Home > Iberiabank > Securities
Iberiabank, Securities
| 2020-06-30 | Rank | |
| Total securities | $3,533,498,000 | 93 |
| U.S. Government securities | $3,205,890,000 | 79 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $3,205,890,000 | 67 |
| Securities issued by states & political subdivisions | $325,602,000 | 103 |
| Other domestic debt securities | $0 | 2,060 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 475 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $0 | 1,594 |
| Foreign debt securities | $0 | 293 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,075,761,000 | 65 |
| Mortgage-backed securities | $3,059,718,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,202,978,000 | 74 |
| Issued or guaranteed by U.S. | $1,202,978,000 | 74 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $1,150,604,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $1,150,604,000 | 59 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $706,136,000 | 64 |
| Commercial mortgage pass-through securities | $13,328,000 | 341 |
| Other commercial mortgage-backed securities | $692,808,000 | 50 |
| Held to maturity securities (book value) | $173,536,000 | 136 |
| Available-for-sale securities (fair market value) | $3,357,956,000 | 83 |
| Total debt securities | $3,531,492,000 | 92 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $290,047,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $9,871,000 | 97 |
| 2020-03-31 | Rank | |
| Total securities | $4,094,908,000 | 78 |
| U.S. Government securities | $3,751,089,000 | 70 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $3,751,089,000 | 62 |
| Securities issued by states & political subdivisions | $327,892,000 | 87 |
| Other domestic debt securities | $13,939,000 | 578 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 454 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $13,939,000 | 362 |
| Foreign debt securities | $0 | 300 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,448,901,000 | 56 |
| Mortgage-backed securities | $3,608,048,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,288,458,000 | 72 |
| Issued or guaranteed by U.S. | $1,288,458,000 | 72 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $1,606,380,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,606,380,000 | 49 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $713,210,000 | 60 |
| Commercial mortgage pass-through securities | $13,455,000 | 324 |
| Other commercial mortgage-backed securities | $699,755,000 | 47 |
| Held to maturity securities (book value) | $177,960,000 | 138 |
| Available-for-sale securities (fair market value) | $3,914,960,000 | 69 |
| Total debt securities | $4,092,920,000 | 75 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $283,525,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $23,798,000 | 73 |
| 2019-12-31 | Rank | |
| Total securities | $4,118,269,000 | 74 |
| U.S. Government securities | $3,767,808,000 | 70 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $3,767,808,000 | 61 |
| Securities issued by states & political subdivisions | $334,866,000 | 77 |
| Other domestic debt securities | $13,647,000 | 556 |
| Privately issued residential mortgage-backed securities | $0 | 657 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $0 | 432 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $13,647,000 | 348 |
| Foreign debt securities | $0 | 278 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,205,273,000 | 53 |
| Mortgage-backed securities | $3,637,690,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,200,099,000 | 73 |
| Issued or guaranteed by U.S. | $1,200,099,000 | 73 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $1,716,132,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,716,132,000 | 44 |
| Privately issued | $0 | 457 |
| Commercial mortgage-backed securities | $721,459,000 | 56 |
| Commercial mortgage pass-through securities | $12,940,000 | 336 |
| Other commercial mortgage-backed securities | $708,519,000 | 45 |
| Held to maturity securities (book value) | $182,961,000 | 138 |
| Available-for-sale securities (fair market value) | $3,933,360,000 | 63 |
| Total debt securities | $4,116,321,000 | 73 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $104,151,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $11,799,000 | 69 |
| 2019-09-30 | Rank | |
| Total securities | $4,425,051,000 | 73 |
| U.S. Government securities | $4,068,184,000 | 67 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $4,068,184,000 | 58 |
| Securities issued by states & political subdivisions | $341,255,000 | 73 |
| Other domestic debt securities | $13,650,000 | 540 |
| Privately issued residential mortgage-backed securities | $0 | 702 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $0 | 426 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $13,650,000 | 340 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,086,254,000 | 56 |
| Mortgage-backed securities | $3,936,892,000 | 59 |
| Certificates of participation in pools of residential mortgages | $1,265,079,000 | 70 |
| Issued or guaranteed by U.S. | $1,265,079,000 | 70 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $1,915,084,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,915,084,000 | 39 |
| Privately issued | $0 | 463 |
| Commercial mortgage-backed securities | $756,729,000 | 51 |
| Commercial mortgage pass-through securities | $13,186,000 | 336 |
| Other commercial mortgage-backed securities | $743,543,000 | 41 |
| Held to maturity securities (book value) | $185,007,000 | 146 |
| Available-for-sale securities (fair market value) | $4,238,082,000 | 59 |
| Total debt securities | $4,423,089,000 | 71 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $136,235,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $10,851,000 | 80 |
| 2019-06-30 | Rank | |
| Total securities | $4,650,167,000 | 69 |
| U.S. Government securities | $4,280,553,000 | 63 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $4,280,553,000 | 55 |
| Securities issued by states & political subdivisions | $354,139,000 | 72 |
| Other domestic debt securities | $13,533,000 | 531 |
| Privately issued residential mortgage-backed securities | $0 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $13,533,000 | 345 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,170,375,000 | 54 |
| Mortgage-backed securities | $4,144,819,000 | 55 |
| Certificates of participation in pools of residential mortgages | $1,321,949,000 | 68 |
| Issued or guaranteed by U.S. | $1,321,949,000 | 68 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $2,063,834,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $2,063,834,000 | 36 |
| Privately issued | $0 | 476 |
| Commercial mortgage-backed securities | $759,036,000 | 48 |
| Commercial mortgage pass-through securities | $13,058,000 | 345 |
| Other commercial mortgage-backed securities | $745,978,000 | 39 |
| Held to maturity securities (book value) | $192,917,000 | 148 |
| Available-for-sale securities (fair market value) | $4,455,308,000 | 55 |
| Total debt securities | $4,648,225,000 | 68 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $107,747,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $12,599,000 | 67 |
| 2019-03-31 | Rank | |
| Total securities | $5,074,650,000 | 66 |
| U.S. Government securities | $4,676,526,000 | 53 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $4,676,526,000 | 48 |
| Securities issued by states & political subdivisions | $360,451,000 | 76 |
| Other domestic debt securities | $35,759,000 | 290 |
| Privately issued residential mortgage-backed securities | $0 | 700 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $0 | 408 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $35,759,000 | 156 |
| Foreign debt securities | $0 | 327 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,296,042,000 | 54 |
| Mortgage-backed securities | $4,541,591,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,448,727,000 | 67 |
| Issued or guaranteed by U.S. | $1,448,727,000 | 67 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,314,437,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,314,437,000 | 34 |
| Privately issued | $0 | 499 |
| Commercial mortgage-backed securities | $778,427,000 | 47 |
| Commercial mortgage pass-through securities | $12,857,000 | 343 |
| Other commercial mortgage-backed securities | $765,570,000 | 39 |
| Held to maturity securities (book value) | $198,958,000 | 148 |
| Available-for-sale securities (fair market value) | $4,873,778,000 | 52 |
| Total debt securities | $5,072,736,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $51,086,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $16,756,000 | 60 |
| 2018-12-31 | Rank | |
| Total securities | $4,992,909,000 | 65 |
| U.S. Government securities | $4,588,740,000 | 53 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $4,588,740,000 | 50 |
| Securities issued by states & political subdivisions | $367,572,000 | 77 |
| Other domestic debt securities | $34,713,000 | 287 |
| Privately issued residential mortgage-backed securities | $0 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $34,713,000 | 159 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,359,268,000 | 48 |
| Mortgage-backed securities | $4,525,872,000 | 50 |
| Certificates of participation in pools of residential mortgages | $1,478,918,000 | 65 |
| Issued or guaranteed by U.S. | $1,478,918,000 | 65 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,316,623,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,316,623,000 | 33 |
| Privately issued | $0 | 498 |
| Commercial mortgage-backed securities | $730,331,000 | 45 |
| Commercial mortgage pass-through securities | $12,619,000 | 337 |
| Other commercial mortgage-backed securities | $717,712,000 | 40 |
| Held to maturity securities (book value) | $207,446,000 | 152 |
| Available-for-sale securities (fair market value) | $4,783,579,000 | 52 |
| Total debt securities | $4,991,025,000 | 65 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $27,048,000 | 57 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $22,124,000 | 53 |
| 2018-09-30 | Rank | |
| Total securities | $4,849,551,000 | 65 |
| U.S. Government securities | $4,342,592,000 | 59 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $4,342,592,000 | 51 |
| Securities issued by states & political subdivisions | $455,789,000 | 63 |
| Other domestic debt securities | $49,304,000 | 219 |
| Privately issued residential mortgage-backed securities | $0 | 628 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $49,304,000 | 127 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,277,767,000 | 50 |
| Mortgage-backed securities | $4,228,234,000 | 53 |
| Certificates of participation in pools of residential mortgages | $1,416,250,000 | 65 |
| Issued or guaranteed by U.S. | $1,416,250,000 | 65 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,116,597,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,116,597,000 | 35 |
| Privately issued | $0 | 515 |
| Commercial mortgage-backed securities | $695,387,000 | 46 |
| Commercial mortgage pass-through securities | $13,625,000 | 323 |
| Other commercial mortgage-backed securities | $681,762,000 | 39 |
| Held to maturity securities (book value) | $213,561,000 | 150 |
| Available-for-sale securities (fair market value) | $4,634,124,000 | 52 |
| Total debt securities | $4,847,685,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $12,570,000 | 79 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $42,764,000 | 46 |
| 2018-06-30 | Rank | |
| Total securities | $4,873,823,000 | 64 |
| U.S. Government securities | $4,360,294,000 | 58 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $4,360,294,000 | 52 |
| Securities issued by states & political subdivisions | $462,324,000 | 66 |
| Other domestic debt securities | $49,327,000 | 231 |
| Privately issued residential mortgage-backed securities | $0 | 929 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 403 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $49,327,000 | 129 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,295,148,000 | 47 |
| Mortgage-backed securities | $4,249,405,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,412,737,000 | 66 |
| Issued or guaranteed by U.S. | $1,412,737,000 | 66 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $2,198,322,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,198,322,000 | 34 |
| Privately issued | $0 | 544 |
| Commercial mortgage-backed securities | $638,346,000 | 49 |
| Commercial mortgage pass-through securities | $8,681,000 | 406 |
| Other commercial mortgage-backed securities | $629,665,000 | 40 |
| Held to maturity securities (book value) | $221,030,000 | 148 |
| Available-for-sale securities (fair market value) | $4,650,915,000 | 53 |
| Total debt securities | $4,871,945,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $12,913,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $38,608,000 | 45 |
| 2018-03-31 | Rank | |
| Total securities | $4,776,528,000 | 66 |
| U.S. Government securities | $4,297,289,000 | 57 |
| U.S. Treasury securities | $6,824,000 | 517 |
| U.S. Government agency obligations | $4,290,465,000 | 54 |
| Securities issued by states & political subdivisions | $469,438,000 | 64 |
| Other domestic debt securities | $0 | 2,028 |
| Privately issued residential mortgage-backed securities | $0 | 599 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $0 | 393 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $0 | 1,603 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,099,668,000 | 53 |
| Mortgage-backed securities | $4,175,934,000 | 52 |
| Certificates of participation in pools of residential mortgages | $1,439,516,000 | 64 |
| Issued or guaranteed by U.S. | $1,439,516,000 | 64 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $2,169,275,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,169,275,000 | 35 |
| Privately issued | $0 | 557 |
| Commercial mortgage-backed securities | $567,143,000 | 49 |
| Commercial mortgage pass-through securities | $8,849,000 | 320 |
| Other commercial mortgage-backed securities | $558,294,000 | 39 |
| Held to maturity securities (book value) | $224,241,000 | 145 |
| Available-for-sale securities (fair market value) | $4,542,486,000 | 53 |
| Total debt securities | $4,766,727,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $17,072,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $17,072,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $32,154,000 | 45 |
| 2017-12-31 | Rank | |
| Total securities | $4,817,380,000 | 65 |
| U.S. Government securities | $4,299,738,000 | 57 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $4,299,738,000 | 53 |
| Securities issued by states & political subdivisions | $480,938,000 | 64 |
| Other domestic debt securities | $0 | 2,035 |
| Privately issued residential mortgage-backed securities | $0 | 609 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 366 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $0 | 1,619 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $36,704,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,122,324,000 | 51 |
| Mortgage-backed securities | $4,182,487,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,476,193,000 | 63 |
| Issued or guaranteed by U.S. | $1,476,193,000 | 63 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $2,166,026,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,166,026,000 | 35 |
| Privately issued | $0 | 573 |
| Commercial mortgage-backed securities | $540,268,000 | 48 |
| Commercial mortgage pass-through securities | $5,980,000 | 396 |
| Other commercial mortgage-backed securities | $534,288,000 | 39 |
| Held to maturity securities (book value) | $227,318,000 | 145 |
| Available-for-sale securities (fair market value) | $4,590,062,000 | 53 |
| Total debt securities | $4,780,676,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $31,265,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $31,265,000 | 42 |
| Revaluation losses on off-balance sheet contracts | $25,154,000 | 46 |
| 2017-09-30 | Rank | |
| Total securities | $4,912,245,000 | 62 |
| U.S. Government securities | $4,443,877,000 | 54 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $4,443,877,000 | 51 |
| Securities issued by states & political subdivisions | $431,423,000 | 69 |
| Other domestic debt securities | $0 | 2,063 |
| Privately issued residential mortgage-backed securities | $0 | 623 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 365 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $0 | 1,656 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $36,945,000 | 45 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,893,762,000 | 55 |
| Mortgage-backed securities | $4,300,285,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,459,825,000 | 63 |
| Issued or guaranteed by U.S. | $1,459,825,000 | 63 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $2,299,799,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,299,799,000 | 33 |
| Privately issued | $0 | 584 |
| Commercial mortgage-backed securities | $540,661,000 | 46 |
| Commercial mortgage pass-through securities | $6,152,000 | 396 |
| Other commercial mortgage-backed securities | $534,509,000 | 40 |
| Held to maturity securities (book value) | $175,906,000 | 175 |
| Available-for-sale securities (fair market value) | $4,736,339,000 | 51 |
| Total debt securities | $4,875,300,000 | 62 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $31,779,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $31,779,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $28,453,000 | 39 |
| 2017-06-30 | Rank | |
| Total securities | $4,093,816,000 | 64 |
| U.S. Government securities | $3,709,610,000 | 60 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $3,709,610,000 | 56 |
| Securities issued by states & political subdivisions | $361,612,000 | 82 |
| Other domestic debt securities | $16,707,000 | 444 |
| Privately issued residential mortgage-backed securities | $0 | 645 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $0 | 352 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $16,707,000 | 312 |
| Foreign debt securities | $0 | 346 |
| Equity securities | $5,887,000 | 195 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,657,573,000 | 64 |
| Mortgage-backed securities | $3,462,907,000 | 60 |
| Certificates of participation in pools of residential mortgages | $1,262,228,000 | 65 |
| Issued or guaranteed by U.S. | $1,262,228,000 | 64 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,768,570,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,768,570,000 | 39 |
| Privately issued | $0 | 606 |
| Commercial mortgage-backed securities | $432,109,000 | 55 |
| Commercial mortgage pass-through securities | $1,670,000 | 708 |
| Other commercial mortgage-backed securities | $430,439,000 | 48 |
| Held to maturity securities (book value) | $84,517,000 | 285 |
| Available-for-sale securities (fair market value) | $4,009,299,000 | 53 |
| Total debt securities | $4,087,929,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $32,900,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $32,900,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $28,684,000 | 39 |
| 2017-03-31 | Rank | |
| Total securities | $3,909,971,000 | 66 |
| U.S. Government securities | $3,527,955,000 | 61 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $3,527,955,000 | 56 |
| Securities issued by states & political subdivisions | $359,405,000 | 81 |
| Other domestic debt securities | $16,757,000 | 449 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $16,757,000 | 321 |
| Foreign debt securities | $0 | 350 |
| Equity securities | $5,854,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,649,806,000 | 66 |
| Mortgage-backed securities | $3,229,664,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,203,769,000 | 66 |
| Issued or guaranteed by U.S. | $1,203,769,000 | 65 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $1,686,266,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $1,686,266,000 | 39 |
| Privately issued | $0 | 642 |
| Commercial mortgage-backed securities | $339,629,000 | 62 |
| Commercial mortgage pass-through securities | $1,681,000 | 681 |
| Other commercial mortgage-backed securities | $337,948,000 | 52 |
| Held to maturity securities (book value) | $86,018,000 | 294 |
| Available-for-sale securities (fair market value) | $3,823,953,000 | 54 |
| Total debt securities | $3,904,117,000 | 64 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $34,172,000 | 48 |
| Revaluation gains on off-balance sheet contracts | $34,172,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $27,068,000 | 41 |
| 2016-12-31 | Rank | |
| Total securities | $3,535,313,000 | 69 |
| U.S. Government securities | $3,164,769,000 | 65 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $3,164,769,000 | 59 |
| Securities issued by states & political subdivisions | $347,924,000 | 85 |
| Other domestic debt securities | $16,766,000 | 438 |
| Privately issued residential mortgage-backed securities | $0 | 708 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $0 | 358 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $16,766,000 | 305 |
| Foreign debt securities | $0 | 347 |
| Equity securities | $5,854,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,506,124,000 | 67 |
| Mortgage-backed securities | $2,876,200,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,211,952,000 | 66 |
| Issued or guaranteed by U.S. | $1,211,952,000 | 65 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $1,366,723,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,366,723,000 | 45 |
| Privately issued | $0 | 666 |
| Commercial mortgage-backed securities | $297,525,000 | 66 |
| Commercial mortgage pass-through securities | $1,698,000 | 649 |
| Other commercial mortgage-backed securities | $295,827,000 | 55 |
| Held to maturity securities (book value) | $89,216,000 | 284 |
| Available-for-sale securities (fair market value) | $3,446,097,000 | 59 |
| Total debt securities | $3,529,458,000 | 66 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $38,886,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $38,886,000 | 41 |
| Revaluation losses on off-balance sheet contracts | $30,203,000 | 42 |
| 2016-09-30 | Rank | |
| Total securities | $2,976,066,000 | 84 |
| U.S. Government securities | $2,635,436,000 | 71 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $2,635,436,000 | 68 |
| Securities issued by states & political subdivisions | $317,803,000 | 89 |
| Other domestic debt securities | $16,784,000 | 438 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $0 | 360 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $16,784,000 | 305 |
| Foreign debt securities | $0 | 338 |
| Equity securities | $6,043,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,263,692,000 | 84 |
| Mortgage-backed securities | $2,336,823,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,103,819,000 | 70 |
| Issued or guaranteed by U.S. | $1,103,819,000 | 69 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $1,030,544,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,030,544,000 | 55 |
| Privately issued | $0 | 671 |
| Commercial mortgage-backed securities | $202,460,000 | 82 |
| Commercial mortgage pass-through securities | $1,717,000 | 593 |
| Other commercial mortgage-backed securities | $200,743,000 | 63 |
| Held to maturity securities (book value) | $90,653,000 | 279 |
| Available-for-sale securities (fair market value) | $2,885,413,000 | 67 |
| Total debt securities | $2,970,021,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $55,804,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $55,804,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $58,939,000 | 40 |
| 2016-06-30 | Rank | |
| Total securities | $2,868,919,000 | 86 |
| U.S. Government securities | $2,538,040,000 | 75 |
| U.S. Treasury securities | $0 | 1,253 |
| U.S. Government agency obligations | $2,538,040,000 | 69 |
| Securities issued by states & political subdivisions | $308,037,000 | 95 |
| Other domestic debt securities | $16,772,000 | 453 |
| Privately issued residential mortgage-backed securities | $0 | 731 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $0 | 370 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,772,000 | 313 |
| Foreign debt securities | $0 | 339 |
| Equity securities | $6,070,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,270,918,000 | 78 |
| Mortgage-backed securities | $2,252,298,000 | 72 |
| Certificates of participation in pools of residential mortgages | $1,101,308,000 | 71 |
| Issued or guaranteed by U.S. | $1,101,308,000 | 70 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $963,317,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $963,317,000 | 56 |
| Privately issued | $0 | 687 |
| Commercial mortgage-backed securities | $187,673,000 | 87 |
| Commercial mortgage pass-through securities | $1,740,000 | 541 |
| Other commercial mortgage-backed securities | $185,933,000 | 65 |
| Held to maturity securities (book value) | $92,904,000 | 286 |
| Available-for-sale securities (fair market value) | $2,776,015,000 | 68 |
| Total debt securities | $2,862,848,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $61,598,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $61,598,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $64,907,000 | 41 |
| 2016-03-31 | Rank | |
| Total securities | $2,851,542,000 | 85 |
| U.S. Government securities | $2,563,594,000 | 75 |
| U.S. Treasury securities | $0 | 1,296 |
| U.S. Government agency obligations | $2,563,594,000 | 67 |
| Securities issued by states & political subdivisions | $255,152,000 | 107 |
| Other domestic debt securities | $26,765,000 | 334 |
| Privately issued residential mortgage-backed securities | $0 | 739 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $10,038,000 | 118 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $16,727,000 | 303 |
| Foreign debt securities | $0 | 334 |
| Equity securities | $6,031,000 | 192 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,385,791,000 | 75 |
| Mortgage-backed securities | $2,253,177,000 | 71 |
| Certificates of participation in pools of residential mortgages | $1,226,638,000 | 68 |
| Issued or guaranteed by U.S. | $1,226,638,000 | 66 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $916,335,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $916,335,000 | 57 |
| Privately issued | $0 | 699 |
| Commercial mortgage-backed securities | $110,204,000 | 105 |
| Commercial mortgage pass-through securities | $1,759,000 | 526 |
| Other commercial mortgage-backed securities | $108,445,000 | 81 |
| Held to maturity securities (book value) | $96,117,000 | 288 |
| Available-for-sale securities (fair market value) | $2,755,425,000 | 67 |
| Total debt securities | $2,845,510,000 | 85 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $48,593,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $48,593,000 | 46 |
| Revaluation losses on off-balance sheet contracts | $48,772,000 | 44 |
| 2015-12-31 | Rank | |
| Total securities | $2,899,214,000 | 82 |
| U.S. Government securities | $2,603,479,000 | 75 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $2,603,479,000 | 67 |
| Securities issued by states & political subdivisions | $257,941,000 | 104 |
| Other domestic debt securities | $31,846,000 | 295 |
| Privately issued residential mortgage-backed securities | $0 | 743 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $10,059,000 | 123 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $21,787,000 | 250 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $5,948,000 | 199 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,365,032,000 | 82 |
| Mortgage-backed securities | $2,293,761,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,299,357,000 | 69 |
| Issued or guaranteed by U.S. | $1,299,357,000 | 66 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $895,716,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $895,716,000 | 58 |
| Privately issued | $0 | 704 |
| Commercial mortgage-backed securities | $98,688,000 | 98 |
| Commercial mortgage pass-through securities | $1,754,000 | 500 |
| Other commercial mortgage-backed securities | $96,934,000 | 80 |
| Held to maturity securities (book value) | $98,928,000 | 287 |
| Available-for-sale securities (fair market value) | $2,800,286,000 | 68 |
| Total debt securities | $2,893,267,000 | 81 |
| Structured notes | ||
| Amortized cost | $0 | 1,623 |
| Fair value | $0 | 1,624 |
| Trading account assets | $34,743,000 | 53 |
| Revaluation gains on off-balance sheet contracts | $34,743,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $29,219,000 | 47 |
| 2015-09-30 | Rank | |
| Total securities | $2,926,135,000 | 80 |
| U.S. Government securities | $2,628,172,000 | 73 |
| U.S. Treasury securities | $0 | 1,303 |
| U.S. Government agency obligations | $2,628,172,000 | 66 |
| Securities issued by states & political subdivisions | $259,949,000 | 101 |
| Other domestic debt securities | $31,999,000 | 292 |
| Privately issued residential mortgage-backed securities | $0 | 760 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $10,044,000 | 124 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $21,955,000 | 244 |
| Foreign debt securities | $0 | 326 |
| Equity securities | $6,015,000 | 202 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,264,353,000 | 78 |
| Mortgage-backed securities | $2,289,021,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,348,141,000 | 64 |
| Issued or guaranteed by U.S. | $1,348,141,000 | 62 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $853,059,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $853,059,000 | 62 |
| Privately issued | $0 | 721 |
| Commercial mortgage-backed securities | $87,821,000 | 102 |
| Commercial mortgage pass-through securities | $1,798,000 | 477 |
| Other commercial mortgage-backed securities | $86,023,000 | 79 |
| Held to maturity securities (book value) | $98,330,000 | 295 |
| Available-for-sale securities (fair market value) | $2,827,805,000 | 66 |
| Total debt securities | $2,920,120,000 | 79 |
| Structured notes | ||
| Amortized cost | $0 | 1,824 |
| Fair value | $0 | 1,825 |
| Trading account assets | $36,633,000 | 56 |
| Revaluation gains on off-balance sheet contracts | $36,633,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $33,318,000 | 48 |
| 2015-06-30 | Rank | |
| Total securities | $2,514,633,000 | 92 |
| U.S. Government securities | $2,297,005,000 | 76 |
| U.S. Treasury securities | $0 | 1,348 |
| U.S. Government agency obligations | $2,297,005,000 | 70 |
| Securities issued by states & political subdivisions | $168,179,000 | 161 |
| Other domestic debt securities | $43,490,000 | 233 |
| Privately issued residential mortgage-backed securities | $0 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $10,355,000 | 125 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $33,135,000 | 173 |
| Foreign debt securities | $0 | 330 |
| Equity securities | $5,959,000 | 198 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,216,081,000 | 85 |
| Mortgage-backed securities | $1,947,624,000 | 74 |
| Certificates of participation in pools of residential mortgages | $1,245,946,000 | 66 |
| Issued or guaranteed by U.S. | $1,245,946,000 | 64 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $676,083,000 | 71 |
| CMOs issued by government agencies or sponsored agencies | $676,083,000 | 68 |
| Privately issued | $0 | 741 |
| Commercial mortgage-backed securities | $25,595,000 | 199 |
| Commercial mortgage pass-through securities | $1,798,000 | 453 |
| Other commercial mortgage-backed securities | $23,797,000 | 132 |
| Held to maturity securities (book value) | $101,475,000 | 279 |
| Available-for-sale securities (fair market value) | $2,413,158,000 | 76 |
| Total debt securities | $2,508,674,000 | 91 |
| Structured notes | ||
| Amortized cost | $526,000 | 1,550 |
| Fair value | $528,000 | 1,552 |
| Trading account assets | $39,705,000 | 50 |
| Revaluation gains on off-balance sheet contracts | $39,705,000 | 40 |
| Revaluation losses on off-balance sheet contracts | $24,514,000 | 47 |
| 2015-03-31 | Rank | |
| Total securities | $2,388,849,000 | 96 |
| U.S. Government securities | $2,229,287,000 | 77 |
| U.S. Treasury securities | $0 | 1,327 |
| U.S. Government agency obligations | $2,229,287,000 | 71 |
| Securities issued by states & political subdivisions | $157,493,000 | 175 |
| Other domestic debt securities | $0 | 2,369 |
| Privately issued residential mortgage-backed securities | $0 | 820 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $0 | 401 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,846 |
| Foreign debt securities | $0 | 332 |
| Equity securities | $2,069,000 | 403 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,301,717,000 | 80 |
| Mortgage-backed securities | $1,869,896,000 | 76 |
| Certificates of participation in pools of residential mortgages | $1,297,312,000 | 64 |
| Issued or guaranteed by U.S. | $1,297,312,000 | 62 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $572,049,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $572,049,000 | 83 |
| Privately issued | $0 | 776 |
| Commercial mortgage-backed securities | $535,000 | 918 |
| Commercial mortgage pass-through securities | $535,000 | 602 |
| Other commercial mortgage-backed securities | $0 | 640 |
| Held to maturity securities (book value) | $113,442,000 | 258 |
| Available-for-sale securities (fair market value) | $2,275,407,000 | 80 |
| Total debt securities | $2,386,780,000 | 96 |
| Structured notes | ||
| Amortized cost | $567,000 | 1,641 |
| Fair value | $573,000 | 1,642 |
| Trading account assets | $41,120,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $41,120,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $35,704,000 | 45 |
| 2014-12-31 | Rank | |
| Total securities | $2,275,813,000 | 93 |
| U.S. Government securities | $2,106,530,000 | 77 |
| U.S. Treasury securities | $0 | 1,361 |
| U.S. Government agency obligations | $2,106,530,000 | 74 |
| Securities issued by states & political subdivisions | $167,787,000 | 157 |
| Other domestic debt securities | $0 | 2,403 |
| Privately issued residential mortgage-backed securities | $0 | 830 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $0 | 400 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $0 | 1,865 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $1,496,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,381,711,000 | 76 |
| Mortgage-backed securities | $1,780,977,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,250,869,000 | 62 |
| Issued or guaranteed by U.S. | $1,250,869,000 | 60 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $529,568,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $529,568,000 | 85 |
| Privately issued | $0 | 785 |
| Commercial mortgage-backed securities | $540,000 | 898 |
| Commercial mortgage pass-through securities | $540,000 | 604 |
| Other commercial mortgage-backed securities | $0 | 605 |
| Held to maturity securities (book value) | $116,960,000 | 244 |
| Available-for-sale securities (fair market value) | $2,158,853,000 | 79 |
| Total debt securities | $2,274,317,000 | 93 |
| Structured notes | ||
| Amortized cost | $621,000 | 1,706 |
| Fair value | $631,000 | 1,704 |
| Trading account assets | $4,105,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $4,105,000 | 77 |
| Revaluation losses on off-balance sheet contracts | $2,557,000 | 86 |
| 2014-09-30 | Rank | |
| Total securities | $2,224,348,000 | 95 |
| U.S. Government securities | $2,051,771,000 | 79 |
| U.S. Treasury securities | $0 | 1,381 |
| U.S. Government agency obligations | $2,051,771,000 | 75 |
| Securities issued by states & political subdivisions | $171,094,000 | 150 |
| Other domestic debt securities | $0 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 863 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $0 | 406 |
| Structured financial products - Total | $0 | 253 |
| Other domestic debt securities - All other | $0 | 1,894 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $1,483,000 | 489 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,445,355,000 | 72 |
| Mortgage-backed securities | $1,686,828,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,188,103,000 | 64 |
| Issued or guaranteed by U.S. | $1,188,103,000 | 62 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $498,179,000 | 98 |
| CMOs issued by government agencies or sponsored agencies | $498,179,000 | 87 |
| Privately issued | $0 | 821 |
| Commercial mortgage-backed securities | $546,000 | 864 |
| Commercial mortgage pass-through securities | $546,000 | 598 |
| Other commercial mortgage-backed securities | $0 | 572 |
| Held to maturity securities (book value) | $120,520,000 | 238 |
| Available-for-sale securities (fair market value) | $2,103,828,000 | 82 |
| Total debt securities | $2,222,865,000 | 95 |
| Structured notes | ||
| Amortized cost | $665,000 | 1,801 |
| Fair value | $682,000 | 1,800 |
| Trading account assets | $5,029,000 | 109 |
| Revaluation gains on off-balance sheet contracts | $5,029,000 | 65 |
| Revaluation losses on off-balance sheet contracts | $2,578,000 | 80 |
| 2014-06-30 | Rank | |
| Total securities | $2,141,198,000 | 103 |
| U.S. Government securities | $1,955,031,000 | 81 |
| U.S. Treasury securities | $0 | 1,342 |
| U.S. Government agency obligations | $1,955,031,000 | 77 |
| Securities issued by states & political subdivisions | $184,680,000 | 128 |
| Other domestic debt securities | $0 | 2,520 |
| Privately issued residential mortgage-backed securities | $0 | 882 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $0 | 427 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $1,487,000 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,483,679,000 | 71 |
| Mortgage-backed securities | $1,570,138,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,170,988,000 | 63 |
| Issued or guaranteed by U.S. | $1,170,988,000 | 62 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $398,598,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $398,598,000 | 105 |
| Privately issued | $0 | 840 |
| Commercial mortgage-backed securities | $552,000 | 851 |
| Commercial mortgage pass-through securities | $552,000 | 589 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $132,245,000 | 220 |
| Available-for-sale securities (fair market value) | $2,008,953,000 | 83 |
| Total debt securities | $2,139,711,000 | 101 |
| Structured notes | ||
| Amortized cost | $713,000 | 1,827 |
| Fair value | $729,000 | 1,822 |
| Trading account assets | $6,994,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $6,994,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $4,270,000 | 68 |
| 2014-03-31 | Rank | |
| Total securities | $2,083,974,000 | 103 |
| U.S. Government securities | $1,894,369,000 | 84 |
| U.S. Treasury securities | $0 | 1,198 |
| U.S. Government agency obligations | $1,894,369,000 | 80 |
| Securities issued by states & political subdivisions | $188,137,000 | 124 |
| Other domestic debt securities | $0 | 2,593 |
| Privately issued residential mortgage-backed securities | $0 | 918 |
| 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 | $1,468,000 | 512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,482,816,000 | 71 |
| Mortgage-backed securities | $1,491,373,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,098,292,000 | 64 |
| Issued or guaranteed by U.S. | $1,098,292,000 | 63 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $392,555,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $392,555,000 | 111 |
| Privately issued | $0 | 874 |
| Commercial mortgage-backed securities | $526,000 | 844 |
| Commercial mortgage pass-through securities | $526,000 | 590 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $150,660,000 | 195 |
| Available-for-sale securities (fair market value) | $1,933,314,000 | 85 |
| Total debt securities | $2,082,506,000 | 103 |
| Structured notes | ||
| Amortized cost | $770,000 | 1,833 |
| Fair value | $791,000 | 1,820 |
| Trading account assets | $4,709,000 | 106 |
| Revaluation gains on off-balance sheet contracts | $4,709,000 | 63 |
| Revaluation losses on off-balance sheet contracts | $1,487,000 | 89 |
| 2013-12-31 | Rank | |
| Total securities | $2,090,906,000 | 101 |
| U.S. Government securities | $1,897,658,000 | 85 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,897,658,000 | 80 |
| Securities issued by states & political subdivisions | $191,769,000 | 119 |
| Other domestic debt securities | $0 | 2,651 |
| Privately issued residential mortgage-backed securities | $0 | 953 |
| 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 | $1,479,000 | 508 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,536,625,000 | 67 |
| Mortgage-backed securities | $1,467,619,000 | 87 |
| Certificates of participation in pools of residential mortgages | $1,122,757,000 | 65 |
| Issued or guaranteed by U.S. | $1,122,757,000 | 63 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $344,333,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $344,333,000 | 120 |
| Privately issued | $0 | 906 |
| Commercial mortgage-backed securities | $529,000 | 790 |
| Commercial mortgage pass-through securities | $529,000 | 543 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $154,109,000 | 188 |
| Available-for-sale securities (fair market value) | $1,936,797,000 | 86 |
| Total debt securities | $2,089,427,000 | 101 |
| Structured notes | ||
| Amortized cost | $6,730,000 | 585 |
| Fair value | $6,645,000 | 568 |
| Trading account assets | $3,654,000 | 111 |
| Revaluation gains on off-balance sheet contracts | $3,654,000 | 67 |
| Revaluation losses on off-balance sheet contracts | $313,000 | 117 |
| 2013-09-30 | Rank | |
| Total securities | $2,120,067,000 | 101 |
| U.S. Government securities | $1,921,874,000 | 84 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $1,921,874,000 | 80 |
| Securities issued by states & political subdivisions | $196,712,000 | 108 |
| Other domestic debt securities | $0 | 2,731 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| 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 | $1,481,000 | 528 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,384,114,000 | 70 |
| Mortgage-backed securities | $1,485,603,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,129,282,000 | 64 |
| Issued or guaranteed by U.S. | $1,129,282,000 | 62 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $355,788,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $355,788,000 | 117 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $533,000 | 771 |
| Commercial mortgage pass-through securities | $533,000 | 515 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $155,678,000 | 179 |
| Available-for-sale securities (fair market value) | $1,964,389,000 | 83 |
| Total debt securities | $2,118,586,000 | 100 |
| Structured notes | ||
| Amortized cost | $6,806,000 | 573 |
| Fair value | $6,787,000 | 556 |
| Trading account assets | $6,292,000 | 85 |
| Revaluation gains on off-balance sheet contracts | $6,292,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $5,343,000 | 59 |
| 2013-06-30 | Rank | |
| Total securities | $2,075,298,000 | 103 |
| U.S. Government securities | $1,867,722,000 | 86 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $1,867,722,000 | 83 |
| Securities issued by states & political subdivisions | $206,088,000 | 102 |
| Other domestic debt securities | $0 | 2,792 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| 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 | $1,488,000 | 522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,400,204,000 | 69 |
| Mortgage-backed securities | $1,408,510,000 | 98 |
| Certificates of participation in pools of residential mortgages | $1,052,063,000 | 69 |
| Issued or guaranteed by U.S. | $1,052,063,000 | 67 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $355,911,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $355,911,000 | 117 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $536,000 | 749 |
| Commercial mortgage pass-through securities | $536,000 | 514 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $163,240,000 | 156 |
| Available-for-sale securities (fair market value) | $1,912,058,000 | 91 |
| Total debt securities | $2,073,810,000 | 102 |
| Structured notes | ||
| Amortized cost | $21,934,000 | 194 |
| Fair value | $21,929,000 | 186 |
| Trading account assets | $10,230,000 | 83 |
| Revaluation gains on off-balance sheet contracts | $10,230,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $1,538,000 | 87 |
| 2013-03-31 | Rank | |
| Total securities | $2,149,991,000 | 102 |
| U.S. Government securities | $1,939,883,000 | 85 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $1,939,883,000 | 82 |
| Securities issued by states & political subdivisions | $208,569,000 | 101 |
| Other domestic debt securities | $0 | 2,789 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| 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 | $1,539,000 | 532 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,441,000 | 67 |
| Mortgage-backed securities | $1,339,092,000 | 98 |
| Certificates of participation in pools of residential mortgages | $937,142,000 | 75 |
| Issued or guaranteed by U.S. | $937,142,000 | 73 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $401,411,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $401,411,000 | 109 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $539,000 | 673 |
| Commercial mortgage pass-through securities | $539,000 | 474 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $198,442,000 | 121 |
| Available-for-sale securities (fair market value) | $1,951,549,000 | 88 |
| Total debt securities | $2,148,452,000 | 101 |
| Structured notes | ||
| Amortized cost | $22,090,000 | 195 |
| Fair value | $22,239,000 | 193 |
| Trading account assets | $6,704,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $6,704,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $1,032,000 | 94 |
| 2012-12-31 | Rank | |
| Total securities | $1,950,066,000 | 107 |
| U.S. Government securities | $1,732,532,000 | 94 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $1,732,532,000 | 89 |
| Securities issued by states & political subdivisions | $215,985,000 | 90 |
| Other domestic debt securities | $0 | 2,785 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $1,549,000 | 518 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,712,860,000 | 63 |
| Mortgage-backed securities | $1,376,859,000 | 95 |
| Certificates of participation in pools of residential mortgages | $964,534,000 | 77 |
| Issued or guaranteed by U.S. | $964,534,000 | 76 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $411,761,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $411,761,000 | 108 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $564,000 | 556 |
| Commercial mortgage pass-through securities | $564,000 | 408 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $205,062,000 | 120 |
| Available-for-sale securities (fair market value) | $1,745,004,000 | 94 |
| Total debt securities | $1,948,517,000 | 107 |
| Structured notes | ||
| Amortized cost | $22,910,000 | 193 |
| Fair value | $23,140,000 | 189 |
| Trading account assets | $6,916,000 | 95 |
| Revaluation gains on off-balance sheet contracts | $6,916,000 | 60 |
| Revaluation losses on off-balance sheet contracts | $343,000 | 107 |
| 2012-09-30 | Rank | |
| Total securities | $1,946,933,000 | 108 |
| U.S. Government securities | $1,731,139,000 | 93 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $1,731,139,000 | 89 |
| Securities issued by states & political subdivisions | $214,227,000 | 91 |
| Other domestic debt securities | $0 | 2,872 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,567,000 | 512 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,683,762,000 | 61 |
| Mortgage-backed securities | $1,433,590,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,007,088,000 | 77 |
| Issued or guaranteed by U.S. | $1,007,088,000 | 75 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $425,933,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $425,933,000 | 100 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $569,000 | 526 |
| Commercial mortgage pass-through securities | $569,000 | 373 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $188,999,000 | 121 |
| Available-for-sale securities (fair market value) | $1,757,934,000 | 93 |
| Total debt securities | $1,945,366,000 | 108 |
| Structured notes | ||
| Amortized cost | $24,069,000 | 186 |
| Fair value | $24,377,000 | 183 |
| Trading account assets | $1,263,000 | 157 |
| Revaluation gains on off-balance sheet contracts | $1,263,000 | 88 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $2,001,145,000 | 103 |
| U.S. Government securities | $1,784,223,000 | 88 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $1,784,223,000 | 86 |
| Securities issued by states & political subdivisions | $215,367,000 | 87 |
| Other domestic debt securities | $0 | 2,873 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| 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 | $1,555,000 | 501 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,732,462,000 | 58 |
| Mortgage-backed securities | $1,418,503,000 | 94 |
| Certificates of participation in pools of residential mortgages | $980,247,000 | 78 |
| Issued or guaranteed by U.S. | $980,247,000 | 76 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $437,683,000 | 117 |
| CMOs issued by government agencies or sponsored agencies | $437,683,000 | 102 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $573,000 | 486 |
| Commercial mortgage pass-through securities | $573,000 | 335 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $188,399,000 | 123 |
| Available-for-sale securities (fair market value) | $1,812,746,000 | 89 |
| Total debt securities | $1,999,589,000 | 102 |
| Structured notes | ||
| Amortized cost | $42,452,000 | 91 |
| Fair value | $42,905,000 | 89 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $2,001,107,000 | 105 |
| U.S. Government securities | $1,781,056,000 | 93 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $1,781,056,000 | 85 |
| Securities issued by states & political subdivisions | $218,515,000 | 76 |
| Other domestic debt securities | $0 | 2,874 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $1,536,000 | 477 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,786,174,000 | 60 |
| Mortgage-backed securities | $1,386,242,000 | 96 |
| Certificates of participation in pools of residential mortgages | $966,566,000 | 76 |
| Issued or guaranteed by U.S. | $966,566,000 | 75 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $419,096,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $419,096,000 | 107 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $580,000 | 447 |
| Commercial mortgage pass-through securities | $580,000 | 303 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $190,084,000 | 122 |
| Available-for-sale securities (fair market value) | $1,811,023,000 | 97 |
| Total debt securities | $1,999,571,000 | 105 |
| Structured notes | ||
| Amortized cost | $82,863,000 | 49 |
| Fair value | $83,404,000 | 47 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $1,997,969,000 | 103 |
| U.S. Government securities | $1,771,573,000 | 88 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $1,771,573,000 | 86 |
| Securities issued by states & political subdivisions | $224,858,000 | 73 |
| Other domestic debt securities | $0 | 2,876 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| 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 | $1,538,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,698,943,000 | 59 |
| Mortgage-backed securities | $1,343,913,000 | 92 |
| Certificates of participation in pools of residential mortgages | $910,620,000 | 78 |
| Issued or guaranteed by U.S. | $910,620,000 | 78 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $432,708,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $432,708,000 | 101 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $585,000 | 385 |
| Commercial mortgage pass-through securities | $585,000 | 263 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $192,764,000 | 112 |
| Available-for-sale securities (fair market value) | $1,805,205,000 | 95 |
| Total debt securities | $1,996,431,000 | 103 |
| Structured notes | ||
| Amortized cost | $125,119,000 | 26 |
| Fair value | $126,770,000 | 23 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $2,057,359,000 | 99 |
| U.S. Government securities | $1,838,082,000 | 89 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,838,082,000 | 85 |
| Securities issued by states & political subdivisions | $215,774,000 | 76 |
| Other domestic debt securities | $0 | 2,858 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | $3,503,000 | 302 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,567,433,000 | 65 |
| Mortgage-backed securities | $1,283,666,000 | 95 |
| Certificates of participation in pools of residential mortgages | $864,290,000 | 81 |
| Issued or guaranteed by U.S. | $864,290,000 | 80 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $418,781,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $418,781,000 | 99 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $595,000 | 341 |
| Commercial mortgage pass-through securities | $595,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $280,533,000 | 85 |
| Available-for-sale securities (fair market value) | $1,776,826,000 | 99 |
| Total debt securities | $2,053,856,000 | 100 |
| Structured notes | ||
| Amortized cost | $131,733,000 | 21 |
| Fair value | $133,630,000 | 20 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $2,215,361,000 | 92 |
| U.S. Government securities | $1,998,940,000 | 80 |
| U.S. Treasury securities | $36,119,000 | 121 |
| U.S. Government agency obligations | $1,962,821,000 | 79 |
| Securities issued by states & political subdivisions | $212,954,000 | 78 |
| Other domestic debt securities | $0 | 2,821 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| 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 | $3,467,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,543,819,000 | 68 |
| Mortgage-backed securities | $1,258,581,000 | 98 |
| Certificates of participation in pools of residential mortgages | $842,183,000 | 83 |
| Issued or guaranteed by U.S. | $842,183,000 | 81 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $415,798,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $415,798,000 | 94 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $600,000 | 331 |
| Commercial mortgage pass-through securities | $600,000 | 240 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $278,192,000 | 90 |
| Available-for-sale securities (fair market value) | $1,937,169,000 | 90 |
| Total debt securities | $2,211,895,000 | 93 |
| Structured notes | ||
| Amortized cost | $137,854,000 | 23 |
| Fair value | $138,451,000 | 23 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $1,986,167,000 | 101 |
| U.S. Government securities | $1,882,077,000 | 84 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $1,882,077,000 | 81 |
| Securities issued by states & political subdivisions | $101,146,000 | 196 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $2,944,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,322,707,000 | 74 |
| Mortgage-backed securities | $1,290,100,000 | 96 |
| Certificates of participation in pools of residential mortgages | $862,687,000 | 81 |
| Issued or guaranteed by U.S. | $862,687,000 | 80 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $426,808,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $426,808,000 | 94 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $605,000 | 312 |
| Commercial mortgage pass-through securities | $605,000 | 226 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $275,841,000 | 87 |
| Available-for-sale securities (fair market value) | $1,710,326,000 | 101 |
| Total debt securities | $1,983,217,000 | 101 |
| Structured notes | ||
| Amortized cost | $75,436,000 | 59 |
| Fair value | $75,159,000 | 59 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $1,802,259,000 | 108 |
| U.S. Government securities | $1,720,687,000 | 87 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $1,720,687,000 | 84 |
| Securities issued by states & political subdivisions | $79,042,000 | 267 |
| Other domestic debt securities | $566,000 | 2,377 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $566,000 | 297 |
| 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 | $1,964,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,061,675,000 | 82 |
| Mortgage-backed securities | $1,133,540,000 | 103 |
| Certificates of participation in pools of residential mortgages | $716,731,000 | 89 |
| Issued or guaranteed by U.S. | $716,731,000 | 86 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $416,243,000 | 108 |
| CMOs issued by government agencies or sponsored agencies | $416,243,000 | 93 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $566,000 | 297 |
| Commercial mortgage pass-through securities | $566,000 | 221 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $256,230,000 | 87 |
| Available-for-sale securities (fair market value) | $1,546,029,000 | 103 |
| Total debt securities | $1,800,295,000 | 108 |
| Structured notes | ||
| Amortized cost | $82,365,000 | 45 |
| Fair value | $82,101,000 | 44 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $1,661,754,000 | 110 |
| U.S. Government securities | $1,580,439,000 | 86 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $1,580,439,000 | 84 |
| Securities issued by states & political subdivisions | $78,764,000 | 252 |
| Other domestic debt securities | $568,000 | 2,460 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $568,000 | 266 |
| 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 | $1,983,000 | 481 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,064,661,000 | 81 |
| Mortgage-backed securities | $987,003,000 | 103 |
| Certificates of participation in pools of residential mortgages | $595,069,000 | 95 |
| Issued or guaranteed by U.S. | $595,069,000 | 93 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $391,366,000 | 106 |
| CMOs issued by government agencies or sponsored agencies | $391,366,000 | 87 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $568,000 | 266 |
| Commercial mortgage pass-through securities | $568,000 | 193 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $280,487,000 | 76 |
| Available-for-sale securities (fair market value) | $1,381,267,000 | 102 |
| Total debt securities | $1,659,771,000 | 108 |
| Structured notes | ||
| Amortized cost | $70,575,000 | 50 |
| Fair value | $71,753,000 | 49 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $1,488,401,000 | 118 |
| U.S. Government securities | $1,417,816,000 | 92 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $1,417,816,000 | 90 |
| Securities issued by states & political subdivisions | $68,055,000 | 289 |
| Other domestic debt securities | $571,000 | 2,461 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $571,000 | 260 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $1,959,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,077,894,000 | 84 |
| Mortgage-backed securities | $846,058,000 | 112 |
| Certificates of participation in pools of residential mortgages | $555,638,000 | 93 |
| Issued or guaranteed by U.S. | $555,638,000 | 92 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $289,849,000 | 138 |
| CMOs issued by government agencies or sponsored agencies | $289,849,000 | 105 |
| Privately issued | $0 | 1,445 |
| Commercial mortgage-backed securities | $571,000 | 260 |
| Commercial mortgage pass-through securities | $571,000 | 187 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $267,593,000 | 84 |
| Available-for-sale securities (fair market value) | $1,220,808,000 | 111 |
| Total debt securities | $1,486,444,000 | 118 |
| Structured notes | ||
| Amortized cost | $123,081,000 | 23 |
| Fair value | $124,377,000 | 23 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $1,332,032,000 | 121 |
| U.S. Government securities | $1,258,527,000 | 101 |
| U.S. Treasury securities | $4,999,000 | 446 |
| U.S. Government agency obligations | $1,253,528,000 | 98 |
| Securities issued by states & political subdivisions | $70,999,000 | 259 |
| Other domestic debt securities | $574,000 | 2,514 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $574,000 | 270 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,932,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,205,932,000 | 74 |
| Mortgage-backed securities | $846,255,000 | 112 |
| Certificates of participation in pools of residential mortgages | $567,002,000 | 96 |
| Issued or guaranteed by U.S. | $567,002,000 | 94 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $278,679,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $278,679,000 | 106 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $574,000 | 270 |
| Commercial mortgage pass-through securities | $574,000 | 193 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $200,792,000 | 98 |
| Available-for-sale securities (fair market value) | $1,131,240,000 | 121 |
| Total debt securities | $1,330,100,000 | 120 |
| Structured notes | ||
| Amortized cost | $111,333,000 | 21 |
| Fair value | $111,804,000 | 22 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $1,378,219,000 | 121 |
| U.S. Government securities | $1,301,797,000 | 96 |
| U.S. Treasury securities | $4,998,000 | 410 |
| U.S. Government agency obligations | $1,296,799,000 | 94 |
| Securities issued by states & political subdivisions | $73,916,000 | 236 |
| Other domestic debt securities | $576,000 | 2,577 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $576,000 | 259 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,930,000 | 522 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,444,000 | 83 |
| Mortgage-backed securities | $938,171,000 | 107 |
| Certificates of participation in pools of residential mortgages | $633,469,000 | 96 |
| Issued or guaranteed by U.S. | $633,469,000 | 94 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $304,126,000 | 135 |
| CMOs issued by government agencies or sponsored agencies | $304,126,000 | 99 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $576,000 | 259 |
| Commercial mortgage pass-through securities | $576,000 | 185 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $222,487,000 | 93 |
| Available-for-sale securities (fair market value) | $1,155,732,000 | 121 |
| Total debt securities | $1,376,289,000 | 120 |
| Structured notes | ||
| Amortized cost | $84,340,000 | 23 |
| Fair value | $84,005,000 | 23 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $883,444,000 | 166 |
| U.S. Government securities | $810,706,000 | 141 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $810,706,000 | 138 |
| Securities issued by states & political subdivisions | $72,159,000 | 254 |
| Other domestic debt securities | $579,000 | 2,674 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $579,000 | 274 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| 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 | $818,250,000 | 99 |
| Mortgage-backed securities | $595,739,000 | 149 |
| Certificates of participation in pools of residential mortgages | $480,333,000 | 114 |
| Issued or guaranteed by U.S. | $480,333,000 | 109 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $114,827,000 | 278 |
| CMOs issued by government agencies or sponsored agencies | $114,827,000 | 209 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $579,000 | 274 |
| Commercial mortgage pass-through securities | $579,000 | 179 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $32,772,000 | 530 |
| Available-for-sale securities (fair market value) | $850,672,000 | 151 |
| Total debt securities | $883,444,000 | 166 |
| Structured notes | ||
| Amortized cost | $71,744,000 | 19 |
| Fair value | $71,976,000 | 18 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $827,404,000 | 177 |
| U.S. Government securities | $769,258,000 | 143 |
| U.S. Treasury securities | $84,983,000 | 55 |
| U.S. Government agency obligations | $684,275,000 | 149 |
| Securities issued by states & political subdivisions | $58,146,000 | 329 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| 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 | $713,440,000 | 112 |
| Mortgage-backed securities | $519,933,000 | 172 |
| Certificates of participation in pools of residential mortgages | $431,462,000 | 126 |
| Issued or guaranteed by U.S. | $431,462,000 | 124 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $88,471,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $88,471,000 | 238 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $70,908,000 | 274 |
| Available-for-sale securities (fair market value) | $756,496,000 | 163 |
| Total debt securities | $827,404,000 | 174 |
| Structured notes | ||
| Amortized cost | $40,813,000 | 26 |
| Fair value | $40,045,000 | 26 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $736,705,000 | 196 |
| U.S. Government securities | $679,243,000 | 164 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $679,243,000 | 157 |
| Securities issued by states & political subdivisions | $57,462,000 | 316 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| 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 | 2,517 |
| Foreign debt securities | $0 | 181 |
| 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 | $676,049,000 | 116 |
| Mortgage-backed securities | $510,673,000 | 187 |
| Certificates of participation in pools of residential mortgages | $406,463,000 | 137 |
| Issued or guaranteed by U.S. | $406,463,000 | 133 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $104,210,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $104,210,000 | 215 |
| Privately issued | $0 | 1,599 |
| 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) | $53,215,000 | 348 |
| Available-for-sale securities (fair market value) | $683,490,000 | 182 |
| Total debt securities | $736,703,000 | 190 |
| Structured notes | ||
| Amortized cost | $14,826,000 | 73 |
| Fair value | $14,785,000 | 74 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $597,758,000 | 237 |
| U.S. Government securities | $540,779,000 | 191 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $540,779,000 | 191 |
| Securities issued by states & political subdivisions | $56,979,000 | 303 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| 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 | $537,572,000 | 140 |
| Mortgage-backed securities | $478,942,000 | 192 |
| Certificates of participation in pools of residential mortgages | $378,212,000 | 144 |
| Issued or guaranteed by U.S. | $378,212,000 | 141 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $100,730,000 | 299 |
| CMOs issued by government agencies or sponsored agencies | $100,730,000 | 210 |
| Privately issued | $0 | 1,555 |
| 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) | $24,377,000 | 643 |
| Available-for-sale securities (fair market value) | $573,381,000 | 206 |
| Total debt securities | $597,758,000 | 231 |
| Structured notes | ||
| Amortized cost | $8,163,000 | 153 |
| Fair value | $8,077,000 | 151 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $586,741,000 | 228 |
| U.S. Government securities | $533,979,000 | 179 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $533,979,000 | 175 |
| Securities issued by states & political subdivisions | $52,762,000 | 322 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| 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 | $0 | 181 |
| 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 | $484,011,000 | 145 |
| Mortgage-backed securities | $464,503,000 | 183 |
| Certificates of participation in pools of residential mortgages | $375,293,000 | 132 |
| Issued or guaranteed by U.S. | $375,293,000 | 128 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $89,210,000 | 313 |
| CMOs issued by government agencies or sponsored agencies | $89,210,000 | 214 |
| Privately issued | $0 | 1,529 |
| 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) | $20,444,000 | 742 |
| Available-for-sale securities (fair market value) | $566,297,000 | 198 |
| Total debt securities | $586,741,000 | 222 |
| Structured notes | ||
| Amortized cost | $3,166,000 | 426 |
| Fair value | $3,114,000 | 428 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $596,334,000 | 236 |
| U.S. Government securities | $544,457,000 | 178 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $544,457,000 | 176 |
| Securities issued by states & political subdivisions | $51,877,000 | 334 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| 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 | $0 | 189 |
| 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 | $543,182,000 | 128 |
| Mortgage-backed securities | $459,816,000 | 183 |
| Certificates of participation in pools of residential mortgages | $386,965,000 | 128 |
| Issued or guaranteed by U.S. | $386,965,000 | 122 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $72,851,000 | 344 |
| CMOs issued by government agencies or sponsored agencies | $72,851,000 | 235 |
| Privately issued | $0 | 1,503 |
| 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) | $20,515,000 | 727 |
| Available-for-sale securities (fair market value) | $575,819,000 | 202 |
| Total debt securities | $596,334,000 | 227 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $618,848,000 | 224 |
| U.S. Government securities | $562,712,000 | 181 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $562,712,000 | 176 |
| Securities issued by states & political subdivisions | $52,918,000 | 329 |
| Other domestic debt securities | $3,218,000 | 1,452 |
| Privately issued residential mortgage-backed securities | $3,218,000 | 780 |
| 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 | $0 | 199 |
| 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 | $494,184,000 | 142 |
| Mortgage-backed securities | $483,270,000 | 172 |
| Certificates of participation in pools of residential mortgages | $405,924,000 | 126 |
| Issued or guaranteed by U.S. | $405,924,000 | 121 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $77,346,000 | 332 |
| CMOs issued by government agencies or sponsored agencies | $74,128,000 | 228 |
| Privately issued | $3,218,000 | 744 |
| 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) | $20,858,000 | 698 |
| Available-for-sale securities (fair market value) | $597,990,000 | 199 |
| Total debt securities | $618,848,000 | 217 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $583,461,000 | 228 |
| U.S. Government securities | $528,777,000 | 191 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $528,777,000 | 186 |
| Securities issued by states & political subdivisions | $51,225,000 | 339 |
| Other domestic debt securities | $3,459,000 | 1,321 |
| Privately issued residential mortgage-backed securities | $3,459,000 | 701 |
| 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 | $0 | 202 |
| 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 | $526,964,000 | 129 |
| Mortgage-backed securities | $469,000,000 | 178 |
| Certificates of participation in pools of residential mortgages | $394,012,000 | 123 |
| Issued or guaranteed by U.S. | $394,012,000 | 119 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $74,988,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $71,529,000 | 238 |
| Privately issued | $3,459,000 | 664 |
| 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) | $20,885,000 | 731 |
| Available-for-sale securities (fair market value) | $562,576,000 | 202 |
| Total debt securities | $583,461,000 | 223 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $598,767,000 | 225 |
| U.S. Government securities | $544,120,000 | 188 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $544,120,000 | 182 |
| Securities issued by states & political subdivisions | $50,957,000 | 337 |
| Other domestic debt securities | $3,690,000 | 1,251 |
| Privately issued residential mortgage-backed securities | $3,690,000 | 658 |
| 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 | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $536,842,000 | 132 |
| Mortgage-backed securities | $427,140,000 | 181 |
| Certificates of participation in pools of residential mortgages | $359,676,000 | 132 |
| Issued or guaranteed by U.S. | $359,676,000 | 123 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $67,464,000 | 347 |
| CMOs issued by government agencies or sponsored agencies | $63,774,000 | 251 |
| Privately issued | $3,690,000 | 623 |
| 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) | $21,153,000 | 758 |
| Available-for-sale securities (fair market value) | $577,614,000 | 193 |
| Total debt securities | $598,767,000 | 218 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $570,819,000 | 241 |
| U.S. Government securities | $520,507,000 | 203 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $520,507,000 | 200 |
| Securities issued by states & political subdivisions | $50,312,000 | 342 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| 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 | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $497,526,000 | 148 |
| Mortgage-backed securities | $393,168,000 | 192 |
| Certificates of participation in pools of residential mortgages | $328,160,000 | 140 |
| Issued or guaranteed by U.S. | $328,160,000 | 132 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $65,008,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $65,008,000 | 253 |
| Privately issued | $0 | 1,337 |
| 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) | $21,514,000 | 751 |
| Available-for-sale securities (fair market value) | $549,305,000 | 212 |
| Total debt securities | $570,819,000 | 237 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $592,073,000 | 238 |
| U.S. Government securities | $540,987,000 | 195 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $540,987,000 | 190 |
| Securities issued by states & political subdivisions | $51,086,000 | 337 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| 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 | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $536,400,000 | 138 |
| Mortgage-backed securities | $386,585,000 | 196 |
| Certificates of participation in pools of residential mortgages | $324,315,000 | 144 |
| Issued or guaranteed by U.S. | $324,315,000 | 137 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $62,270,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $62,270,000 | 254 |
| Privately issued | $0 | 1,292 |
| 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) | $22,000,000 | 761 |
| Available-for-sale securities (fair market value) | $570,073,000 | 205 |
| Total debt securities | $592,073,000 | 231 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $989,000 | 2,003 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $581,352,000 | 239 |
| U.S. Government securities | $531,353,000 | 207 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $531,353,000 | 198 |
| Securities issued by states & political subdivisions | $49,692,000 | 345 |
| Other domestic debt securities | $307,000 | 2,547 |
| Privately issued residential mortgage-backed securities | $307,000 | 1,097 |
| 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 | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $488,592,000 | 151 |
| Mortgage-backed securities | $353,792,000 | 206 |
| Certificates of participation in pools of residential mortgages | $293,633,000 | 165 |
| Issued or guaranteed by U.S. | $293,633,000 | 158 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $60,159,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $59,852,000 | 268 |
| Privately issued | $307,000 | 1,033 |
| 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) | $22,520,000 | 763 |
| Available-for-sale securities (fair market value) | $558,832,000 | 207 |
| Total debt securities | $581,351,000 | 234 |
| Structured notes | ||
| Amortized cost | $5,998,000 | 624 |
| Fair value | $5,969,000 | 615 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $600,657,000 | 239 |
| U.S. Government securities | $549,268,000 | 203 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $549,268,000 | 198 |
| Securities issued by states & political subdivisions | $50,651,000 | 331 |
| Other domestic debt securities | $738,000 | 2,142 |
| Privately issued residential mortgage-backed securities | $738,000 | 936 |
| 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 | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $535,408,000 | 144 |
| Mortgage-backed securities | $388,967,000 | 198 |
| Certificates of participation in pools of residential mortgages | $318,613,000 | 161 |
| Issued or guaranteed by U.S. | $318,613,000 | 154 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $70,354,000 | 323 |
| CMOs issued by government agencies or sponsored agencies | $69,616,000 | 246 |
| Privately issued | $738,000 | 872 |
| 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) | $24,023,000 | 766 |
| Available-for-sale securities (fair market value) | $576,634,000 | 205 |
| Total debt securities | $600,658,000 | 235 |
| Structured notes | ||
| Amortized cost | $17,101,000 | 202 |
| Fair value | $16,699,000 | 208 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $619,855,000 | 241 |
| U.S. Government securities | $568,541,000 | 202 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $568,541,000 | 195 |
| Securities issued by states & political subdivisions | $50,165,000 | 332 |
| Other domestic debt securities | $1,149,000 | 1,866 |
| Privately issued residential mortgage-backed securities | $1,149,000 | 813 |
| 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 | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $489,293,000 | 157 |
| Mortgage-backed securities | $416,140,000 | 194 |
| Certificates of participation in pools of residential mortgages | $341,845,000 | 162 |
| Issued or guaranteed by U.S. | $341,845,000 | 152 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $74,295,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $73,146,000 | 233 |
| Privately issued | $1,149,000 | 758 |
| 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) | $24,542,000 | 752 |
| Available-for-sale securities (fair market value) | $595,313,000 | 211 |
| Total debt securities | $619,855,000 | 239 |
| Structured notes | ||
| Amortized cost | $17,443,000 | 210 |
| Fair value | $16,861,000 | 214 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $668,924,000 | 233 |
| U.S. Government securities | $594,449,000 | 203 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $594,449,000 | 193 |
| Securities issued by states & political subdivisions | $52,802,000 | 307 |
| Other domestic debt securities | $21,673,000 | 471 |
| Privately issued residential mortgage-backed securities | $1,744,000 | 735 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,929,000 | 269 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $483,668,000 | 153 |
| Mortgage-backed securities | $414,561,000 | 200 |
| Certificates of participation in pools of residential mortgages | $344,372,000 | 160 |
| Issued or guaranteed by U.S. | $344,372,000 | 153 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $70,189,000 | 326 |
| CMOs issued by government agencies or sponsored agencies | $68,445,000 | 247 |
| Privately issued | $1,744,000 | 686 |
| 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) | $28,479,000 | 685 |
| Available-for-sale securities (fair market value) | $640,445,000 | 201 |
| Total debt securities | $668,924,000 | 230 |
| Structured notes | ||
| Amortized cost | $17,902,000 | 215 |
| Fair value | $17,546,000 | 214 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $572,582,000 | 268 |
| U.S. Government securities | $515,682,000 | 228 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $515,682,000 | 217 |
| Securities issued by states & political subdivisions | $53,017,000 | 306 |
| Other domestic debt securities | $3,883,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $3,883,000 | 547 |
| 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 | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $409,668,000 | 184 |
| Mortgage-backed securities | $414,047,000 | 207 |
| Certificates of participation in pools of residential mortgages | $341,631,000 | 163 |
| Issued or guaranteed by U.S. | $341,631,000 | 159 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $72,416,000 | 322 |
| CMOs issued by government agencies or sponsored agencies | $68,533,000 | 248 |
| Privately issued | $3,883,000 | 512 |
| 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) | $29,087,000 | 693 |
| Available-for-sale securities (fair market value) | $543,495,000 | 238 |
| Total debt securities | $572,582,000 | 260 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 742 |
| Fair value | $5,927,000 | 733 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $551,112,000 | 274 |
| U.S. Government securities | $485,597,000 | 237 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $485,597,000 | 229 |
| Securities issued by states & political subdivisions | $61,189,000 | 250 |
| Other domestic debt securities | $4,326,000 | 1,158 |
| Privately issued residential mortgage-backed securities | $4,326,000 | 522 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $401,750,000 | 181 |
| Mortgage-backed securities | $414,426,000 | 206 |
| Certificates of participation in pools of residential mortgages | $357,746,000 | 161 |
| Issued or guaranteed by U.S. | $357,746,000 | 157 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $56,680,000 | 367 |
| CMOs issued by government agencies or sponsored agencies | $52,354,000 | 297 |
| Privately issued | $4,326,000 | 488 |
| 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) | $30,008,000 | 687 |
| Available-for-sale securities (fair market value) | $521,104,000 | 245 |
| Total debt securities | $551,112,000 | 269 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 725 |
| Fair value | $5,967,000 | 708 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $580,198,000 | 258 |
| U.S. Government securities | $513,967,000 | 225 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $513,967,000 | 218 |
| Securities issued by states & political subdivisions | $61,463,000 | 250 |
| Other domestic debt securities | $4,768,000 | 1,126 |
| Privately issued residential mortgage-backed securities | $4,768,000 | 496 |
| 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 | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $405,713,000 | 180 |
| Mortgage-backed securities | $442,827,000 | 206 |
| Certificates of participation in pools of residential mortgages | $381,431,000 | 157 |
| Issued or guaranteed by U.S. | $381,431,000 | 152 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $61,396,000 | 361 |
| CMOs issued by government agencies or sponsored agencies | $56,628,000 | 297 |
| Privately issued | $4,768,000 | 466 |
| 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) | $31,226,000 | 679 |
| Available-for-sale securities (fair market value) | $548,972,000 | 233 |
| Total debt securities | $580,199,000 | 254 |
| Structured notes | ||
| Amortized cost | $5,997,000 | 723 |
| Fair value | $6,000,000 | 700 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $599,703,000 | 259 |
| U.S. Government securities | $533,619,000 | 223 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $533,619,000 | 213 |
| Securities issued by states & political subdivisions | $61,168,000 | 242 |
| Other domestic debt securities | $4,916,000 | 1,140 |
| Privately issued residential mortgage-backed securities | $4,916,000 | 481 |
| 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 | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $430,552,000 | 171 |
| Mortgage-backed securities | $463,049,000 | 204 |
| Certificates of participation in pools of residential mortgages | $397,665,000 | 161 |
| Issued or guaranteed by U.S. | $397,665,000 | 156 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $65,384,000 | 354 |
| CMOs issued by government agencies or sponsored agencies | $60,468,000 | 298 |
| Privately issued | $4,916,000 | 447 |
| 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) | $32,782,000 | 670 |
| Available-for-sale securities (fair market value) | $566,921,000 | 226 |
| Total debt securities | $599,703,000 | 253 |
| Structured notes | ||
| Amortized cost | $5,996,000 | 727 |
| Fair value | $5,985,000 | 693 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $566,955,000 | 277 |
| U.S. Government securities | $504,523,000 | 237 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $504,523,000 | 224 |
| Securities issued by states & political subdivisions | $62,432,000 | 241 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| 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 | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $360,767,000 | 189 |
| Mortgage-backed securities | $438,199,000 | 223 |
| Certificates of participation in pools of residential mortgages | $391,203,000 | 166 |
| Issued or guaranteed by U.S. | $391,203,000 | 161 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $46,996,000 | 438 |
| CMOs issued by government agencies or sponsored agencies | $46,996,000 | 349 |
| 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) | $40,022,000 | 562 |
| Available-for-sale securities (fair market value) | $526,933,000 | 252 |
| Total debt securities | $566,955,000 | 271 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,982 |
| Fair value | $1,011,000 | 1,966 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $582,181,000 | 273 |
| U.S. Government securities | $519,594,000 | 231 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $519,594,000 | 223 |
| Securities issued by states & political subdivisions | $62,587,000 | 243 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $381,961,000 | 187 |
| Mortgage-backed securities | $453,625,000 | 215 |
| Certificates of participation in pools of residential mortgages | $394,315,000 | 167 |
| Issued or guaranteed by U.S. | $394,315,000 | 161 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $59,310,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $59,310,000 | 306 |
| 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) | $41,756,000 | 538 |
| Available-for-sale securities (fair market value) | $540,425,000 | 250 |
| Total debt securities | $582,181,000 | 270 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,169 |
| Fair value | $1,020,000 | 1,955 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $589,680,000 | 279 |
| U.S. Government securities | $527,830,000 | 237 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $527,830,000 | 228 |
| Securities issued by states & political subdivisions | $61,821,000 | 234 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| 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 | $0 | 251 |
| Equity securities | $29,000 | 2,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $378,684,000 | 187 |
| Mortgage-backed securities | $447,818,000 | 218 |
| Certificates of participation in pools of residential mortgages | $400,267,000 | 165 |
| Issued or guaranteed by U.S. | $400,267,000 | 162 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $47,551,000 | 441 |
| CMOs issued by government agencies or sponsored agencies | $47,551,000 | 358 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $44,841,000 | 513 |
| Available-for-sale securities (fair market value) | $544,839,000 | 254 |
| Total debt securities | $589,651,000 | 272 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,145 |
| Fair value | $998,000 | 1,989 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $546,950,000 | 291 |
| U.S. Government securities | $482,658,000 | 248 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $482,658,000 | 237 |
| Securities issued by states & political subdivisions | $64,234,000 | 228 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| 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 | $0 | 264 |
| Equity securities | $58,000 | 2,051 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $359,485,000 | 189 |
| Mortgage-backed securities | $415,103,000 | 230 |
| Certificates of participation in pools of residential mortgages | $347,498,000 | 180 |
| Issued or guaranteed by U.S. | $347,498,000 | 174 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $67,605,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $67,605,000 | 300 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $48,339,000 | 456 |
| Available-for-sale securities (fair market value) | $498,611,000 | 277 |
| Total debt securities | $546,892,000 | 283 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,933 |
| Fair value | $1,002,000 | 1,892 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $479,622,000 | 333 |
| U.S. Government securities | $414,181,000 | 303 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $414,181,000 | 287 |
| Securities issued by states & political subdivisions | $65,384,000 | 222 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| 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 | $0 | 283 |
| Equity securities | $57,000 | 2,090 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $321,370,000 | 202 |
| Mortgage-backed securities | $374,128,000 | 249 |
| Certificates of participation in pools of residential mortgages | $304,982,000 | 209 |
| Issued or guaranteed by U.S. | $304,982,000 | 202 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $69,146,000 | 377 |
| CMOs issued by government agencies or sponsored agencies | $69,146,000 | 330 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $53,492,000 | 419 |
| Available-for-sale securities (fair market value) | $426,130,000 | 311 |
| Total debt securities | $479,565,000 | 324 |
| Structured notes | ||
| Amortized cost | $999,000 | 1,788 |
| Fair value | $1,001,000 | 1,717 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $468,904,000 | 331 |
| U.S. Government securities | $404,053,000 | 298 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $404,053,000 | 285 |
| Securities issued by states & political subdivisions | $64,792,000 | 218 |
| Other domestic debt securities | $6,000 | 3,918 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,211 |
| 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 | $0 | 291 |
| Equity securities | $53,000 | 2,154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $342,984,000 | 186 |
| Mortgage-backed securities | $370,053,000 | 242 |
| Certificates of participation in pools of residential mortgages | $293,860,000 | 206 |
| Issued or guaranteed by U.S. | $293,860,000 | 199 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $76,193,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $76,187,000 | 310 |
| Privately issued | $6,000 | 1,056 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $60,378,000 | 354 |
| Available-for-sale securities (fair market value) | $408,526,000 | 324 |
| Total debt securities | $468,851,000 | 317 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $460,568,000 | 331 |
| U.S. Government securities | $389,301,000 | 307 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $389,301,000 | 295 |
| Securities issued by states & political subdivisions | $66,417,000 | 207 |
| Other domestic debt securities | $4,801,000 | 1,429 |
| Privately issued residential mortgage-backed securities | $6,000 | 1,266 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,795,000 | 1,169 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $49,000 | 2,172 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $244,953,000 | 228 |
| Mortgage-backed securities | $373,137,000 | 258 |
| Certificates of participation in pools of residential mortgages | $272,935,000 | 203 |
| Issued or guaranteed by U.S. | $272,935,000 | 198 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $100,202,000 | 320 |
| CMOs issued by government agencies or sponsored agencies | $100,196,000 | 279 |
| Privately issued | $6,000 | 1,117 |
| 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) | $67,615,000 | 314 |
| Available-for-sale securities (fair market value) | $392,953,000 | 324 |
| Total debt securities | $460,519,000 | 327 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $370,382,000 | 392 |
| U.S. Government securities | $307,557,000 | 374 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $307,557,000 | 358 |
| Securities issued by states & political subdivisions | $55,743,000 | 255 |
| Other domestic debt securities | $7,082,000 | 1,146 |
| Privately issued residential mortgage-backed securities | $2,391,000 | 515 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,691,000 | 1,191 |
| Foreign debt securities | $0 | 294 |
| 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 | $187,599,000 | 274 |
| Mortgage-backed securities | $294,805,000 | 302 |
| Certificates of participation in pools of residential mortgages | $185,987,000 | 273 |
| Issued or guaranteed by U.S. | $185,987,000 | 266 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $108,818,000 | 293 |
| CMOs issued by government agencies or sponsored agencies | $106,427,000 | 261 |
| Privately issued | $2,391,000 | 459 |
| 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) | $57,441,000 | 364 |
| Available-for-sale securities (fair market value) | $312,941,000 | 398 |
| Total debt securities | $370,382,000 | 380 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $368,122,000 | 375 |
| U.S. Government securities | $298,971,000 | 362 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $298,971,000 | 346 |
| Securities issued by states & political subdivisions | $43,192,000 | 331 |
| Other domestic debt securities | $18,659,000 | 629 |
| Privately issued residential mortgage-backed securities | $8,193,000 | 320 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,238,000 | 245 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,228,000 | 761 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $7,300,000 | 539 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,352,000 | 314 |
| Mortgage-backed securities | $292,006,000 | 282 |
| Certificates of participation in pools of residential mortgages | $137,978,000 | 326 |
| Issued or guaranteed by U.S. | $137,978,000 | 322 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $154,028,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $145,835,000 | 204 |
| Privately issued | $8,193,000 | 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) | $58,486,000 | 352 |
| Available-for-sale securities (fair market value) | $309,636,000 | 379 |
| Total debt securities | $360,821,000 | 370 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $321,907,000 | 380 |
| U.S. Government securities | $236,727,000 | 391 |
| U.S. Treasury securities | $5,111,000 | 777 |
| U.S. Government agency obligations | $231,616,000 | 380 |
| Securities issued by states & political subdivisions | $20,944,000 | 781 |
| Other domestic debt securities | $57,164,000 | 287 |
| Privately issued residential mortgage-backed securities | $18,560,000 | 249 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,849,000 | 67 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,755,000 | 604 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $7,072,000 | 533 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,608,000 | 346 |
| Mortgage-backed securities | $181,157,000 | 366 |
| Certificates of participation in pools of residential mortgages | $90,131,000 | 413 |
| Issued or guaranteed by U.S. | $90,131,000 | 406 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $91,026,000 | 308 |
| CMOs issued by government agencies or sponsored agencies | $72,466,000 | 319 |
| Privately issued | $18,560,000 | 223 |
| 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) | $102,082,000 | 203 |
| Available-for-sale securities (fair market value) | $219,825,000 | 472 |
| Total debt securities | $314,835,000 | 377 |
| Structured notes | ||
| Amortized cost | $9,001,000 | 38 |
| Fair value | $8,879,000 | 38 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $352,542,000 | 354 |
| U.S. Government securities | $323,376,000 | 288 |
| U.S. Treasury securities | $10,137,000 | 623 |
| U.S. Government agency obligations | $313,239,000 | 280 |
| Securities issued by states & political subdivisions | $1,385,000 | 4,940 |
| Other domestic debt securities | $13,109,000 | 691 |
| Privately issued residential mortgage-backed securities | $13,059,000 | 247 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 3,257 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $14,672,000 | 373 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,827,000 | 709 |
| Mortgage-backed securities | $240,176,000 | 266 |
| Certificates of participation in pools of residential mortgages | $133,387,000 | 267 |
| Issued or guaranteed by U.S. | $133,387,000 | 261 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $106,789,000 | 236 |
| CMOs issued by government agencies or sponsored agencies | $93,730,000 | 218 |
| Privately issued | $13,059,000 | 213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $76,322,000 | 338 |
| Available-for-sale securities (fair market value) | $276,220,000 | 359 |
| Total debt securities | $337,870,000 | 350 |
| 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 | $391,702,000 | 359 |
| U.S. Government securities | $361,207,000 | 299 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $361,207,000 | 271 |
| Securities issued by states & political subdivisions | $1,839,000 | 4,761 |
| Other domestic debt securities | $15,604,000 | 638 |
| Privately issued residential mortgage-backed securities | $15,554,000 | 238 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,000 | 3,106 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $13,052,000 | 411 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,596,000 | 1,324 |
| Mortgage-backed securities | $269,078,000 | 278 |
| Certificates of participation in pools of residential mortgages | $122,353,000 | 302 |
| Issued or guaranteed by U.S. | $122,353,000 | 298 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $146,725,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $131,171,000 | 189 |
| Privately issued | $15,554,000 | 201 |
| 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) | $85,493,000 | 331 |
| Available-for-sale securities (fair market value) | $306,209,000 | 345 |
| Total debt securities | $378,650,000 | 361 |
| 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 | $387,801,000 | 358 |
| U.S. Government securities | $368,866,000 | 293 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $368,866,000 | 253 |
| Securities issued by states & political subdivisions | $2,573,000 | 4,297 |
| Other domestic debt securities | $191,000 | 3,264 |
| Privately issued residential mortgage-backed securities | $91,000 | 1,253 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $100,000 | 2,868 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $16,171,000 | 342 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $277,798,000 | 273 |
| Certificates of participation in pools of residential mortgages | $152,636,000 | 280 |
| Issued or guaranteed by U.S. | $152,545,000 | 273 |
| Privately issued | $91,000 | 283 |
| Collaterized mortgage obligations | $125,162,000 | 235 |
| CMOs issued by government agencies or sponsored agencies | $125,162,000 | 204 |
| Privately issued | $0 | 1,474 |
| 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) | $280,471,000 | 114 |
| Available-for-sale securities (fair market value) | $107,330,000 | 814 |
| Total debt securities | $371,630,000 | 361 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| 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 | $198,603,000 | 615 |
| U.S. Government securities | $184,505,000 | 564 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $184,505,000 | 473 |
| Securities issued by states & political subdivisions | $1,643,000 | 4,959 |
| Other domestic debt securities | $660,000 | 2,121 |
| Privately issued residential mortgage-backed securities | $492,000 | 816 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $168,000 | 2,406 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $11,795,000 | 385 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,806 |
| Mortgage-backed securities | $115,125,000 | 510 |
| Certificates of participation in pools of residential mortgages | $94,377,000 | 412 |
| Issued or guaranteed by U.S. | $94,264,000 | 406 |
| Privately issued | $113,000 | 320 |
| Collaterized mortgage obligations | $20,748,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $20,369,000 | 641 |
| Privately issued | $379,000 | 702 |
| 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) | $116,936,000 | 309 |
| Available-for-sale securities (fair market value) | $81,667,000 | 993 |
| Total debt securities | $186,808,000 | 626 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| 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 | $98,859,000 | 1,206 |
| U.S. Government securities | $86,328,000 | 1,129 |
| U.S. Treasury securities | $9,019,000 | 2,437 |
| U.S. Government agency obligations | $77,309,000 | 983 |
| Securities issued by states & political subdivisions | $1,982,000 | 4,819 |
| Other domestic debt securities | $1,084,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $850,000 | 808 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $234,000 | 2,539 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $9,465,000 | 438 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $48,722,000 | 952 |
| Certificates of participation in pools of residential mortgages | $27,403,000 | 1,053 |
| Issued or guaranteed by U.S. | $27,274,000 | 1,035 |
| Privately issued | $129,000 | 384 |
| Collaterized mortgage obligations | $21,319,000 | 679 |
| CMOs issued by government agencies or sponsored agencies | $20,598,000 | 652 |
| Privately issued | $721,000 | 656 |
| 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) | $50,938,000 | 798 |
| Available-for-sale securities (fair market value) | $47,921,000 | 1,720 |
| Total debt securities | $89,048,000 | 1,294 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| 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 | $115,050,000 | 1,088 |
| U.S. Government securities | $104,335,000 | 985 |
| U.S. Treasury securities | $22,763,000 | 1,247 |
| U.S. Government agency obligations | $81,572,000 | 932 |
| Securities issued by states & political subdivisions | $585,000 | 7,134 |
| Other domestic debt securities | $1,398,000 | 2,126 |
| Privately issued residential mortgage-backed securities | $1,199,000 | 790 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,000 | 3,205 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $8,732,000 | 452 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $51,646,000 | 948 |
| Certificates of participation in pools of residential mortgages | $32,494,000 | 947 |
| Issued or guaranteed by U.S. | $32,337,000 | 928 |
| Privately issued | $157,000 | 432 |
| Collaterized mortgage obligations | $19,152,000 | 853 |
| CMOs issued by government agencies or sponsored agencies | $18,110,000 | 832 |
| Privately issued | $1,042,000 | 621 |
| 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) | $52,430,000 | 795 |
| Available-for-sale securities (fair market value) | $62,620,000 | 1,346 |
| Total debt securities | $105,643,000 | 1,143 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| 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 | $91,519,000 | 1,412 |
| U.S. Government securities | $81,020,000 | 1,306 |
| U.S. Treasury securities | $22,133,000 | 1,583 |
| U.S. Government agency obligations | $58,887,000 | 1,218 |
| Securities issued by states & political subdivisions | $665,000 | 7,305 |
| Other domestic debt securities | $1,750,000 | 2,168 |
| Privately issued residential mortgage-backed securities | $1,486,000 | 763 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $264,000 | 3,407 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $8,084,000 | 430 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $39,923,000 | 1,203 |
| Certificates of participation in pools of residential mortgages | $30,698,000 | 997 |
| Issued or guaranteed by U.S. | $29,436,000 | 1,012 |
| Privately issued | $1,262,000 | 252 |
| Collaterized mortgage obligations | $9,225,000 | 1,546 |
| CMOs issued by government agencies or sponsored agencies | $9,001,000 | 1,485 |
| Privately issued | $224,000 | 1,479 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,852,000 | 1,819 |
| Available-for-sale securities (fair market value) | $50,667,000 | 1,125 |
| Total debt securities | $85,223,000 | 1,474 |
| 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 | $103,240,000 | 1,334 |
| U.S. Government securities | $91,850,000 | 1,206 |
| U.S. Treasury securities | $36,222,000 | 1,035 |
| U.S. Government agency obligations | $55,628,000 | 1,308 |
| Securities issued by states & political subdivisions | $740,000 | 7,326 |
| Other domestic debt securities | $2,809,000 | 1,954 |
| Privately issued residential mortgage-backed securities | $2,479,000 | 743 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $330,000 | 3,674 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $7,841,000 | 502 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $41,610,000 | 1,300 |
| Certificates of participation in pools of residential mortgages | $32,609,000 | 1,027 |
| Issued or guaranteed by U.S. | $30,130,000 | 1,055 |
| Privately issued | $2,479,000 | 278 |
| Collaterized mortgage obligations | $9,001,000 | 1,815 |
| CMOs issued by government agencies or sponsored agencies | $9,001,000 | 1,730 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $95,399,000 | 1,387 |
| 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 | $100,788,000 | 1,338 |
| U.S. Government securities | $92,650,000 | 1,177 |
| U.S. Treasury securities | $28,951,000 | 1,288 |
| U.S. Government agency obligations | $63,699,000 | 1,120 |
| Securities issued by states & political subdivisions | $800,000 | 6,988 |
| Other domestic debt securities | $4,106,000 | 1,920 |
| Privately issued residential mortgage-backed securities | $3,622,000 | 822 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $484,000 | 3,944 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $3,232,000 | 882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $44,753,000 | 1,232 |
| Certificates of participation in pools of residential mortgages | $40,788,000 | 876 |
| Issued or guaranteed by U.S. | $37,166,000 | 919 |
| Privately issued | $3,622,000 | 273 |
| Collaterized mortgage obligations | $3,965,000 | 3,006 |
| CMOs issued by government agencies or sponsored agencies | $3,965,000 | 2,761 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $97,556,000 | 1,349 |
| 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 |