Home > Capital Bank Corporation > Securities
Capital Bank Corporation, Securities
| 2017-09-30 | Rank | |
| Total securities | $1,567,745,000 | 135 |
| U.S. Government securities | $1,386,334,000 | 114 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $1,386,334,000 | 106 |
| Securities issued by states & political subdivisions | $23,399,000 | 1,649 |
| Other domestic debt securities | $158,012,000 | 98 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $158,012,000 | 42 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $672,438,000 | 130 |
| Mortgage-backed securities | $1,374,758,000 | 99 |
| Certificates of participation in pools of residential mortgages | $917,099,000 | 88 |
| Issued or guaranteed by U.S. | $917,099,000 | 87 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $118,106,000 | 238 |
| CMOs issued by government agencies or sponsored agencies | $118,106,000 | 225 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $339,553,000 | 66 |
| Commercial mortgage pass-through securities | $179,169,000 | 41 |
| Other commercial mortgage-backed securities | $160,384,000 | 76 |
| Held to maturity securities (book value) | $412,051,000 | 103 |
| Available-for-sale securities (fair market value) | $1,155,694,000 | 151 |
| Total debt securities | $1,567,745,000 | 132 |
| Structured notes | ||
| Amortized cost | $1,838,000 | 508 |
| Fair value | $1,854,000 | 504 |
| Trading account assets | $5,635,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $1,178,000 | 106 |
| Revaluation losses on off-balance sheet contracts | $1,169,000 | 108 |
| 2017-06-30 | Rank | |
| Total securities | $1,576,123,000 | 133 |
| U.S. Government securities | $1,395,277,000 | 114 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $1,395,277,000 | 107 |
| Securities issued by states & political subdivisions | $23,219,000 | 1,657 |
| Other domestic debt securities | $157,627,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $157,627,000 | 45 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $0 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $650,789,000 | 130 |
| Mortgage-backed securities | $1,383,012,000 | 101 |
| Certificates of participation in pools of residential mortgages | $906,530,000 | 88 |
| Issued or guaranteed by U.S. | $906,530,000 | 87 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $109,442,000 | 256 |
| CMOs issued by government agencies or sponsored agencies | $109,442,000 | 241 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $367,040,000 | 62 |
| Commercial mortgage pass-through securities | $200,879,000 | 38 |
| Other commercial mortgage-backed securities | $166,161,000 | 74 |
| Held to maturity securities (book value) | $430,411,000 | 102 |
| Available-for-sale securities (fair market value) | $1,145,712,000 | 147 |
| Total debt securities | $1,576,123,000 | 131 |
| Structured notes | ||
| Amortized cost | $1,973,000 | 511 |
| Fair value | $1,995,000 | 463 |
| Trading account assets | $5,509,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $1,219,000 | 105 |
| Revaluation losses on off-balance sheet contracts | $1,203,000 | 107 |
| 2017-03-31 | Rank | |
| Total securities | $1,600,516,000 | 129 |
| U.S. Government securities | $1,422,461,000 | 112 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $1,422,461,000 | 106 |
| Securities issued by states & political subdivisions | $22,945,000 | 1,687 |
| Other domestic debt securities | $155,110,000 | 105 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $155,110,000 | 47 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $0 | 1,112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $660,270,000 | 130 |
| Mortgage-backed securities | $1,409,662,000 | 99 |
| Certificates of participation in pools of residential mortgages | $912,734,000 | 87 |
| Issued or guaranteed by U.S. | $912,734,000 | 86 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $100,728,000 | 273 |
| CMOs issued by government agencies or sponsored agencies | $100,728,000 | 253 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $396,200,000 | 56 |
| Commercial mortgage pass-through securities | $228,420,000 | 30 |
| Other commercial mortgage-backed securities | $167,780,000 | 73 |
| Held to maturity securities (book value) | $446,020,000 | 103 |
| Available-for-sale securities (fair market value) | $1,154,496,000 | 146 |
| Total debt securities | $1,600,516,000 | 126 |
| Structured notes | ||
| Amortized cost | $2,120,000 | 464 |
| Fair value | $2,150,000 | 460 |
| Trading account assets | $5,458,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $1,308,000 | 101 |
| Revaluation losses on off-balance sheet contracts | $1,268,000 | 101 |
| 2016-12-31 | Rank | |
| Total securities | $1,376,209,000 | 142 |
| U.S. Government securities | $1,230,282,000 | 123 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,230,282,000 | 114 |
| Securities issued by states & political subdivisions | $22,964,000 | 1,701 |
| Other domestic debt securities | $122,963,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $122,963,000 | 56 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $0 | 1,116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $621,774,000 | 130 |
| Mortgage-backed securities | $1,216,754,000 | 110 |
| Certificates of participation in pools of residential mortgages | $789,502,000 | 91 |
| Issued or guaranteed by U.S. | $789,502,000 | 90 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $77,845,000 | 304 |
| CMOs issued by government agencies or sponsored agencies | $77,845,000 | 281 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $349,407,000 | 58 |
| Commercial mortgage pass-through securities | $214,504,000 | 29 |
| Other commercial mortgage-backed securities | $134,903,000 | 80 |
| Held to maturity securities (book value) | $463,959,000 | 102 |
| Available-for-sale securities (fair market value) | $912,250,000 | 167 |
| Total debt securities | $1,376,209,000 | 140 |
| Structured notes | ||
| Amortized cost | $2,294,000 | 441 |
| Fair value | $2,329,000 | 435 |
| Trading account assets | $4,748,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $957,000 | 111 |
| Revaluation losses on off-balance sheet contracts | $884,000 | 112 |
| 2016-09-30 | Rank | |
| Total securities | $1,119,008,000 | 165 |
| U.S. Government securities | $979,433,000 | 143 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $979,433,000 | 135 |
| Securities issued by states & political subdivisions | $21,007,000 | 1,819 |
| Other domestic debt securities | $118,568,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $118,568,000 | 57 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $0 | 1,131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $406,207,000 | 183 |
| Mortgage-backed securities | $965,333,000 | 126 |
| Certificates of participation in pools of residential mortgages | $535,762,000 | 109 |
| Issued or guaranteed by U.S. | $535,762,000 | 108 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $84,529,000 | 296 |
| CMOs issued by government agencies or sponsored agencies | $84,529,000 | 277 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $345,042,000 | 56 |
| Commercial mortgage pass-through securities | $222,307,000 | 25 |
| Other commercial mortgage-backed securities | $122,735,000 | 84 |
| Held to maturity securities (book value) | $466,063,000 | 100 |
| Available-for-sale securities (fair market value) | $652,945,000 | 215 |
| Total debt securities | $1,119,008,000 | 164 |
| Structured notes | ||
| Amortized cost | $2,450,000 | 421 |
| Fair value | $2,498,000 | 410 |
| Trading account assets | $4,463,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $762,000 | 126 |
| Revaluation losses on off-balance sheet contracts | $817,000 | 122 |
| 2016-06-30 | Rank | |
| Total securities | $1,119,413,000 | 165 |
| U.S. Government securities | $989,443,000 | 141 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $989,443,000 | 133 |
| Securities issued by states & political subdivisions | $13,398,000 | 2,417 |
| Other domestic debt securities | $116,572,000 | 126 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $116,572,000 | 63 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $0 | 1,149 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $384,328,000 | 194 |
| Mortgage-backed securities | $974,819,000 | 127 |
| Certificates of participation in pools of residential mortgages | $523,677,000 | 108 |
| Issued or guaranteed by U.S. | $523,677,000 | 107 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $91,426,000 | 288 |
| CMOs issued by government agencies or sponsored agencies | $91,426,000 | 271 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $359,716,000 | 56 |
| Commercial mortgage pass-through securities | $224,118,000 | 26 |
| Other commercial mortgage-backed securities | $135,598,000 | 80 |
| Held to maturity securities (book value) | $468,943,000 | 101 |
| Available-for-sale securities (fair market value) | $650,470,000 | 220 |
| Total debt securities | $1,119,413,000 | 164 |
| Structured notes | ||
| Amortized cost | $2,625,000 | 457 |
| Fair value | $2,700,000 | 455 |
| Trading account assets | $4,155,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $619,000 | 131 |
| Revaluation losses on off-balance sheet contracts | $655,000 | 128 |
| 2016-03-31 | Rank | |
| Total securities | $1,124,408,000 | 167 |
| U.S. Government securities | $996,273,000 | 143 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $996,273,000 | 137 |
| Securities issued by states & political subdivisions | $14,308,000 | 2,332 |
| Other domestic debt securities | $113,827,000 | 126 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $0 | 367 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $113,827,000 | 66 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $0 | 1,159 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $362,410,000 | 206 |
| Mortgage-backed securities | $980,971,000 | 128 |
| Certificates of participation in pools of residential mortgages | $541,705,000 | 105 |
| Issued or guaranteed by U.S. | $541,705,000 | 104 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $97,754,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $97,754,000 | 267 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $341,512,000 | 59 |
| Commercial mortgage pass-through securities | $225,027,000 | 25 |
| Other commercial mortgage-backed securities | $116,485,000 | 79 |
| Held to maturity securities (book value) | $460,483,000 | 101 |
| Available-for-sale securities (fair market value) | $663,925,000 | 215 |
| Total debt securities | $1,124,408,000 | 165 |
| Structured notes | ||
| Amortized cost | $2,811,000 | 544 |
| Fair value | $2,900,000 | 542 |
| Trading account assets | $3,418,000 | 141 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $1,109,834,000 | 161 |
| U.S. Government securities | $1,002,205,000 | 137 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $1,002,205,000 | 133 |
| Securities issued by states & political subdivisions | $14,815,000 | 2,299 |
| Other domestic debt securities | $92,814,000 | 147 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 376 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $92,814,000 | 85 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,170 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,793,000 | 234 |
| Mortgage-backed securities | $986,393,000 | 122 |
| Certificates of participation in pools of residential mortgages | $543,979,000 | 106 |
| Issued or guaranteed by U.S. | $543,979,000 | 105 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $102,819,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $102,819,000 | 259 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $339,595,000 | 57 |
| Commercial mortgage pass-through securities | $220,986,000 | 23 |
| Other commercial mortgage-backed securities | $118,609,000 | 71 |
| Held to maturity securities (book value) | $472,505,000 | 101 |
| Available-for-sale securities (fair market value) | $637,329,000 | 221 |
| Total debt securities | $1,109,834,000 | 161 |
| Structured notes | ||
| Amortized cost | $3,008,000 | 558 |
| Fair value | $3,055,000 | 555 |
| Trading account assets | $3,013,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $1,114,967,000 | 160 |
| U.S. Government securities | $1,006,249,000 | 134 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $1,006,249,000 | 129 |
| Securities issued by states & political subdivisions | $14,780,000 | 2,302 |
| Other domestic debt securities | $93,938,000 | 147 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $0 | 388 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $93,938,000 | 83 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $0 | 1,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $277,131,000 | 260 |
| Mortgage-backed securities | $989,957,000 | 117 |
| Certificates of participation in pools of residential mortgages | $570,591,000 | 102 |
| Issued or guaranteed by U.S. | $570,591,000 | 101 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $92,669,000 | 290 |
| CMOs issued by government agencies or sponsored agencies | $92,669,000 | 270 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $326,697,000 | 52 |
| Commercial mortgage pass-through securities | $204,350,000 | 24 |
| Other commercial mortgage-backed securities | $122,347,000 | 70 |
| Held to maturity securities (book value) | $467,544,000 | 102 |
| Available-for-sale securities (fair market value) | $647,423,000 | 218 |
| Total debt securities | $1,114,967,000 | 158 |
| Structured notes | ||
| Amortized cost | $3,271,000 | 636 |
| Fair value | $3,360,000 | 629 |
| Trading account assets | $2,893,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $1,026,565,000 | 169 |
| U.S. Government securities | $957,951,000 | 135 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $957,951,000 | 132 |
| Securities issued by states & political subdivisions | $14,904,000 | 2,284 |
| Other domestic debt securities | $53,710,000 | 205 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $0 | 391 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $53,710,000 | 127 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $351,238,000 | 208 |
| Mortgage-backed securities | $940,912,000 | 123 |
| Certificates of participation in pools of residential mortgages | $517,934,000 | 107 |
| Issued or guaranteed by U.S. | $517,934,000 | 106 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $98,373,000 | 287 |
| CMOs issued by government agencies or sponsored agencies | $98,373,000 | 267 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $324,605,000 | 51 |
| Commercial mortgage pass-through securities | $202,280,000 | 24 |
| Other commercial mortgage-backed securities | $122,325,000 | 66 |
| Held to maturity securities (book value) | $426,427,000 | 100 |
| Available-for-sale securities (fair market value) | $600,138,000 | 235 |
| Total debt securities | $1,026,565,000 | 168 |
| Structured notes | ||
| Amortized cost | $3,589,000 | 701 |
| Fair value | $3,675,000 | 690 |
| Trading account assets | $2,898,000 | 137 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $1,024,555,000 | 172 |
| U.S. Government securities | $956,007,000 | 136 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $956,007,000 | 131 |
| Securities issued by states & political subdivisions | $15,993,000 | 2,165 |
| Other domestic debt securities | $52,555,000 | 210 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $52,555,000 | 130 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $0 | 1,216 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $399,589,000 | 183 |
| Mortgage-backed securities | $938,378,000 | 118 |
| Certificates of participation in pools of residential mortgages | $488,947,000 | 112 |
| Issued or guaranteed by U.S. | $488,947,000 | 111 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $107,836,000 | 280 |
| CMOs issued by government agencies or sponsored agencies | $107,836,000 | 263 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $341,595,000 | 46 |
| Commercial mortgage pass-through securities | $206,171,000 | 23 |
| Other commercial mortgage-backed securities | $135,424,000 | 61 |
| Held to maturity securities (book value) | $448,962,000 | 96 |
| Available-for-sale securities (fair market value) | $575,593,000 | 237 |
| Total debt securities | $1,024,555,000 | 170 |
| Structured notes | ||
| Amortized cost | $3,918,000 | 725 |
| Fair value | $4,026,000 | 671 |
| Trading account assets | $2,852,000 | 142 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $992,855,000 | 174 |
| U.S. Government securities | $950,620,000 | 136 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $950,620,000 | 131 |
| Securities issued by states & political subdivisions | $17,235,000 | 2,046 |
| Other domestic debt securities | $25,000,000 | 338 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $25,000,000 | 222 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $339,071,000 | 213 |
| Mortgage-backed securities | $932,433,000 | 118 |
| Certificates of participation in pools of residential mortgages | $532,982,000 | 109 |
| Issued or guaranteed by U.S. | $532,982,000 | 108 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $115,000,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $115,000,000 | 257 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $284,451,000 | 50 |
| Commercial mortgage pass-through securities | $178,283,000 | 24 |
| Other commercial mortgage-backed securities | $106,168,000 | 67 |
| Held to maturity securities (book value) | $436,962,000 | 98 |
| Available-for-sale securities (fair market value) | $555,893,000 | 240 |
| Total debt securities | $992,855,000 | 170 |
| Structured notes | ||
| Amortized cost | $4,198,000 | 706 |
| Fair value | $4,307,000 | 700 |
| Trading account assets | $2,410,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $1,035,541,000 | 168 |
| U.S. Government securities | $992,362,000 | 126 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $992,362,000 | 123 |
| Securities issued by states & political subdivisions | $17,233,000 | 2,063 |
| Other domestic debt securities | $25,946,000 | 335 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $25,946,000 | 214 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $0 | 1,242 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $314,062,000 | 231 |
| Mortgage-backed securities | $973,493,000 | 112 |
| Certificates of participation in pools of residential mortgages | $587,462,000 | 92 |
| Issued or guaranteed by U.S. | $587,462,000 | 91 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $122,085,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $122,085,000 | 249 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $263,946,000 | 52 |
| Commercial mortgage pass-through securities | $186,713,000 | 27 |
| Other commercial mortgage-backed securities | $77,233,000 | 74 |
| Held to maturity securities (book value) | $454,809,000 | 94 |
| Available-for-sale securities (fair market value) | $580,732,000 | 229 |
| Total debt securities | $1,035,541,000 | 166 |
| Structured notes | ||
| Amortized cost | $4,581,000 | 752 |
| Fair value | $4,655,000 | 737 |
| Trading account assets | $2,312,000 | 134 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $1,069,912,000 | 162 |
| U.S. Government securities | $1,026,087,000 | 124 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,026,087,000 | 120 |
| Securities issued by states & political subdivisions | $17,876,000 | 2,028 |
| Other domestic debt securities | $25,949,000 | 350 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $25,949,000 | 226 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 1,253 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $305,343,000 | 234 |
| Mortgage-backed securities | $1,006,454,000 | 116 |
| Certificates of participation in pools of residential mortgages | $641,965,000 | 88 |
| Issued or guaranteed by U.S. | $641,965,000 | 87 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $130,367,000 | 252 |
| CMOs issued by government agencies or sponsored agencies | $130,367,000 | 240 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $234,122,000 | 54 |
| Commercial mortgage pass-through securities | $164,314,000 | 29 |
| Other commercial mortgage-backed securities | $69,808,000 | 73 |
| Held to maturity securities (book value) | $475,167,000 | 89 |
| Available-for-sale securities (fair market value) | $594,745,000 | 226 |
| Total debt securities | $1,069,912,000 | 160 |
| Structured notes | ||
| Amortized cost | $5,066,000 | 711 |
| Fair value | $5,124,000 | 702 |
| Trading account assets | $6,612,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $162,000 | 130 |
| 2014-03-31 | Rank | |
| Total securities | $1,106,919,000 | 160 |
| U.S. Government securities | $960,245,000 | 133 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $960,245,000 | 130 |
| Securities issued by states & political subdivisions | $18,503,000 | 1,969 |
| Other domestic debt securities | $128,171,000 | 119 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $127,235,000 | 42 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $936,000 | 1,515 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $0 | 1,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $327,636,000 | 222 |
| Mortgage-backed securities | $939,853,000 | 119 |
| Certificates of participation in pools of residential mortgages | $674,848,000 | 87 |
| Issued or guaranteed by U.S. | $674,848,000 | 86 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $137,758,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $137,758,000 | 224 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $127,247,000 | 70 |
| Commercial mortgage pass-through securities | $57,027,000 | 52 |
| Other commercial mortgage-backed securities | $70,220,000 | 70 |
| Held to maturity securities (book value) | $449,131,000 | 88 |
| Available-for-sale securities (fair market value) | $657,788,000 | 211 |
| Total debt securities | $1,106,919,000 | 158 |
| Structured notes | ||
| Amortized cost | $5,615,000 | 673 |
| Fair value | $5,700,000 | 659 |
| Trading account assets | $6,659,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $548,000 | 108 |
| 2013-12-31 | Rank | |
| Total securities | $1,150,539,000 | 151 |
| U.S. Government securities | $996,977,000 | 131 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $996,977,000 | 128 |
| Securities issued by states & political subdivisions | $18,606,000 | 1,958 |
| Other domestic debt securities | $134,956,000 | 120 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $133,225,000 | 41 |
| Structured financial products - Total | $800,000 | 193 |
| Other domestic debt securities - All other | $931,000 | 1,547 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $0 | 1,295 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,549,000 | 231 |
| Mortgage-backed securities | $975,710,000 | 120 |
| Certificates of participation in pools of residential mortgages | $703,546,000 | 86 |
| Issued or guaranteed by U.S. | $703,546,000 | 85 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $143,887,000 | 228 |
| CMOs issued by government agencies or sponsored agencies | $143,887,000 | 214 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $128,277,000 | 68 |
| Commercial mortgage pass-through securities | $57,231,000 | 47 |
| Other commercial mortgage-backed securities | $71,046,000 | 69 |
| Held to maturity securities (book value) | $465,098,000 | 86 |
| Available-for-sale securities (fair market value) | $685,441,000 | 198 |
| Total debt securities | $1,149,739,000 | 150 |
| Structured notes | ||
| Amortized cost | $6,295,000 | 613 |
| Fair value | $6,279,000 | 587 |
| Trading account assets | $6,448,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,200,588,000 | 148 |
| U.S. Government securities | $1,042,667,000 | 123 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,042,667,000 | 121 |
| Securities issued by states & political subdivisions | $18,685,000 | 1,958 |
| Other domestic debt securities | $139,236,000 | 121 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $137,961,000 | 43 |
| Structured financial products - Total | $329,000 | 260 |
| Other domestic debt securities - All other | $946,000 | 1,578 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $0 | 1,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $303,026,000 | 236 |
| Mortgage-backed securities | $1,020,187,000 | 115 |
| Certificates of participation in pools of residential mortgages | $738,836,000 | 85 |
| Issued or guaranteed by U.S. | $738,836,000 | 84 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $151,753,000 | 229 |
| CMOs issued by government agencies or sponsored agencies | $151,753,000 | 215 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $129,598,000 | 67 |
| Commercial mortgage pass-through securities | $57,061,000 | 48 |
| Other commercial mortgage-backed securities | $72,537,000 | 63 |
| Held to maturity securities (book value) | $482,986,000 | 75 |
| Available-for-sale securities (fair market value) | $717,602,000 | 188 |
| Total debt securities | $1,200,259,000 | 147 |
| Structured notes | ||
| Amortized cost | $7,288,000 | 545 |
| Fair value | $7,461,000 | 517 |
| Trading account assets | $6,091,000 | 86 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,258,753,000 | 143 |
| U.S. Government securities | $1,093,580,000 | 117 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,093,580,000 | 114 |
| Securities issued by states & political subdivisions | $19,195,000 | 1,913 |
| Other domestic debt securities | $144,311,000 | 118 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $143,061,000 | 45 |
| Structured financial products - Total | $301,000 | 263 |
| Other domestic debt securities - All other | $949,000 | 1,621 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,667,000 | 501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $336,689,000 | 203 |
| Mortgage-backed securities | $1,069,355,000 | 110 |
| Certificates of participation in pools of residential mortgages | $774,504,000 | 81 |
| Issued or guaranteed by U.S. | $774,504,000 | 80 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $165,526,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $165,526,000 | 201 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $129,325,000 | 67 |
| Commercial mortgage pass-through securities | $56,456,000 | 47 |
| Other commercial mortgage-backed securities | $72,869,000 | 61 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $1,258,753,000 | 122 |
| Total debt securities | $1,256,785,000 | 141 |
| Structured notes | ||
| Amortized cost | $8,965,000 | 450 |
| Fair value | $8,871,000 | 439 |
| Trading account assets | $504,000 | 191 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,131,957,000 | 154 |
| U.S. Government securities | $1,061,623,000 | 122 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,061,623,000 | 120 |
| Securities issued by states & political subdivisions | $19,969,000 | 1,828 |
| Other domestic debt securities | $48,645,000 | 249 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $47,330,000 | 71 |
| Structured financial products - Total | $307,000 | 260 |
| Other domestic debt securities - All other | $1,008,000 | 1,510 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $1,720,000 | 519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $446,671,000 | 159 |
| Mortgage-backed securities | $1,034,014,000 | 114 |
| Certificates of participation in pools of residential mortgages | $708,834,000 | 86 |
| Issued or guaranteed by U.S. | $708,834,000 | 85 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $189,921,000 | 202 |
| CMOs issued by government agencies or sponsored agencies | $189,921,000 | 186 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $135,259,000 | 58 |
| Commercial mortgage pass-through securities | $59,524,000 | 45 |
| Other commercial mortgage-backed securities | $75,735,000 | 55 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $1,131,957,000 | 135 |
| Total debt securities | $1,129,903,000 | 152 |
| Structured notes | ||
| Amortized cost | $10,915,000 | 369 |
| Fair value | $11,249,000 | 362 |
| Trading account assets | $612,000 | 184 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,006,744,000 | 166 |
| U.S. Government securities | $981,866,000 | 132 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $981,866,000 | 130 |
| Securities issued by states & political subdivisions | $21,589,000 | 1,677 |
| Other domestic debt securities | $1,312,000 | 1,807 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $297,000 | 263 |
| Other domestic debt securities - All other | $1,015,000 | 1,479 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,977,000 | 480 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $403,880,000 | 176 |
| Mortgage-backed securities | $960,789,000 | 121 |
| Certificates of participation in pools of residential mortgages | $607,708,000 | 95 |
| Issued or guaranteed by U.S. | $607,708,000 | 94 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $216,703,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $216,703,000 | 175 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $136,378,000 | 52 |
| Commercial mortgage pass-through securities | $60,017,000 | 36 |
| Other commercial mortgage-backed securities | $76,361,000 | 51 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $1,006,744,000 | 146 |
| Total debt securities | $1,004,443,000 | 165 |
| Structured notes | ||
| Amortized cost | $12,844,000 | 346 |
| Fair value | $13,063,000 | 337 |
| Trading account assets | $161,000 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $982,309,000 | 172 |
| U.S. Government securities | $958,753,000 | 140 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $958,753,000 | 138 |
| Securities issued by states & political subdivisions | $21,491,000 | 1,633 |
| Other domestic debt securities | $314,000 | 2,541 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $288,000 | 267 |
| Other domestic debt securities - All other | $26,000 | 2,156 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,751,000 | 494 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $258,922,000 | 271 |
| Mortgage-backed securities | $935,460,000 | 127 |
| Certificates of participation in pools of residential mortgages | $551,788,000 | 108 |
| Issued or guaranteed by U.S. | $551,788,000 | 107 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $243,725,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $243,725,000 | 169 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $139,947,000 | 50 |
| Commercial mortgage pass-through securities | $60,300,000 | 30 |
| Other commercial mortgage-backed securities | $79,647,000 | 47 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $982,309,000 | 151 |
| Total debt securities | $980,244,000 | 171 |
| Structured notes | ||
| Amortized cost | $14,859,000 | 306 |
| Fair value | $15,134,000 | 292 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,162,729,000 | 151 |
| U.S. Government securities | $1,134,194,000 | 123 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,134,194,000 | 118 |
| Securities issued by states & political subdivisions | $22,030,000 | 1,562 |
| Other domestic debt securities | $3,940,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $2,941,000 | 439 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $247,000 | 273 |
| Other domestic debt securities - All other | $752,000 | 1,692 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $2,565,000 | 388 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,888,000 | 232 |
| Mortgage-backed securities | $1,119,951,000 | 110 |
| Certificates of participation in pools of residential mortgages | $619,324,000 | 101 |
| Issued or guaranteed by U.S. | $619,324,000 | 100 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $361,552,000 | 134 |
| CMOs issued by government agencies or sponsored agencies | $358,611,000 | 124 |
| Privately issued | $2,941,000 | 421 |
| Commercial mortgage-backed securities | $139,075,000 | 44 |
| Commercial mortgage pass-through securities | $59,670,000 | 26 |
| Other commercial mortgage-backed securities | $79,405,000 | 44 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $1,162,729,000 | 127 |
| Total debt securities | $1,159,891,000 | 150 |
| Structured notes | ||
| Amortized cost | $17,035,000 | 286 |
| Fair value | $17,184,000 | 285 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,236,676,000 | 148 |
| U.S. Government securities | $1,204,787,000 | 123 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,204,787,000 | 120 |
| Securities issued by states & political subdivisions | $22,448,000 | 1,471 |
| Other domestic debt securities | $6,931,000 | 889 |
| Privately issued residential mortgage-backed securities | $3,320,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $288,000 | 262 |
| Other domestic debt securities - All other | $3,323,000 | 918 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $2,510,000 | 375 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,585,000 | 216 |
| Mortgage-backed securities | $1,188,875,000 | 105 |
| Certificates of participation in pools of residential mortgages | $701,236,000 | 94 |
| Issued or guaranteed by U.S. | $701,236,000 | 93 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $393,595,000 | 129 |
| CMOs issued by government agencies or sponsored agencies | $390,275,000 | 117 |
| Privately issued | $3,320,000 | 417 |
| Commercial mortgage-backed securities | $94,044,000 | 48 |
| Commercial mortgage pass-through securities | $35,582,000 | 32 |
| Other commercial mortgage-backed securities | $58,462,000 | 46 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $1,236,676,000 | 125 |
| Total debt securities | $1,233,364,000 | 146 |
| Structured notes | ||
| Amortized cost | $19,061,000 | 308 |
| Fair value | $19,232,000 | 308 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $827,362,000 | 191 |
| U.S. Government securities | $769,905,000 | 151 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $769,905,000 | 149 |
| Securities issued by states & political subdivisions | $45,698,000 | 684 |
| Other domestic debt securities | $9,315,000 | 764 |
| Privately issued residential mortgage-backed securities | $5,727,000 | 396 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $328,000 | 234 |
| Other domestic debt securities - All other | $3,260,000 | 866 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $2,444,000 | 361 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $343,450,000 | 188 |
| Mortgage-backed securities | $775,632,000 | 136 |
| Certificates of participation in pools of residential mortgages | $503,708,000 | 114 |
| Issued or guaranteed by U.S. | $503,708,000 | 114 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $222,401,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $216,674,000 | 179 |
| Privately issued | $5,727,000 | 382 |
| Commercial mortgage-backed securities | $49,523,000 | 50 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $49,523,000 | 41 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $827,362,000 | 167 |
| Total debt securities | $824,158,000 | 190 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $783,052,000 | 204 |
| U.S. Government securities | $727,588,000 | 161 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $727,588,000 | 158 |
| Securities issued by states & political subdivisions | $42,091,000 | 703 |
| Other domestic debt securities | $11,044,000 | 672 |
| Privately issued residential mortgage-backed securities | $6,827,000 | 391 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $1,258,000 | 151 |
| Other domestic debt securities - All other | $2,959,000 | 912 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $2,329,000 | 387 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $352,657,000 | 181 |
| Mortgage-backed securities | $584,132,000 | 164 |
| Certificates of participation in pools of residential mortgages | $419,966,000 | 132 |
| Issued or guaranteed by U.S. | $419,966,000 | 131 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $163,630,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $156,803,000 | 213 |
| Privately issued | $6,827,000 | 375 |
| Commercial mortgage-backed securities | $536,000 | 343 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $536,000 | 143 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $783,052,000 | 174 |
| Total debt securities | $780,444,000 | 203 |
| Structured notes | ||
| Amortized cost | $3,987,000 | 1,250 |
| Fair value | $4,004,000 | 1,231 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $862,085,000 | 182 |
| U.S. Government securities | $815,991,000 | 149 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $815,991,000 | 145 |
| Securities issued by states & political subdivisions | $34,703,000 | 818 |
| Other domestic debt securities | $8,934,000 | 748 |
| Privately issued residential mortgage-backed securities | $4,726,000 | 459 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $679,000 | 209 |
| Other domestic debt securities - All other | $3,529,000 | 758 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $2,457,000 | 382 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,104,000 | 310 |
| Mortgage-backed securities | $775,460,000 | 130 |
| Certificates of participation in pools of residential mortgages | $551,333,000 | 106 |
| Issued or guaranteed by U.S. | $551,333,000 | 105 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $222,715,000 | 187 |
| CMOs issued by government agencies or sponsored agencies | $217,989,000 | 166 |
| Privately issued | $4,726,000 | 438 |
| Commercial mortgage-backed securities | $1,412,000 | 244 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $1,412,000 | 101 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $862,085,000 | 159 |
| Total debt securities | $858,569,000 | 182 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $56,413,000 | 2,291 |
| U.S. Government securities | $46,279,000 | 1,966 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $46,279,000 | 1,907 |
| Securities issued by states & political subdivisions | $9,884,000 | 2,498 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $250,000 | 117 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,518,000 | 2,353 |
| Mortgage-backed securities | $38,329,000 | 1,490 |
| Certificates of participation in pools of residential mortgages | $37,908,000 | 998 |
| Issued or guaranteed by U.S. | $37,908,000 | 994 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $421,000 | 3,354 |
| CMOs issued by government agencies or sponsored agencies | $421,000 | 3,073 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $250,000 | 2,565 |
| Available-for-sale securities (fair market value) | $56,163,000 | 2,074 |
| Total debt securities | $56,413,000 | 2,269 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $61,624,000 | 2,036 |
| U.S. Government securities | $51,445,000 | 1,727 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $51,445,000 | 1,662 |
| Securities issued by states & political subdivisions | $9,929,000 | 2,464 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $250,000 | 110 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,115,000 | 2,540 |
| Mortgage-backed securities | $43,011,000 | 1,319 |
| Certificates of participation in pools of residential mortgages | $42,383,000 | 868 |
| Issued or guaranteed by U.S. | $42,383,000 | 860 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $628,000 | 3,207 |
| CMOs issued by government agencies or sponsored agencies | $628,000 | 2,923 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $250,000 | 2,602 |
| Available-for-sale securities (fair market value) | $61,374,000 | 1,851 |
| Total debt securities | $61,624,000 | 2,017 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $70,655,000 | 1,769 |
| U.S. Government securities | $59,939,000 | 1,485 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $59,939,000 | 1,419 |
| Securities issued by states & political subdivisions | $10,466,000 | 2,312 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $250,000 | 107 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,141,000 | 1,027 |
| Mortgage-backed securities | $46,734,000 | 1,207 |
| Certificates of participation in pools of residential mortgages | $45,877,000 | 776 |
| Issued or guaranteed by U.S. | $45,877,000 | 771 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $857,000 | 3,064 |
| CMOs issued by government agencies or sponsored agencies | $857,000 | 2,774 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $250,000 | 2,675 |
| Available-for-sale securities (fair market value) | $70,405,000 | 1,589 |
| Total debt securities | $70,655,000 | 1,750 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |