency obligations | $37,053,000,000 | 5 |
| Securities issued by states & political subdivisions | $13,847,000,000 | 1 |
| Other domestic debt securities | $48,368,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $28,168,000,000 | 2 |
| Commercial mortgage-backed securities - Total | $1,200,000,000 | 10 |
| Asset backed securities | $8,089,000,000 | 6 |
| Structured financial products - Total | $7,919,000,000 | 2 |
| Other domestic debt securities - All other | $2,992,000,000 | 8 |
| Foreign debt securities | $99,380,000,000 | 1 |
| Equity securities | $1,054,000,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $117,459,000,000 | 3 |
| Mortgage-backed securities | $48,928,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $17,356,000,000 | 8 |
| Issued or guaranteed by U.S. | $17,051,000,000 | 8 |
| Privately issued | $305,000,000 | 8 |
| Collaterized mortgage obligations | $30,372,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $2,509,000,000 | 25 |
| Privately issued | $27,863,000,000 | 2 |
| Commercial mortgage-backed securities | $1,200,000,000 | 10 |
| Commercial mortgage pass-through securities | $37,000,000 | 12 |
| Other commercial mortgage-backed securities | $1,163,000,000 | 8 |
| Held to maturity securities (book value) | $37,594,000,000 | 1 |
| Available-for-sale securities (fair market value) | $188,033,000,000 | 3 |
| Total debt securities | $224,573,000,000 | 3 |
| Structured notes |
| Amortized cost | $12,000,000 | 347 |
| Fair value | $10,000,000 | 419 |
| Trading account assets | $156,044,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $58,966,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $46,986,000,000 | 2 |
| 2009-09-30 | Rank |
| Total securities | $180,038,000,000 | 3 |
| U.S. Government securities | $36,693,000,000 | 5 |
| U.S. Treasury securities | $5,758,000,000 | 3 |
| U.S. Government agency obligations | $30,935,000,000 | 5 |
| Securities issued by states & political subdivisions | $14,725,000,000 | 1 |
| Other domestic debt securities | $49,261,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $28,776,000,000 | 2 |
| Commercial mortgage-backed securities - Total | $1,197,000,000 | 10 |
| Asset backed securities | $8,479,000,000 | 5 |
| Structured financial products - Total | $7,831,000,000 | 2 |
| Other domestic debt securities - All other | $2,978,000,000 | 8 |
| Foreign debt securities | $78,426,000,000 | 1 |
| Equity securities | $933,000,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $77,765,000,000 | 3 |
| Mortgage-backed securities | $52,171,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $19,796,000,000 | 5 |
| Issued or guaranteed by U.S. | $19,480,000,000 | 5 |
| Privately issued | $316,000,000 | 8 |
| Collaterized mortgage obligations | $31,178,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $2,718,000,000 | 20 |
| Privately issued | $28,460,000,000 | 2 |
| Commercial mortgage-backed securities | $1,197,000,000 | 10 |
| Commercial mortgage pass-through securities | $35,000,000 | 15 |
| Other commercial mortgage-backed securities | $1,162,000,000 | 8 |
| Held to maturity securities (book value) | $39,854,000,000 | 1 |
| Available-for-sale securities (fair market value) | $140,184,000,000 | 3 |
| Total debt securities | $179,105,000,000 | 3 |
| Structured notes |
| Amortized cost | $12,000,000 | 212 |
| Fair value | $10,000,000 | 260 |
| Trading account assets | $162,930,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $71,275,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $52,460,000,000 | 2 |
| 2009-06-30 | Rank |
| Total securities | $182,703,000,000 | 3 |
| U.S. Government securities | $41,839,000,000 | 5 |
| U.S. Treasury securities | $6,701,000,000 | 3 |
| U.S. Government agency obligations | $35,138,000,000 | 5 |
| Securities issued by states & political subdivisions | $15,720,000,000 | 1 |
| Other domestic debt securities | $50,601,000,000 | 3 |
| Privately issued residential mortgage-backed securities | $29,469,000,000 | 1 |
| Commercial mortgage-backed securities - Total | $1,157,000,000 | 11 |
| Asset backed securities | $9,710,000,000 | 5 |
| Structured financial products - Total | $7,219,000,000 | 2 |
| Other domestic debt securities - All other | $3,046,000,000 | 7 |
| Foreign debt securities | $73,480,000,000 | 1 |
| Equity securities | $1,063,000,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $81,326,000,000 | 3 |
| Mortgage-backed securities | $57,613,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $24,943,000,000 | 5 |
| Issued or guaranteed by U.S. | $24,941,000,000 | 5 |
| Privately issued | $2,000,000 | 87 |
| Collaterized mortgage obligations | $31,513,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $2,046,000,000 | 23 |
| Privately issued | $29,467,000,000 | 1 |
| Commercial mortgage-backed securities | $1,157,000,000 | 11 |
| Commercial mortgage pass-through securities | $29,000,000 | 17 |
| Other commercial mortgage-backed securities | $1,128,000,000 | 9 |
| Held to maturity securities (book value) | $42,027,000,000 | 1 |
| Available-for-sale securities (fair market value) | $140,676,000,000 | 3 |
| Total debt securities | $181,640,000,000 | 3 |
| Structured notes |
| Amortized cost | $12,000,000 | 122 |
| Fair value | $9,000,000 | 175 |
| Trading account assets | $151,427,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $72,649,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $55,888,000,000 | 2 |
| 2009-03-31 | Rank |
| Total securities | $162,229,000,000 | 3 |
| U.S. Government securities | $31,112,000,000 | 4 |
| U.S. Treasury securities | $4,763,000,000 | 3 |
| U.S. Government agency obligations | $26,349,000,000 | 5 |
| Securities issued by states & political subdivisions | $12,212,000,000 | 1 |
| Other domestic debt securities | $51,394,000,000 | 2 |
| Privately issued residential mortgage-backed securities | $32,486,000,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,849,000,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,059,000,000 | 5 |
| Foreign debt securities | $66,751,000,000 | 1 |
| Equity securities | $760,000,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,843,000,000 | 3 |
| Mortgage-backed securities | $58,216,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $23,567,000,000 | 4 |
| Issued or guaranteed by U.S. | $23,446,000,000 | 4 |
| Privately issued | $121,000,000 | 19 |
| Collaterized mortgage obligations | $34,649,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $2,284,000,000 | 21 |
| Privately issued | $32,365,000,000 | 1 |
| 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) | $45,106,000,000 | 1 |
| Available-for-sale securities (fair market value) | $117,123,000,000 | 3 |
| Total debt securities | $161,469,000,000 | 3 |
| Structured notes |
| Amortized cost | $12,000,000 | 87 |
| Fair value | $7,000,000 | 162 |
| Trading account assets | $161,526,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $93,768,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $76,762,000,000 | 2 |
| 2008-12-31 | Rank |
| Total securities | $159,514,000,000 | 3 |
| U.S. Government securities | $22,597,000,000 | 7 |
| U.S. Treasury securities | $478,000,000 | 11 |
| U.S. Government agency obligations | $22,119,000,000 | 7 |
| Securities issued by states & political subdivisions | $11,868,000,000 | 1 |
| Other domestic debt securities | $55,832,000,000 | 1 |
| Privately issued residential mortgage-backed securities | $32,458,000,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $13,349,000,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,025,000,000 | 2 |
| Foreign debt securities | $68,723,000,000 | 1 |
| Equity securities | $494,000,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $72,680,000,000 | 2 |
| Mortgage-backed securities | $54,505,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $19,817,000,000 | 5 |
| Issued or guaranteed by U.S. | $19,677,000,000 | 5 |
| Privately issued | $140,000,000 | 18 |
| Collaterized mortgage obligations | $34,688,000,000 | 1 |
| CMOs issued by government agencies or sponsored agencies | $2,370,000,000 | 20 |
| Privately issued | $32,318,000,000 | 1 |
| 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) | $47,446,000,000 | 1 |
| Available-for-sale securities (fair market value) | $112,068,000,000 | 3 |
| Total debt securities | $159,019,000,000 | 3 |
| Structured notes |
| Amortized cost | $12,000,000 | 99 |
| Fair value | $8,000,000 | 159 |
| Trading account assets | $193,059,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $119,257,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $107,079,000,000 | 2 |
| 2008-09-30 | Rank |
| Total securities | $119,499,000,000 | 4 |
| U.S. Government securities | $17,319,000,000 | 9 |
| U.S. Treasury securities | $592,000,000 | 7 |
| U.S. Government agency obligations | $16,727,000,000 | 8 |
| Securities issued by states & political subdivisions | $10,159,000,000 | 1 |
| Other domestic debt securities | $40,149,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $29,394,000,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,395,000,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,360,000,000 | 2 |
| Foreign debt securities | $51,264,000,000 | 1 |
| Equity securities | $608,000,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $55,060,000,000 | 5 |
| Mortgage-backed securities | $45,852,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $16,272,000,000 | 7 |
| Issued or guaranteed by U.S. | $16,137,000,000 | 7 |
| Privately issued | $135,000,000 | 20 |
| Collaterized mortgage obligations | $29,580,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $321,000,000 | 77 |
| Privately issued | $29,259,000,000 | 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) | $1,000,000 | 2,550 |
| Available-for-sale securities (fair market value) | $119,498,000,000 | 3 |
| Total debt securities | $118,890,000,000 | 4 |
| Structured notes |
| Amortized cost | $12,000,000 | 93 |
| Fair value | $11,000,000 | 96 |
| Trading account assets | $202,793,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $88,688,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $77,794,000,000 | 1 |
| 2008-06-30 | Rank |
| Total securities | $134,239,000,000 | 2 |
| U.S. Government securities | $20,293,000,000 | 6 |
| U.S. Treasury securities | $669,000,000 | 6 |
| U.S. Government agency obligations | $19,624,000,000 | 7 |
| Securities issued by states & political subdivisions | $10,755,000,000 | 1 |
| Other domestic debt securities | $46,475,000,000 | 2 |
| Privately issued residential mortgage-backed securities | $35,454,000,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,341,000,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,680,000,000 | 2 |
| Foreign debt securities | $55,858,000,000 | 1 |
| Equity securities | $858,000,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $52,867,000,000 | 5 |
| Mortgage-backed securities | $54,527,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $18,826,000,000 | 5 |
| Issued or guaranteed by U.S. | $18,740,000,000 | 5 |
| Privately issued | $86,000,000 | 27 |
| Collaterized mortgage obligations | $35,701,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $333,000,000 | 78 |
| Privately issued | $35,368,000,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,558 |
| Available-for-sale securities (fair market value) | $134,238,000,000 | 2 |
| Total debt securities | $133,380,000,000 | 2 |
| Structured notes |
| Amortized cost | $12,000,000 | 100 |
| Fair value | $11,000,000 | 105 |
| Trading account assets | $223,690,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $97,077,000,000 | 1 |
| Revaluation losses on off-balance sheet contracts | $79,293,000,000 | 1 |
| 2008-03-31 | Rank |
| Total securities | $127,989,000,000 | 2 |
| U.S. Government securities | $19,309,000,000 | 8 |
| U.S. Treasury securities | $691,000,000 | 6 |
| U.S. Government agency obligations | $18,618,000,000 | 9 |
| Securities issued by states & political subdivisions | $10,903,000,000 | 1 |
| Other domestic debt securities | $42,714,000,000 | 2 |
| Privately issued residential mortgage-backed securities | $37,870,000,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,552,000,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,292,000,000 | 9 |
| Foreign debt securities | $54,038,000,000 | 1 |
| Equity securities | $1,025,000,000 | 4 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,882,000,000 | 3 |
| Mortgage-backed securities | $55,350,000,000 | 5 |
| Certificates of participation in pools of residential mortgages | $17,142,000,000 | 6 |
| Issued or guaranteed by U.S. | $17,136,000,000 | 6 |
| Privately issued | $6,000,000 | 71 |
| Collaterized mortgage obligations | $38,208,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $344,000,000 | 76 |
| Privately issued | $37,864,000,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,590 |
| Available-for-sale securities (fair market value) | $127,988,000,000 | 2 |
| Total debt securities | $126,963,000,000 | 2 |
| Structured notes |
| Amortized cost | $12,000,000 | 98 |
| Fair value | $11,000,000 | 113 |
| Trading account assets | $259,778,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $105,377,000,000 | 1 |
| Revaluation losses on off-balance sheet contracts | $82,505,000,000 | 1 |
| 2007-12-31 | Rank |
| Total securities | $142,678,000,000 | 2 |
| U.S. Government securities | $27,216,000,000 | 5 |
| U.S. Treasury securities | $4,309,000,000 | 2 |
| U.S. Government agency obligations | $22,907,000,000 | 6 |
| Securities issued by states & political subdivisions | $11,539,000,000 | 1 |
| Other domestic debt securities | $46,128,000,000 | 1 |
| Privately issued residential mortgage-backed securities | $39,401,000,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,305,000,000 | 5 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,422,000,000 | 8 |
| Foreign debt securities | $57,563,000,000 | 1 |
| Equity securities | $232,000,000 | 21 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $59,878,000,000 | 2 |
| Mortgage-backed securities | $59,864,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $20,113,000,000 | 5 |
| Issued or guaranteed by U.S. | $20,106,000,000 | 5 |
| Privately issued | $7,000,000 | 67 |
| Collaterized mortgage obligations | $39,751,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $357,000,000 | 73 |
