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Cole Taylor Bank, Securities
| 2014-06-30 | Rank | |
| Total securities | $1,093,079,000 | 157 |
| U.S. Government securities | $706,372,000 | 171 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $706,372,000 | 167 |
| Securities issued by states & political subdivisions | $204,690,000 | 114 |
| Other domestic debt securities | $182,017,000 | 98 |
| Privately issued residential mortgage-backed securities | $182,017,000 | 30 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| 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 | $1,000,835,000 | 100 |
| Mortgage-backed securities | $863,140,000 | 126 |
| Certificates of participation in pools of residential mortgages | $490,429,000 | 111 |
| Issued or guaranteed by U.S. | $486,532,000 | 110 |
| Privately issued | $3,897,000 | 16 |
| Collaterized mortgage obligations | $257,275,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $79,155,000 | 327 |
| Privately issued | $178,120,000 | 29 |
| Commercial mortgage-backed securities | $115,436,000 | 77 |
| Commercial mortgage pass-through securities | $115,436,000 | 35 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $382,531,000 | 101 |
| Available-for-sale securities (fair market value) | $710,548,000 | 196 |
| Total debt securities | $1,092,572,000 | 154 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $4,532,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $1,100,056,000 | 162 |
| U.S. Government securities | $716,884,000 | 166 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $716,884,000 | 164 |
| Securities issued by states & political subdivisions | $201,139,000 | 115 |
| Other domestic debt securities | $182,033,000 | 98 |
| Privately issued residential mortgage-backed securities | $182,033,000 | 31 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $0 | 444 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| 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 | $936,638,000 | 104 |
| Mortgage-backed securities | $873,828,000 | 127 |
| Certificates of participation in pools of residential mortgages | $500,887,000 | 106 |
| Issued or guaranteed by U.S. | $496,777,000 | 105 |
| Privately issued | $4,110,000 | 16 |
| Collaterized mortgage obligations | $256,818,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $78,895,000 | 322 |
| Privately issued | $177,923,000 | 29 |
| Commercial mortgage-backed securities | $116,123,000 | 73 |
| Commercial mortgage pass-through securities | $116,123,000 | 33 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $391,903,000 | 93 |
| Available-for-sale securities (fair market value) | $708,153,000 | 190 |
| Total debt securities | $1,099,549,000 | 160 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $4,468,000 | 110 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $1,120,731,000 | 157 |
| U.S. Government securities | $738,196,000 | 159 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $738,196,000 | 155 |
| Securities issued by states & political subdivisions | $201,191,000 | 111 |
| Other domestic debt securities | $181,344,000 | 100 |
| Privately issued residential mortgage-backed securities | $181,344,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 447 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| 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 | $1,019,882,000 | 99 |
| Mortgage-backed securities | $894,586,000 | 127 |
| Certificates of participation in pools of residential mortgages | $509,950,000 | 105 |
| Issued or guaranteed by U.S. | $505,809,000 | 105 |
| Privately issued | $4,141,000 | 19 |
| Collaterized mortgage obligations | $256,676,000 | 155 |
| CMOs issued by government agencies or sponsored agencies | $79,473,000 | 315 |
| Privately issued | $177,203,000 | 30 |
| Commercial mortgage-backed securities | $127,960,000 | 69 |
| Commercial mortgage pass-through securities | $127,960,000 | 30 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $398,424,000 | 93 |
| Available-for-sale securities (fair market value) | $722,307,000 | 185 |
| Total debt securities | $1,120,224,000 | 156 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $4,267,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $1,420,906,000 | 133 |
| U.S. Government securities | $989,348,000 | 128 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $989,348,000 | 126 |
| Securities issued by states & political subdivisions | $241,616,000 | 88 |
| Other domestic debt securities | $189,942,000 | 102 |
| Privately issued residential mortgage-backed securities | $189,942,000 | 32 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| 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 | $986,063,000 | 98 |
| Mortgage-backed securities | $1,154,110,000 | 107 |
| Certificates of participation in pools of residential mortgages | $759,450,000 | 83 |
| Issued or guaranteed by U.S. | $755,169,000 | 82 |
| Privately issued | $4,281,000 | 20 |
| Collaterized mortgage obligations | $265,150,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $79,489,000 | 314 |
| Privately issued | $185,661,000 | 30 |
| Commercial mortgage-backed securities | $129,510,000 | 68 |
| Commercial mortgage pass-through securities | $129,510,000 | 28 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $406,539,000 | 83 |
| Available-for-sale securities (fair market value) | $1,014,367,000 | 142 |
| Total debt securities | $1,420,355,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $3,886,000 | 108 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $1,434,326,000 | 131 |
| U.S. Government securities | $1,030,785,000 | 124 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,030,785,000 | 122 |
| Securities issued by states & political subdivisions | $219,472,000 | 97 |
| Other domestic debt securities | $184,069,000 | 100 |
| Privately issued residential mortgage-backed securities | $184,069,000 | 33 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $0 | 1,319 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $895,925,000 | 100 |
| Mortgage-backed securities | $1,189,501,000 | 106 |
| Certificates of participation in pools of residential mortgages | $789,595,000 | 80 |
| Issued or guaranteed by U.S. | $785,224,000 | 79 |
| Privately issued | $4,371,000 | 20 |
| Collaterized mortgage obligations | $263,464,000 | 153 |
| CMOs issued by government agencies or sponsored agencies | $83,766,000 | 306 |
| Privately issued | $179,698,000 | 33 |
| Commercial mortgage-backed securities | $136,442,000 | 65 |
| Commercial mortgage pass-through securities | $136,442,000 | 28 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $420,691,000 | 71 |
| Available-for-sale securities (fair market value) | $1,013,635,000 | 143 |
| Total debt securities | $1,433,776,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $3,831,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $1,429,971,000 | 131 |
| U.S. Government securities | $1,110,649,000 | 118 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,110,649,000 | 116 |
| Securities issued by states & political subdivisions | $179,381,000 | 131 |
| Other domestic debt securities | $139,941,000 | 118 |
| Privately issued residential mortgage-backed securities | $139,941,000 | 39 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $0 | 1,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $441,027,000 | 162 |
| Mortgage-backed securities | $1,224,638,000 | 104 |
| Certificates of participation in pools of residential mortgages | $871,563,000 | 79 |
| Issued or guaranteed by U.S. | $867,068,000 | 77 |
| Privately issued | $4,495,000 | 17 |
| Collaterized mortgage obligations | $212,955,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $77,509,000 | 338 |
| Privately issued | $135,446,000 | 38 |
| Commercial mortgage-backed securities | $140,120,000 | 57 |
| Commercial mortgage pass-through securities | $140,120,000 | 25 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $391,573,000 | 72 |
| Available-for-sale securities (fair market value) | $1,038,398,000 | 141 |
| Total debt securities | $1,429,420,000 | 129 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $3,592,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $1,267,757,000 | 140 |
| U.S. Government securities | $1,044,719,000 | 125 |
| U.S. Treasury securities | $9,998,000 | 303 |
| U.S. Government agency obligations | $1,034,721,000 | 122 |
| Securities issued by states & political subdivisions | $151,387,000 | 160 |
| Other domestic debt securities | $71,651,000 | 179 |
| Privately issued residential mortgage-backed securities | $71,651,000 | 54 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $0 | 1,323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $632,424,000 | 124 |
| Mortgage-backed securities | $1,090,317,000 | 112 |
| Certificates of participation in pools of residential mortgages | $797,484,000 | 83 |
| Issued or guaranteed by U.S. | $792,666,000 | 82 |
| Privately issued | $4,818,000 | 15 |
| Collaterized mortgage obligations | $146,132,000 | 251 |
| CMOs issued by government agencies or sponsored agencies | $79,299,000 | 346 |
| Privately issued | $66,833,000 | 52 |
| Commercial mortgage-backed securities | $146,701,000 | 50 |
| Commercial mortgage pass-through securities | $146,701,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $330,819,000 | 77 |
| Available-for-sale securities (fair market value) | $936,938,000 | 154 |
| Total debt securities | $1,267,230,000 | 139 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $3,085,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $1,212,139,000 | 147 |
| U.S. Government securities | $1,095,802,000 | 123 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,095,802,000 | 121 |
| Securities issued by states & political subdivisions | $111,301,000 | 224 |
| Other domestic debt securities | $5,036,000 | 1,049 |
| Privately issued residential mortgage-backed securities | $5,036,000 | 309 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,870,000 | 183 |
| Mortgage-backed securities | $1,084,706,000 | 117 |
| Certificates of participation in pools of residential mortgages | $857,591,000 | 82 |
| Issued or guaranteed by U.S. | $852,555,000 | 81 |
| Privately issued | $5,036,000 | 15 |
| Collaterized mortgage obligations | $79,191,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $79,191,000 | 364 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $147,924,000 | 47 |
| Commercial mortgage pass-through securities | $147,924,000 | 21 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $325,356,000 | 80 |
| Available-for-sale securities (fair market value) | $886,783,000 | 162 |
| Total debt securities | $1,211,547,000 | 146 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $2,967,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $1,240,405,000 | 143 |
| U.S. Government securities | $1,159,382,000 | 120 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,159,382,000 | 115 |
| Securities issued by states & political subdivisions | $76,124,000 | 366 |
| Other domestic debt securities | $4,899,000 | 1,089 |
| Privately issued residential mortgage-backed securities | $4,899,000 | 339 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $0 | 1,351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $562,314,000 | 138 |
| Mortgage-backed securities | $1,145,322,000 | 106 |
| Certificates of participation in pools of residential mortgages | $914,903,000 | 79 |
| Issued or guaranteed by U.S. | $910,004,000 | 78 |
| Privately issued | $4,899,000 | 16 |
| Collaterized mortgage obligations | $82,558,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $82,558,000 | 360 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $147,861,000 | 43 |
| Commercial mortgage pass-through securities | $147,861,000 | 18 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $317,481,000 | 79 |
| Available-for-sale securities (fair market value) | $922,924,000 | 152 |
| Total debt securities | $1,239,813,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $2,864,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $1,299,572,000 | 140 |
| U.S. Government securities | $1,220,057,000 | 122 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,220,057,000 | 119 |
| Securities issued by states & political subdivisions | $70,594,000 | 381 |
| Other domestic debt securities | $8,921,000 | 777 |
| Privately issued residential mortgage-backed securities | $5,171,000 | 343 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $3,750,000 | 872 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $0 | 1,343 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $944,163,000 | 94 |
| Mortgage-backed securities | $1,204,264,000 | 104 |
| Certificates of participation in pools of residential mortgages | $949,283,000 | 77 |
| Issued or guaranteed by U.S. | $944,112,000 | 76 |
| Privately issued | $5,171,000 | 18 |
| Collaterized mortgage obligations | $108,124,000 | 343 |
| CMOs issued by government agencies or sponsored agencies | $108,124,000 | 316 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $146,857,000 | 40 |
| Commercial mortgage pass-through securities | $146,857,000 | 15 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $160,824,000 | 142 |
| Available-for-sale securities (fair market value) | $1,138,748,000 | 132 |
| Total debt securities | $1,298,943,000 | 140 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $2,892,000 | 126 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,279,676,000 | 143 |
| U.S. Government securities | $1,202,390,000 | 120 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,202,390,000 | 114 |
| Securities issued by states & political subdivisions | $72,347,000 | 359 |
| Other domestic debt securities | $4,939,000 | 1,048 |
| Privately issued residential mortgage-backed securities | $4,939,000 | 419 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $0 | 1,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $929,557,000 | 89 |
| Mortgage-backed securities | $1,182,059,000 | 104 |
| Certificates of participation in pools of residential mortgages | $940,838,000 | 77 |
| Issued or guaranteed by U.S. | $935,899,000 | 77 |
| Privately issued | $4,939,000 | 30 |
| Collaterized mortgage obligations | $93,015,000 | 381 |
| CMOs issued by government agencies or sponsored agencies | $93,015,000 | 329 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $148,206,000 | 31 |
| Commercial mortgage pass-through securities | $148,206,000 | 12 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $104,296,000 | 191 |
| Available-for-sale securities (fair market value) | $1,175,380,000 | 125 |
| Total debt securities | $1,279,047,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $2,688,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $1,309,579,000 | 140 |
| U.S. Government securities | $1,231,020,000 | 119 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,231,020,000 | 112 |
| Securities issued by states & political subdivisions | $73,522,000 | 331 |
| Other domestic debt securities | $5,037,000 | 1,037 |
| Privately issued residential mortgage-backed securities | $5,037,000 | 433 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,108,146,000 | 77 |
| Mortgage-backed securities | $1,210,951,000 | 99 |
| Certificates of participation in pools of residential mortgages | $968,633,000 | 76 |
| Issued or guaranteed by U.S. | $963,596,000 | 76 |
| Privately issued | $5,037,000 | 39 |
| Collaterized mortgage obligations | $93,352,000 | 379 |
| CMOs issued by government agencies or sponsored agencies | $93,352,000 | 325 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $148,966,000 | 29 |
| Commercial mortgage pass-through securities | $148,966,000 | 12 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $111,633,000 | 181 |
| Available-for-sale securities (fair market value) | $1,197,946,000 | 123 |
| Total debt securities | $1,309,579,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $2,640,000 | 127 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $1,328,857,000 | 134 |
| U.S. Government securities | $1,249,890,000 | 114 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,249,890,000 | 109 |
| Securities issued by states & political subdivisions | $73,475,000 | 318 |
| Other domestic debt securities | $5,492,000 | 966 |
| Privately issued residential mortgage-backed securities | $5,492,000 | 432 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,083,314,000 | 78 |
| Mortgage-backed securities | $1,230,332,000 | 100 |
| Certificates of participation in pools of residential mortgages | $1,024,855,000 | 74 |
| Issued or guaranteed by U.S. | $1,019,363,000 | 73 |
| Privately issued | $5,492,000 | 38 |
| Collaterized mortgage obligations | $60,305,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $60,305,000 | 441 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $145,172,000 | 28 |
| Commercial mortgage pass-through securities | $145,172,000 | 11 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $92,163,000 | 209 |
| Available-for-sale securities (fair market value) | $1,236,694,000 | 119 |
| Total debt securities | $1,328,857,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $2,839,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,305,486,000 | 134 |
| U.S. Government securities | $1,222,650,000 | 117 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,222,650,000 | 112 |
| Securities issued by states & political subdivisions | $76,696,000 | 292 |
| Other domestic debt securities | $6,140,000 | 947 |
| Privately issued residential mortgage-backed securities | $6,140,000 | 440 |
| 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 | $0 | 165 |
| 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 | $913,575,000 | 92 |
| Mortgage-backed securities | $1,207,088,000 | 104 |
| Certificates of participation in pools of residential mortgages | $998,796,000 | 74 |
| Issued or guaranteed by U.S. | $992,656,000 | 73 |
| Privately issued | $6,140,000 | 39 |
| Collaterized mortgage obligations | $59,641,000 | 494 |
| CMOs issued by government agencies or sponsored agencies | $59,641,000 | 427 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $148,651,000 | 25 |
| Commercial mortgage pass-through securities | $148,651,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $94,883,000 | 204 |
| Available-for-sale securities (fair market value) | $1,210,603,000 | 120 |
| Total debt securities | $1,305,486,000 | 134 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $2,764,000 | 118 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,254,477,000 | 133 |
| U.S. Government securities | $1,020,756,000 | 124 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,020,756,000 | 121 |
| Securities issued by states & political subdivisions | $77,458,000 | 274 |
| Other domestic debt securities | $156,263,000 | 123 |
| Privately issued residential mortgage-backed securities | $6,541,000 | 459 |
| Commercial mortgage-backed securities - Total | $149,722,000 | 21 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| 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 | $968,599,000 | 91 |
| Mortgage-backed securities | $1,155,000,000 | 101 |
| Certificates of participation in pools of residential mortgages | $943,376,000 | 74 |
| Issued or guaranteed by U.S. | $936,835,000 | 73 |
| Privately issued | $6,541,000 | 41 |
| Collaterized mortgage obligations | $61,902,000 | 470 |
| CMOs issued by government agencies or sponsored agencies | $61,902,000 | 396 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $149,722,000 | 21 |
| Commercial mortgage pass-through securities | $149,722,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $100,990,000 | 188 |
| Available-for-sale securities (fair market value) | $1,153,487,000 | 121 |
| Total debt securities | $1,254,477,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $2,575,000 | 124 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,172,601,000 | 134 |
| U.S. Government securities | $912,189,000 | 133 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $912,189,000 | 126 |
| Securities issued by states & political subdivisions | $101,544,000 | 176 |
| Other domestic debt securities | $158,868,000 | 120 |
| Privately issued residential mortgage-backed securities | $6,738,000 | 491 |
| Commercial mortgage-backed securities - Total | $152,130,000 | 19 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| 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 | $672,077,000 | 111 |
| Mortgage-backed securities | $1,047,821,000 | 98 |
| Certificates of participation in pools of residential mortgages | $850,704,000 | 75 |
| Issued or guaranteed by U.S. | $843,966,000 | 75 |
| Privately issued | $6,738,000 | 43 |
| Collaterized mortgage obligations | $44,987,000 | 590 |
| CMOs issued by government agencies or sponsored agencies | $44,987,000 | 493 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $152,130,000 | 19 |
| Commercial mortgage pass-through securities | $152,130,000 | 9 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $87,816,000 | 214 |
| Available-for-sale securities (fair market value) | $1,084,785,000 | 121 |
| Total debt securities | $1,172,601,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $2,372,000 | 125 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,430,419,000 | 121 |
| U.S. Government securities | $1,134,047,000 | 107 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,134,047,000 | 105 |
| Securities issued by states & political subdivisions | $119,712,000 | 130 |
| Other domestic debt securities | $176,660,000 | 107 |
| Privately issued residential mortgage-backed securities | $6,262,000 | 538 |
| Commercial mortgage-backed securities - Total | $168,017,000 | 18 |
| Asset backed securities | $2,381,000 | 89 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,156,000 | 89 |
| Mortgage-backed securities | $1,261,040,000 | 86 |
| Certificates of participation in pools of residential mortgages | $956,619,000 | 70 |
| Issued or guaranteed by U.S. | $950,357,000 | 69 |
| Privately issued | $6,262,000 | 41 |
| Collaterized mortgage obligations | $136,404,000 | 254 |
| CMOs issued by government agencies or sponsored agencies | $136,404,000 | 212 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $168,017,000 | 18 |
| Commercial mortgage pass-through securities | $168,017,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $65,283,000 | 284 |
| Available-for-sale securities (fair market value) | $1,365,136,000 | 103 |
| Total debt securities | $1,430,419,000 | 120 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $2,336,000 | 131 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,408,240,000 | 118 |
| U.S. Government securities | $1,109,294,000 | 105 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $1,109,294,000 | 103 |
| Securities issued by states & political subdivisions | $121,313,000 | 126 |
| Other domestic debt securities | $177,633,000 | 110 |
| Privately issued residential mortgage-backed securities | $6,699,000 | 549 |
| Commercial mortgage-backed securities - Total | $168,561,000 | 17 |
| Asset backed securities | $2,373,000 | 87 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,020,865,000 | 81 |
| Mortgage-backed securities | $1,237,596,000 | 85 |
| Certificates of participation in pools of residential mortgages | $926,057,000 | 69 |
| Issued or guaranteed by U.S. | $919,358,000 | 68 |
| Privately issued | $6,699,000 | 42 |
| Collaterized mortgage obligations | $142,978,000 | 248 |
| CMOs issued by government agencies or sponsored agencies | $142,978,000 | 198 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $168,561,000 | 17 |
| Commercial mortgage pass-through securities | $168,561,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $39,131,000 | 430 |
| Available-for-sale securities (fair market value) | $1,369,109,000 | 101 |
| Total debt securities | $1,408,240,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $2,290,000 | 140 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,271,271,000 | 127 |
| U.S. Government securities | $958,399,000 | 115 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $958,399,000 | 110 |
| Securities issued by states & political subdivisions | $122,307,000 | 124 |
| Other domestic debt securities | $190,565,000 | 112 |
| Privately issued residential mortgage-backed securities | $26,825,000 | 257 |
| Commercial mortgage-backed securities - Total | $161,393,000 | 19 |
| Asset backed securities | $2,347,000 | 103 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $673,801,000 | 115 |
| Mortgage-backed securities | $1,101,523,000 | 96 |
| Certificates of participation in pools of residential mortgages | $810,033,000 | 79 |
| Issued or guaranteed by U.S. | $803,431,000 | 77 |
| Privately issued | $6,602,000 | 44 |
| Collaterized mortgage obligations | $130,097,000 | 249 |
| CMOs issued by government agencies or sponsored agencies | $109,874,000 | 221 |
| Privately issued | $20,223,000 | 306 |
| Commercial mortgage-backed securities | $161,393,000 | 19 |
| Commercial mortgage pass-through securities | $161,393,000 | 6 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $1,271,271,000 | 111 |
| Total debt securities | $1,271,271,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $2,461,000 | 136 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $1,306,098,000 | 127 |
| U.S. Government securities | $959,746,000 | 123 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $959,746,000 | 118 |
| Securities issued by states & political subdivisions | $134,308,000 | 119 |
| Other domestic debt securities | $212,044,000 | 117 |
| Privately issued residential mortgage-backed securities | $27,533,000 | 276 |
| Commercial mortgage-backed securities - Total | $165,766,000 | 20 |
| Asset backed securities | $2,287,000 | 110 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $16,458,000 | 255 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $759,017,000 | 104 |
| Mortgage-backed securities | $1,081,412,000 | 102 |
| Certificates of participation in pools of residential mortgages | $803,691,000 | 81 |
| Issued or guaranteed by U.S. | $797,037,000 | 80 |
| Privately issued | $6,654,000 | 48 |
| Collaterized mortgage obligations | $111,955,000 | 282 |
| CMOs issued by government agencies or sponsored agencies | $91,076,000 | 253 |
| Privately issued | $20,879,000 | 325 |
| Commercial mortgage-backed securities | $165,766,000 | 20 |
| Commercial mortgage pass-through securities | $165,766,000 | 7 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $1,306,098,000 | 108 |
| Total debt securities | $1,306,098,000 | 128 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $3,247,000 | 143 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $1,306,174,000 | 131 |
| U.S. Government securities | $970,384,000 | 120 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $970,384,000 | 116 |
| Securities issued by states & political subdivisions | $135,939,000 | 116 |
| Other domestic debt securities | $199,826,000 | 132 |
| Privately issued residential mortgage-backed securities | $28,618,000 | 278 |
| Commercial mortgage-backed securities - Total | $157,117,000 | 26 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $14,091,000 | 299 |
