Home > Northern Trust > Securities
Northern Trust, Securities
| 2011-09-30 | Rank | |
| Total securities | $29,230,000 | 3,672 |
| U.S. Government securities | $1,589,000 | 6,632 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $1,589,000 | 6,530 |
| Securities issued by states & political subdivisions | $27,641,000 | 1,115 |
| 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 | $0 | 1,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,560,000 | 1,647 |
| Mortgage-backed securities | $1,589,000 | 4,999 |
| Certificates of participation in pools of residential mortgages | $1,589,000 | 4,554 |
| Issued or guaranteed by U.S. | $1,589,000 | 4,541 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $0 | 3,861 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $29,223,000 | 520 |
| Available-for-sale securities (fair market value) | $7,000 | 6,790 |
| Total debt securities | $29,230,000 | 3,638 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| 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 | $29,501,000 | 3,664 |
| U.S. Government securities | $1,710,000 | 6,722 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $1,710,000 | 6,615 |
| Securities issued by states & political subdivisions | $27,791,000 | 1,050 |
| 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 | $0 | 1,444 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,085,000 | 1,649 |
| Mortgage-backed securities | $1,710,000 | 4,957 |
| Certificates of participation in pools of residential mortgages | $1,710,000 | 4,498 |
| Issued or guaranteed by U.S. | $1,710,000 | 4,488 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| 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) | $29,494,000 | 510 |
| Available-for-sale securities (fair market value) | $7,000 | 6,867 |
| Total debt securities | $29,501,000 | 3,633 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $31,011,000 | 3,550 |
| U.S. Government securities | $2,501,000 | 6,581 |
| U.S. Treasury securities | $700,000 | 1,018 |
| U.S. Government agency obligations | $1,801,000 | 6,636 |
| Securities issued by states & political subdivisions | $28,510,000 | 1,013 |
| 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 | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,600,000 | 1,576 |
| Mortgage-backed securities | $1,801,000 | 4,899 |
| Certificates of participation in pools of residential mortgages | $1,801,000 | 4,417 |
| Issued or guaranteed by U.S. | $1,801,000 | 4,408 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $30,304,000 | 507 |
| Available-for-sale securities (fair market value) | $707,000 | 6,744 |
| Total debt securities | $31,011,000 | 3,520 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $57,111,000 | 2,179 |
| U.S. Government securities | $26,981,000 | 2,863 |
| U.S. Treasury securities | $25,157,000 | 187 |
| U.S. Government agency obligations | $1,824,000 | 6,615 |
| Securities issued by states & political subdivisions | $30,130,000 | 927 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,700,000 | 919 |
| Mortgage-backed securities | $1,824,000 | 4,838 |
| Certificates of participation in pools of residential mortgages | $1,824,000 | 4,307 |
| Issued or guaranteed by U.S. | $1,824,000 | 4,302 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $31,944,000 | 476 |
| Available-for-sale securities (fair market value) | $25,167,000 | 3,598 |
| Total debt securities | $57,111,000 | 2,153 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $204,744,000 | 663 |
| U.S. Government securities | $174,620,000 | 556 |
| U.S. Treasury securities | $147,695,000 | 52 |
| U.S. Government agency obligations | $26,925,000 | 2,750 |
| Securities issued by states & political subdivisions | $30,124,000 | 890 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,338,000 | 287 |
| Mortgage-backed securities | $1,926,000 | 4,830 |
| Certificates of participation in pools of residential mortgages | $1,926,000 | 4,265 |
| Issued or guaranteed by U.S. | $1,926,000 | 4,258 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $32,040,000 | 486 |
| Available-for-sale securities (fair market value) | $172,704,000 | 691 |
| Total debt securities | $204,744,000 | 651 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $222,426,000 | 597 |
| U.S. Government securities | $191,892,000 | 504 |
| U.S. Treasury securities | $154,638,000 | 50 |
| U.S. Government agency obligations | $37,254,000 | 2,168 |
| Securities issued by states & political subdivisions | $30,534,000 | 820 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| 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 | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,169,000 | 268 |
| Mortgage-backed securities | $2,264,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $2,264,000 | 4,191 |
| Issued or guaranteed by U.S. | $2,264,000 | 4,182 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| Privately issued | $0 | 1,445 |
| 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) | $32,788,000 | 484 |
| Available-for-sale securities (fair market value) | $189,638,000 | 619 |
| Total debt securities | $222,426,000 | 586 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| 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 | $140,960,000 | 943 |
| U.S. Government securities | $109,196,000 | 858 |
| U.S. Treasury securities | $58,973,000 | 92 |
| U.S. Government agency obligations | $50,223,000 | 1,721 |
| Securities issued by states & political subdivisions | $31,664,000 | 758 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $100,000 | 134 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $140,608,000 | 439 |
| Mortgage-backed securities | $2,395,000 | 4,777 |
| Certificates of participation in pools of residential mortgages | $2,395,000 | 4,261 |
| Issued or guaranteed by U.S. | $2,395,000 | 4,255 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $0 | 3,785 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
| Privately issued | $0 | 1,481 |
| 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) | $34,149,000 | 482 |
| Available-for-sale securities (fair market value) | $106,811,000 | 1,097 |
| Total debt securities | $140,960,000 | 923 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $169,724,000 | 768 |
| U.S. Government securities | $136,608,000 | 679 |
| U.S. Treasury securities | $74,024,000 | 68 |
| U.S. Government agency obligations | $62,584,000 | 1,381 |
| Securities issued by states & political subdivisions | $32,816,000 | 726 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $300,000 | 100 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $169,027,000 | 368 |
| Mortgage-backed securities | $2,493,000 | 4,821 |
| Certificates of participation in pools of residential mortgages | $2,493,000 | 4,310 |
| Issued or guaranteed by U.S. | $2,493,000 | 4,303 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| 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) | $35,595,000 | 481 |
| Available-for-sale securities (fair market value) | $134,129,000 | 829 |
| Total debt securities | $169,724,000 | 757 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $221,175,000 | 585 |
| U.S. Government securities | $188,063,000 | 494 |
| U.S. Treasury securities | $73,798,000 | 64 |
| U.S. Government agency obligations | $114,265,000 | 759 |
| Securities issued by states & political subdivisions | $32,812,000 | 725 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $300,000 | 102 |
| 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 | $220,483,000 | 286 |
| Mortgage-backed securities | $2,513,000 | 4,915 |
| Certificates of participation in pools of residential mortgages | $2,513,000 | 4,410 |
| Issued or guaranteed by U.S. | $2,513,000 | 4,402 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| 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) | $35,611,000 | 492 |
| Available-for-sale securities (fair market value) | $185,564,000 | 598 |
| Total debt securities | $221,175,000 | 570 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $171,299,000 | 743 |
| U.S. Government securities | $137,885,000 | 647 |
| U.S. Treasury securities | $40,835,000 | 95 |
| U.S. Government agency obligations | $97,050,000 | 848 |
| Securities issued by states & political subdivisions | $33,114,000 | 682 |
| 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 | $300,000 | 105 |
| 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 | $170,549,000 | 361 |
| Mortgage-backed securities | $2,532,000 | 4,948 |
| Certificates of participation in pools of residential mortgages | $2,532,000 | 4,458 |
| Issued or guaranteed by U.S. | $2,532,000 | 4,446 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| 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) | $35,932,000 | 472 |
| Available-for-sale securities (fair market value) | $135,367,000 | 800 |
| Total debt securities | $171,299,000 | 724 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $189,076,000 | 657 |
| U.S. Government securities | $153,530,000 | 590 |
| U.S. Treasury securities | $16,200,000 | 154 |
| U.S. Government agency obligations | $137,330,000 | 643 |
| Securities issued by states & political subdivisions | $35,146,000 | 576 |
| 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 | $400,000 | 91 |
| 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 | $188,232,000 | 335 |
| Mortgage-backed securities | $2,550,000 | 5,023 |
| Certificates of participation in pools of residential mortgages | $2,550,000 | 4,546 |
| Issued or guaranteed by U.S. | $2,550,000 | 4,535 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| 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) | $38,082,000 | 450 |
| Available-for-sale securities (fair market value) | $150,994,000 | 699 |
| Total debt securities | $189,076,000 | 640 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| 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 | $142,176,000 | 858 |
| U.S. Government securities | $105,905,000 | 797 |
| U.S. Treasury securities | $19,866,000 | 113 |
| U.S. Government agency obligations | $86,039,000 | 975 |
| Securities issued by states & political subdivisions | $35,771,000 | 544 |
| 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 | $500,000 | 76 |
| 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 | $141,253,000 | 424 |
| Mortgage-backed securities | $2,571,000 | 4,993 |
| Certificates of participation in pools of residential mortgages | $2,571,000 | 4,515 |
| Issued or guaranteed by U.S. | $2,571,000 | 4,503 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| 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) | $38,828,000 | 437 |
| Available-for-sale securities (fair market value) | $103,348,000 | 1,016 |
| Total debt securities | $142,176,000 | 843 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| 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 | $141,996,000 | 830 |
| U.S. Government securities | $105,608,000 | 779 |
| U.S. Treasury securities | $19,957,000 | 112 |
| U.S. Government agency obligations | $85,651,000 | 946 |
| Securities issued by states & political subdivisions | $35,888,000 | 529 |
| 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 | $500,000 | 80 |
| 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 | $141,054,000 | 414 |
| Mortgage-backed securities | $2,730,000 | 4,888 |
| Certificates of participation in pools of residential mortgages | $2,730,000 | 4,383 |
| Issued or guaranteed by U.S. | $2,730,000 | 4,370 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| 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) | $39,099,000 | 434 |
| Available-for-sale securities (fair market value) | $102,897,000 | 996 |
| Total debt securities | $141,996,000 | 816 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $96,763,000 | 1,250 |
| U.S. Government securities | $60,257,000 | 1,414 |
| U.S. Treasury securities | $20,151,000 | 111 |
| U.S. Government agency obligations | $40,106,000 | 2,017 |
| Securities issued by states & political subdivisions | $36,006,000 | 542 |
| 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 | $500,000 | 85 |
| 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 | $95,810,000 | 580 |
| Mortgage-backed securities | $2,748,000 | 4,890 |
| Certificates of participation in pools of residential mortgages | $2,748,000 | 4,385 |
| Issued or guaranteed by U.S. | $2,748,000 | 4,369 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| 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) | $39,235,000 | 431 |
| Available-for-sale securities (fair market value) | $57,528,000 | 1,802 |
| Total debt securities | $96,763,000 | 1,216 |
| 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 | $97,545,000 | 1,253 |
| U.S. Government securities | $60,616,000 | 1,374 |
| U.S. Treasury securities | $20,306,000 | 115 |
| U.S. Government agency obligations | $40,310,000 | 2,001 |
| Securities issued by states & political subdivisions | $36,429,000 | 533 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| 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 | $500,000 | 98 |
| 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 | $96,595,000 | 563 |
| Mortgage-backed securities | $2,769,000 | 4,802 |
| Certificates of participation in pools of residential mortgages | $2,769,000 | 4,297 |
| Issued or guaranteed by U.S. | $2,769,000 | 4,280 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| 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) | $39,678,000 | 411 |
| Available-for-sale securities (fair market value) | $57,867,000 | 1,770 |
| Total debt securities | $97,545,000 | 1,213 |
| 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 | $131,922,000 | 905 |
| U.S. Government securities | $94,774,000 | 885 |
| U.S. Treasury securities | $5,113,000 | 301 |
| U.S. Government agency obligations | $89,661,000 | 900 |
| Securities issued by states & political subdivisions | $36,648,000 | 521 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| 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 | $500,000 | 98 |
| 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 | $131,066,000 | 417 |
| Mortgage-backed securities | $2,821,000 | 4,549 |
| Certificates of participation in pools of residential mortgages | $2,821,000 | 3,987 |
| Issued or guaranteed by U.S. | $2,821,000 | 3,970 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| 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) | $39,949,000 | 425 |
| Available-for-sale securities (fair market value) | $91,973,000 | 1,136 |
| Total debt securities | $131,922,000 | 879 |
| 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 | $141,075,000 | 846 |
| U.S. Government securities | $103,808,000 | 810 |
| U.S. Treasury securities | $5,131,000 | 321 |
| U.S. Government agency obligations | $98,677,000 | 830 |
| Securities issued by states & political subdivisions | $36,767,000 | 503 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| 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 | $500,000 | 101 |
| 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 | $140,134,000 | 386 |
| Mortgage-backed securities | $2,836,000 | 4,424 |
| Certificates of participation in pools of residential mortgages | $2,836,000 | 3,837 |
| Issued or guaranteed by U.S. | $2,836,000 | 3,821 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| 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) | $40,082,000 | 453 |
| Available-for-sale securities (fair market value) | $100,993,000 | 1,051 |
| Total debt securities | $141,075,000 | 820 |
| 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 | $91,948,000 | 1,306 |
| U.S. Government securities | $54,653,000 | 1,555 |
| U.S. Treasury securities | $5,114,000 | 369 |
| U.S. Government agency obligations | $49,539,000 | 1,671 |
| Securities issued by states & political subdivisions | $36,795,000 | 498 |
| 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 | $500,000 | 98 |
| 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 | $90,978,000 | 578 |
| Mortgage-backed securities | $2,906,000 | 4,350 |
| Certificates of participation in pools of residential mortgages | $2,906,000 | 3,758 |
| Issued or guaranteed by U.S. | $2,906,000 | 3,745 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| 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) | $40,180,000 | 462 |
| Available-for-sale securities (fair market value) | $51,768,000 | 1,920 |
| Total debt securities | $91,948,000 | 1,282 |
| 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 | $125,859,000 | 965 |
| U.S. Government securities | $88,251,000 | 996 |
| U.S. Treasury securities | $6,126,000 | 356 |
| U.S. Government agency obligations | $82,125,000 | 1,042 |
| Securities issued by states & political subdivisions | $37,108,000 | 491 |
| 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 | $500,000 | 102 |
| 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 | $93,990,000 | 559 |
| Mortgage-backed securities | $2,932,000 | 4,316 |
| Certificates of participation in pools of residential mortgages | $2,932,000 | 3,722 |
| Issued or guaranteed by U.S. | $2,932,000 | 3,707 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| 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) | $40,519,000 | 472 |
| Available-for-sale securities (fair market value) | $85,340,000 | 1,213 |
| Total debt securities | $125,859,000 | 939 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| 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 | $119,623,000 | 1,031 |
| U.S. Government securities | $81,665,000 | 1,098 |
| U.S. Treasury securities | $1,006,000 | 931 |
| U.S. Government agency obligations | $80,659,000 | 1,078 |
| Securities issued by states & political subdivisions | $37,358,000 | 492 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| 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 | $600,000 | 96 |
| 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 | $87,882,000 | 615 |
| Mortgage-backed securities | $2,983,000 | 4,278 |
| Certificates of participation in pools of residential mortgages | $2,983,000 | 3,694 |
| Issued or guaranteed by U.S. | $2,983,000 | 3,683 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| 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) | $40,920,000 | 474 |
| Available-for-sale securities (fair market value) | $78,703,000 | 1,348 |
| Total debt securities | $119,623,000 | 1,002 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $53,848,000 | 2,196 |
| U.S. Government securities | $16,109,000 | 4,361 |
| U.S. Treasury securities | $1,010,000 | 984 |
| U.S. Government agency obligations | $15,099,000 | 4,397 |
| Securities issued by states & political subdivisions | $37,139,000 | 482 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| 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 | $600,000 | 98 |
| 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 | $51,983,000 | 965 |
| Mortgage-backed securities | $3,138,000 | 4,220 |
| Certificates of participation in pools of residential mortgages | $3,138,000 | 3,636 |
| Issued or guaranteed by U.S. | $3,138,000 | 3,615 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,877,000 | 505 |
| Available-for-sale securities (fair market value) | $12,971,000 | 5,017 |
| Total debt securities | $53,848,000 | 2,154 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $71,611,000 | 1,674 |
| U.S. Government securities | $34,124,000 | 2,493 |
| U.S. Treasury securities | $1,011,000 | 1,016 |
| U.S. Government agency obligations | $33,113,000 | 2,479 |
| Securities issued by states & political subdivisions | $36,887,000 | 467 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| 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 | $600,000 | 107 |
| 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 | $70,000,000 | 752 |
| Mortgage-backed securities | $3,161,000 | 4,216 |
| Certificates of participation in pools of residential mortgages | $3,161,000 | 3,633 |
| Issued or guaranteed by U.S. | $3,161,000 | 3,619 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,648,000 | 515 |
| Available-for-sale securities (fair market value) | $30,963,000 | 2,967 |
| Total debt securities | $71,611,000 | 1,642 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $91,817,000 | 1,348 |
| U.S. Government securities | $54,327,000 | 1,677 |
| U.S. Treasury securities | $997,000 | 1,114 |
| U.S. Government agency obligations | $53,330,000 | 1,657 |
| Securities issued by states & political subdivisions | $36,890,000 | 472 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $600,000 | 109 |
| 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 | $90,220,000 | 598 |
| Mortgage-backed securities | $3,415,000 | 4,156 |
| Certificates of participation in pools of residential mortgages | $3,415,000 | 3,564 |
| Issued or guaranteed by U.S. | $3,415,000 | 3,548 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,905,000 | 517 |
| Available-for-sale securities (fair market value) | $50,912,000 | 1,994 |
| Total debt securities | $91,818,000 | 1,318 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $111,852,000 | 1,123 |
| U.S. Government securities | $74,360,000 | 1,202 |
| U.S. Treasury securities | $993,000 | 1,151 |
| U.S. Government agency obligations | $73,367,000 | 1,180 |
| Securities issued by states & political subdivisions | $36,892,000 | 468 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| 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 | $600,000 | 108 |
| 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 | $110,259,000 | 499 |
| Mortgage-backed securities | $3,469,000 | 4,146 |
| Certificates of participation in pools of residential mortgages | $3,469,000 | 3,561 |
| Issued or guaranteed by U.S. | $3,469,000 | 3,545 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,961,000 | 525 |
| Available-for-sale securities (fair market value) | $70,891,000 | 1,465 |
| Total debt securities | $111,852,000 | 1,097 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $132,003,000 | 926 |
| U.S. Government securities | $94,399,000 | 966 |
| U.S. Treasury securities | $990,000 | 1,191 |
| U.S. Government agency obligations | $93,409,000 | 940 |
| Securities issued by states & political subdivisions | $37,004,000 | 471 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| 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 | $600,000 | 109 |
| 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 | $130,414,000 | 421 |
| Mortgage-backed securities | $3,536,000 | 4,181 |
| Certificates of participation in pools of residential mortgages | $3,536,000 | 3,586 |
| Issued or guaranteed by U.S. | $3,536,000 | 3,573 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,140,000 | 534 |
| Available-for-sale securities (fair market value) | $90,863,000 | 1,145 |
| Total debt securities | $132,003,000 | 908 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| 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 | $212,512,000 | 610 |
| U.S. Government securities | $174,616,000 | 570 |
| U.S. Treasury securities | $991,000 | 1,236 |
| U.S. Government agency obligations | $173,625,000 | 550 |
| Securities issued by states & political subdivisions | $37,296,000 | 470 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| 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 | $600,000 | 111 |
| 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 | $211,912,000 | 284 |
| Mortgage-backed securities | $3,785,000 | 4,183 |
| Certificates of participation in pools of residential mortgages | $3,785,000 | 3,591 |
| Issued or guaranteed by U.S. | $3,785,000 | 3,575 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,681,000 | 538 |
| Available-for-sale securities (fair market value) | $170,831,000 | 617 |
| Total debt securities | $212,512,000 | 591 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| 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 | $292,635,000 | 476 |
| U.S. Government securities | $254,203,000 | 413 |
| U.S. Treasury securities | $1,005,000 | 1,242 |
| U.S. Government agency obligations | $253,198,000 | 396 |
| Securities issued by states & political subdivisions | $37,832,000 | 455 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| 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 | $600,000 | 113 |
| 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 | $292,036,000 | 220 |
| Mortgage-backed securities | $3,900,000 | 4,239 |
| Certificates of participation in pools of residential mortgages | $3,900,000 | 3,642 |
| Issued or guaranteed by U.S. | $3,900,000 | 3,632 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $42,332,000 | 535 |
| Available-for-sale securities (fair market value) | $250,303,000 | 459 |
| Total debt securities | $292,635,000 | 465 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $234,093,000 | 584 |
| U.S. Government securities | $195,224,000 | 536 |
| U.S. Treasury securities | $1,015,000 | 1,262 |
| U.S. Government agency obligations | $194,209,000 | 516 |
| Securities issued by states & political subdivisions | $38,269,000 | 453 |
| 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 | $600,000 | 116 |
| 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 | $233,494,000 | 265 |
| Mortgage-backed securities | $3,922,000 | 4,281 |
| Certificates of participation in pools of residential mortgages | $3,922,000 | 3,661 |
| Issued or guaranteed by U.S. | $3,922,000 | 3,653 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| 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) | $42,791,000 | 524 |
| Available-for-sale securities (fair market value) | $191,302,000 | 581 |
| Total debt securities | $234,093,000 | 570 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $246,121,000 | 562 |
| U.S. Government securities | $206,079,000 | 524 |
| U.S. Treasury securities | $1,029,000 | 1,253 |
| U.S. Government agency obligations | $205,050,000 | 502 |
| Securities issued by states & political subdivisions | $39,442,000 | 432 |
| 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 | $600,000 | 114 |
| 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 | $245,522,000 | 251 |
| Mortgage-backed securities | $4,155,000 | 4,219 |
| Certificates of participation in pools of residential mortgages | $4,155,000 | 3,608 |
| Issued or guaranteed by U.S. | $4,155,000 | 3,600 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| 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) | $44,197,000 | 511 |
| Available-for-sale securities (fair market value) | $201,924,000 | 554 |
| Total debt securities | $246,121,000 | 547 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $247,928,000 | 559 |
| U.S. Government securities | $206,654,000 | 527 |
| U.S. Treasury securities | $1,040,000 | 1,324 |
| U.S. Government agency obligations | $205,614,000 | 507 |
| Securities issued by states & political subdivisions | $40,674,000 | 408 |
| 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 | $600,000 | 108 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $247,328,000 | 251 |
| Mortgage-backed securities | $4,210,000 | 4,286 |
| Certificates of participation in pools of residential mortgages | $4,210,000 | 3,654 |
| Issued or guaranteed by U.S. | $4,210,000 | 3,645 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| 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) | $45,484,000 | 504 |
| Available-for-sale securities (fair market value) | $202,444,000 | 558 |
| Total debt securities | $247,928,000 | 542 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $256,625,000 | 558 |
| U.S. Government securities | $217,733,000 | 502 |
| U.S. Treasury securities | $1,062,000 | 1,283 |
| U.S. Government agency obligations | $216,671,000 | 487 |
| Securities issued by states & political subdivisions | $38,292,000 | 446 |
| 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 | $600,000 | 120 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,025,000 | 241 |
| Mortgage-backed securities | $4,371,000 | 4,263 |
| Certificates of participation in pools of residential mortgages | $4,371,000 | 3,634 |
| Issued or guaranteed by U.S. | $4,371,000 | 3,625 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| 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) | $43,263,000 | 516 |
| Available-for-sale securities (fair market value) | $213,362,000 | 554 |
| Total debt securities | $256,625,000 | 536 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $210,062,000 | 656 |
| U.S. Government securities | $178,057,000 | 619 |
| U.S. Treasury securities | $1,003,000 | 1,494 |
| U.S. Government agency obligations | $177,054,000 | 598 |
| Securities issued by states & political subdivisions | $31,505,000 | 559 |
| 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 | $500,000 | 137 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $209,562,000 | 275 |
| Mortgage-backed securities | $4,409,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $4,409,000 | 3,606 |
| Issued or guaranteed by U.S. | $4,409,000 | 3,594 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| 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) | $36,414,000 | 612 |
| Available-for-sale securities (fair market value) | $173,648,000 | 667 |
| Total debt securities | $210,062,000 | 638 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $218,031,000 | 637 |
| U.S. Government securities | $185,775,000 | 592 |
| U.S. Treasury securities | $1,008,000 | 1,500 |
| U.S. Government agency obligations | $184,767,000 | 572 |
| Securities issued by states & political subdivisions | $31,756,000 | 561 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| 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 | $500,000 | 142 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $217,532,000 | 263 |
| Mortgage-backed securities | $1,522,000 | 5,453 |
| Certificates of participation in pools of residential mortgages | $1,522,000 | 4,900 |
| Issued or guaranteed by U.S. | $1,522,000 | 4,881 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $33,778,000 | 632 |
| Available-for-sale securities (fair market value) | $184,253,000 | 630 |
| Total debt securities | $218,031,000 | 620 |
| 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 | $219,862,000 | 628 |
| U.S. Government securities | $187,605,000 | 569 |
| U.S. Treasury securities | $1,013,000 | 1,521 |
| U.S. Government agency obligations | $186,592,000 | 555 |
| Securities issued by states & political subdivisions | $31,757,000 | 537 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $500,000 | 140 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $219,362,000 | 252 |
| Mortgage-backed securities | $1,916,000 | 5,366 |
| Certificates of participation in pools of residential mortgages | $1,916,000 | 4,738 |
| Issued or guaranteed by U.S. | $1,916,000 | 4,722 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,173,000 | 607 |
| Available-for-sale securities (fair market value) | $185,689,000 | 620 |
| Total debt securities | $219,862,000 | 609 |
| 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 | $241,137,000 | 574 |
| U.S. Government securities | $208,871,000 | 520 |
| U.S. Treasury securities | $1,017,000 | 1,516 |
| U.S. Government agency obligations | $207,854,000 | 499 |
| Securities issued by states & political subdivisions | $31,766,000 | 513 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $500,000 | 138 |
| 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 | $240,638,000 | 226 |
| Mortgage-backed securities | $2,257,000 | 5,205 |
| Certificates of participation in pools of residential mortgages | $2,257,000 | 4,534 |
| Issued or guaranteed by U.S. | $2,257,000 | 4,518 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,523,000 | 589 |
| Available-for-sale securities (fair market value) | $206,614,000 | 560 |
| Total debt securities | $241,137,000 | 550 |
| 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 | $219,279,000 | 598 |
| U.S. Government securities | $189,811,000 | 533 |
| U.S. Treasury securities | $1,020,000 | 1,593 |
| U.S. Government agency obligations | $188,791,000 | 517 |
| Securities issued by states & political subdivisions | $28,968,000 | 556 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $500,000 | 138 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $218,780,000 | 247 |
| Mortgage-backed securities | $2,339,000 | 5,149 |
| Certificates of participation in pools of residential mortgages | $2,339,000 | 4,452 |
| Issued or guaranteed by U.S. | $2,339,000 | 4,437 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $31,807,000 | 623 |
| Available-for-sale securities (fair market value) | $187,472,000 | 586 |
| Total debt securities | $219,279,000 | 578 |
| 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 | $141,862,000 | 817 |
| U.S. Government securities | $126,640,000 | 674 |
| U.S. Treasury securities | $102,000 | 3,083 |
| U.S. Government agency obligations | $126,538,000 | 645 |
| Securities issued by states & political subdivisions | $14,922,000 | 1,134 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $300,000 | 183 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,562,000 | 338 |
| Mortgage-backed securities | $3,165,000 | 4,637 |
| Certificates of participation in pools of residential mortgages | $3,165,000 | 3,810 |
| Issued or guaranteed by U.S. | $3,165,000 | 3,794 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,387,000 | 980 |
| Available-for-sale securities (fair market value) | $123,475,000 | 782 |
| Total debt securities | $141,862,000 | 792 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| 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 | $158,920,000 | 705 |
| U.S. Government securities | $119,916,000 | 711 |
| U.S. Treasury securities | $1,001,000 | 2,753 |
| U.S. Government agency obligations | $118,915,000 | 663 |
| Securities issued by states & political subdivisions | $10,077,000 | 1,646 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $300,000 | 178 |
| Equity securities | $28,627,000 | 219 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $127,722,000 | 361 |
| Mortgage-backed securities | $4,011,000 | 3,737 |
| Certificates of participation in pools of residential mortgages | $4,011,000 | 2,966 |
| Issued or guaranteed by U.S. | $4,011,000 | 2,949 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,388,000 | 1,478 |
| Available-for-sale securities (fair market value) | $144,532,000 | 598 |
| Total debt securities | $130,293,000 | 833 |
| 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 | $206,747,000 | 592 |
| U.S. Government securities | $185,143,000 | 512 |
| U.S. Treasury securities | $15,038,000 | 609 |
| U.S. Government agency obligations | $170,105,000 | 496 |
| Securities issued by states & political subdivisions | $11,605,000 | 1,454 |
| Other domestic debt securities | $97,000 | 3,561 |
| Privately issued residential mortgage-backed securities | $97,000 | 1,226 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | $100,000 | 245 |
| Equity securities | $9,802,000 | 513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $195,802,000 | 270 |
| Mortgage-backed securities | $2,212,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $2,115,000 | 4,132 |
| Issued or guaranteed by U.S. | $2,115,000 | 4,114 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $97,000 | 4,202 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $97,000 | 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) | $11,705,000 | 1,934 |
| Available-for-sale securities (fair market value) | $195,042,000 | 504 |
| Total debt securities | $196,945,000 | 597 |
| 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 | $94,281,000 | 1,233 |
| U.S. Government securities | $79,752,000 | 1,106 |
| U.S. Treasury securities | $70,830,000 | 196 |
| U.S. Government agency obligations | $8,922,000 | 5,617 |
| Securities issued by states & political subdivisions | $12,914,000 | 1,287 |
| Other domestic debt securities | $140,000 | 3,341 |
| Privately issued residential mortgage-backed securities | $140,000 | 1,166 |
| 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 | $100,000 | 253 |
| Equity securities | $1,375,000 | 1,923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $92,611,000 | 424 |
| Mortgage-backed securities | $1,160,000 | 5,936 |
| Certificates of participation in pools of residential mortgages | $1,020,000 | 5,244 |
| Issued or guaranteed by U.S. | $1,020,000 | 5,226 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $140,000 | 4,397 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $140,000 | 996 |
| 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) | $16,003,000 | 1,661 |
| Available-for-sale securities (fair market value) | $78,278,000 | 1,131 |
| Total debt securities | $92,906,000 | 1,207 |
| 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 | $124,434,000 | 929 |
| U.S. Government securities | $107,687,000 | 878 |
| U.S. Treasury securities | $92,159,000 | 218 |
| U.S. Government agency obligations | $15,528,000 | 3,921 |
| Securities issued by states & political subdivisions | $15,084,000 | 923 |
| Other domestic debt securities | $188,000 | 2,990 |
| Privately issued residential mortgage-backed securities | $188,000 | 1,070 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $100,000 | 265 |
| Equity securities | $1,375,000 | 1,882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,700,000 | 328 |
| Mortgage-backed securities | $448,000 | 7,092 |
| Certificates of participation in pools of residential mortgages | $260,000 | 6,744 |
| Issued or guaranteed by U.S. | $260,000 | 6,723 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $188,000 | 4,569 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $188,000 | 868 |
| 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) | $32,048,000 | 1,084 |
| Available-for-sale securities (fair market value) | $92,386,000 | 891 |
| Total debt securities | $123,059,000 | 912 |
| 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 | $129,849,000 | 945 |
| U.S. Government securities | $110,830,000 | 911 |
| U.S. Treasury securities | $68,712,000 | 333 |
| U.S. Government agency obligations | $42,118,000 | 1,724 |
| Securities issued by states & political subdivisions | $17,399,000 | 759 |
| Other domestic debt securities | $245,000 | 3,271 |
| Privately issued residential mortgage-backed securities | $245,000 | 1,242 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $1,375,000 | 1,913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,474,000 | 340 |
| Mortgage-backed securities | $585,000 | 7,394 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $585,000 | 4,315 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 4,564 |
| Privately issued | $245,000 | 1,004 |
| 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) | $43,220,000 | 949 |
| Available-for-sale securities (fair market value) | $86,629,000 | 952 |
| Total debt securities | $128,474,000 | 924 |
| 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 | $51,341,000 | 2,435 |
| U.S. Government securities | $33,206,000 | 3,044 |
| U.S. Treasury securities | $5,052,000 | 4,546 |
| U.S. Government agency obligations | $28,154,000 | 2,489 |
| Securities issued by states & political subdivisions | $16,076,000 | 839 |
| Other domestic debt securities | $973,000 | 2,543 |
| Privately issued residential mortgage-backed securities | $314,000 | 1,381 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $659,000 | 2,259 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $1,086,000 | 2,061 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $50,255,000 | 699 |
| Mortgage-backed securities | $1,158,000 | 7,110 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,158,000 | 4,062 |
| CMOs issued by government agencies or sponsored agencies | $844,000 | 4,283 |
| Privately issued | $314,000 | 1,110 |
| 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) | $16,076,000 | 2,405 |
| Available-for-sale securities (fair market value) | $35,265,000 | 2,448 |
| Total debt securities | $50,255,000 | 2,426 |
| 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 | $46,515,000 | 2,816 |
| U.S. Government securities | $22,236,000 | 4,538 |
| U.S. Treasury securities | $2,984,000 | 7,144 |
| U.S. Government agency obligations | $19,252,000 | 3,289 |
| Securities issued by states & political subdivisions | $21,060,000 | 573 |
| Other domestic debt securities | $2,133,000 | 1,962 |
| Privately issued residential mortgage-backed securities | $380,000 | 1,450 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,753,000 | 1,713 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $1,086,000 | 1,918 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $45,429,000 | 744 |
| Mortgage-backed securities | $1,661,000 | 6,987 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,661,000 | 3,910 |
| CMOs issued by government agencies or sponsored agencies | $1,281,000 | 4,040 |
| Privately issued | $380,000 | 1,189 |
| 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) | $21,060,000 | 3,307 |
| Available-for-sale securities (fair market value) | $25,455,000 | 2,245 |
| Total debt securities | $45,429,000 | 2,807 |
| 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 | $48,813,000 | 2,843 |
| U.S. Government securities | $23,115,000 | 4,547 |
| U.S. Treasury securities | $7,134,000 | 4,503 |
| U.S. Government agency obligations | $15,981,000 | 3,961 |
| Securities issued by states & political subdivisions | $19,960,000 | 613 |
| Other domestic debt securities | $4,652,000 | 1,456 |
| Privately issued residential mortgage-backed securities | $598,000 | 1,575 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,054,000 | 1,199 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $1,086,000 | 2,002 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,727,000 | 668 |
| Mortgage-backed securities | $2,340,000 | 6,948 |
| 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 | $2,340,000 | 3,825 |
| CMOs issued by government agencies or sponsored agencies | $1,742,000 | 4,084 |
| Privately issued | $598,000 | 1,248 |
| 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 | $47,727,000 | 2,837 |
| 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 | $65,298,000 | 2,073 |
| U.S. Government securities | $35,185,000 | 3,063 |
| U.S. Treasury securities | $18,792,000 | 1,992 |
| U.S. Government agency obligations | $16,393,000 | 3,851 |
| Securities issued by states & political subdivisions | $18,650,000 | 620 |
| Other domestic debt securities | $10,860,000 | 984 |
| Privately issued residential mortgage-backed securities | $1,347,000 | 1,521 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,513,000 | 745 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $603,000 | 2,396 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,695,000 | 505 |
| Mortgage-backed securities | $3,338,000 | 6,504 |
| 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 | $3,338,000 | 3,284 |
| CMOs issued by government agencies or sponsored agencies | $1,991,000 | 3,753 |
| Privately issued | $1,347,000 | 1,209 |
| 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 | $64,695,000 | 2,042 |
| 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 |