| Privately issued | $39,394,000,000 | 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) | $1,000,000 | 2,663 |
| Available-for-sale securities (fair market value) | $142,677,000,000 | 2 |
| Total debt securities | $142,446,000,000 | 2 |
| Structured notes |
| Amortized cost | $12,000,000 | 165 |
| Fair value | $11,000,000 | 193 |
| Trading account assets | $215,454,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $63,887,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $52,843,000,000 | 2 |
| 2007-09-30 | Rank |
| Total securities | $171,749,000,000 | 2 |
| U.S. Government securities | $39,511,000,000 | 4 |
| U.S. Treasury securities | $7,394,000,000 | 1 |
| U.S. Government agency obligations | $32,117,000,000 | 4 |
| Securities issued by states & political subdivisions | $16,783,000,000 | 1 |
| Other domestic debt securities | $48,602,000,000 | 1 |
| Privately issued residential mortgage-backed securities | $41,794,000,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,314,000,000 | 4 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,494,000,000 | 10 |
| Foreign debt securities | $66,707,000,000 | 1 |
| Equity securities | $146,000,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $92,377,000,000 | 2 |
| Mortgage-backed securities | $71,506,000,000 | 4 |
| Certificates of participation in pools of residential mortgages | $29,349,000,000 | 5 |
| Issued or guaranteed by U.S. | $29,343,000,000 | 5 |
| Privately issued | $6,000,000 | 68 |
| Collaterized mortgage obligations | $42,157,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $369,000,000 | 71 |
| Privately issued | $41,788,000,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,722 |
| Available-for-sale securities (fair market value) | $171,748,000,000 | 2 |
| Total debt securities | $171,603,000,000 | 2 |
| Structured notes |
| Amortized cost | $12,000,000 | 223 |
| Fair value | $12,000,000 | 222 |
| Trading account assets | $182,992,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $65,950,000,000 | 1 |
| Revaluation losses on off-balance sheet contracts | $52,787,000,000 | 2 |
| 2007-06-30 | Rank |
| Total securities | $188,053,000,000 | 1 |
| U.S. Government securities | $59,025,000,000 | 4 |
| U.S. Treasury securities | $8,478,000,000 | 1 |
| U.S. Government agency obligations | $50,547,000,000 | 5 |
| Securities issued by states & political subdivisions | $17,188,000,000 | 1 |
| Other domestic debt securities | $45,313,000,000 | 2 |
| Privately issued residential mortgage-backed securities | $36,977,000,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,827,000,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,509,000,000 | 7 |
| Foreign debt securities | $66,359,000,000 | 1 |
| Equity securities | $168,000,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,227,000,000 | 2 |
| Mortgage-backed securities | $83,594,000,000 | 2 |
| Certificates of participation in pools of residential mortgages | $46,240,000,000 | 5 |
| Issued or guaranteed by U.S. | $46,233,000,000 | 5 |
| Privately issued | $7,000,000 | 73 |
| Collaterized mortgage obligations | $37,354,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $384,000,000 | 79 |
| Privately issued | $36,970,000,000 | 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) | $1,000,000 | 2,750 |
| Available-for-sale securities (fair market value) | $188,052,000,000 | 1 |
| Total debt securities | $187,885,000,000 | 1 |
| Structured notes |
| Amortized cost | $12,000,000 | 250 |
| Fair value | $12,000,000 | 242 |
| Trading account assets | $126,525,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $42,335,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $45,567,000,000 | 2 |
| 2007-03-31 | Rank |
| Total securities | $220,171,000,000 | 1 |
| U.S. Government securities | $91,781,000,000 | 2 |
| U.S. Treasury securities | $8,831,000,000 | 1 |
| U.S. Government agency obligations | $82,950,000,000 | 2 |
| Securities issued by states & political subdivisions | $16,915,000,000 | 1 |
| Other domestic debt securities | $44,788,000,000 | 2 |
| Privately issued residential mortgage-backed securities | $37,180,000,000 | 1 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,113,000,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,495,000,000 | 7 |
| Foreign debt securities | $66,498,000,000 | 1 |
| Equity securities | $189,000,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $71,043,000,000 | 2 |
| Mortgage-backed securities | $115,860,000,000 | 2 |
| Certificates of participation in pools of residential mortgages | $78,326,000,000 | 2 |
| Issued or guaranteed by U.S. | $78,319,000,000 | 2 |
| Privately issued | $7,000,000 | 72 |
| Collaterized mortgage obligations | $37,534,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $361,000,000 | 82 |
| Privately issued | $37,173,000,000 | 1 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,791 |
| Available-for-sale securities (fair market value) | $220,170,000,000 | 1 |
| Total debt securities | $219,982,000,000 | 1 |
| Structured notes |
| Amortized cost | $13,000,000 | 237 |
| Fair value | $12,000,000 | 270 |
| Trading account assets | $105,980,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $34,419,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $33,265,000,000 | 2 |
| 2006-12-31 | Rank |
| Total securities | $208,604,000,000 | 1 |
| U.S. Government securities | $84,716,000,000 | 2 |
| U.S. Treasury securities | $11,104,000,000 | 1 |
| U.S. Government agency obligations | $73,612,000,000 | 3 |
| Securities issued by states & political subdivisions | $15,500,000,000 | 1 |
| Other domestic debt securities | $45,958,000,000 | 1 |
| Privately issued residential mortgage-backed securities | $21,061,000,000 | 2 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $23,429,000,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,468,000,000 | 7 |
| Foreign debt securities | $62,315,000,000 | 1 |
| Equity securities | $115,000,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $72,675,000,000 | 2 |
| Mortgage-backed securities | $90,538,000,000 | 2 |
| Certificates of participation in pools of residential mortgages | $69,110,000,000 | 3 |
| Issued or guaranteed by U.S. | $69,102,000,000 | 3 |
| Privately issued | $8,000,000 | 60 |
| Collaterized mortgage obligations | $21,428,000,000 | 2 |
| CMOs issued by government agencies or sponsored agencies | $375,000,000 | 81 |
| Privately issued | $21,053,000,000 | 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) | $1,000,000 | 2,840 |
| Available-for-sale securities (fair market value) | $208,603,000,000 | 1 |
| Total debt securities | $208,489,000,000 | 1 |
| Structured notes |
| Amortized cost | $13,000,000 | 263 |
| Fair value | $12,000,000 | 284 |
| Trading account assets | $103,945,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $38,637,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $38,191,000,000 | 2 |
| 2006-09-30 | Rank |
| Total securities | $153,125,000,000 | 2 |
| U.S. Government securities | $40,892,000,000 | 4 |
| U.S. Treasury securities | $11,705,000,000 | 1 |
| U.S. Government agency obligations | $29,187,000,000 | 7 |
| Securities issued by states & political subdivisions | $12,456,000,000 | 1 |
| Other domestic debt securities | $27,457,000,000 | 3 |
| Privately issued residential mortgage-backed securities | $21,000,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $26,109,000,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,327,000,000 | 7 |
| Foreign debt securities | $72,185,000,000 | 1 |
| Equity securities | $135,000,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $66,463,000,000 | 2 |
| Mortgage-backed securities | $24,829,000,000 | 9 |
| Certificates of participation in pools of residential mortgages | $24,829,000,000 | 5 |
| Issued or guaranteed by U.S. | $24,808,000,000 | 5 |
| Privately issued | $21,000,000 | 54 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $153,125,000,000 | 2 |
| Total debt securities | $152,990,000,000 | 2 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,480 |
| Fair value | $2,000,000 | 1,478 |
| Trading account assets | $99,234,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $40,138,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $38,589,000,000 | 2 |
| 2006-06-30 | Rank |
| Total securities | $131,342,000,000 | 2 |
| U.S. Government securities | $24,014,000,000 | 6 |
| U.S. Treasury securities | $12,279,000,000 | 1 |
| U.S. Government agency obligations | $11,735,000,000 | 12 |
| Securities issued by states & political subdivisions | $13,034,000,000 | 1 |
| Other domestic debt securities | $22,906,000,000 | 3 |
| Privately issued residential mortgage-backed securities | $21,000,000 | 277 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,481,000,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,404,000,000 | 4 |
| Foreign debt securities | $71,275,000,000 | 1 |
| Equity securities | $113,000,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $57,722,000,000 | 3 |
| Mortgage-backed securities | $7,535,000,000 | 26 |
| Certificates of participation in pools of residential mortgages | $7,535,000,000 | 14 |
| Issued or guaranteed by U.S. | $7,514,000,000 | 13 |
| Privately issued | $21,000,000 | 54 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $131,342,000,000 | 2 |
| Total debt securities | $131,229,000,000 | 2 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,533 |
| Fair value | $2,000,000 | 1,528 |
| Trading account assets | $96,521,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $39,698,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $39,649,000,000 | 2 |
| 2006-03-31 | Rank |
| Total securities | $131,786,000,000 | 2 |
| U.S. Government securities | $24,170,000,000 | 7 |
| U.S. Treasury securities | $13,095,000,000 | 1 |
| U.S. Government agency obligations | $11,075,000,000 | 15 |
| Securities issued by states & political subdivisions | $14,408,000,000 | 1 |
| Other domestic debt securities | $21,521,000,000 | 4 |
| Privately issued residential mortgage-backed securities | $21,000,000 | 275 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,241,000,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,259,000,000 | 5 |
| Foreign debt securities | $71,568,000,000 | 1 |
| Equity securities | $119,000,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $60,976,000,000 | 2 |
| Mortgage-backed securities | $6,089,000,000 | 31 |
| Certificates of participation in pools of residential mortgages | $6,089,000,000 | 17 |
| Issued or guaranteed by U.S. | $6,068,000,000 | 16 |
| Privately issued | $21,000,000 | 53 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $131,786,000,000 | 2 |
| Total debt securities | $131,667,000,000 | 2 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,539 |
| Fair value | $2,000,000 | 1,534 |
| Trading account assets | $97,934,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $41,959,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $42,304,000,000 | 2 |
| 2005-12-31 | Rank |
| Total securities | $120,718,000,000 | 2 |
| U.S. Government securities | $24,933,000,000 | 6 |
| U.S. Treasury securities | $12,676,000,000 | 1 |
| U.S. Government agency obligations | $12,257,000,000 | 14 |
| Securities issued by states & political subdivisions | $13,371,000,000 | 1 |
| Other domestic debt securities | $20,059,000,000 | 5 |
| Privately issued residential mortgage-backed securities | $19,000,000 | 294 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $17,255,000,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,785,000,000 | 3 |
| Foreign debt securities | $62,240,000,000 | 1 |
| Equity securities | $115,000,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $54,439,000,000 | 3 |
| Mortgage-backed securities | $6,596,000,000 | 29 |
| Certificates of participation in pools of residential mortgages | $6,596,000,000 | 16 |
| Issued or guaranteed by U.S. | $6,577,000,000 | 14 |
| Privately issued | $19,000,000 | 49 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $120,718,000,000 | 2 |
| Total debt securities | $120,542,000,000 | 2 |
| Structured notes |
| Amortized cost | $2,000,000 | 1,536 |
| Fair value | $2,000,000 | 1,532 |
| Trading account assets | $86,966,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $38,525,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $41,099,000,000 | 2 |
| 2005-09-30 | Rank |
| Total securities | $108,701,000,000 | 3 |
| U.S. Government securities | $23,051,000,000 | 5 |
| U.S. Treasury securities | $11,641,000,000 | 1 |
| U.S. Government agency obligations | $11,410,000,000 | 15 |
| Securities issued by states & political subdivisions | $11,466,000,000 | 1 |
| Other domestic debt securities | $17,706,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $19,000,000 | 287 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,876,000,000 | 2 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,811,000,000 | 3 |
| Foreign debt securities | $56,209,000,000 | 1 |
| Equity securities | $269,000,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $46,258,000,000 | 3 |
| Mortgage-backed securities | $5,567,000,000 | 33 |
| Certificates of participation in pools of residential mortgages | $5,567,000,000 | 18 |
| Issued or guaranteed by U.S. | $5,548,000,000 | 15 |
| Privately issued | $19,000,000 | 49 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $108,701,000,000 | 3 |
| Total debt securities | $108,366,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $96,042,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $46,880,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $44,983,000,000 | 2 |
| 2005-06-30 | Rank |
| Total securities | $109,935,000,000 | 3 |
| U.S. Government securities | $27,492,000,000 | 5 |
| U.S. Treasury securities | $12,984,000,000 | 1 |
| U.S. Government agency obligations | $14,508,000,000 | 11 |
| Securities issued by states & political subdivisions | $10,862,000,000 | 1 |
| Other domestic debt securities | $14,485,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $20,000,000 | 285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $11,436,000,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,029,000,000 | 2 |
| Foreign debt securities | $56,871,000,000 | 1 |
| Equity securities | $225,000,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,417,000,000 | 3 |
| Mortgage-backed securities | $6,322,000,000 | 34 |
| Certificates of participation in pools of residential mortgages | $6,321,000,000 | 14 |
| Issued or guaranteed by U.S. | $6,301,000,000 | 13 |
| Privately issued | $20,000,000 | 50 |
| Collaterized mortgage obligations | $1,000,000 | 2,584 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,318 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $109,935,000,000 | 3 |
| Total debt securities | $109,639,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $88,291,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $36,902,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $38,309,000,000 | 2 |
| 2005-03-31 | Rank |
| Total securities | $108,305,000,000 | 3 |
| U.S. Government securities | $29,697,000,000 | 5 |
| U.S. Treasury securities | $13,967,000,000 | 1 |
| U.S. Government agency obligations | $15,730,000,000 | 10 |
| Securities issued by states & political subdivisions | $9,297,000,000 | 1 |
| Other domestic debt securities | $11,630,000,000 | 6 |
| Privately issued residential mortgage-backed securities | $20,000,000 | 280 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $8,418,000,000 | 3 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,192,000,000 | 2 |
| Foreign debt securities | $57,377,000,000 | 1 |
| Equity securities | $304,000,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,652,000,000 | 3 |
| Mortgage-backed securities | $7,373,000,000 | 27 |
| Certificates of participation in pools of residential mortgages | $7,372,000,000 | 14 |
| Issued or guaranteed by U.S. | $7,352,000,000 | 13 |
| Privately issued | $20,000,000 | 45 |
| Collaterized mortgage obligations | $1,000,000 | 2,624 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,371 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,000,000 | 498 |
| Available-for-sale securities (fair market value) | $108,258,000,000 | 3 |
| Total debt securities | $107,932,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $89,239,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $39,964,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $37,745,000,000 | 2 |
| 2004-12-31 | Rank |
| Total securities | $105,143,000,000 | 2 |
| U.S. Government securities | $29,037,000,000 | 5 |
| U.S. Treasury securities | $12,605,000,000 | 1 |
| U.S. Government agency obligations | $16,432,000,000 | 9 |
| Securities issued by states & political subdivisions | $8,806,000,000 | 1 |
| Other domestic debt securities | $9,757,000,000 | 7 |
| Privately issued residential mortgage-backed securities | $21,000,000 | 273 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,828,000,000 | 6 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,908,000,000 | 1 |
| Foreign debt securities | $57,198,000,000 | 1 |
| Equity securities | $345,000,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $42,997,000,000 | 3 |
| Mortgage-backed securities | $7,320,000,000 | 29 |
| Certificates of participation in pools of residential mortgages | $7,319,000,000 | 16 |
| Issued or guaranteed by U.S. | $7,298,000,000 | 15 |
| Privately issued | $21,000,000 | 45 |
| Collaterized mortgage obligations | $1,000,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,419 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,000,000 | 488 |
| Available-for-sale securities (fair market value) | $105,096,000,000 | 2 |
| Total debt securities | $104,744,000,000 | 2 |
| Structured notes |
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $97,697,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $49,135,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $47,259,000,000 | 2 |
| 2004-09-30 | Rank |
| Total securities | $98,192,000,000 | 3 |
| U.S. Government securities | $31,304,000,000 | 5 |
| U.S. Treasury securities | $12,369,000,000 | 1 |
| U.S. Government agency obligations | $18,935,000,000 | 7 |
| Securities issued by states & political subdivisions | $8,671,000,000 | 1 |
| Other domestic debt securities | $6,889,000,000 | 9 |
| Privately issued residential mortgage-backed securities | $20,000,000 | 256 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,344,000,000 | 7 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,525,000,000 | 2 |
| Foreign debt securities | $51,011,000,000 | 1 |
| Equity securities | $317,000,000 | 12 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $48,954,000,000 | 1 |
| Mortgage-backed securities | $8,059,000,000 | 25 |
| Certificates of participation in pools of residential mortgages | $8,058,000,000 | 13 |
| Issued or guaranteed by U.S. | $8,038,000,000 | 12 |
| Privately issued | $20,000,000 | 42 |
| Collaterized mortgage obligations | $1,000,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,427 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,000,000 | 486 |
| Available-for-sale securities (fair market value) | $98,145,000,000 | 3 |
| Total debt securities | $97,749,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $76,074,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $35,968,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $33,885,000,000 | 2 |
| 2004-06-30 | Rank |
| Total securities | $103,326,000,000 | 2 |
| U.S. Government securities | $37,979,000,000 | 4 |
| U.S. Treasury securities | $14,298,000,000 | 1 |
| U.S. Government agency obligations | $23,681,000,000 | 6 |
| Securities issued by states & political subdivisions | $8,423,000,000 | 1 |
| Other domestic debt securities | $6,577,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $20,000,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,052,000,000 | 8 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,505,000,000 | 1 |
| Foreign debt securities | $49,983,000,000 | 1 |
| Equity securities | $364,000,000 | 8 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $50,456,000,000 | 3 |
| Mortgage-backed securities | $11,803,000,000 | 14 |
| Certificates of participation in pools of residential mortgages | $11,802,000,000 | 10 |
| Issued or guaranteed by U.S. | $11,782,000,000 | 10 |
| Privately issued | $20,000,000 | 39 |
| Collaterized mortgage obligations | $1,000,000 | 2,705 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,462 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,000,000 | 497 |
| Available-for-sale securities (fair market value) | $103,279,000,000 | 2 |
| Total debt securities | $102,836,000,000 | 2 |
| Structured notes |
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $79,265,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $39,503,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $35,021,000,000 | 2 |
| 2004-03-31 | Rank |
| Total securities | $99,018,000,000 | 3 |
| U.S. Government securities | $38,297,000,000 | 5 |
| U.S. Treasury securities | $13,392,000,000 | 2 |
| U.S. Government agency obligations | $24,905,000,000 | 6 |
| Securities issued by states & political subdivisions | $8,206,000,000 | 1 |
| Other domestic debt securities | $6,060,000,000 | 12 |
| Privately issued residential mortgage-backed securities | $20,000,000 | 257 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,051,000,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,989,000,000 | 2 |
| Foreign debt securities | $46,161,000,000 | 1 |
| Equity securities | $294,000,000 | 11 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $44,743,000,000 | 3 |
| Mortgage-backed securities | $13,235,000,000 | 12 |
| Certificates of participation in pools of residential mortgages | $13,234,000,000 | 9 |
| Issued or guaranteed by U.S. | $13,214,000,000 | 9 |
| Privately issued | $20,000,000 | 38 |
| Collaterized mortgage obligations | $1,000,000 | 2,796 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,541 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,000,000 | 466 |
| Available-for-sale securities (fair market value) | $98,971,000,000 | 3 |
| Total debt securities | $98,599,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $76,538,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $42,870,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $42,725,000,000 | 2 |
| 2003-12-31 | Rank |
| Total securities | $84,557,000,000 | 2 |
| U.S. Government securities | $33,256,000,000 | 7 |
| U.S. Treasury securities | $11,077,000,000 | 1 |
| U.S. Government agency obligations | $22,179,000,000 | 7 |
| Securities issued by states & political subdivisions | $7,914,000,000 | 1 |
| Other domestic debt securities | $4,563,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $20,000,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,979,000,000 | 9 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,564,000,000 | 2 |
| Foreign debt securities | $38,608,000,000 | 1 |
| Equity securities | $216,000,000 | 17 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $35,605,000,000 | 3 |
| Mortgage-backed securities | $12,722,000,000 | 11 |
| Certificates of participation in pools of residential mortgages | $12,721,000,000 | 8 |
| Issued or guaranteed by U.S. | $12,701,000,000 | 8 |
| Privately issued | $20,000,000 | 44 |
| Collaterized mortgage obligations | $1,000,000 | 2,795 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 2,657 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $47,000,000 | 466 |
| Available-for-sale securities (fair market value) | $84,510,000,000 | 2 |
| Total debt securities | $83,773,000,000 | 2 |
| Structured notes |
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $79,871,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $46,438,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $47,522,000,000 | 2 |
| 2003-09-30 | Rank |
| Total securities | $85,429,000,000 | 1 |
| U.S. Government securities | $35,008,000,000 | 4 |
| U.S. Treasury securities | $10,510,000,000 | 1 |
| U.S. Government agency obligations | $24,498,000,000 | 7 |
| Securities issued by states & political subdivisions | $7,796,000,000 | 1 |
| Other domestic debt securities | $2,968,000,000 | 15 |
| Privately issued residential mortgage-backed securities | $21,000,000 | 193 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,219,000,000 | 11 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,728,000,000 | 4 |
| Foreign debt securities | $39,415,000,000 | 1 |
| Equity securities | $242,000,000 | 14 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $36,821,000,000 | 3 |
| Mortgage-backed securities | $14,527,000,000 | 10 |
| Certificates of participation in pools of residential mortgages | $14,524,000,000 | 7 |
| Issued or guaranteed by U.S. | $14,503,000,000 | 7 |
| Privately issued | $21,000,000 | 41 |
| Collaterized mortgage obligations | $3,000,000 | 2,031 |
| CMOs issued by government agencies or sponsored agencies | $3,000,000 | 1,898 |
| Privately issued | $0 | 1,143 |
| 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) | $59,000,000 | 364 |
| Available-for-sale securities (fair market value) | $85,370,000,000 | 1 |
| Total debt securities | $84,567,000,000 | 1 |
| Structured notes |
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $61,135,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $33,917,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $29,438,000,000 | 2 |
| 2003-06-30 | Rank |
| Total securities | $85,880,000,000 | 2 |
| U.S. Government securities | $37,164,000,000 | 5 |
| U.S. Treasury securities | $10,368,000,000 | 1 |
| U.S. Government agency obligations | $26,796,000,000 | 7 |
| Securities issued by states & political subdivisions | $7,308,000,000 | 1 |
| Other domestic debt securities | $2,415,000,000 | 18 |
| Privately issued residential mortgage-backed securities | $21,000,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $676,000,000 | 14 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,718,000,000 | 3 |
| Foreign debt securities | $38,630,000,000 | 1 |
| Equity securities | $363,000,000 | 13 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $32,339,000,000 | 4 |
| Mortgage-backed securities | $18,283,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | $18,278,000,000 | 6 |
| Issued or guaranteed by U.S. | $18,257,000,000 | 6 |
| Privately issued | $21,000,000 | 39 |
| Collaterized mortgage obligations | $5,000,000 | 1,735 |
| CMOs issued by government agencies or sponsored agencies | $5,000,000 | 1,626 |
| Privately issued | $0 | 1,203 |
| 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) | $59,000,000 | 355 |
| Available-for-sale securities (fair market value) | $85,821,000,000 | 2 |
| Total debt securities | $84,907,000,000 | 2 |
| Structured notes |
| Amortized cost | $23,000,000 | 57 |
| Fair value | $23,000,000 | 57 |
| Trading account assets | $48,501,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $27,022,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $21,512,000,000 | 3 |
| 2003-03-31 | Rank |
| Total securities | $81,730,000,000 | 1 |
| U.S. Government securities | $35,697,000,000 | 4 |
| U.S. Treasury securities | $9,657,000,000 | 2 |
| U.S. Government agency obligations | $26,040,000,000 | 8 |
| Securities issued by states & political subdivisions | $6,831,000,000 | 1 |
| Other domestic debt securities | $2,487,000,000 | 21 |
| Privately issued residential mortgage-backed securities | $22,000,000 | 191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $604,000,000 | 15 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,861,000,000 | 2 |
| Foreign debt securities | $36,062,000,000 | 1 |
| Equity securities | $653,000,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $29,913,000,000 | 5 |
| Mortgage-backed securities | $17,600,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | $17,594,000,000 | 6 |
| Issued or guaranteed by U.S. | $17,572,000,000 | 6 |
| Privately issued | $22,000,000 | 39 |
| Collaterized mortgage obligations | $6,000,000 | 1,650 |
| CMOs issued by government agencies or sponsored agencies | $6,000,000 | 1,542 |
| Privately issued | $0 | 1,231 |
| 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) | $59,000,000 | 353 |
| Available-for-sale securities (fair market value) | $81,671,000,000 | 1 |
| Total debt securities | $80,161,000,000 | 2 |
| Structured notes |
| Amortized cost | $23,000,000 | 42 |
| Fair value | $23,000,000 | 42 |
| Trading account assets | $47,370,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $28,357,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $26,054,000,000 | 2 |
| 2002-12-31 | Rank |
| Total securities | $75,287,000,000 | 2 |
| U.S. Government securities | $32,583,000,000 | 5 |
| U.S. Treasury securities | $9,676,000,000 | 2 |
| U.S. Government agency obligations | $22,907,000,000 | 7 |
| Securities issued by states & political subdivisions | $6,822,000,000 | 1 |
| Other domestic debt securities | $1,906,000,000 | 24 |
| Privately issued residential mortgage-backed securities | $23,000,000 | 191 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $499,000,000 | 16 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,384,000,000 | 3 |
| Foreign debt securities | $33,225,000,000 | 1 |
| Equity securities | $751,000,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $25,380,000,000 | 4 |
| Mortgage-backed securities | $16,660,000,000 | 8 |
| Certificates of participation in pools of residential mortgages | $16,653,000,000 | 5 |
| Issued or guaranteed by U.S. | $16,630,000,000 | 5 |
| Privately issued | $23,000,000 | 38 |
| Collaterized mortgage obligations | $7,000,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $7,000,000 | 1,443 |
| Privately issued | $0 | 1,253 |
| 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) | $59,000,000 | 349 |
| Available-for-sale securities (fair market value) | $75,228,000,000 | 2 |
| Total debt securities | $73,406,000,000 | 2 |
| Structured notes |
| Amortized cost | $23,000,000 | 32 |
| Fair value | $23,000,000 | 34 |
| Trading account assets | $45,612,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $26,502,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $27,113,000,000 | 2 |
| 2001-12-31 | Rank |
| Total securities | $47,054,000,000 | 6 |
| U.S. Government securities | $13,310,000,000 | 9 |
| U.S. Treasury securities | $1,001,000,000 | 6 |
| U.S. Government agency obligations | $12,309,000,000 | 9 |
| Securities issued by states & political subdivisions | $5,751,000,000 | 1 |
| Other domestic debt securities | $1,741,000,000 | 24 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $124,000,000 | 38 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,617,000,000 | 3 |
| Foreign debt securities | $25,555,000,000 | 1 |
| Equity securities | $697,000,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $14,014,000,000 | 6 |
| Mortgage-backed securities | $10,945,000,000 | 10 |
| Certificates of participation in pools of residential mortgages | $10,846,000,000 | 8 |
| Issued or guaranteed by U.S. | $10,846,000,000 | 7 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $99,000,000 | 285 |
| CMOs issued by government agencies or sponsored agencies | $99,000,000 | 249 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $47,054,000,000 | 6 |
| Total debt securities | $45,799,000,000 | 6 |
| Structured notes |
| Amortized cost | $23,000,000 | 14 |
| Fair value | $23,000,000 | 14 |
| Trading account assets | $36,633,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $22,146,000,000 | 2 |
| Revaluation losses on off-balance sheet contracts | $18,994,000,000 | 2 |
| 2000-12-31 | Rank |
| Total securities | $42,056,000,000 | 5 |
| U.S. Government securities | $2,762,000,000 | 50 |
| U.S. Treasury securities | $2,109,000,000 | 3 |
| U.S. Government agency obligations | $653,000,000 | 160 |
| Securities issued by states & political subdivisions | $4,811,000,000 | 1 |
| Other domestic debt securities | $1,765,000,000 | 23 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,765,000,000 | 13 |
| Foreign debt securities | $27,432,000,000 | 1 |
| Equity securities | $5,286,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $9,850,000,000 | 5 |
| Mortgage-backed securities | $389,000,000 | 192 |
| Certificates of participation in pools of residential mortgages | $272,000,000 | 158 |
| Issued or guaranteed by U.S. | $272,000,000 | 156 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $117,000,000 | 225 |
| CMOs issued by government agencies or sponsored agencies | $117,000,000 | 191 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $42,056,000,000 | 4 |
| Total debt securities | $36,103,000,000 | 5 |
| Structured notes |
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $37,616,000,000 | 4 |
| Revaluation gains on off-balance sheet contracts | $24,206,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $24,586,000,000 | 3 |
| 1999-12-31 | Rank |
| Total securities | $40,494,000,000 | 5 |
| U.S. Government securities | $3,069,000,000 | 45 |
| U.S. Treasury securities | $2,304,000,000 | 4 |
| U.S. Government agency obligations | $765,000,000 | 155 |
| Securities issued by states & political subdivisions | $3,502,000,000 | 1 |
| Other domestic debt securities | $1,633,000,000 | 25 |
| Privately issued residential mortgage-backed securities | $3,000,000 | 498 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,630,000,000 | 10 |
| Foreign debt securities | $26,965,000,000 | 1 |
| Equity securities | $5,325,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $10,833,000,000 | 5 |
| Mortgage-backed securities | $666,000,000 | 147 |
| Certificates of participation in pools of residential mortgages | $600,000,000 | 98 |
| Issued or guaranteed by U.S. | $600,000,000 | 95 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $66,000,000 | 346 |
| CMOs issued by government agencies or sponsored agencies | $63,000,000 | 320 |
| Privately issued | $3,000,000 | 440 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $40,494,000,000 | 4 |
| Total debt securities | $34,258,000,000 | 5 |
| Structured notes |
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $28,321,000,000 | 4 |
| Revaluation gains on off-balance sheet contracts | $20,928,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $22,884,000,000 | 3 |
| 1998-12-31 | Rank |
| Total securities | $37,330,000,000 | 4 |
| U.S. Government securities | $1,225,000,000 | 105 |
| U.S. Treasury securities | $1,060,000,000 | 13 |
| U.S. Government agency obligations | $165,000,000 | 510 |
| Securities issued by states & political subdivisions | $3,309,000,000 | 1 |
| Other domestic debt securities | $1,576,000,000 | 16 |
| Privately issued residential mortgage-backed securities | $5,000,000 | 377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,571,000,000 | 4 |
| Foreign debt securities | $27,119,000,000 | 1 |
| Equity securities | $4,101,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,333,000,000 | 25 |
| Mortgage-backed securities | $65,000,000 | 739 |
| Certificates of participation in pools of residential mortgages | $60,000,000 | 562 |
| Issued or guaranteed by U.S. | $60,000,000 | 556 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $5,000,000 | 1,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $5,000,000 | 314 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $37,330,000,000 | 3 |
| Total debt securities | $32,137,000,000 | 5 |
| Structured notes |
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $31,683,000,000 | 4 |
| Revaluation gains on off-balance sheet contracts | $25,805,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $28,760,000,000 | 3 |
| 1997-12-31 | Rank |
| Total securities | $28,951,000,000 | 3 |
| U.S. Government securities | $2,561,000,000 | 48 |
| U.S. Treasury securities | $2,303,000,000 | 10 |
| U.S. Government agency obligations | $258,000,000 | 369 |
| Securities issued by states & political subdivisions | $2,707,000,000 | 1 |
| Other domestic debt securities | $1,474,000,000 | 10 |
| Privately issued residential mortgage-backed securities | $3,000,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,471,000,000 | 4 |
| Foreign debt securities | $19,332,000,000 | 1 |
| Equity securities | $2,877,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,377,000,000 | 16 |
| Mortgage-backed securities | $158,000,000 | 415 |
| Certificates of participation in pools of residential mortgages | $155,000,000 | 289 |
| Issued or guaranteed by U.S. | $155,000,000 | 279 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $3,000,000 | 2,237 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $3,000,000 | 285 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $28,951,000,000 | 3 |
| Total debt securities | $25,116,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $36,106,000,000 | 4 |
| Revaluation gains on off-balance sheet contracts | $24,789,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $26,099,000,000 | 3 |
| 1996-12-31 | Rank |
| Total securities | $23,558,000,000 | 2 |
| U.S. Government securities | $1,898,000,000 | 69 |
| U.S. Treasury securities | $1,666,000,000 | 13 |
| U.S. Government agency obligations | $232,000,000 | 412 |
| Securities issued by states & political subdivisions | $2,404,000,000 | 1 |
| Other domestic debt securities | $1,381,000,000 | 11 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,381,000,000 | 4 |
| Foreign debt securities | $15,582,000,000 | 1 |
| Equity securities | $2,293,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,648,000,000 | 9 |
| Mortgage-backed securities | $120,000,000 | 523 |
| Certificates of participation in pools of residential mortgages | $120,000,000 | 381 |
| Issued or guaranteed by U.S. | $120,000,000 | 364 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $23,558,000,000 | 2 |
| Total debt securities | $20,290,000,000 | 3 |
| Structured notes |
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $27,259,000,000 | 4 |
| Revaluation gains on off-balance sheet contracts | $18,005,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $18,749,000,000 | 3 |
| 1995-12-31 | Rank |
| Total securities | $15,587,000,000 | 4 |
| U.S. Government securities | $1,775,000,000 | 77 |
| U.S. Treasury securities | $1,567,000,000 | 17 |
| U.S. Government agency obligations | $208,000,000 | 438 |
| Securities issued by states & political subdivisions | $1,631,000,000 | 1 |
| Other domestic debt securities | $1,052,000,000 | 19 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,052,000,000 | 5 |
| Foreign debt securities | $9,059,000,000 | 1 |
| Equity securities | $2,070,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,871,000,000 | 33 |
| Mortgage-backed securities | $80,000,000 | 709 |
| Certificates of participation in pools of residential mortgages | $80,000,000 | 487 |
| Issued or guaranteed by U.S. | $80,000,000 | 474 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $15,587,000,000 | 3 |
| Total debt securities | $12,807,000,000 | 4 |
| Structured notes |
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $28,407,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $16,447,000,000 | 3 |
| Revaluation losses on off-balance sheet contracts | $15,629,000,000 | 3 |
| 1994-12-31 | Rank |
| Total securities | $15,881,000,000 | 3 |
| U.S. Government securities | $2,428,000,000 | 52 |
| U.S. Treasury securities | $1,715,000,000 | 22 |
| U.S. Government agency obligations | $713,000,000 | 151 |
| Securities issued by states & political subdivisions | $1,577,000,000 | 2 |
| Other domestic debt securities | $628,000,000 | 31 |
| Privately issued residential mortgage-backed securities | $1,000,000 | 933 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $627,000,000 | 9 |
| Foreign debt securities | $9,527,000,000 | 1 |
| Equity securities | $1,721,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $1,715,000,000 | 39 |
| Mortgage-backed securities | $463,000,000 | 216 |
| Certificates of participation in pools of residential mortgages | $89,000,000 | 470 |
| Issued or guaranteed by U.S. | $89,000,000 | 455 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $374,000,000 | 109 |
| CMOs issued by government agencies or sponsored agencies | $373,000,000 | 97 |
| Privately issued | $1,000,000 | 724 |
| 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) | $3,918,000,000 | 15 |
| Available-for-sale securities (fair market value) | $11,963,000,000 | 3 |
| Total debt securities | $13,729,000,000 | 5 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $35,573,000,000 | 2 |
| Revaluation gains on off-balance sheet contracts | $21,585,000,000 | 1 |
| Revaluation losses on off-balance sheet contracts | $19,914,000,000 | 1 |
| 1993-12-31 | Rank |
| Total securities | $11,442,000,000 | 5 |
| U.S. Government securities | $2,898,000,000 | 36 |
| U.S. Treasury securities | $2,008,000,000 | 15 |
| U.S. Government agency obligations | $890,000,000 | 108 |
| Securities issued by states & political subdivisions | $702,000,000 | 7 |
| Other domestic debt securities | $123,000,000 | 143 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,000,000 | 61 |
| Foreign debt securities | $6,428,000,000 | 1 |
| Equity securities | $1,291,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $2,840,000,000 | 15 |
| Mortgage-backed securities | $675,000,000 | 155 |
| Certificates of participation in pools of residential mortgages | $175,000,000 | 279 |
| Issued or guaranteed by U.S. | $175,000,000 | 259 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $500,000,000 | 81 |
| CMOs issued by government agencies or sponsored agencies | $500,000,000 | 74 |
| 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 | $9,553,000,000 | 6 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $15,259,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank |
| Total securities | $10,103,000,000 | 4 |
| U.S. Government securities | $3,077,000,000 | 27 |
| U.S. Treasury securities | $2,226,000,000 | 10 |
| U.S. Government agency obligations | $851,000,000 | 107 |
| Securities issued by states & political subdivisions | $45,000,000 | 213 |
| Other domestic debt securities | $101,000,000 | 176 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,000,000 | 83 |
| Foreign debt securities | $5,309,000,000 | 2 |
| Equity securities | $1,571,000,000 | 1 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: |
| Pledged securities | $3,116,000,000 | 9 |
| Mortgage-backed securities | $604,000,000 | 164 |
| Certificates of participation in pools of residential mortgages | $282,000,000 | 187 |
| Issued or guaranteed by U.S. | $282,000,000 | 167 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $322,000,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $322,000,000 | 103 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $8,022,000,000 | 6 |
| Structured notes |
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $14,842,000,000 | 3 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