| Foreign debt securities | $25,000 | 169 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $876,010,000 | 96 |
| Mortgage-backed securities | $1,069,781,000 | 106 |
| Certificates of participation in pools of residential mortgages | $797,483,000 | 86 |
| Issued or guaranteed by U.S. | $790,623,000 | 84 |
| Privately issued | $6,860,000 | 48 |
| Collaterized mortgage obligations | $115,181,000 | 269 |
| CMOs issued by government agencies or sponsored agencies | $93,423,000 | 230 |
| Privately issued | $21,758,000 | 324 |
| Commercial mortgage-backed securities | $157,117,000 | 26 |
| Commercial mortgage pass-through securities | $157,117,000 | 8 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $25,000 | 3,342 |
| Available-for-sale securities (fair market value) | $1,306,149,000 | 113 |
| Total debt securities | $1,306,174,000 | 132 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $3,052,000 | 147 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $1,321,605,000 | 132 |
| U.S. Government securities | $1,142,106,000 | 108 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,142,106,000 | 104 |
| Securities issued by states & political subdivisions | $138,615,000 | 103 |
| Other domestic debt securities | $40,859,000 | 362 |
| Privately issued residential mortgage-backed securities | $30,085,000 | 290 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,774,000 | 361 |
| Foreign debt securities | $25,000 | 166 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $888,755,000 | 97 |
| Mortgage-backed securities | $1,045,282,000 | 106 |
| Certificates of participation in pools of residential mortgages | $925,988,000 | 77 |
| Issued or guaranteed by U.S. | $919,264,000 | 76 |
| Privately issued | $6,724,000 | 58 |
| Collaterized mortgage obligations | $119,294,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $95,933,000 | 223 |
| Privately issued | $23,361,000 | 318 |
| 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) | $25,000 | 3,382 |
| Available-for-sale securities (fair market value) | $1,321,580,000 | 114 |
| Total debt securities | $1,321,605,000 | 127 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $3,331,000 | 150 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $1,094,594,000 | 141 |
| U.S. Government securities | $910,926,000 | 126 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $910,926,000 | 120 |
| Securities issued by states & political subdivisions | $138,175,000 | 106 |
| Other domestic debt securities | $45,468,000 | 320 |
| Privately issued residential mortgage-backed securities | $30,695,000 | 278 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,773,000 | 280 |
| Foreign debt securities | $25,000 | 159 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $904,262,000 | 96 |
| Mortgage-backed securities | $874,636,000 | 116 |
| Certificates of participation in pools of residential mortgages | $722,933,000 | 91 |
| Issued or guaranteed by U.S. | $715,443,000 | 90 |
| Privately issued | $7,490,000 | 57 |
| Collaterized mortgage obligations | $151,703,000 | 218 |
| CMOs issued by government agencies or sponsored agencies | $128,498,000 | 178 |
| Privately issued | $23,205,000 | 302 |
| 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) | $25,000 | 3,403 |
| Available-for-sale securities (fair market value) | $1,094,569,000 | 120 |
| Total debt securities | $1,094,594,000 | 137 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $3,375,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $794,727,000 | 177 |
| U.S. Government securities | $625,777,000 | 158 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $625,777,000 | 155 |
| Securities issued by states & political subdivisions | $132,910,000 | 104 |
| Other domestic debt securities | $36,015,000 | 372 |
| Privately issued residential mortgage-backed securities | $36,015,000 | 261 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $25,000 | 169 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $531,624,000 | 136 |
| Mortgage-backed securities | $576,177,000 | 148 |
| Certificates of participation in pools of residential mortgages | $421,946,000 | 118 |
| Issued or guaranteed by U.S. | $411,328,000 | 119 |
| Privately issued | $10,618,000 | 52 |
| Collaterized mortgage obligations | $154,231,000 | 213 |
| CMOs issued by government agencies or sponsored agencies | $128,834,000 | 170 |
| Privately issued | $25,397,000 | 293 |
| 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) | $25,000 | 3,432 |
| Available-for-sale securities (fair market value) | $794,702,000 | 150 |
| Total debt securities | $794,727,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $4,227,000 | 151 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $818,243,000 | 178 |
| U.S. Government securities | $638,556,000 | 164 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $638,556,000 | 159 |
| Securities issued by states & political subdivisions | $139,363,000 | 104 |
| Other domestic debt securities | $40,299,000 | 359 |
| Privately issued residential mortgage-backed securities | $40,299,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $25,000 | 174 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $551,416,000 | 126 |
| Mortgage-backed securities | $593,147,000 | 152 |
| Certificates of participation in pools of residential mortgages | $435,255,000 | 118 |
| Issued or guaranteed by U.S. | $421,453,000 | 118 |
| Privately issued | $13,802,000 | 53 |
| Collaterized mortgage obligations | $157,892,000 | 209 |
| CMOs issued by government agencies or sponsored agencies | $131,395,000 | 172 |
| Privately issued | $26,497,000 | 287 |
| 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) | $25,000 | 3,455 |
| Available-for-sale securities (fair market value) | $818,218,000 | 153 |
| Total debt securities | $818,243,000 | 172 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $4,407,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $858,860,000 | 180 |
| U.S. Government securities | $673,313,000 | 160 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $673,313,000 | 156 |
| Securities issued by states & political subdivisions | $143,222,000 | 102 |
| Other domestic debt securities | $42,300,000 | 347 |
| Privately issued residential mortgage-backed securities | $42,300,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $25,000 | 187 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $516,477,000 | 136 |
| Mortgage-backed securities | $629,182,000 | 148 |
| Certificates of participation in pools of residential mortgages | $464,170,000 | 115 |
| Issued or guaranteed by U.S. | $449,601,000 | 112 |
| Privately issued | $14,569,000 | 58 |
| Collaterized mortgage obligations | $165,012,000 | 201 |
| CMOs issued by government agencies or sponsored agencies | $137,281,000 | 165 |
| Privately issued | $27,731,000 | 278 |
| 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) | $25,000 | 3,498 |
| Available-for-sale securities (fair market value) | $858,835,000 | 158 |
| Total debt securities | $858,860,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $4,166,000 | 164 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $892,371,000 | 173 |
| U.S. Government securities | $703,158,000 | 154 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $703,158,000 | 151 |
| Securities issued by states & political subdivisions | $144,340,000 | 101 |
| Other domestic debt securities | $44,848,000 | 328 |
| Privately issued residential mortgage-backed securities | $44,848,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $25,000 | 189 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $553,409,000 | 125 |
| Mortgage-backed securities | $641,701,000 | 140 |
| Certificates of participation in pools of residential mortgages | $476,124,000 | 109 |
| Issued or guaranteed by U.S. | $460,232,000 | 107 |
| Privately issued | $15,892,000 | 55 |
| Collaterized mortgage obligations | $165,577,000 | 195 |
| CMOs issued by government agencies or sponsored agencies | $136,621,000 | 161 |
| Privately issued | $28,956,000 | 255 |
| 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) | $25,000 | 3,558 |
| Available-for-sale securities (fair market value) | $892,346,000 | 150 |
| Total debt securities | $892,371,000 | 169 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 457 |
| Fair value | $5,559,000 | 454 |
| Trading account assets | $5,315,000 | 158 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $800,607,000 | 189 |
| U.S. Government securities | $609,575,000 | 172 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $609,575,000 | 167 |
| Securities issued by states & political subdivisions | $145,327,000 | 104 |
| Other domestic debt securities | $45,680,000 | 313 |
| Privately issued residential mortgage-backed securities | $45,680,000 | 199 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $25,000 | 188 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $392,407,000 | 172 |
| Mortgage-backed securities | $525,023,000 | 158 |
| Certificates of participation in pools of residential mortgages | $358,632,000 | 133 |
| Issued or guaranteed by U.S. | $342,337,000 | 129 |
| Privately issued | $16,295,000 | 55 |
| Collaterized mortgage obligations | $166,391,000 | 192 |
| CMOs issued by government agencies or sponsored agencies | $137,006,000 | 151 |
| Privately issued | $29,385,000 | 242 |
| 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) | $25,000 | 3,610 |
| Available-for-sale securities (fair market value) | $800,582,000 | 157 |
| Total debt securities | $800,607,000 | 184 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 572 |
| Fair value | $5,543,000 | 570 |
| Trading account assets | $5,079,000 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $610,239,000 | 227 |
| U.S. Government securities | $432,875,000 | 226 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $432,875,000 | 216 |
| Securities issued by states & political subdivisions | $143,866,000 | 102 |
| Other domestic debt securities | $33,473,000 | 365 |
| Privately issued residential mortgage-backed securities | $33,473,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $25,000 | 189 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,969,000 | 181 |
| Mortgage-backed securities | $337,583,000 | 212 |
| Certificates of participation in pools of residential mortgages | $183,744,000 | 218 |
| Issued or guaranteed by U.S. | $166,855,000 | 234 |
| Privately issued | $16,889,000 | 58 |
| Collaterized mortgage obligations | $153,839,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $137,255,000 | 155 |
| Privately issued | $16,584,000 | 309 |
| 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) | $25,000 | 3,651 |
| Available-for-sale securities (fair market value) | $610,214,000 | 192 |
| Total debt securities | $610,239,000 | 222 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 602 |
| Fair value | $5,483,000 | 595 |
| Trading account assets | $5,147,000 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $628,124,000 | 225 |
| U.S. Government securities | $444,613,000 | 226 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $444,613,000 | 219 |
| Securities issued by states & political subdivisions | $148,129,000 | 97 |
| Other domestic debt securities | $35,107,000 | 353 |
| Privately issued residential mortgage-backed securities | $35,107,000 | 225 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $275,000 | 132 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,985,000 | 194 |
| Mortgage-backed securities | $350,502,000 | 208 |
| Certificates of participation in pools of residential mortgages | $196,309,000 | 211 |
| Issued or guaranteed by U.S. | $178,442,000 | 225 |
| Privately issued | $17,867,000 | 57 |
| Collaterized mortgage obligations | $154,193,000 | 205 |
| CMOs issued by government agencies or sponsored agencies | $136,953,000 | 155 |
| Privately issued | $17,240,000 | 291 |
| 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) | $275,000 | 3,301 |
| Available-for-sale securities (fair market value) | $627,849,000 | 189 |
| Total debt securities | $628,124,000 | 218 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 636 |
| Fair value | $5,505,000 | 634 |
| Trading account assets | $4,576,000 | 199 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $669,085,000 | 221 |
| U.S. Government securities | $484,574,000 | 218 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $484,574,000 | 208 |
| Securities issued by states & political subdivisions | $147,982,000 | 94 |
| Other domestic debt securities | $36,254,000 | 338 |
| Privately issued residential mortgage-backed securities | $36,254,000 | 209 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $275,000 | 132 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,820,000 | 191 |
| Mortgage-backed securities | $365,238,000 | 198 |
| Certificates of participation in pools of residential mortgages | $203,799,000 | 211 |
| Issued or guaranteed by U.S. | $185,027,000 | 221 |
| Privately issued | $18,772,000 | 50 |
| Collaterized mortgage obligations | $161,439,000 | 197 |
| CMOs issued by government agencies or sponsored agencies | $143,957,000 | 152 |
| Privately issued | $17,482,000 | 283 |
| 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) | $275,000 | 3,382 |
| Available-for-sale securities (fair market value) | $668,810,000 | 187 |
| Total debt securities | $669,085,000 | 212 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 666 |
| Fair value | $5,486,000 | 667 |
| Trading account assets | $4,543,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $687,185,000 | 222 |
| U.S. Government securities | $498,877,000 | 212 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $498,877,000 | 206 |
| Securities issued by states & political subdivisions | $150,806,000 | 93 |
| Other domestic debt securities | $37,227,000 | 335 |
| Privately issued residential mortgage-backed securities | $37,227,000 | 208 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $275,000 | 133 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $380,134,000 | 184 |
| Mortgage-backed securities | $380,937,000 | 200 |
| Certificates of participation in pools of residential mortgages | $211,508,000 | 210 |
| Issued or guaranteed by U.S. | $192,091,000 | 214 |
| Privately issued | $19,417,000 | 56 |
| Collaterized mortgage obligations | $169,429,000 | 190 |
| CMOs issued by government agencies or sponsored agencies | $151,619,000 | 150 |
| Privately issued | $17,810,000 | 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) | $275,000 | 3,466 |
| Available-for-sale securities (fair market value) | $686,910,000 | 188 |
| Total debt securities | $687,185,000 | 217 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 723 |
| Fair value | $5,486,000 | 721 |
| Trading account assets | $4,214,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $677,482,000 | 228 |
| U.S. Government securities | $515,697,000 | 214 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $515,697,000 | 209 |
| Securities issued by states & political subdivisions | $124,005,000 | 110 |
| Other domestic debt securities | $37,505,000 | 334 |
| Privately issued residential mortgage-backed securities | $37,505,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $275,000 | 144 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $364,289,000 | 194 |
| Mortgage-backed securities | $384,727,000 | 209 |
| Certificates of participation in pools of residential mortgages | $214,754,000 | 216 |
| Issued or guaranteed by U.S. | $194,568,000 | 227 |
| Privately issued | $20,186,000 | 55 |
| Collaterized mortgage obligations | $169,973,000 | 188 |
| CMOs issued by government agencies or sponsored agencies | $152,654,000 | 148 |
| Privately issued | $17,319,000 | 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) | $275,000 | 3,518 |
| Available-for-sale securities (fair market value) | $677,207,000 | 193 |
| Total debt securities | $677,483,000 | 223 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 779 |
| Fair value | $5,391,000 | 779 |
| Trading account assets | $4,122,000 | 105 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $704,177,000 | 226 |
| U.S. Government securities | $537,467,000 | 215 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $537,467,000 | 206 |
| Securities issued by states & political subdivisions | $126,898,000 | 107 |
| Other domestic debt securities | $39,537,000 | 325 |
| Privately issued residential mortgage-backed securities | $39,537,000 | 204 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $275,000 | 145 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $402,464,000 | 186 |
| Mortgage-backed securities | $377,572,000 | 212 |
| Certificates of participation in pools of residential mortgages | $200,828,000 | 237 |
| Issued or guaranteed by U.S. | $179,258,000 | 251 |
| Privately issued | $21,570,000 | 52 |
| Collaterized mortgage obligations | $176,744,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $158,777,000 | 148 |
| Privately issued | $17,967,000 | 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) | $275,000 | 3,580 |
| Available-for-sale securities (fair market value) | $703,902,000 | 193 |
| Total debt securities | $704,177,000 | 224 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 780 |
| Fair value | $5,441,000 | 782 |
| Trading account assets | $4,143,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $656,753,000 | 246 |
| U.S. Government securities | $503,790,000 | 231 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $503,790,000 | 222 |
| Securities issued by states & political subdivisions | $111,124,000 | 120 |
| Other domestic debt securities | $41,564,000 | 329 |
| Privately issued residential mortgage-backed securities | $41,564,000 | 201 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $275,000 | 140 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $394,799,000 | 191 |
| Mortgage-backed securities | $344,997,000 | 239 |
| Certificates of participation in pools of residential mortgages | $161,898,000 | 291 |
| Issued or guaranteed by U.S. | $138,898,000 | 321 |
| Privately issued | $23,000,000 | 46 |
| Collaterized mortgage obligations | $183,099,000 | 178 |
| CMOs issued by government agencies or sponsored agencies | $164,535,000 | 150 |
| Privately issued | $18,564,000 | 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) | $275,000 | 3,649 |
| Available-for-sale securities (fair market value) | $656,478,000 | 207 |
| Total debt securities | $656,753,000 | 242 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 783 |
| Fair value | $5,486,000 | 786 |
| Trading account assets | $3,705,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $636,780,000 | 248 |
| U.S. Government securities | $518,297,000 | 227 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $518,297,000 | 220 |
| Securities issued by states & political subdivisions | $73,951,000 | 201 |
| Other domestic debt securities | $44,257,000 | 317 |
| Privately issued residential mortgage-backed securities | $44,257,000 | 190 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $275,000 | 144 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $418,656,000 | 177 |
| Mortgage-backed securities | $361,317,000 | 231 |
| Certificates of participation in pools of residential mortgages | $171,761,000 | 278 |
| Issued or guaranteed by U.S. | $146,651,000 | 307 |
| Privately issued | $25,110,000 | 46 |
| Collaterized mortgage obligations | $189,556,000 | 182 |
| CMOs issued by government agencies or sponsored agencies | $170,409,000 | 149 |
| Privately issued | $19,147,000 | 267 |
| 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) | $275,000 | 3,703 |
| Available-for-sale securities (fair market value) | $636,505,000 | 205 |
| Total debt securities | $636,780,000 | 245 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 777 |
| Fair value | $5,538,000 | 777 |
| Trading account assets | $3,807,000 | 97 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $547,320,000 | 277 |
| U.S. Government securities | $460,529,000 | 240 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $460,529,000 | 234 |
| Securities issued by states & political subdivisions | $58,379,000 | 265 |
| Other domestic debt securities | $28,137,000 | 422 |
| Privately issued residential mortgage-backed securities | $28,137,000 | 244 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $275,000 | 145 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $356,820,000 | 195 |
| Mortgage-backed securities | $285,646,000 | 266 |
| Certificates of participation in pools of residential mortgages | $175,254,000 | 276 |
| Issued or guaranteed by U.S. | $147,117,000 | 313 |
| Privately issued | $28,137,000 | 46 |
| Collaterized mortgage obligations | $110,392,000 | 255 |
| CMOs issued by government agencies or sponsored agencies | $110,392,000 | 198 |
| 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) | $275,000 | 3,754 |
| Available-for-sale securities (fair market value) | $547,045,000 | 234 |
| Total debt securities | $547,320,000 | 271 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 770 |
| Fair value | $5,561,000 | 770 |
| Trading account assets | $3,618,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $530,038,000 | 289 |
| U.S. Government securities | $454,038,000 | 255 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $454,038,000 | 245 |
| Securities issued by states & political subdivisions | $44,812,000 | 360 |
| Other domestic debt securities | $30,913,000 | 400 |
| Privately issued residential mortgage-backed securities | $30,913,000 | 221 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $275,000 | 152 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $309,296,000 | 214 |
| Mortgage-backed securities | $293,991,000 | 270 |
| Certificates of participation in pools of residential mortgages | $183,774,000 | 268 |
| Issued or guaranteed by U.S. | $152,861,000 | 309 |
| Privately issued | $30,913,000 | 39 |
| Collaterized mortgage obligations | $110,217,000 | 261 |
| CMOs issued by government agencies or sponsored agencies | $110,217,000 | 204 |
| 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) | $275,000 | 3,797 |
| Available-for-sale securities (fair market value) | $529,763,000 | 244 |
| Total debt securities | $530,038,000 | 282 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 773 |
| Fair value | $5,510,000 | 774 |
| Trading account assets | $3,549,000 | 103 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $533,619,000 | 293 |
| U.S. Government securities | $456,106,000 | 262 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $456,106,000 | 251 |
| Securities issued by states & political subdivisions | $43,607,000 | 383 |
| Other domestic debt securities | $33,631,000 | 391 |
| Privately issued residential mortgage-backed securities | $33,631,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $275,000 | 150 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $303,775,000 | 211 |
| Mortgage-backed securities | $296,044,000 | 276 |
| Certificates of participation in pools of residential mortgages | $180,351,000 | 279 |
| Issued or guaranteed by U.S. | $146,720,000 | 328 |
| Privately issued | $33,631,000 | 36 |
| Collaterized mortgage obligations | $115,693,000 | 262 |
| CMOs issued by government agencies or sponsored agencies | $115,693,000 | 206 |
| 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) | $275,000 | 3,859 |
| Available-for-sale securities (fair market value) | $533,344,000 | 250 |
| Total debt securities | $533,619,000 | 284 |
| Structured notes | ||
| Amortized cost | $5,556,000 | 747 |
| Fair value | $5,564,000 | 745 |
| Trading account assets | $2,927,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $553,934,000 | 284 |
| U.S. Government securities | $482,802,000 | 241 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $482,802,000 | 233 |
| Securities issued by states & political subdivisions | $45,437,000 | 365 |
| Other domestic debt securities | $25,420,000 | 464 |
| Privately issued residential mortgage-backed securities | $25,420,000 | 227 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $275,000 | 153 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,684,000 | 219 |
| Mortgage-backed securities | $303,745,000 | 272 |
| Certificates of participation in pools of residential mortgages | $180,137,000 | 283 |
| Issued or guaranteed by U.S. | $154,717,000 | 314 |
| Privately issued | $25,420,000 | 39 |
| Collaterized mortgage obligations | $123,608,000 | 247 |
| CMOs issued by government agencies or sponsored agencies | $123,608,000 | 193 |
| 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) | $275,000 | 3,928 |
| Available-for-sale securities (fair market value) | $553,659,000 | 246 |
| Total debt securities | $553,934,000 | 278 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 429 |
| Fair value | $10,019,000 | 428 |
| Trading account assets | $2,658,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $564,398,000 | 288 |
| U.S. Government securities | $519,211,000 | 239 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $519,211,000 | 231 |
| Securities issued by states & political subdivisions | $44,889,000 | 349 |
| Other domestic debt securities | $23,000 | 3,610 |
| Privately issued residential mortgage-backed securities | $23,000 | 1,128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $275,000 | 157 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,107,000 | 224 |
| Mortgage-backed securities | $266,030,000 | 304 |
| Certificates of participation in pools of residential mortgages | $135,299,000 | 361 |
| Issued or guaranteed by U.S. | $135,299,000 | 358 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $130,731,000 | 244 |
| CMOs issued by government agencies or sponsored agencies | $130,708,000 | 193 |
| Privately issued | $23,000 | 1,031 |
| 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) | $275,000 | 3,970 |
| Available-for-sale securities (fair market value) | $564,123,000 | 248 |
| Total debt securities | $564,398,000 | 279 |
| Structured notes | ||
| Amortized cost | $10,000,000 | 405 |
| Fair value | $9,878,000 | 406 |
| Trading account assets | $2,775,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $577,480,000 | 282 |
| U.S. Government securities | $529,751,000 | 227 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $529,751,000 | 221 |
| Securities issued by states & political subdivisions | $47,179,000 | 345 |
| Other domestic debt securities | $25,000 | 3,697 |
| Privately issued residential mortgage-backed securities | $25,000 | 1,188 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $525,000 | 128 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $303,246,000 | 220 |
| Mortgage-backed securities | $280,837,000 | 298 |
| Certificates of participation in pools of residential mortgages | $137,438,000 | 357 |
| Issued or guaranteed by U.S. | $137,438,000 | 354 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $143,399,000 | 237 |
| CMOs issued by government agencies or sponsored agencies | $143,374,000 | 187 |
| Privately issued | $25,000 | 1,082 |
| 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) | $525,000 | 3,723 |
| Available-for-sale securities (fair market value) | $576,955,000 | 250 |
| Total debt securities | $577,480,000 | 278 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $2,588,000 | 98 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $488,302,000 | 324 |
| U.S. Government securities | $439,588,000 | 281 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $439,588,000 | 269 |
| Securities issued by states & political subdivisions | $48,162,000 | 335 |
| Other domestic debt securities | $27,000 | 3,742 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,047 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $525,000 | 135 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,134,000 | 233 |
| Mortgage-backed securities | $259,372,000 | 323 |
| Certificates of participation in pools of residential mortgages | $143,072,000 | 353 |
| Issued or guaranteed by U.S. | $143,072,000 | 349 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $116,300,000 | 265 |
| CMOs issued by government agencies or sponsored agencies | $116,273,000 | 235 |
| Privately issued | $27,000 | 906 |
| 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) | $525,000 | 3,760 |
| Available-for-sale securities (fair market value) | $487,777,000 | 281 |
| Total debt securities | $488,302,000 | 315 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $2,258,000 | 113 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $498,074,000 | 316 |
| U.S. Government securities | $446,620,000 | 275 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $446,620,000 | 262 |
| Securities issued by states & political subdivisions | $50,901,000 | 310 |
| Other domestic debt securities | $28,000 | 3,852 |
| Privately issued residential mortgage-backed securities | $28,000 | 1,129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $525,000 | 139 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $269,941,000 | 222 |
| Mortgage-backed securities | $265,076,000 | 319 |
| Certificates of participation in pools of residential mortgages | $151,763,000 | 330 |
| Issued or guaranteed by U.S. | $151,763,000 | 324 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $113,313,000 | 272 |
| CMOs issued by government agencies or sponsored agencies | $113,285,000 | 239 |
| Privately issued | $28,000 | 979 |
| 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) | $525,000 | 3,817 |
| Available-for-sale securities (fair market value) | $497,549,000 | 275 |
| Total debt securities | $498,074,000 | 307 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $2,164,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $497,167,000 | 314 |
| U.S. Government securities | $444,088,000 | 276 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $444,088,000 | 266 |
| Securities issued by states & political subdivisions | $52,223,000 | 291 |
| Other domestic debt securities | $31,000 | 3,894 |
| Privately issued residential mortgage-backed securities | $31,000 | 1,175 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $825,000 | 118 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $278,064,000 | 211 |
| Mortgage-backed securities | $286,204,000 | 307 |
| Certificates of participation in pools of residential mortgages | $140,813,000 | 355 |
| Issued or guaranteed by U.S. | $140,813,000 | 350 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $145,391,000 | 243 |
| CMOs issued by government agencies or sponsored agencies | $145,360,000 | 213 |
| Privately issued | $31,000 | 1,032 |
| 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) | $825,000 | 3,599 |
| Available-for-sale securities (fair market value) | $496,342,000 | 280 |
| Total debt securities | $497,167,000 | 307 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $2,061,000 | 117 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $544,527,000 | 295 |
| U.S. Government securities | $490,633,000 | 259 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $490,633,000 | 247 |
| Securities issued by states & political subdivisions | $53,034,000 | 276 |
| Other domestic debt securities | $35,000 | 3,946 |
| Privately issued residential mortgage-backed securities | $35,000 | 1,192 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $825,000 | 115 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $298,571,000 | 198 |
| Mortgage-backed securities | $333,474,000 | 276 |
| Certificates of participation in pools of residential mortgages | $126,360,000 | 383 |
| Issued or guaranteed by U.S. | $126,360,000 | 379 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $207,114,000 | 199 |
| CMOs issued by government agencies or sponsored agencies | $207,079,000 | 172 |
| Privately issued | $35,000 | 1,049 |
| 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) | $825,000 | 3,648 |
| Available-for-sale securities (fair market value) | $543,702,000 | 258 |
| Total debt securities | $544,527,000 | 290 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $1,795,000 | 120 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $501,605,000 | 299 |
| U.S. Government securities | $447,268,000 | 265 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $447,268,000 | 255 |
| Securities issued by states & political subdivisions | $53,474,000 | 265 |
| Other domestic debt securities | $38,000 | 3,984 |
| Privately issued residential mortgage-backed securities | $38,000 | 1,212 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $825,000 | 113 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,075,000 | 210 |
| Mortgage-backed securities | $289,580,000 | 284 |
| Certificates of participation in pools of residential mortgages | $55,199,000 | 662 |
| Issued or guaranteed by U.S. | $55,199,000 | 656 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $234,381,000 | 169 |
| CMOs issued by government agencies or sponsored agencies | $234,343,000 | 146 |
| Privately issued | $38,000 | 1,075 |
| 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) | $825,000 | 3,730 |
| Available-for-sale securities (fair market value) | $500,780,000 | 255 |
| Total debt securities | $501,605,000 | 289 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $1,722,000 | 121 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $494,208,000 | 280 |
| U.S. Government securities | $430,670,000 | 241 |
| U.S. Treasury securities | $10,078,000 | 463 |
| U.S. Government agency obligations | $420,592,000 | 230 |
| Securities issued by states & political subdivisions | $62,637,000 | 201 |
| Other domestic debt securities | $51,000 | 4,027 |
| Privately issued residential mortgage-backed securities | $51,000 | 1,285 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $850,000 | 116 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $322,286,000 | 172 |
| Mortgage-backed securities | $276,632,000 | 268 |
| Certificates of participation in pools of residential mortgages | $82,647,000 | 438 |
| Issued or guaranteed by U.S. | $82,647,000 | 433 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $193,985,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $193,934,000 | 152 |
| Privately issued | $51,000 | 1,144 |
| 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) | $850,000 | 3,953 |
| Available-for-sale securities (fair market value) | $493,358,000 | 237 |
| Total debt securities | $494,208,000 | 273 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $1,699,000 | 123 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $521,744,000 | 251 |
| U.S. Government securities | $440,164,000 | 229 |
| U.S. Treasury securities | $55,295,000 | 148 |
| U.S. Government agency obligations | $384,869,000 | 239 |
| Securities issued by states & political subdivisions | $69,108,000 | 160 |
| Other domestic debt securities | $65,000 | 3,701 |
| Privately issued residential mortgage-backed securities | $65,000 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $850,000 | 111 |
| Equity securities | $11,557,000 | 454 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $355,463,000 | 163 |
| Mortgage-backed securities | $208,181,000 | 296 |
| Certificates of participation in pools of residential mortgages | $84,076,000 | 380 |
| Issued or guaranteed by U.S. | $84,076,000 | 374 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $124,105,000 | 220 |
| CMOs issued by government agencies or sponsored agencies | $124,040,000 | 188 |
| Privately issued | $65,000 | 1,057 |
| 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) | $69,958,000 | 369 |
| Available-for-sale securities (fair market value) | $451,786,000 | 227 |
| Total debt securities | $510,187,000 | 247 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $449,007,000 | 319 |
| U.S. Government securities | $364,236,000 | 294 |
| U.S. Treasury securities | $54,884,000 | 191 |
| U.S. Government agency obligations | $309,352,000 | 309 |
| Securities issued by states & political subdivisions | $68,242,000 | 171 |
| Other domestic debt securities | $84,000 | 3,588 |
| Privately issued residential mortgage-backed securities | $84,000 | 1,242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $850,000 | 126 |
| Equity securities | $15,595,000 | 359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $285,277,000 | 213 |
| Mortgage-backed securities | $199,112,000 | 342 |
| Certificates of participation in pools of residential mortgages | $92,184,000 | 369 |
| Issued or guaranteed by U.S. | $92,184,000 | 359 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $106,928,000 | 263 |
| CMOs issued by government agencies or sponsored agencies | $106,844,000 | 223 |
| Privately issued | $84,000 | 1,079 |
| 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) | $69,092,000 | 396 |
| Available-for-sale securities (fair market value) | $379,915,000 | 295 |
| Total debt securities | $433,412,000 | 314 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $442,664,000 | 320 |
| U.S. Government securities | $351,284,000 | 307 |
| U.S. Treasury securities | $110,878,000 | 133 |
| U.S. Government agency obligations | $240,406,000 | 394 |
| Securities issued by states & political subdivisions | $74,609,000 | 156 |
| Other domestic debt securities | $124,000 | 3,369 |
| Privately issued residential mortgage-backed securities | $124,000 | 1,189 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $825,000 | 121 |
| Equity securities | $15,822,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $252,412,000 | 191 |
| Mortgage-backed securities | $189,204,000 | 371 |
| Certificates of participation in pools of residential mortgages | $99,510,000 | 378 |
| Issued or guaranteed by U.S. | $99,510,000 | 369 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $89,694,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $89,570,000 | 248 |
| Privately issued | $124,000 | 1,015 |
| 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) | $75,434,000 | 378 |
| Available-for-sale securities (fair market value) | $367,230,000 | 296 |
| Total debt securities | $426,842,000 | 317 |
| Structured notes | ||
| Amortized cost | $4,992,000 | 158 |
| Fair value | $5,056,000 | 133 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $482,532,000 | 300 |
| U.S. Government securities | $398,976,000 | 289 |
| U.S. Treasury securities | $205,784,000 | 105 |
| U.S. Government agency obligations | $193,192,000 | 452 |
| Securities issued by states & political subdivisions | $65,034,000 | 150 |
| Other domestic debt securities | $169,000 | 3,019 |
| Privately issued residential mortgage-backed securities | $169,000 | 1,098 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $825,000 | 128 |
| Equity securities | $17,528,000 | 264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $310,545,000 | 158 |
| Mortgage-backed securities | $180,015,000 | 379 |
| Certificates of participation in pools of residential mortgages | $96,000,000 | 403 |
| Issued or guaranteed by U.S. | $96,000,000 | 398 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $84,015,000 | 276 |
| CMOs issued by government agencies or sponsored agencies | $83,846,000 | 254 |
| Privately issued | $169,000 | 891 |
| 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) | $65,859,000 | 532 |
| Available-for-sale securities (fair market value) | $416,673,000 | 263 |
| Total debt securities | $465,004,000 | 300 |
| Structured notes | ||
| Amortized cost | $5,980,000 | 237 |
| Fair value | $6,020,000 | 226 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $403,905,000 | 368 |
| U.S. Government securities | $328,602,000 | 365 |
| U.S. Treasury securities | $123,738,000 | 198 |
| U.S. Government agency obligations | $204,864,000 | 455 |
| Securities issued by states & political subdivisions | $62,948,000 | 153 |
| Other domestic debt securities | $216,000 | 3,343 |
| Privately issued residential mortgage-backed securities | $216,000 | 1,296 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $575,000 | 175 |
| Equity securities | $11,564,000 | 368 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,669,000 | 177 |
| Mortgage-backed securities | $160,004,000 | 436 |
| Certificates of participation in pools of residential mortgages | $159,788,000 | 298 |
| Issued or guaranteed by U.S. | $159,788,000 | 290 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $216,000 | 4,985 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $216,000 | 1,052 |
| 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) | $63,523,000 | 620 |
| Available-for-sale securities (fair market value) | $340,382,000 | 307 |
| Total debt securities | $392,341,000 | 366 |
| Structured notes | ||
| Amortized cost | $17,793,000 | 76 |
| Fair value | $17,802,000 | 74 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $438,477,000 | 356 |
| U.S. Government securities | $361,378,000 | 359 |
| U.S. Treasury securities | $111,688,000 | 248 |
| U.S. Government agency obligations | $249,690,000 | 375 |
| Securities issued by states & political subdivisions | $67,111,000 | 143 |
| Other domestic debt securities | $356,000 | 3,523 |
| Privately issued residential mortgage-backed securities | $356,000 | 1,330 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $575,000 | 201 |
| Equity securities | $9,057,000 | 439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $296,354,000 | 201 |
| Mortgage-backed securities | $194,308,000 | 396 |
| Certificates of participation in pools of residential mortgages | $193,952,000 | 261 |
| Issued or guaranteed by U.S. | $193,952,000 | 251 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $356,000 | 5,153 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $356,000 | 1,062 |
| 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) | $67,686,000 | 623 |
| Available-for-sale securities (fair market value) | $370,791,000 | 307 |
| Total debt securities | $429,420,000 | 355 |
| Structured notes | ||
| Amortized cost | $16,892,000 | 142 |
| Fair value | $17,012,000 | 138 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $464,760,000 | 355 |
| U.S. Government securities | $389,076,000 | 353 |
| U.S. Treasury securities | $121,294,000 | 292 |
| U.S. Government agency obligations | $267,782,000 | 362 |
| Securities issued by states & political subdivisions | $66,639,000 | 155 |
| Other domestic debt securities | $1,067,000 | 2,698 |
| Privately issued residential mortgage-backed securities | $1,067,000 | 908 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $575,000 | 227 |
| Equity securities | $7,403,000 | 467 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $385,032,000 | 171 |
| Mortgage-backed securities | $217,609,000 | 370 |
| Certificates of participation in pools of residential mortgages | $216,542,000 | 240 |
| Issued or guaranteed by U.S. | $216,542,000 | 232 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,067,000 | 4,417 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $1,067,000 | 704 |
| 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) | $398,926,000 | 253 |
| Available-for-sale securities (fair market value) | $65,834,000 | 874 |
| Total debt securities | $457,357,000 | 353 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $427,868,000 | 383 |
| U.S. Government securities | $353,249,000 | 382 |
| U.S. Treasury securities | $102,804,000 | 376 |
| U.S. Government agency obligations | $250,445,000 | 356 |
| Securities issued by states & political subdivisions | $64,324,000 | 157 |
| Other domestic debt securities | $3,281,000 | 1,792 |
| Privately issued residential mortgage-backed securities | $3,281,000 | 634 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $825,000 | 209 |
| Equity securities | $6,189,000 | 602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,930,000 | 170 |
| Mortgage-backed securities | $221,229,000 | 378 |
| Certificates of participation in pools of residential mortgages | $213,631,000 | 243 |
| Issued or guaranteed by U.S. | $213,631,000 | 218 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $7,598,000 | 2,034 |
| CMOs issued by government agencies or sponsored agencies | $4,317,000 | 2,698 |
| Privately issued | $3,281,000 | 426 |
| 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 | $421,679,000 | 382 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $384,076,000 | 413 |
| U.S. Government securities | $319,358,000 | 394 |
| U.S. Treasury securities | $114,353,000 | 332 |
| U.S. Government agency obligations | $205,005,000 | 405 |
| Securities issued by states & political subdivisions | $50,608,000 | 191 |
| Other domestic debt securities | $7,616,000 | 1,262 |
| Privately issued residential mortgage-backed securities | $7,616,000 | 517 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $850,000 | 205 |
| Equity securities | $5,644,000 | 556 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $188,876,000 | 227 |
| Mortgage-backed securities | $166,014,000 | 449 |
| Certificates of participation in pools of residential mortgages | $154,084,000 | 306 |
| Issued or guaranteed by U.S. | $154,084,000 | 281 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $11,930,000 | 1,480 |
| CMOs issued by government agencies or sponsored agencies | $4,314,000 | 2,610 |
| Privately issued | $7,616,000 | 330 |
| 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 | $378,432,000 | 414 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |