Home > M&I Marshall and Ilsley Bank > Securities
M&I Marshall and Ilsley Bank, Securities
| 2011-06-30 | Rank | |
| Total securities | $5,531,140,000 | 50 |
| U.S. Government securities | $4,830,048,000 | 40 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $4,830,048,000 | 40 |
| Securities issued by states & political subdivisions | $508,166,000 | 32 |
| Other domestic debt securities | $166,538,000 | 118 |
| Privately issued residential mortgage-backed securities | $136,000 | 1,174 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $58,261,000 | 44 |
| Structured financial products - Total | $91,755,000 | 13 |
| Other domestic debt securities - All other | $16,386,000 | 284 |
| Foreign debt securities | $5,429,000 | 59 |
| Equity securities | $20,959,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $609,886,000 | 121 |
| Mortgage-backed securities | $4,830,184,000 | 38 |
| Certificates of participation in pools of residential mortgages | $1,492,744,000 | 60 |
| Issued or guaranteed by U.S. | $1,492,744,000 | 60 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $3,337,440,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $3,337,304,000 | 23 |
| Privately issued | $136,000 | 1,117 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $61,063,000 | 290 |
| Available-for-sale securities (fair market value) | $5,470,077,000 | 46 |
| Total debt securities | $5,510,181,000 | 50 |
| Structured notes | ||
| Amortized cost | $1,318,000 | 2,313 |
| Fair value | $1,318,000 | 2,315 |
| Trading account assets | $229,049,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $219,242,000 | 27 |
| Revaluation losses on off-balance sheet contracts | $199,183,000 | 28 |
| 2011-03-31 | Rank | |
| Total securities | $6,127,809,000 | 44 |
| U.S. Government securities | $5,114,745,000 | 40 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,114,745,000 | 39 |
| Securities issued by states & political subdivisions | $818,433,000 | 20 |
| Other domestic debt securities | $170,046,000 | 119 |
| Privately issued residential mortgage-backed securities | $154,000 | 1,191 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $58,214,000 | 46 |
| Structured financial products - Total | $95,292,000 | 14 |
| Other domestic debt securities - All other | $16,386,000 | 288 |
| Foreign debt securities | $5,429,000 | 56 |
| Equity securities | $19,156,000 | 91 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $726,648,000 | 107 |
| Mortgage-backed securities | $5,114,899,000 | 37 |
| Certificates of participation in pools of residential mortgages | $1,685,529,000 | 57 |
| Issued or guaranteed by U.S. | $1,685,529,000 | 56 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $3,429,370,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $3,429,216,000 | 22 |
| Privately issued | $154,000 | 1,134 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $65,504,000 | 274 |
| Available-for-sale securities (fair market value) | $6,062,305,000 | 42 |
| Total debt securities | $6,108,653,000 | 43 |
| Structured notes | ||
| Amortized cost | $1,322,000 | 2,358 |
| Fair value | $1,322,000 | 2,361 |
| Trading account assets | $215,876,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $205,931,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $186,604,000 | 28 |
| 2010-12-31 | Rank | |
| Total securities | $6,342,041,000 | 42 |
| U.S. Government securities | $5,349,337,000 | 36 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $5,349,337,000 | 36 |
| Securities issued by states & political subdivisions | $831,741,000 | 21 |
| Other domestic debt securities | $139,208,000 | 134 |
| Privately issued residential mortgage-backed securities | $165,000 | 1,237 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $53,023,000 | 43 |
| Structured financial products - Total | $76,020,000 | 17 |
| Other domestic debt securities - All other | $10,000,000 | 373 |
| Foreign debt securities | $3,529,000 | 58 |
| Equity securities | $18,226,000 | 95 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,723,000 | 87 |
| Mortgage-backed securities | $5,349,502,000 | 33 |
| Certificates of participation in pools of residential mortgages | $1,751,335,000 | 48 |
| Issued or guaranteed by U.S. | $1,751,335,000 | 48 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $3,598,167,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $3,598,002,000 | 20 |
| Privately issued | $165,000 | 1,179 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $67,772,000 | 253 |
| Available-for-sale securities (fair market value) | $6,274,269,000 | 40 |
| Total debt securities | $6,323,815,000 | 41 |
| Structured notes | ||
| Amortized cost | $1,326,000 | 2,215 |
| Fair value | $1,326,000 | 2,214 |
| Trading account assets | $251,217,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $240,886,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $218,335,000 | 27 |
| 2010-09-30 | Rank | |
| Total securities | $5,384,933,000 | 45 |
| U.S. Government securities | $4,156,845,000 | 42 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $4,156,845,000 | 42 |
| Securities issued by states & political subdivisions | $881,448,000 | 18 |
| Other domestic debt securities | $323,783,000 | 80 |
| Privately issued residential mortgage-backed securities | $169,664,000 | 57 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $53,188,000 | 41 |
| Structured financial products - Total | $90,931,000 | 14 |
| Other domestic debt securities - All other | $10,000,000 | 365 |
| Foreign debt securities | $4,353,000 | 54 |
| Equity securities | $18,504,000 | 98 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,266,725,000 | 75 |
| Mortgage-backed securities | $4,326,509,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,103,989,000 | 39 |
| Issued or guaranteed by U.S. | $2,103,989,000 | 39 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,222,520,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,052,856,000 | 31 |
| Privately issued | $169,664,000 | 55 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $79,225,000 | 235 |
| Available-for-sale securities (fair market value) | $5,305,708,000 | 44 |
| Total debt securities | $5,366,429,000 | 46 |
| Structured notes | ||
| Amortized cost | $1,329,000 | 2,256 |
| Fair value | $1,329,000 | 2,258 |
| Trading account assets | $342,566,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $314,511,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $296,130,000 | 28 |
| 2010-06-30 | Rank | |
| Total securities | $5,917,848,000 | 43 |
| U.S. Government securities | $4,771,951,000 | 39 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $4,771,951,000 | 37 |
| Securities issued by states & political subdivisions | $796,062,000 | 18 |
| Other domestic debt securities | $326,459,000 | 79 |
| Privately issued residential mortgage-backed securities | $185,112,000 | 58 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $54,769,000 | 37 |
| Structured financial products - Total | $86,578,000 | 16 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $5,413,000 | 47 |
| Equity securities | $17,963,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,626,877,000 | 59 |
| Mortgage-backed securities | $4,957,063,000 | 33 |
| Certificates of participation in pools of residential mortgages | $2,532,700,000 | 31 |
| Issued or guaranteed by U.S. | $2,532,700,000 | 30 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,424,363,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,239,251,000 | 29 |
| Privately issued | $185,112,000 | 55 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $76,633,000 | 254 |
| Available-for-sale securities (fair market value) | $5,841,215,000 | 42 |
| Total debt securities | $5,899,885,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $270,031,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $258,284,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $240,311,000 | 28 |
| 2010-03-31 | Rank | |
| Total securities | $6,139,935,000 | 39 |
| U.S. Government securities | $4,966,655,000 | 36 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $4,966,655,000 | 34 |
| Securities issued by states & political subdivisions | $811,593,000 | 18 |
| Other domestic debt securities | $339,702,000 | 75 |
| Privately issued residential mortgage-backed securities | $199,014,000 | 61 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $55,853,000 | 40 |
| Structured financial products - Total | $84,835,000 | 17 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $5,411,000 | 50 |
| Equity securities | $16,574,000 | 97 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,575,893,000 | 61 |
| Mortgage-backed securities | $5,165,669,000 | 30 |
| Certificates of participation in pools of residential mortgages | $2,582,736,000 | 31 |
| Issued or guaranteed by U.S. | $2,582,736,000 | 30 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,582,933,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,383,919,000 | 26 |
| Privately issued | $199,014,000 | 58 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $89,912,000 | 211 |
| Available-for-sale securities (fair market value) | $6,050,023,000 | 39 |
| Total debt securities | $6,123,361,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $229,554,000 | 37 |
| Revaluation gains on off-balance sheet contracts | $213,611,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $198,308,000 | 26 |
| 2009-12-31 | Rank | |
| Total securities | $5,699,704,000 | 46 |
| U.S. Government securities | $4,459,770,000 | 42 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $4,459,770,000 | 39 |
| Securities issued by states & political subdivisions | $859,356,000 | 19 |
| Other domestic debt securities | $358,805,000 | 79 |
| Privately issued residential mortgage-backed securities | $215,657,000 | 59 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $58,222,000 | 45 |
| Structured financial products - Total | $84,926,000 | 18 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $5,410,000 | 45 |
| Equity securities | $16,363,000 | 107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,284,545,000 | 69 |
| Mortgage-backed securities | $4,675,427,000 | 33 |
| Certificates of participation in pools of residential mortgages | $2,118,785,000 | 41 |
| Issued or guaranteed by U.S. | $2,118,785,000 | 41 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $2,556,642,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,340,985,000 | 26 |
| Privately issued | $215,657,000 | 56 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $99,068,000 | 189 |
| Available-for-sale securities (fair market value) | $5,600,636,000 | 45 |
| Total debt securities | $5,683,341,000 | 46 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $222,909,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $200,573,000 | 28 |
| Revaluation losses on off-balance sheet contracts | $184,117,000 | 27 |
| 2009-09-30 | Rank | |
| Total securities | $4,896,583,000 | 51 |
| U.S. Government securities | $3,586,541,000 | 49 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $3,586,541,000 | 46 |
| Securities issued by states & political subdivisions | $919,623,000 | 15 |
| Other domestic debt securities | $368,693,000 | 85 |
| Privately issued residential mortgage-backed securities | $231,443,000 | 61 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $47,883,000 | 49 |
| Structured financial products - Total | $89,367,000 | 21 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $4,758,000 | 46 |
| Equity securities | $16,968,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,351,969,000 | 70 |
| Mortgage-backed securities | $3,817,975,000 | 39 |
| Certificates of participation in pools of residential mortgages | $1,173,902,000 | 62 |
| Issued or guaranteed by U.S. | $1,173,902,000 | 60 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $2,644,073,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,412,630,000 | 24 |
| Privately issued | $231,443,000 | 58 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $115,424,000 | 176 |
| Available-for-sale securities (fair market value) | $4,781,159,000 | 47 |
| Total debt securities | $4,879,615,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $245,282,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $231,237,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $214,009,000 | 29 |
| 2009-06-30 | Rank | |
| Total securities | $4,868,653,000 | 52 |
| U.S. Government securities | $3,353,191,000 | 49 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $3,353,191,000 | 48 |
| Securities issued by states & political subdivisions | $948,478,000 | 15 |
| Other domestic debt securities | $546,177,000 | 70 |
| Privately issued residential mortgage-backed securities | $252,532,000 | 61 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $47,166,000 | 51 |
| Structured financial products - Total | $101,540,000 | 16 |
| Other domestic debt securities - All other | $144,939,000 | 57 |
| Foreign debt securities | $4,756,000 | 43 |
| Equity securities | $16,051,000 | 147 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,872,590,000 | 58 |
| Mortgage-backed securities | $3,605,713,000 | 41 |
| Certificates of participation in pools of residential mortgages | $757,410,000 | 89 |
| Issued or guaranteed by U.S. | $757,410,000 | 87 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $2,848,303,000 | 25 |
| CMOs issued by government agencies or sponsored agencies | $2,595,771,000 | 17 |
| Privately issued | $252,532,000 | 57 |
| 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) | $139,670,000 | 148 |
| Available-for-sale securities (fair market value) | $4,728,983,000 | 50 |
| Total debt securities | $4,852,602,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $239,982,000 | 43 |
| Revaluation gains on off-balance sheet contracts | $223,388,000 | 30 |
| Revaluation losses on off-balance sheet contracts | $198,715,000 | 28 |
| 2009-03-31 | Rank | |
| Total securities | $6,640,314,000 | 40 |
| U.S. Government securities | $4,822,688,000 | 32 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $4,822,688,000 | 31 |
| Securities issued by states & political subdivisions | $1,014,589,000 | 13 |
| Other domestic debt securities | $556,228,000 | 62 |
| Privately issued residential mortgage-backed securities | $282,236,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $134,213,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $139,779,000 | 61 |
| Foreign debt securities | $5,405,000 | 38 |
| Equity securities | $241,404,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,938,772,000 | 57 |
| Mortgage-backed securities | $5,104,914,000 | 30 |
| Certificates of participation in pools of residential mortgages | $2,026,281,000 | 40 |
| Issued or guaranteed by U.S. | $2,026,281,000 | 40 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,078,633,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $2,796,397,000 | 17 |
| Privately issued | $282,236,000 | 60 |
| 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) | $181,023,000 | 119 |
| Available-for-sale securities (fair market value) | $6,459,291,000 | 38 |
| Total debt securities | $6,398,910,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $663,367,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $278,022,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $236,528,000 | 29 |
| 2008-12-31 | Rank | |
| Total securities | $6,484,597,000 | 37 |
| U.S. Government securities | $4,977,248,000 | 32 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,977,248,000 | 32 |
| Securities issued by states & political subdivisions | $1,023,396,000 | 11 |
| Other domestic debt securities | $388,594,000 | 77 |
| Privately issued residential mortgage-backed securities | $158,689,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $105,610,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $124,295,000 | 55 |
| Foreign debt securities | $5,403,000 | 31 |
| Equity securities | $89,956,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,957,941,000 | 57 |
| Mortgage-backed securities | $5,135,927,000 | 30 |
| Certificates of participation in pools of residential mortgages | $2,119,956,000 | 37 |
| Issued or guaranteed by U.S. | $2,119,956,000 | 37 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $3,015,971,000 | 28 |
| CMOs issued by government agencies or sponsored agencies | $2,857,282,000 | 16 |
| Privately issued | $158,689,000 | 87 |
| 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) | $228,743,000 | 95 |
| Available-for-sale securities (fair market value) | $6,255,854,000 | 36 |
| Total debt securities | $6,394,641,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $493,236,000 | 38 |
| Revaluation gains on off-balance sheet contracts | $306,444,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $263,807,000 | 29 |
| 2008-09-30 | Rank | |
| Total securities | $6,342,602,000 | 38 |
| U.S. Government securities | $5,065,508,000 | 33 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,065,508,000 | 33 |
| Securities issued by states & political subdivisions | $1,015,373,000 | 15 |
| Other domestic debt securities | $228,193,000 | 115 |
| Privately issued residential mortgage-backed securities | $91,660,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $136,533,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $5,402,000 | 33 |
| Equity securities | $28,126,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,569,751,000 | 63 |
| Mortgage-backed securities | $5,157,158,000 | 31 |
| Certificates of participation in pools of residential mortgages | $2,077,244,000 | 39 |
| Issued or guaranteed by U.S. | $2,077,244,000 | 38 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $3,079,914,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $2,988,254,000 | 16 |
| Privately issued | $91,660,000 | 139 |
| 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) | $242,659,000 | 86 |
| Available-for-sale securities (fair market value) | $6,099,943,000 | 37 |
| Total debt securities | $6,314,476,000 | 38 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $156,483,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $86,952,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $63,498,000 | 35 |
| 2008-06-30 | Rank | |
| Total securities | $6,648,059,000 | 41 |
| U.S. Government securities | $5,292,622,000 | 34 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $5,292,622,000 | 34 |
| Securities issued by states & political subdivisions | $1,048,093,000 | 14 |
| Other domestic debt securities | $274,787,000 | 110 |
| Privately issued residential mortgage-backed securities | $96,671,000 | 142 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $178,116,000 | 33 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $5,401,000 | 35 |
| Equity securities | $27,156,000 | 121 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,576,371,000 | 63 |
| Mortgage-backed securities | $5,389,282,000 | 36 |
| Certificates of participation in pools of residential mortgages | $2,149,771,000 | 38 |
| Issued or guaranteed by U.S. | $2,149,771,000 | 36 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $3,239,511,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $3,142,840,000 | 16 |
| Privately issued | $96,671,000 | 133 |
| 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) | $271,826,000 | 79 |
| Available-for-sale securities (fair market value) | $6,376,233,000 | 40 |
| Total debt securities | $6,620,903,000 | 41 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $125,555,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $87,436,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $65,824,000 | 32 |
| 2008-03-31 | Rank | |
| Total securities | $6,800,322,000 | 40 |
| U.S. Government securities | $5,364,771,000 | 31 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $5,364,771,000 | 29 |
| Securities issued by states & political subdivisions | $1,120,598,000 | 15 |
| Other domestic debt securities | $288,573,000 | 110 |
| Privately issued residential mortgage-backed securities | $103,694,000 | 133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $184,879,000 | 36 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $5,399,000 | 39 |
| Equity securities | $20,981,000 | 183 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,841,964,000 | 58 |
| Mortgage-backed securities | $5,468,454,000 | 36 |
| Certificates of participation in pools of residential mortgages | $2,306,765,000 | 38 |
| Issued or guaranteed by U.S. | $2,306,765,000 | 35 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,161,689,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $3,057,995,000 | 13 |
| Privately issued | $103,694,000 | 121 |
| 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) | $311,112,000 | 64 |
| Available-for-sale securities (fair market value) | $6,489,210,000 | 39 |
| Total debt securities | $6,779,341,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $181,420,000 | 55 |
| Revaluation gains on off-balance sheet contracts | $136,812,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $112,703,000 | 33 |
| 2007-12-31 | Rank | |
| Total securities | $6,787,023,000 | 41 |
| U.S. Government securities | $5,286,496,000 | 30 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $5,286,496,000 | 29 |
| Securities issued by states & political subdivisions | $1,172,991,000 | 14 |
| Other domestic debt securities | $306,339,000 | 102 |
| Privately issued residential mortgage-backed securities | $109,444,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $196,895,000 | 35 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $5,398,000 | 39 |
| Equity securities | $15,799,000 | 196 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,314,062,000 | 70 |
| Mortgage-backed securities | $5,395,431,000 | 35 |
| Certificates of participation in pools of residential mortgages | $2,320,475,000 | 35 |
| Issued or guaranteed by U.S. | $2,320,475,000 | 32 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $3,074,956,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,965,512,000 | 14 |
| Privately issued | $109,444,000 | 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) | $363,484,000 | 56 |
| Available-for-sale securities (fair market value) | $6,423,539,000 | 39 |
| Total debt securities | $6,771,224,000 | 42 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $117,451,000 | 58 |
| Revaluation gains on off-balance sheet contracts | $64,350,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $52,354,000 | 32 |
| 2007-09-30 | Rank | |
| Total securities | $6,517,952,000 | 43 |
| U.S. Government securities | $4,722,119,000 | 37 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $4,722,119,000 | 36 |
| Securities issued by states & political subdivisions | $1,189,344,000 | 12 |
| Other domestic debt securities | $525,499,000 | 72 |
| Privately issued residential mortgage-backed securities | $130,617,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,443,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $365,439,000 | 26 |
| Foreign debt securities | $5,397,000 | 37 |
| Equity securities | $75,593,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,113,266,000 | 49 |
| Mortgage-backed securities | $4,852,229,000 | 38 |
| Certificates of participation in pools of residential mortgages | $2,391,020,000 | 33 |
| Issued or guaranteed by U.S. | $2,391,020,000 | 30 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,461,209,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,330,592,000 | 17 |
| Privately issued | $130,617,000 | 101 |
| 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) | $383,078,000 | 58 |
| Available-for-sale securities (fair market value) | $6,134,874,000 | 40 |
| Total debt securities | $6,442,359,000 | 43 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $45,077,000 | 71 |
| Revaluation gains on off-balance sheet contracts | $31,599,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $26,582,000 | 31 |
| 2007-06-30 | Rank | |
| Total securities | $6,388,976,000 | 40 |
| U.S. Government securities | $5,037,588,000 | 33 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,037,588,000 | 32 |
| Securities issued by states & political subdivisions | $1,192,326,000 | 11 |
| Other domestic debt securities | $139,780,000 | 161 |
| Privately issued residential mortgage-backed securities | $110,441,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $29,339,000 | 55 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $5,395,000 | 37 |
| Equity securities | $13,887,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $974,759,000 | 91 |
| Mortgage-backed securities | $5,047,111,000 | 37 |
| Certificates of participation in pools of residential mortgages | $2,986,941,000 | 24 |
| Issued or guaranteed by U.S. | $2,986,941,000 | 23 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,060,170,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $1,949,729,000 | 20 |
| Privately issued | $110,441,000 | 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) | $398,562,000 | 56 |
| Available-for-sale securities (fair market value) | $5,990,414,000 | 38 |
| Total debt securities | $6,375,089,000 | 40 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $49,134,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $28,350,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $29,725,000 | 34 |
| 2007-03-31 | Rank | |
| Total securities | $6,359,642,000 | 38 |
| U.S. Government securities | $4,986,231,000 | 34 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $4,986,231,000 | 33 |
| Securities issued by states & political subdivisions | $1,179,380,000 | 11 |
| Other domestic debt securities | $163,204,000 | 150 |
| Privately issued residential mortgage-backed securities | $118,806,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,398,000 | 49 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $5,397,000 | 37 |
| Equity securities | $25,430,000 | 123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $974,525,000 | 93 |
| Mortgage-backed securities | $5,105,025,000 | 34 |
| Certificates of participation in pools of residential mortgages | $2,903,928,000 | 25 |
| Issued or guaranteed by U.S. | $2,903,928,000 | 25 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,201,097,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,082,291,000 | 16 |
| Privately issued | $118,806,000 | 110 |
| 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) | $438,553,000 | 54 |
| Available-for-sale securities (fair market value) | $5,921,089,000 | 36 |
| Total debt securities | $6,334,212,000 | 37 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $114,738,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $25,840,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $23,638,000 | 33 |
| 2006-12-31 | Rank | |
| Total securities | $6,313,368,000 | 42 |
| U.S. Government securities | $4,902,625,000 | 35 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $4,902,625,000 | 32 |
| Securities issued by states & political subdivisions | $1,210,187,000 | 10 |
| Other domestic debt securities | $171,667,000 | 141 |
| Privately issued residential mortgage-backed securities | $127,163,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,504,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $5,397,000 | 38 |
| Equity securities | $23,492,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,464,000 | 93 |
| Mortgage-backed securities | $5,029,776,000 | 36 |
| Certificates of participation in pools of residential mortgages | $2,715,198,000 | 27 |
| Issued or guaranteed by U.S. | $2,715,198,000 | 27 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,314,578,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $2,187,415,000 | 17 |
| Privately issued | $127,163,000 | 102 |
| 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) | $484,178,000 | 47 |
| Available-for-sale securities (fair market value) | $5,829,190,000 | 41 |
| Total debt securities | $6,289,876,000 | 39 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $34,143,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $24,921,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $23,447,000 | 31 |
| 2006-09-30 | Rank | |
| Total securities | $6,231,365,000 | 47 |
| U.S. Government securities | $4,831,731,000 | 42 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $4,831,731,000 | 40 |
| Securities issued by states & political subdivisions | $1,196,005,000 | 9 |
| Other domestic debt securities | $180,010,000 | 147 |
| Privately issued residential mortgage-backed securities | $135,737,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,273,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $4,571,000 | 41 |
| Equity securities | $19,048,000 | 164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $994,465,000 | 95 |
| Mortgage-backed securities | $4,967,456,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,545,289,000 | 33 |
| Issued or guaranteed by U.S. | $2,545,289,000 | 28 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,422,167,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,286,430,000 | 20 |
| Privately issued | $135,737,000 | 105 |
| 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) | $517,058,000 | 48 |
| Available-for-sale securities (fair market value) | $5,714,307,000 | 45 |
| Total debt securities | $6,212,318,000 | 47 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $43,309,000 | 59 |
| Revaluation gains on off-balance sheet contracts | $28,015,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $58,239,000 | 25 |
| 2006-06-30 | Rank | |
| Total securities | $6,093,481,000 | 45 |
| U.S. Government securities | $4,709,326,000 | 40 |
| U.S. Treasury securities | $712,000 | 1,229 |
| U.S. Government agency obligations | $4,708,614,000 | 39 |
| Securities issued by states & political subdivisions | $1,194,263,000 | 9 |
| Other domestic debt securities | $164,337,000 | 156 |
| Privately issued residential mortgage-backed securities | $119,406,000 | 119 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,931,000 | 45 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $4,895,000 | 38 |
| Equity securities | $20,660,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,084,345,000 | 96 |
| Mortgage-backed securities | $4,828,004,000 | 40 |
| Certificates of participation in pools of residential mortgages | $2,457,833,000 | 34 |
| Issued or guaranteed by U.S. | $2,457,833,000 | 32 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $2,370,171,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,250,765,000 | 18 |
| Privately issued | $119,406,000 | 106 |
| 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) | $536,378,000 | 48 |
| Available-for-sale securities (fair market value) | $5,557,103,000 | 44 |
| Total debt securities | $6,072,821,000 | 44 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $51,964,000 | 62 |
| Revaluation gains on off-balance sheet contracts | $42,355,000 | 35 |
| Revaluation losses on off-balance sheet contracts | $43,453,000 | 33 |
| 2006-03-31 | Rank | |
| Total securities | $5,671,404,000 | 48 |
| U.S. Government securities | $4,257,313,000 | 46 |
| U.S. Treasury securities | $14,997,000 | 249 |
| U.S. Government agency obligations | $4,242,316,000 | 44 |
| Securities issued by states & political subdivisions | $1,219,496,000 | 9 |
| Other domestic debt securities | $174,624,000 | 153 |
| Privately issued residential mortgage-backed securities | $130,603,000 | 120 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $44,021,000 | 43 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $5,393,000 | 37 |
| Equity securities | $14,578,000 | 201 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,357,770,000 | 80 |
| Mortgage-backed securities | $4,372,919,000 | 43 |
| Certificates of participation in pools of residential mortgages | $2,116,149,000 | 40 |
| Issued or guaranteed by U.S. | $2,116,149,000 | 38 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,256,770,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $2,126,167,000 | 19 |
| Privately issued | $130,603,000 | 107 |
| 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) | $575,798,000 | 47 |
| Available-for-sale securities (fair market value) | $5,095,606,000 | 44 |
| Total debt securities | $5,656,826,000 | 48 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $38,293,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $33,477,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $32,495,000 | 30 |
| 2005-12-31 | Rank | |
| Total securities | $5,375,942,000 | 50 |
| U.S. Government securities | $3,925,095,000 | 51 |
| U.S. Treasury securities | $16,532,000 | 243 |
| U.S. Government agency obligations | $3,908,563,000 | 49 |
| Securities issued by states & political subdivisions | $1,236,317,000 | 8 |
| Other domestic debt securities | $185,662,000 | 146 |
| Privately issued residential mortgage-backed securities | $140,228,000 | 115 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $45,434,000 | 44 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $5,392,000 | 36 |
| Equity securities | $23,476,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,175,186,000 | 83 |
| Mortgage-backed securities | $4,048,791,000 | 41 |
| Certificates of participation in pools of residential mortgages | $2,005,411,000 | 43 |
| Issued or guaranteed by U.S. | $2,005,411,000 | 42 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $2,043,380,000 | 46 |
| CMOs issued by government agencies or sponsored agencies | $1,903,152,000 | 23 |
| Privately issued | $140,228,000 | 104 |
| 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) | $607,233,000 | 50 |
| Available-for-sale securities (fair market value) | $4,768,709,000 | 43 |
| Total debt securities | $5,352,466,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $28,607,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $24,844,000 | 32 |
| Revaluation losses on off-balance sheet contracts | $22,827,000 | 31 |
| 2005-09-30 | Rank | |
| Total securities | $5,376,769,000 | 50 |
| U.S. Government securities | $3,884,366,000 | 51 |
| U.S. Treasury securities | $16,608,000 | 233 |
| U.S. Government agency obligations | $3,867,758,000 | 48 |
| Securities issued by states & political subdivisions | $1,268,545,000 | 8 |
| Other domestic debt securities | $198,715,000 | 144 |
| Privately issued residential mortgage-backed securities | $152,008,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,707,000 | 46 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $5,387,000 | 39 |
| Equity securities | $19,755,000 | 154 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,190,240,000 | 82 |
| Mortgage-backed securities | $4,019,766,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,854,687,000 | 45 |
| Issued or guaranteed by U.S. | $1,854,687,000 | 44 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,165,079,000 | 42 |
| CMOs issued by government agencies or sponsored agencies | $2,013,071,000 | 24 |
| Privately issued | $152,008,000 | 99 |
| 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) | $642,909,000 | 48 |
| Available-for-sale securities (fair market value) | $4,733,860,000 | 45 |
| Total debt securities | $5,357,015,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $27,570,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $23,262,000 | 29 |
| Revaluation losses on off-balance sheet contracts | $27,339,000 | 26 |
| 2005-06-30 | Rank | |
| Total securities | $5,309,577,000 | 50 |
| U.S. Government securities | $3,788,545,000 | 49 |
| U.S. Treasury securities | $16,711,000 | 237 |
| U.S. Government agency obligations | $3,771,834,000 | 47 |
| Securities issued by states & political subdivisions | $1,261,487,000 | 8 |
| Other domestic debt securities | $221,727,000 | 131 |
| Privately issued residential mortgage-backed securities | $173,980,000 | 109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $47,747,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $5,390,000 | 37 |
| Equity securities | $32,428,000 | 103 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,268,204,000 | 81 |
| Mortgage-backed securities | $3,945,814,000 | 44 |
| Certificates of participation in pools of residential mortgages | $1,679,883,000 | 49 |
| Issued or guaranteed by U.S. | $1,679,883,000 | 45 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,265,931,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,091,951,000 | 24 |
| Privately issued | $173,980,000 | 93 |
| 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) | $656,816,000 | 49 |
| Available-for-sale securities (fair market value) | $4,652,761,000 | 45 |
| Total debt securities | $5,277,148,000 | 50 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $21,938,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $17,842,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $18,361,000 | 28 |
| 2005-03-31 | Rank | |
| Total securities | $5,218,137,000 | 54 |
| U.S. Government securities | $3,748,152,000 | 53 |
| U.S. Treasury securities | $16,759,000 | 252 |
| U.S. Government agency obligations | $3,731,393,000 | 51 |
| Securities issued by states & political subdivisions | $1,207,505,000 | 7 |
| Other domestic debt securities | $227,639,000 | 131 |
| Privately issued residential mortgage-backed securities | $178,268,000 | 105 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $49,371,000 | 50 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $5,089,000 | 44 |
| Equity securities | $29,752,000 | 115 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,270,639,000 | 83 |
| Mortgage-backed securities | $3,909,661,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,545,654,000 | 58 |
| Issued or guaranteed by U.S. | $1,545,654,000 | 53 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,364,007,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $2,185,739,000 | 24 |
| Privately issued | $178,268,000 | 91 |
| 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) | $687,552,000 | 46 |
| Available-for-sale securities (fair market value) | $4,530,585,000 | 49 |
| Total debt securities | $5,188,385,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $23,825,000 | 60 |
| Revaluation gains on off-balance sheet contracts | $22,144,000 | 31 |
| Revaluation losses on off-balance sheet contracts | $24,050,000 | 28 |
| 2004-12-31 | Rank | |
| Total securities | $5,187,494,000 | 56 |
| U.S. Government securities | $3,701,006,000 | 57 |
| U.S. Treasury securities | $16,971,000 | 256 |
| U.S. Government agency obligations | $3,684,035,000 | 54 |
| Securities issued by states & political subdivisions | $1,176,529,000 | 8 |
| Other domestic debt securities | $246,407,000 | 127 |
| Privately issued residential mortgage-backed securities | $189,382,000 | 100 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $55,870,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,155,000 | 1,769 |
| Foreign debt securities | $5,087,000 | 45 |
| Equity securities | $58,465,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,196,979,000 | 96 |
| Mortgage-backed securities | $3,873,417,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,551,583,000 | 59 |
| Issued or guaranteed by U.S. | $1,551,583,000 | 55 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,321,834,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $2,132,452,000 | 23 |
| Privately issued | $189,382,000 | 86 |
| 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) | $714,774,000 | 45 |
| Available-for-sale securities (fair market value) | $4,472,720,000 | 50 |
| Total debt securities | $5,129,029,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $18,133,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $13,047,000 | 34 |
| Revaluation losses on off-balance sheet contracts | $15,252,000 | 33 |
| 2004-09-30 | Rank | |
| Total securities | $5,196,085,000 | 54 |
| U.S. Government securities | $3,707,621,000 | 56 |
| U.S. Treasury securities | $17,205,000 | 246 |
| U.S. Government agency obligations | $3,690,416,000 | 53 |
| Securities issued by states & political subdivisions | $1,191,032,000 | 8 |
| Other domestic debt securities | $259,372,000 | 118 |
| Privately issued residential mortgage-backed securities | $200,100,000 | 93 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,107,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,165,000 | 1,824 |
| Foreign debt securities | $5,086,000 | 45 |
| Equity securities | $32,974,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,221,615,000 | 93 |
| Mortgage-backed securities | $3,890,485,000 | 46 |
| Certificates of participation in pools of residential mortgages | $1,633,287,000 | 56 |
| Issued or guaranteed by U.S. | $1,633,287,000 | 52 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,257,198,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $2,057,098,000 | 23 |
| Privately issued | $200,100,000 | 80 |
| 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) | $745,053,000 | 44 |
| Available-for-sale securities (fair market value) | $4,451,032,000 | 50 |
| Total debt securities | $5,163,111,000 | 54 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $35,428,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $13,609,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $14,984,000 | 35 |
| 2004-06-30 | Rank | |
| Total securities | $5,056,912,000 | 57 |
| U.S. Government securities | $3,639,307,000 | 59 |
| U.S. Treasury securities | $17,185,000 | 267 |
| U.S. Government agency obligations | $3,622,122,000 | 56 |
| Securities issued by states & political subdivisions | $1,130,820,000 | 8 |
| Other domestic debt securities | $250,065,000 | 123 |
| Privately issued residential mortgage-backed securities | $188,421,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $60,533,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,111,000 | 1,931 |
| Foreign debt securities | $5,085,000 | 44 |
| Equity securities | $31,635,000 | 122 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $956,867,000 | 106 |
| Mortgage-backed securities | $3,810,510,000 | 47 |
| Certificates of participation in pools of residential mortgages | $1,536,791,000 | 63 |
| Issued or guaranteed by U.S. | $1,536,791,000 | 58 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,273,719,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $2,085,298,000 | 22 |
| Privately issued | $188,421,000 | 84 |
| 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) | $758,299,000 | 42 |
| Available-for-sale securities (fair market value) | $4,298,613,000 | 54 |
| Total debt securities | $5,025,277,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $26,496,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $16,632,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $18,487,000 | 34 |
| 2004-03-31 | Rank | |
| Total securities | $5,191,808,000 | 56 |
| U.S. Government securities | $3,735,819,000 | 57 |
| U.S. Treasury securities | $53,186,000 | 110 |
| U.S. Government agency obligations | $3,682,633,000 | 54 |
| Securities issued by states & political subdivisions | $1,123,583,000 | 9 |
| Other domestic debt securities | $257,157,000 | 123 |
| Privately issued residential mortgage-backed securities | $192,904,000 | 101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,093,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,160,000 | 2,005 |
| Foreign debt securities | $5,084,000 | 50 |
| Equity securities | $70,165,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,127,118,000 | 96 |
| Mortgage-backed securities | $3,869,970,000 | 48 |
| Certificates of participation in pools of residential mortgages | $1,306,923,000 | 64 |
| Issued or guaranteed by U.S. | $1,306,923,000 | 59 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,563,047,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,370,143,000 | 22 |
| Privately issued | $192,904,000 | 90 |
| 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) | $789,540,000 | 44 |
| Available-for-sale securities (fair market value) | $4,402,268,000 | 55 |
| Total debt securities | $5,121,643,000 | 56 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $23,264,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $17,089,000 | 36 |
| Revaluation losses on off-balance sheet contracts | $13,854,000 | 38 |
| 2003-12-31 | Rank | |
| Total securities | $4,892,399,000 | 53 |
| U.S. Government securities | $3,474,028,000 | 58 |
| U.S. Treasury securities | $53,996,000 | 113 |
| U.S. Government agency obligations | $3,420,032,000 | 57 |
| Securities issued by states & political subdivisions | $1,091,354,000 | 8 |
| Other domestic debt securities | $265,424,000 | 92 |
| Privately issued residential mortgage-backed securities | $205,102,000 | 67 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $59,177,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,145,000 | 2,129 |
| Foreign debt securities | $5,082,000 | 52 |
| Equity securities | $56,511,000 | 80 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $847,461,000 | 109 |
| Mortgage-backed securities | $3,606,795,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,251,757,000 | 69 |
| Issued or guaranteed by U.S. | $1,251,757,000 | 65 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,355,038,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $2,149,936,000 | 22 |
| Privately issued | $205,102,000 | 57 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $807,948,000 | 40 |
| Available-for-sale securities (fair market value) | $4,084,451,000 | 56 |
| Total debt securities | $4,835,888,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $15,685,000 | 69 |
| Revaluation gains on off-balance sheet contracts | $11,786,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $9,091,000 | 37 |
| 2003-09-30 | Rank | |
| Total securities | $4,806,189,000 | 54 |
| U.S. Government securities | $3,295,098,000 | 60 |
| U.S. Treasury securities | $54,772,000 | 109 |
| U.S. Government agency obligations | $3,240,326,000 | 58 |
| Securities issued by states & political subdivisions | $1,127,508,000 | 7 |
| Other domestic debt securities | $250,392,000 | 96 |
| Privately issued residential mortgage-backed securities | $184,298,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $62,672,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,422,000 | 1,379 |
| Foreign debt securities | $5,082,000 | 54 |
| Equity securities | $128,109,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $703,505,000 | 113 |
| Mortgage-backed securities | $3,405,068,000 | 51 |
| Certificates of participation in pools of residential mortgages | $1,157,165,000 | 72 |
| Issued or guaranteed by U.S. | $1,157,165,000 | 67 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,247,903,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $2,063,605,000 | 21 |
| Privately issued | $184,298,000 | 56 |
| 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) | $857,592,000 | 34 |
| Available-for-sale securities (fair market value) | $3,948,597,000 | 55 |
| Total debt securities | $4,678,080,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $35,280,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $18,994,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $12,356,000 | 37 |
| 2003-06-30 | Rank | |
| Total securities | $4,758,833,000 | 57 |
| U.S. Government securities | $3,137,877,000 | 60 |
| U.S. Treasury securities | $80,902,000 | 79 |
| U.S. Government agency obligations | $3,056,975,000 | 58 |
| Securities issued by states & political subdivisions | $1,146,265,000 | 8 |
| Other domestic debt securities | $316,218,000 | 84 |
| Privately issued residential mortgage-backed securities | $238,036,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,433,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $31,749,000 | 288 |
| Foreign debt securities | $5,280,000 | 51 |
| Equity securities | $153,193,000 | 33 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $755,313,000 | 105 |
| Mortgage-backed securities | $3,263,085,000 | 54 |
| Certificates of participation in pools of residential mortgages | $657,187,000 | 104 |
| Issued or guaranteed by U.S. | $657,187,000 | 102 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,605,898,000 | 31 |
| CMOs issued by government agencies or sponsored agencies | $2,367,862,000 | 22 |
| Privately issued | $238,036,000 | 51 |
| 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) | $877,701,000 | 28 |
| Available-for-sale securities (fair market value) | $3,881,132,000 | 57 |
| Total debt securities | $4,605,640,000 | 57 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $34,606,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $23,739,000 | 37 |
| Revaluation losses on off-balance sheet contracts | $16,571,000 | 35 |
| 2003-03-31 | Rank | |
| Total securities | $4,744,087,000 | 54 |
| U.S. Government securities | $2,959,586,000 | 60 |
| U.S. Treasury securities | $83,708,000 | 82 |
| U.S. Government agency obligations | $2,875,878,000 | 58 |
| Securities issued by states & political subdivisions | $1,160,496,000 | 7 |
| Other domestic debt securities | $433,373,000 | 70 |
| Privately issued residential mortgage-backed securities | $298,596,000 | 51 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $50,487,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $84,290,000 | 113 |
| Foreign debt securities | $5,279,000 | 51 |
| Equity securities | $185,353,000 | 25 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $606,452,000 | 115 |
| Mortgage-backed securities | $3,134,738,000 | 58 |
| Certificates of participation in pools of residential mortgages | $504,828,000 | 120 |
| Issued or guaranteed by U.S. | $504,828,000 | 118 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $2,629,910,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $2,331,314,000 | 22 |
| Privately issued | $298,596,000 | 45 |
| 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) | $908,230,000 | 28 |
| Available-for-sale securities (fair market value) | $3,835,857,000 | 57 |
| Total debt securities | $4,558,734,000 | 58 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $20,128,000 | 70 |
| Revaluation gains on off-balance sheet contracts | $14,117,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $10,890,000 | 38 |
| 2002-12-31 | Rank | |
| Total securities | $4,553,375,000 | 53 |
| U.S. Government securities | $2,784,306,000 | 66 |
| U.S. Treasury securities | $84,692,000 | 78 |
| U.S. Government agency obligations | $2,699,614,000 | 65 |
| Securities issued by states & political subdivisions | $1,179,227,000 | 7 |
| Other domestic debt securities | $471,134,000 | 66 |
| Privately issued residential mortgage-backed securities | $302,432,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $59,386,000 | 53 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $109,316,000 | 90 |
| Foreign debt securities | $5,268,000 | 48 |
| Equity securities | $113,440,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $555,164,000 | 122 |
| Mortgage-backed securities | $2,930,769,000 | 57 |
| Certificates of participation in pools of residential mortgages | $246,080,000 | 209 |
| Issued or guaranteed by U.S. | $246,080,000 | 200 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,684,689,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $2,382,257,000 | 21 |
| Privately issued | $302,432,000 | 45 |
| 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) | $929,363,000 | 28 |
| Available-for-sale securities (fair market value) | $3,624,012,000 | 57 |
| Total debt securities | $4,439,935,000 | 53 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $21,237,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $12,181,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $10,736,000 | 38 |
| 2001-12-31 | Rank | |
| Total securities | $4,911,974,000 | 46 |
| U.S. Government securities | $2,273,130,000 | 72 |
| U.S. Treasury securities | $129,164,000 | 62 |
| U.S. Government agency obligations | $2,143,966,000 | 71 |
| Securities issued by states & political subdivisions | $1,183,934,000 | 7 |
| Other domestic debt securities | $643,498,000 | 58 |
| Privately issued residential mortgage-backed securities | $470,911,000 | 40 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $48,670,000 | 54 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $123,917,000 | 71 |
| Foreign debt securities | $4,725,000 | 53 |
| Equity securities | $806,687,000 | 5 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $702,198,000 | 97 |
| Mortgage-backed securities | $2,497,063,000 | 59 |
| Certificates of participation in pools of residential mortgages | $392,669,000 | 137 |
| Issued or guaranteed by U.S. | $392,669,000 | 134 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,104,394,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $1,633,483,000 | 25 |
| Privately issued | $470,911,000 | 36 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,016,426,000 | 24 |
| Available-for-sale securities (fair market value) | $3,895,548,000 | 47 |
| Total debt securities | $4,105,297,000 | 52 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $6,119,000 | 94 |
| Revaluation gains on off-balance sheet contracts | $3,974,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $3,663,000 | 43 |
| 2000-12-31 | Rank | |
| Total securities | $2,292,649,000 | 86 |
| U.S. Government securities | $1,222,720,000 | 112 |
| U.S. Treasury securities | $83,198,000 | 99 |
| U.S. Government agency obligations | $1,139,522,000 | 108 |
| Securities issued by states & political subdivisions | $362,377,000 | 29 |
| Other domestic debt securities | $638,039,000 | 49 |
| Privately issued residential mortgage-backed securities | $456,488,000 | 37 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $181,551,000 | 57 |
| Foreign debt securities | $4,475,000 | 52 |
| Equity securities | $65,038,000 | 117 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $418,595,000 | 141 |
| Mortgage-backed securities | $1,438,534,000 | 81 |
| Certificates of participation in pools of residential mortgages | $115,083,000 | 292 |
| Issued or guaranteed by U.S. | $115,083,000 | 286 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,323,451,000 | 43 |
| CMOs issued by government agencies or sponsored agencies | $866,963,000 | 39 |
| Privately issued | $456,488,000 | 30 |
| 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) | $306,179,000 | 95 |
| Available-for-sale securities (fair market value) | $1,986,470,000 | 83 |
| Total debt securities | $2,227,611,000 | 86 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $15,317,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $2,620,000 | 39 |
| Revaluation losses on off-balance sheet contracts | $619,000 | 56 |
| 1999-12-31 | Rank | |
| Total securities | $1,983,734,000 | 105 |
| U.S. Government securities | $1,428,104,000 | 101 |
| U.S. Treasury securities | $125,775,000 | 88 |
| U.S. Government agency obligations | $1,302,329,000 | 101 |
| Securities issued by states & political subdivisions | $345,152,000 | 28 |
| Other domestic debt securities | $134,563,000 | 153 |
| Privately issued residential mortgage-backed securities | $107,008,000 | 95 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $27,555,000 | 340 |
| Foreign debt securities | $4,525,000 | 57 |
| Equity securities | $71,390,000 | 100 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $541,616,000 | 132 |
| Mortgage-backed securities | $1,241,727,000 | 101 |
| Certificates of participation in pools of residential mortgages | $173,004,000 | 243 |
| Issued or guaranteed by U.S. | $173,004,000 | 237 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,068,723,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $961,715,000 | 37 |
| Privately issued | $107,008,000 | 85 |
| 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) | $303,009,000 | 106 |
| Available-for-sale securities (fair market value) | $1,680,725,000 | 99 |
| Total debt securities | $1,912,344,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $40,335,000 | 52 |
| Revaluation gains on off-balance sheet contracts | $1,788,000 | 38 |
| Revaluation losses on off-balance sheet contracts | $1,681,000 | 38 |
| 1998-12-31 | Rank | |
| Total securities | $1,824,026,000 | 103 |
| U.S. Government securities | $1,366,897,000 | 97 |
| U.S. Treasury securities | $192,583,000 | 83 |
| U.S. Government agency obligations | $1,174,314,000 | 99 |
| Securities issued by states & political subdivisions | $253,983,000 | 35 |
| Other domestic debt securities | $124,453,000 | 138 |
| Privately issued residential mortgage-backed securities | $124,453,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $4,125,000 | 63 |
| Equity securities | $74,568,000 | 87 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $540,897,000 | 111 |
| Mortgage-backed securities | $1,124,342,000 | 102 |
| Certificates of participation in pools of residential mortgages | $188,690,000 | 242 |
| Issued or guaranteed by U.S. | $188,690,000 | 236 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $935,652,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $811,199,000 | 43 |
| Privately issued | $124,453,000 | 68 |
| 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) | $258,001,000 | 123 |
| Available-for-sale securities (fair market value) | $1,566,025,000 | 93 |
| Total debt securities | $1,749,458,000 | 105 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $34,046,000 | 64 |
| Revaluation gains on off-balance sheet contracts | $699,000 | 45 |
| Revaluation losses on off-balance sheet contracts | $609,000 | 44 |
| 1997-12-31 | Rank | |
| Total securities | $1,673,189,000 | 105 |
| U.S. Government securities | $1,313,769,000 | 109 |
| U.S. Treasury securities | $240,132,000 | 94 |
| U.S. Government agency obligations | $1,073,637,000 | 110 |
| Securities issued by states & political subdivisions | $214,378,000 | 33 |
| Other domestic debt securities | $77,218,000 | 156 |
| Privately issued residential mortgage-backed securities | $27,025,000 | 156 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $50,193,000 | 121 |
| Foreign debt securities | $3,925,000 | 67 |
| Equity securities | $63,899,000 | 74 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $567,767,000 | 103 |
| Mortgage-backed securities | $883,027,000 | 114 |
| Certificates of participation in pools of residential mortgages | $139,451,000 | 313 |
| Issued or guaranteed by U.S. | $139,451,000 | 303 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $743,576,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $716,551,000 | 39 |
| Privately issued | $27,025,000 | 103 |
| 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) | $218,246,000 | 167 |
| Available-for-sale securities (fair market value) | $1,454,943,000 | 92 |
| Total debt securities | $1,609,290,000 | 103 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $43,644,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $1,310,733,000 | 134 |
| U.S. Government securities | $1,074,390,000 | 131 |
| U.S. Treasury securities | $179,740,000 | 137 |
| U.S. Government agency obligations | $894,650,000 | 123 |
| Securities issued by states & political subdivisions | $181,300,000 | 44 |
| Other domestic debt securities | $32,829,000 | 275 |
| Privately issued residential mortgage-backed securities | $32,829,000 | 163 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $3,250,000 | 83 |
| Equity securities | $18,964,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $493,440,000 | 126 |
| Mortgage-backed securities | $659,065,000 | 146 |
| Certificates of participation in pools of residential mortgages | $77,488,000 | 498 |
| Issued or guaranteed by U.S. | $77,488,000 | 490 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $581,577,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $548,748,000 | 46 |
| Privately issued | $32,829,000 | 110 |
| 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) | $184,714,000 | 225 |
| Available-for-sale securities (fair market value) | $1,126,019,000 | 101 |
| Total debt securities | $1,291,769,000 | 131 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $39,671,000 | 54 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $804,227,000 | 228 |
| U.S. Government securities | $705,704,000 | 208 |
| U.S. Treasury securities | $235,158,000 | 128 |
| U.S. Government agency obligations | $470,546,000 | 218 |
| Securities issued by states & political subdivisions | $79,619,000 | 113 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | $3,250,000 | 97 |
| Equity securities | $15,654,000 | 260 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $158,874,000 | 309 |
| Mortgage-backed securities | $374,721,000 | 253 |
| Certificates of participation in pools of residential mortgages | $71,639,000 | 534 |
| Issued or guaranteed by U.S. | $71,639,000 | 519 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $303,082,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $303,082,000 | 109 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $83,078,000 | 496 |
| Available-for-sale securities (fair market value) | $721,149,000 | 176 |
| Total debt securities | $788,573,000 | 229 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $38,601,000 | 61 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $693,928,000 | 267 |
| U.S. Government securities | $646,670,000 | 230 |
| U.S. Treasury securities | $278,960,000 | 139 |
| U.S. Government agency obligations | $367,710,000 | 270 |
| Securities issued by states & political subdivisions | $27,854,000 | 406 |
| Other domestic debt securities | $365,000 | 3,977 |
| Privately issued residential mortgage-backed securities | $365,000 | 1,484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | $3,750,000 | 87 |
| Equity securities | $15,289,000 | 243 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $198,676,000 | 266 |
| Mortgage-backed securities | $365,838,000 | 252 |
| Certificates of participation in pools of residential mortgages | $1,269,000 | 6,037 |
| Issued or guaranteed by U.S. | $1,269,000 | 6,011 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $364,569,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $364,204,000 | 101 |
| Privately issued | $365,000 | 1,217 |
| 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) | $83,970,000 | 908 |
| Available-for-sale securities (fair market value) | $609,958,000 | 116 |
| Total debt securities | $678,639,000 | 265 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $20,361,000 | 78 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $658,076,000 | 287 |
| U.S. Government securities | $635,539,000 | 239 |
| U.S. Treasury securities | $305,220,000 | 143 |
| U.S. Government agency obligations | $330,319,000 | 299 |
| Securities issued by states & political subdivisions | $10,749,000 | 1,387 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | $3,750,000 | 88 |
| Equity securities | $8,038,000 | 486 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,439,000 | 230 |
| Mortgage-backed securities | $330,319,000 | 279 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $330,319,000 | 118 |
| CMOs issued by government agencies or sponsored agencies | $330,319,000 | 104 |
| 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 | $650,038,000 | 287 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,305,000 | 213 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $716,803,000 | 253 |
| U.S. Government securities | $642,816,000 | 225 |
| U.S. Treasury securities | $410,871,000 | 110 |
| U.S. Government agency obligations | $231,945,000 | 367 |
| Securities issued by states & political subdivisions | $45,533,000 | 211 |
| Other domestic debt securities | $5,743,000 | 1,536 |
| Privately issued residential mortgage-backed securities | $5,743,000 | 625 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | $3,250,000 | 97 |
| Equity securities | $19,461,000 | 163 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $318,693,000 | 161 |
| Mortgage-backed securities | $237,688,000 | 340 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $237,688,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $231,945,000 | 141 |
| Privately issued | $5,743,000 | 422 |
| 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 | $697,342,000 | 252 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $12,633,000 | 115 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |