Home > Wilmington Trust Company > Securities
Wilmington Trust Company, Securities
| 2011-06-30 | Rank | |
| Total securities | $0 | 7,340 |
| U.S. Government securities | $0 | 7,198 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $0 | 7,103 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| 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 | $0 | 6,008 |
| Mortgage-backed securities | $0 | 6,067 |
| Certificates of participation in pools of residential mortgages | $0 | 5,842 |
| Issued or guaranteed by U.S. | $0 | 5,835 |
| 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) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $0 | 6,900 |
| Total debt securities | $0 | 7,305 |
| 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 | $443,926,000 | 333 |
| U.S. Government securities | $323,968,000 | 327 |
| U.S. Treasury securities | $20,528,000 | 207 |
| U.S. Government agency obligations | $303,440,000 | 341 |
| Securities issued by states & political subdivisions | $9,280,000 | 2,587 |
| Other domestic debt securities | $101,390,000 | 164 |
| 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 | $42,776,000 | 24 |
| Other domestic debt securities - All other | $58,614,000 | 111 |
| Foreign debt securities | $500,000 | 95 |
| Equity securities | $8,788,000 | 169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $262,156,000 | 237 |
| Mortgage-backed securities | $153,892,000 | 471 |
| Certificates of participation in pools of residential mortgages | $131,967,000 | 335 |
| Issued or guaranteed by U.S. | $131,967,000 | 333 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $21,925,000 | 965 |
| CMOs issued by government agencies or sponsored agencies | $21,925,000 | 824 |
| 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) | $102,240,000 | 192 |
| Available-for-sale securities (fair market value) | $341,686,000 | 371 |
| Total debt securities | $435,138,000 | 329 |
| 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 | $519,483,000 | 282 |
| U.S. Government securities | $398,432,000 | 261 |
| U.S. Treasury securities | $37,533,000 | 142 |
| U.S. Government agency obligations | $360,899,000 | 267 |
| Securities issued by states & political subdivisions | $9,520,000 | 2,525 |
| Other domestic debt securities | $100,203,000 | 168 |
| 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 | $41,767,000 | 24 |
| Other domestic debt securities - All other | $58,436,000 | 110 |
| Foreign debt securities | $500,000 | 89 |
| Equity securities | $10,828,000 | 141 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $363,430,000 | 167 |
| Mortgage-backed securities | $171,485,000 | 418 |
| Certificates of participation in pools of residential mortgages | $144,227,000 | 299 |
| Issued or guaranteed by U.S. | $144,227,000 | 296 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $27,258,000 | 829 |
| CMOs issued by government agencies or sponsored agencies | $27,258,000 | 699 |
| 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) | $101,053,000 | 187 |
| Available-for-sale securities (fair market value) | $418,430,000 | 303 |
| Total debt securities | $508,655,000 | 282 |
| 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 | $578,878,000 | 239 |
| U.S. Government securities | $460,490,000 | 224 |
| U.S. Treasury securities | $66,572,000 | 94 |
| U.S. Government agency obligations | $393,918,000 | 241 |
| Securities issued by states & political subdivisions | $5,276,000 | 3,297 |
| Other domestic debt securities | $101,340,000 | 163 |
| 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 | $43,082,000 | 23 |
| Other domestic debt securities - All other | $58,258,000 | 110 |
| Foreign debt securities | $500,000 | 86 |
| Equity securities | $11,272,000 | 138 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,306,000 | 205 |
| Mortgage-backed securities | $193,911,000 | 360 |
| Certificates of participation in pools of residential mortgages | $159,776,000 | 247 |
| Issued or guaranteed by U.S. | $159,776,000 | 244 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $34,135,000 | 704 |
| CMOs issued by government agencies or sponsored agencies | $34,135,000 | 592 |
| 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) | $102,190,000 | 185 |
| Available-for-sale securities (fair market value) | $476,688,000 | 246 |
| Total debt securities | $567,606,000 | 244 |
| 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 | $627,765,000 | 217 |
| U.S. Government securities | $489,466,000 | 210 |
| U.S. Treasury securities | $80,609,000 | 74 |
| U.S. Government agency obligations | $408,857,000 | 233 |
| Securities issued by states & political subdivisions | $5,402,000 | 3,174 |
| Other domestic debt securities | $102,637,000 | 157 |
| 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 | $44,559,000 | 24 |
| Other domestic debt securities - All other | $58,078,000 | 104 |
| Foreign debt securities | $500,000 | 82 |
| Equity securities | $29,760,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $303,609,000 | 203 |
| Mortgage-backed securities | $214,171,000 | 328 |
| Certificates of participation in pools of residential mortgages | $174,942,000 | 233 |
| Issued or guaranteed by U.S. | $174,942,000 | 229 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $39,229,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $39,229,000 | 516 |
| 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) | $103,572,000 | 185 |
| Available-for-sale securities (fair market value) | $524,193,000 | 221 |
| Total debt securities | $598,005,000 | 224 |
| 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 | $508,697,000 | 265 |
| U.S. Government securities | $366,887,000 | 270 |
| U.S. Treasury securities | $30,325,000 | 145 |
| U.S. Government agency obligations | $336,562,000 | 276 |
| Securities issued by states & political subdivisions | $5,388,000 | 3,149 |
| Other domestic debt securities | $105,289,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $57,897,000 | 39 |
| Structured financial products - Total | $47,392,000 | 25 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $500,000 | 89 |
| Equity securities | $30,633,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $311,317,000 | 207 |
| Mortgage-backed securities | $232,347,000 | 320 |
| Certificates of participation in pools of residential mortgages | $187,340,000 | 233 |
| Issued or guaranteed by U.S. | $187,340,000 | 231 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $45,007,000 | 569 |
| CMOs issued by government agencies or sponsored agencies | $45,007,000 | 461 |
| 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) | $106,224,000 | 179 |
| Available-for-sale securities (fair market value) | $402,473,000 | 290 |
| Total debt securities | $478,064,000 | 277 |
| 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 | $582,729,000 | 229 |
| U.S. Government securities | $435,255,000 | 221 |
| U.S. Treasury securities | $36,319,000 | 112 |
| U.S. Government agency obligations | $398,936,000 | 232 |
| Securities issued by states & political subdivisions | $5,749,000 | 3,057 |
| Other domestic debt securities | $110,939,000 | 161 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $57,720,000 | 46 |
| Structured financial products - Total | $53,219,000 | 25 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $500,000 | 86 |
| Equity securities | $30,286,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $337,823,000 | 195 |
| Mortgage-backed securities | $252,057,000 | 297 |
| Certificates of participation in pools of residential mortgages | $200,869,000 | 228 |
| Issued or guaranteed by U.S. | $200,869,000 | 226 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $51,188,000 | 517 |
| CMOs issued by government agencies or sponsored agencies | $51,188,000 | 399 |
| 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) | $111,954,000 | 170 |
| Available-for-sale securities (fair market value) | $470,775,000 | 243 |
| Total debt securities | $552,443,000 | 235 |
| 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 | $546,769,000 | 248 |
| U.S. Government securities | $387,991,000 | 244 |
| U.S. Treasury securities | $9,375,000 | 263 |
| U.S. Government agency obligations | $378,616,000 | 241 |
| Securities issued by states & political subdivisions | $5,745,000 | 3,063 |
| Other domestic debt securities | $113,886,000 | 170 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $57,543,000 | 46 |
| Structured financial products - Total | $56,343,000 | 27 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $500,000 | 90 |
| Equity securities | $38,647,000 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $419,574,000 | 159 |
| Mortgage-backed securities | $273,995,000 | 283 |
| Certificates of participation in pools of residential mortgages | $216,131,000 | 217 |
| Issued or guaranteed by U.S. | $216,131,000 | 215 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $57,864,000 | 467 |
| CMOs issued by government agencies or sponsored agencies | $57,864,000 | 349 |
| 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) | $114,901,000 | 177 |
| Available-for-sale securities (fair market value) | $431,868,000 | 272 |
| Total debt securities | $508,122,000 | 256 |
| 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 | $602,476,000 | 230 |
| U.S. Government securities | $426,599,000 | 218 |
| U.S. Treasury securities | $17,914,000 | 161 |
| U.S. Government agency obligations | $408,685,000 | 217 |
| Securities issued by states & political subdivisions | $6,685,000 | 2,801 |
| Other domestic debt securities | $130,676,000 | 167 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $57,369,000 | 48 |
| Structured financial products - Total | $73,307,000 | 20 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $500,000 | 91 |
| Equity securities | $38,016,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $486,179,000 | 147 |
| Mortgage-backed securities | $294,732,000 | 267 |
| Certificates of participation in pools of residential mortgages | $228,900,000 | 212 |
| Issued or guaranteed by U.S. | $228,900,000 | 209 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $65,832,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $65,832,000 | 293 |
| 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) | $131,796,000 | 157 |
| Available-for-sale securities (fair market value) | $470,680,000 | 243 |
| Total debt securities | $564,460,000 | 230 |
| 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 | $804,001,000 | 184 |
| U.S. Government securities | $604,147,000 | 180 |
| U.S. Treasury securities | $21,972,000 | 124 |
| U.S. Government agency obligations | $582,175,000 | 184 |
| Securities issued by states & political subdivisions | $6,674,000 | 2,730 |
| Other domestic debt securities | $159,415,000 | 151 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $159,415,000 | 39 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $500,000 | 82 |
| Equity securities | $33,265,000 | 85 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $663,198,000 | 118 |
| Mortgage-backed securities | $320,315,000 | 253 |
| Certificates of participation in pools of residential mortgages | $245,789,000 | 208 |
| Issued or guaranteed by U.S. | $245,789,000 | 203 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $74,526,000 | 375 |
| CMOs issued by government agencies or sponsored agencies | $74,526,000 | 259 |
| 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) | $160,535,000 | 127 |
| Available-for-sale securities (fair market value) | $643,466,000 | 195 |
| Total debt securities | $770,736,000 | 183 |
| 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 | $914,434,000 | 164 |
| U.S. Government securities | $712,012,000 | 155 |
| U.S. Treasury securities | $40,052,000 | 67 |
| U.S. Government agency obligations | $671,960,000 | 161 |
| Securities issued by states & political subdivisions | $6,944,000 | 2,637 |
| Other domestic debt securities | $160,230,000 | 144 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $160,230,000 | 37 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $500,000 | 76 |
| Equity securities | $34,748,000 | 79 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $812,089,000 | 100 |
| Mortgage-backed securities | $504,229,000 | 183 |
| Certificates of participation in pools of residential mortgages | $335,202,000 | 166 |
| Issued or guaranteed by U.S. | $335,202,000 | 160 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $169,027,000 | 198 |
| CMOs issued by government agencies or sponsored agencies | $169,027,000 | 136 |
| 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) | $161,627,000 | 124 |
| Available-for-sale securities (fair market value) | $752,807,000 | 160 |
| Total debt securities | $879,686,000 | 162 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 74 |
| Fair value | $15,005,000 | 76 |
| 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 | $1,026,585,000 | 145 |
| U.S. Government securities | $791,946,000 | 129 |
| U.S. Treasury securities | $79,829,000 | 36 |
| U.S. Government agency obligations | $712,117,000 | 139 |
| Securities issued by states & political subdivisions | $7,017,000 | 2,601 |
| Other domestic debt securities | $189,978,000 | 131 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $189,978,000 | 32 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $500,000 | 80 |
| Equity securities | $37,144,000 | 73 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $783,220,000 | 98 |
| Mortgage-backed securities | $515,799,000 | 162 |
| Certificates of participation in pools of residential mortgages | $339,413,000 | 147 |
| Issued or guaranteed by U.S. | $339,413,000 | 142 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $176,386,000 | 186 |
| CMOs issued by government agencies or sponsored agencies | $176,386,000 | 127 |
| 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) | $191,376,000 | 109 |
| Available-for-sale securities (fair market value) | $835,209,000 | 145 |
| Total debt securities | $989,441,000 | 146 |
| 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 | $1,056,057,000 | 147 |
| U.S. Government securities | $761,385,000 | 142 |
| U.S. Treasury securities | $29,971,000 | 79 |
| U.S. Government agency obligations | $731,414,000 | 142 |
| Securities issued by states & political subdivisions | $7,307,000 | 2,576 |
| Other domestic debt securities | $227,192,000 | 127 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $227,192,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $500,000 | 85 |
| Equity securities | $59,673,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $757,239,000 | 100 |
| Mortgage-backed securities | $541,234,000 | 162 |
| Certificates of participation in pools of residential mortgages | $352,793,000 | 141 |
| Issued or guaranteed by U.S. | $352,793,000 | 134 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $188,441,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $188,441,000 | 126 |
| 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) | $1,515,000 | 2,356 |
| Available-for-sale securities (fair market value) | $1,054,542,000 | 123 |
| Total debt securities | $996,384,000 | 151 |
| 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 | $1,143,752,000 | 143 |
| U.S. Government securities | $794,845,000 | 140 |
| U.S. Treasury securities | $23,118,000 | 104 |
| U.S. Government agency obligations | $771,727,000 | 141 |
| Securities issued by states & political subdivisions | $7,333,000 | 2,568 |
| Other domestic debt securities | $279,757,000 | 111 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $279,757,000 | 30 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $500,000 | 98 |
| Equity securities | $61,317,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $787,217,000 | 94 |
| Mortgage-backed securities | $584,422,000 | 155 |
| Certificates of participation in pools of residential mortgages | $379,649,000 | 134 |
| Issued or guaranteed by U.S. | $379,649,000 | 126 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $204,773,000 | 171 |
| CMOs issued by government agencies or sponsored agencies | $204,773,000 | 112 |
| 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) | $1,017,000 | 2,578 |
| Available-for-sale securities (fair market value) | $1,142,735,000 | 125 |
| Total debt securities | $1,082,435,000 | 144 |
| 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 | $1,300,984,000 | 130 |
| U.S. Government securities | $912,043,000 | 128 |
| U.S. Treasury securities | $26,755,000 | 95 |
| U.S. Government agency obligations | $885,288,000 | 124 |
| Securities issued by states & political subdivisions | $7,775,000 | 2,458 |
| Other domestic debt securities | $317,745,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $317,745,000 | 26 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $500,000 | 98 |
| Equity securities | $62,921,000 | 72 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $901,866,000 | 90 |
| Mortgage-backed securities | $570,861,000 | 153 |
| Certificates of participation in pools of residential mortgages | $360,120,000 | 135 |
| Issued or guaranteed by U.S. | $360,120,000 | 127 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $210,741,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $210,741,000 | 112 |
| 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) | $1,094,000 | 2,621 |
| Available-for-sale securities (fair market value) | $1,299,890,000 | 111 |
| Total debt securities | $1,238,063,000 | 133 |
| 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 | $1,340,987,000 | 136 |
| U.S. Government securities | $916,392,000 | 127 |
| U.S. Treasury securities | $56,594,000 | 59 |
| U.S. Government agency obligations | $859,798,000 | 130 |
| Securities issued by states & political subdivisions | $8,487,000 | 2,284 |
| Other domestic debt securities | $335,082,000 | 101 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $335,082,000 | 24 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $500,000 | 101 |
| Equity securities | $80,526,000 | 53 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $892,800,000 | 95 |
| Mortgage-backed securities | $527,087,000 | 157 |
| Certificates of participation in pools of residential mortgages | $318,462,000 | 141 |
| Issued or guaranteed by U.S. | $318,462,000 | 133 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $208,625,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $208,625,000 | 109 |
| 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) | $1,171,000 | 2,648 |
| Available-for-sale securities (fair market value) | $1,339,816,000 | 114 |
| Total debt securities | $1,260,461,000 | 135 |
| 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 | $1,328,889,000 | 138 |
| U.S. Government securities | $887,574,000 | 140 |
| U.S. Treasury securities | $58,899,000 | 58 |
| U.S. Government agency obligations | $828,675,000 | 140 |
| Securities issued by states & political subdivisions | $8,945,000 | 2,196 |
| Other domestic debt securities | $350,421,000 | 97 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $350,421,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $500,000 | 98 |
| Equity securities | $81,449,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $868,107,000 | 106 |
| Mortgage-backed securities | $548,612,000 | 156 |
| Certificates of participation in pools of residential mortgages | $327,980,000 | 141 |
| Issued or guaranteed by U.S. | $327,980,000 | 133 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $220,632,000 | 158 |
| CMOs issued by government agencies or sponsored agencies | $220,632,000 | 116 |
| 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) | $1,497,000 | 2,552 |
| Available-for-sale securities (fair market value) | $1,327,392,000 | 120 |
| Total debt securities | $1,247,440,000 | 143 |
| 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 | $1,416,449,000 | 135 |
| U.S. Government securities | $959,620,000 | 135 |
| U.S. Treasury securities | $57,703,000 | 60 |
| U.S. Government agency obligations | $901,917,000 | 136 |
| Securities issued by states & political subdivisions | $9,070,000 | 2,181 |
| Other domestic debt securities | $355,608,000 | 92 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $355,608,000 | 21 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $500,000 | 102 |
| Equity securities | $91,651,000 | 39 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $914,672,000 | 98 |
| Mortgage-backed securities | $595,712,000 | 151 |
| Certificates of participation in pools of residential mortgages | $351,655,000 | 139 |
| Issued or guaranteed by U.S. | $351,655,000 | 130 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $244,057,000 | 152 |
| CMOs issued by government agencies or sponsored agencies | $244,057,000 | 104 |
| 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) | $1,574,000 | 2,558 |
| Available-for-sale securities (fair market value) | $1,414,875,000 | 115 |
| Total debt securities | $1,324,798,000 | 139 |
| 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 | $1,526,757,000 | 131 |
| U.S. Government securities | $1,051,952,000 | 132 |
| U.S. Treasury securities | $80,501,000 | 51 |
| U.S. Government agency obligations | $971,451,000 | 136 |
| Securities issued by states & political subdivisions | $9,481,000 | 2,100 |
| Other domestic debt securities | $356,887,000 | 89 |
| 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 | $356,887,000 | 21 |
| Foreign debt securities | $500,000 | 102 |
| Equity securities | $107,937,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,007,220,000 | 92 |
| Mortgage-backed securities | $626,141,000 | 149 |
| Certificates of participation in pools of residential mortgages | $366,476,000 | 132 |
| Issued or guaranteed by U.S. | $366,476,000 | 128 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $259,665,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $259,665,000 | 106 |
| 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) | $1,646,000 | 2,596 |
| Available-for-sale securities (fair market value) | $1,525,111,000 | 114 |
| Total debt securities | $1,418,820,000 | 135 |
| 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 | $1,519,204,000 | 132 |
| U.S. Government securities | $1,039,757,000 | 132 |
| U.S. Treasury securities | $109,224,000 | 45 |
| U.S. Government agency obligations | $930,533,000 | 139 |
| Securities issued by states & political subdivisions | $9,431,000 | 2,095 |
| Other domestic debt securities | $362,605,000 | 96 |
| 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 | $362,605,000 | 20 |
| Foreign debt securities | $500,000 | 105 |
| Equity securities | $106,911,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,020,390,000 | 93 |
| Mortgage-backed securities | $660,904,000 | 144 |
| Certificates of participation in pools of residential mortgages | $382,105,000 | 136 |
| Issued or guaranteed by U.S. | $382,105,000 | 132 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $278,799,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $278,799,000 | 109 |
| 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) | $1,818,000 | 2,599 |
| Available-for-sale securities (fair market value) | $1,517,386,000 | 115 |
| Total debt securities | $1,412,293,000 | 138 |
| 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 | $1,439,525,000 | 140 |
| U.S. Government securities | $964,560,000 | 141 |
| U.S. Treasury securities | $69,485,000 | 67 |
| U.S. Government agency obligations | $895,075,000 | 141 |
| Securities issued by states & political subdivisions | $10,371,000 | 1,887 |
| Other domestic debt securities | $361,937,000 | 93 |
| 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 | $361,937,000 | 19 |
| Foreign debt securities | $500,000 | 112 |
| Equity securities | $102,157,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $940,306,000 | 101 |
| Mortgage-backed securities | $683,644,000 | 146 |
| Certificates of participation in pools of residential mortgages | $387,570,000 | 142 |
| Issued or guaranteed by U.S. | $387,570,000 | 135 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $296,074,000 | 136 |
| CMOs issued by government agencies or sponsored agencies | $296,074,000 | 101 |
| 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) | $2,119,000 | 2,499 |
| Available-for-sale securities (fair market value) | $1,437,406,000 | 119 |
| Total debt securities | $1,337,368,000 | 144 |
| 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 | $1,486,994,000 | 133 |
| U.S. Government securities | $1,007,109,000 | 137 |
| U.S. Treasury securities | $59,669,000 | 89 |
| U.S. Government agency obligations | $947,440,000 | 138 |
| Securities issued by states & political subdivisions | $10,469,000 | 1,877 |
| Other domestic debt securities | $364,593,000 | 95 |
| 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 | $364,593,000 | 20 |
| Foreign debt securities | $500,000 | 115 |
| Equity securities | $104,323,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $915,695,000 | 98 |
| Mortgage-backed securities | $734,325,000 | 141 |
| Certificates of participation in pools of residential mortgages | $412,712,000 | 141 |
| Issued or guaranteed by U.S. | $412,712,000 | 136 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $321,613,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $321,613,000 | 98 |
| 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) | $2,196,000 | 2,516 |
| Available-for-sale securities (fair market value) | $1,484,798,000 | 116 |
| Total debt securities | $1,382,669,000 | 137 |
| 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 | $1,546,314,000 | 133 |
| U.S. Government securities | $1,063,850,000 | 136 |
| U.S. Treasury securities | $59,025,000 | 90 |
| U.S. Government agency obligations | $1,004,825,000 | 135 |
| Securities issued by states & political subdivisions | $11,005,000 | 1,790 |
| Other domestic debt securities | $366,233,000 | 93 |
| 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 | $366,233,000 | 16 |
| Foreign debt securities | $500,000 | 113 |
| Equity securities | $104,726,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $934,331,000 | 100 |
| Mortgage-backed securities | $775,931,000 | 139 |
| Certificates of participation in pools of residential mortgages | $433,185,000 | 141 |
| Issued or guaranteed by U.S. | $433,185,000 | 137 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $342,746,000 | 127 |
| CMOs issued by government agencies or sponsored agencies | $342,746,000 | 91 |
| 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) | $2,263,000 | 2,543 |
| Available-for-sale securities (fair market value) | $1,544,051,000 | 117 |
| Total debt securities | $1,441,589,000 | 137 |
| 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 | $1,589,588,000 | 132 |
| U.S. Government securities | $1,121,570,000 | 129 |
| U.S. Treasury securities | $59,214,000 | 88 |
| U.S. Government agency obligations | $1,062,356,000 | 128 |
| Securities issued by states & political subdivisions | $11,206,000 | 1,738 |
| Other domestic debt securities | $351,179,000 | 93 |
| 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 | $351,179,000 | 17 |
| Foreign debt securities | $500,000 | 116 |
| Equity securities | $105,133,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $930,011,000 | 102 |
| Mortgage-backed securities | $831,878,000 | 141 |
| Certificates of participation in pools of residential mortgages | $460,546,000 | 140 |
| Issued or guaranteed by U.S. | $460,546,000 | 135 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $371,332,000 | 121 |
| CMOs issued by government agencies or sponsored agencies | $371,332,000 | 87 |
| 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) | $2,472,000 | 2,506 |
| Available-for-sale securities (fair market value) | $1,587,116,000 | 117 |
| Total debt securities | $1,484,456,000 | 136 |
| 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 | $1,558,914,000 | 134 |
| U.S. Government securities | $1,117,461,000 | 134 |
| U.S. Treasury securities | $57,714,000 | 91 |
| U.S. Government agency obligations | $1,059,747,000 | 132 |
| Securities issued by states & political subdivisions | $11,761,000 | 1,672 |
| Other domestic debt securities | $322,574,000 | 96 |
| 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 | $322,574,000 | 20 |
| Foreign debt securities | $500,000 | 119 |
| Equity securities | $106,618,000 | 29 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $931,272,000 | 102 |
| Mortgage-backed securities | $827,136,000 | 145 |
| Certificates of participation in pools of residential mortgages | $493,302,000 | 135 |
| Issued or guaranteed by U.S. | $493,302,000 | 131 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $333,834,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $333,834,000 | 98 |
| 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) | $2,754,000 | 2,464 |
| Available-for-sale securities (fair market value) | $1,556,160,000 | 118 |
| Total debt securities | $1,452,296,000 | 143 |
| 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 | $1,494,268,000 | 142 |
| U.S. Government securities | $1,081,944,000 | 139 |
| U.S. Treasury securities | $56,670,000 | 99 |
| U.S. Government agency obligations | $1,025,274,000 | 144 |
| Securities issued by states & political subdivisions | $11,812,000 | 1,660 |
| Other domestic debt securities | $289,026,000 | 110 |
| 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 | $289,026,000 | 28 |
| Foreign debt securities | $500,000 | 122 |
| Equity securities | $110,986,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $841,091,000 | 110 |
| Mortgage-backed securities | $854,738,000 | 143 |
| Certificates of participation in pools of residential mortgages | $510,146,000 | 132 |
| Issued or guaranteed by U.S. | $510,146,000 | 129 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $344,592,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $344,592,000 | 95 |
| 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) | $2,816,000 | 2,480 |
| Available-for-sale securities (fair market value) | $1,491,452,000 | 124 |
| Total debt securities | $1,383,282,000 | 150 |
| 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 | $1,484,031,000 | 150 |
| U.S. Government securities | $1,062,910,000 | 145 |
| U.S. Treasury securities | $54,814,000 | 97 |
| U.S. Government agency obligations | $1,008,096,000 | 147 |
| Securities issued by states & political subdivisions | $12,433,000 | 1,593 |
| Other domestic debt securities | $294,269,000 | 111 |
| 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 | $294,269,000 | 28 |
| Foreign debt securities | $500,000 | 125 |
| Equity securities | $113,919,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $808,475,000 | 115 |
| Mortgage-backed securities | $830,651,000 | 147 |
| Certificates of participation in pools of residential mortgages | $515,718,000 | 134 |
| Issued or guaranteed by U.S. | $515,718,000 | 130 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $314,933,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $314,933,000 | 99 |
| 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) | $2,879,000 | 2,493 |
| Available-for-sale securities (fair market value) | $1,481,152,000 | 131 |
| Total debt securities | $1,370,112,000 | 151 |
| 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 | $1,561,277,000 | 140 |
| U.S. Government securities | $1,130,835,000 | 144 |
| U.S. Treasury securities | $54,112,000 | 107 |
| U.S. Government agency obligations | $1,076,723,000 | 143 |
| Securities issued by states & political subdivisions | $12,637,000 | 1,570 |
| Other domestic debt securities | $280,339,000 | 112 |
| 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 | $280,339,000 | 26 |
| Foreign debt securities | $500,000 | 126 |
| Equity securities | $136,966,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $805,628,000 | 116 |
| Mortgage-backed securities | $853,172,000 | 143 |
| Certificates of participation in pools of residential mortgages | $527,141,000 | 129 |
| Issued or guaranteed by U.S. | $527,141,000 | 126 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $326,031,000 | 124 |
| CMOs issued by government agencies or sponsored agencies | $326,031,000 | 90 |
| 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) | $3,031,000 | 2,463 |
| Available-for-sale securities (fair market value) | $1,558,246,000 | 126 |
| Total debt securities | $1,424,311,000 | 148 |
| 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 | $1,538,611,000 | 146 |
| U.S. Government securities | $1,104,237,000 | 148 |
| U.S. Treasury securities | $85,091,000 | 81 |
| U.S. Government agency obligations | $1,019,146,000 | 148 |
| Securities issued by states & political subdivisions | $14,032,000 | 1,385 |
| Other domestic debt securities | $284,622,000 | 107 |
| 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 | $284,622,000 | 26 |
| Foreign debt securities | $500,000 | 122 |
| Equity securities | $135,220,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $681,500,000 | 124 |
| Mortgage-backed securities | $842,543,000 | 143 |
| Certificates of participation in pools of residential mortgages | $548,463,000 | 130 |
| Issued or guaranteed by U.S. | $548,463,000 | 127 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $294,080,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $294,080,000 | 95 |
| 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) | $3,293,000 | 2,413 |
| Available-for-sale securities (fair market value) | $1,535,318,000 | 130 |
| Total debt securities | $1,403,391,000 | 151 |
| 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 | $1,627,739,000 | 140 |
| U.S. Government securities | $1,214,350,000 | 135 |
| U.S. Treasury securities | $132,652,000 | 52 |
| U.S. Government agency obligations | $1,081,698,000 | 143 |
| Securities issued by states & political subdivisions | $14,261,000 | 1,385 |
| Other domestic debt securities | $263,403,000 | 120 |
| 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 | $263,403,000 | 32 |
| Foreign debt securities | $500,000 | 131 |
| Equity securities | $135,225,000 | 30 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $700,290,000 | 122 |
| Mortgage-backed securities | $918,325,000 | 140 |
| Certificates of participation in pools of residential mortgages | $611,236,000 | 119 |
| Issued or guaranteed by U.S. | $611,236,000 | 114 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $307,089,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $307,089,000 | 96 |
| 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) | $3,355,000 | 2,380 |
| Available-for-sale securities (fair market value) | $1,624,384,000 | 122 |
| Total debt securities | $1,492,514,000 | 147 |
| 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 | $1,565,038,000 | 136 |
| U.S. Government securities | $1,163,385,000 | 140 |
| U.S. Treasury securities | $134,972,000 | 53 |
| U.S. Government agency obligations | $1,028,413,000 | 145 |
| Securities issued by states & political subdivisions | $16,027,000 | 1,218 |
| Other domestic debt securities | $250,229,000 | 97 |
| 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 | $250,229,000 | 35 |
| Foreign debt securities | $500,000 | 137 |
| Equity securities | $134,897,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $718,309,000 | 115 |
| Mortgage-backed securities | $870,590,000 | 145 |
| Certificates of participation in pools of residential mortgages | $596,436,000 | 124 |
| Issued or guaranteed by U.S. | $596,436,000 | 119 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $274,154,000 | 137 |
| CMOs issued by government agencies or sponsored agencies | $274,154,000 | 115 |
| 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) | $3,413,000 | 2,407 |
| Available-for-sale securities (fair market value) | $1,561,625,000 | 122 |
| Total debt securities | $1,430,141,000 | 148 |
| 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 | $1,499,456,000 | 139 |
| U.S. Government securities | $1,131,734,000 | 140 |
| U.S. Treasury securities | $223,048,000 | 32 |
| U.S. Government agency obligations | $908,686,000 | 153 |
| Securities issued by states & political subdivisions | $16,114,000 | 1,211 |
| Other domestic debt securities | $220,754,000 | 108 |
| 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 | $220,754,000 | 43 |
| Foreign debt securities | $500,000 | 142 |
| Equity securities | $130,354,000 | 35 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $667,569,000 | 117 |
| Mortgage-backed securities | $769,560,000 | 154 |
| Certificates of participation in pools of residential mortgages | $530,448,000 | 130 |
| Issued or guaranteed by U.S. | $530,448,000 | 126 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $239,112,000 | 157 |
| CMOs issued by government agencies or sponsored agencies | $239,112,000 | 138 |
| 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) | $3,535,000 | 2,377 |
| Available-for-sale securities (fair market value) | $1,495,921,000 | 124 |
| Total debt securities | $1,369,102,000 | 146 |
| 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 | $1,688,244,000 | 132 |
| U.S. Government securities | $1,330,020,000 | 131 |
| U.S. Treasury securities | $279,804,000 | 26 |
| U.S. Government agency obligations | $1,050,216,000 | 138 |
| Securities issued by states & political subdivisions | $16,618,000 | 1,144 |
| Other domestic debt securities | $206,737,000 | 110 |
| 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 | $206,737,000 | 47 |
| Foreign debt securities | $500,000 | 140 |
| Equity securities | $134,369,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $679,197,000 | 111 |
| Mortgage-backed securities | $909,483,000 | 135 |
| Certificates of participation in pools of residential mortgages | $619,650,000 | 111 |
| Issued or guaranteed by U.S. | $619,650,000 | 109 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $289,833,000 | 149 |
| CMOs issued by government agencies or sponsored agencies | $289,833,000 | 128 |
| 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) | $3,777,000 | 2,336 |
| Available-for-sale securities (fair market value) | $1,684,467,000 | 119 |
| Total debt securities | $1,553,875,000 | 138 |
| 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 | $1,448,485,000 | 145 |
| U.S. Government securities | $1,091,041,000 | 140 |
| U.S. Treasury securities | $250,995,000 | 32 |
| U.S. Government agency obligations | $840,046,000 | 156 |
| Securities issued by states & political subdivisions | $16,556,000 | 1,103 |
| Other domestic debt securities | $209,437,000 | 105 |
| 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 | $209,437,000 | 44 |
| Foreign debt securities | $500,000 | 138 |
| Equity securities | $130,951,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $676,074,000 | 106 |
| Mortgage-backed securities | $704,859,000 | 161 |
| Certificates of participation in pools of residential mortgages | $465,263,000 | 131 |
| Issued or guaranteed by U.S. | $465,263,000 | 128 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $239,596,000 | 175 |
| CMOs issued by government agencies or sponsored agencies | $239,596,000 | 154 |
| 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) | $3,839,000 | 2,370 |
| Available-for-sale securities (fair market value) | $1,444,646,000 | 131 |
| Total debt securities | $1,317,534,000 | 149 |
| 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 | $1,263,015,000 | 153 |
| U.S. Government securities | $934,844,000 | 148 |
| U.S. Treasury securities | $283,744,000 | 29 |
| U.S. Government agency obligations | $651,100,000 | 190 |
| Securities issued by states & political subdivisions | $16,631,000 | 1,077 |
| Other domestic debt securities | $187,603,000 | 112 |
| 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 | $187,603,000 | 49 |
| Foreign debt securities | $500,000 | 138 |
| Equity securities | $123,437,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $646,422,000 | 109 |
| Mortgage-backed securities | $504,985,000 | 190 |
| Certificates of participation in pools of residential mortgages | $251,435,000 | 205 |
| Issued or guaranteed by U.S. | $251,435,000 | 197 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $253,550,000 | 156 |
| CMOs issued by government agencies or sponsored agencies | $253,550,000 | 134 |
| 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) | $3,887,000 | 2,419 |
| Available-for-sale securities (fair market value) | $1,259,128,000 | 138 |
| Total debt securities | $1,139,578,000 | 159 |
| 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 | $1,179,951,000 | 154 |
| U.S. Government securities | $968,543,000 | 139 |
| U.S. Treasury securities | $378,391,000 | 23 |
| U.S. Government agency obligations | $590,152,000 | 177 |
| Securities issued by states & political subdivisions | $17,891,000 | 938 |
| Other domestic debt securities | $96,631,000 | 187 |
| 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 | $96,631,000 | 95 |
| Foreign debt securities | $500,000 | 154 |
| Equity securities | $96,386,000 | 47 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $906,028,000 | 86 |
| Mortgage-backed securities | $445,729,000 | 195 |
| Certificates of participation in pools of residential mortgages | $179,431,000 | 239 |
| Issued or guaranteed by U.S. | $179,431,000 | 233 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $266,298,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $266,298,000 | 124 |
| 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) | $15,552,000 | 1,128 |
| Available-for-sale securities (fair market value) | $1,164,399,000 | 135 |
| Total debt securities | $1,083,565,000 | 158 |
| 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 | $1,398,216,000 | 132 |
| U.S. Government securities | $1,124,883,000 | 122 |
| U.S. Treasury securities | $301,344,000 | 29 |
| U.S. Government agency obligations | $823,539,000 | 140 |
| Securities issued by states & political subdivisions | $18,415,000 | 854 |
| Other domestic debt securities | $114,274,000 | 157 |
| 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 | $114,274,000 | 99 |
| Foreign debt securities | $505,000 | 147 |
| Equity securities | $140,139,000 | 57 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,020,720,000 | 78 |
| Mortgage-backed securities | $533,115,000 | 151 |
| Certificates of participation in pools of residential mortgages | $237,771,000 | 172 |
| Issued or guaranteed by U.S. | $237,771,000 | 172 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $295,344,000 | 115 |
| CMOs issued by government agencies or sponsored agencies | $295,344,000 | 98 |
| 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) | $19,838,000 | 1,144 |
| Available-for-sale securities (fair market value) | $1,378,378,000 | 108 |
| Total debt securities | $1,258,077,000 | 137 |
| Structured notes | ||
| Amortized cost | $11,722,000 | 33 |
| Fair value | $11,709,000 | 31 |
| 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 | $1,659,121,000 | 122 |
| U.S. Government securities | $1,315,228,000 | 111 |
| U.S. Treasury securities | $349,351,000 | 36 |
| U.S. Government agency obligations | $965,877,000 | 130 |
| Securities issued by states & political subdivisions | $11,976,000 | 1,407 |
| Other domestic debt securities | $99,638,000 | 190 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $99,638,000 | 113 |
| Foreign debt securities | $514,000 | 151 |
| Equity securities | $231,765,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,137,407,000 | 79 |
| Mortgage-backed securities | $663,448,000 | 148 |
| Certificates of participation in pools of residential mortgages | $301,598,000 | 154 |
| Issued or guaranteed by U.S. | $301,598,000 | 152 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $361,850,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $361,850,000 | 92 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $30,232,000 | 868 |
| Available-for-sale securities (fair market value) | $1,628,889,000 | 105 |
| Total debt securities | $1,427,356,000 | 133 |
| Structured notes | ||
| Amortized cost | $15,007,000 | 28 |
| Fair value | $13,995,000 | 30 |
| 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 | $1,302,105,000 | 129 |
| U.S. Government securities | $1,021,502,000 | 128 |
| U.S. Treasury securities | $319,292,000 | 47 |
| U.S. Government agency obligations | $702,210,000 | 154 |
| Securities issued by states & political subdivisions | $15,283,000 | 1,075 |
| Other domestic debt securities | $9,938,000 | 777 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,938,000 | 588 |
| Foreign debt securities | $581,000 | 142 |
| Equity securities | $254,801,000 | 23 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $701,971,000 | 91 |
| Mortgage-backed securities | $586,037,000 | 161 |
| Certificates of participation in pools of residential mortgages | $320,616,000 | 156 |
| Issued or guaranteed by U.S. | $320,616,000 | 149 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $265,421,000 | 131 |
| CMOs issued by government agencies or sponsored agencies | $265,421,000 | 111 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $73,911,000 | 389 |
| Available-for-sale securities (fair market value) | $1,228,194,000 | 108 |
| Total debt securities | $1,047,304,000 | 150 |
| Structured notes | ||
| Amortized cost | $25,843,000 | 26 |
| Fair value | $25,900,000 | 26 |
| 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 | $1,590,541,000 | 112 |
| U.S. Government securities | $1,331,829,000 | 105 |
| U.S. Treasury securities | $331,303,000 | 69 |
| U.S. Government agency obligations | $1,000,526,000 | 117 |
| Securities issued by states & political subdivisions | $20,749,000 | 630 |
| Other domestic debt securities | $15,141,000 | 436 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $15,141,000 | 303 |
| Foreign debt securities | $514,000 | 158 |
| Equity securities | $222,308,000 | 22 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $796,318,000 | 84 |
| Mortgage-backed securities | $425,547,000 | 196 |
| Certificates of participation in pools of residential mortgages | $46,909,000 | 673 |
| Issued or guaranteed by U.S. | $46,909,000 | 657 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $378,638,000 | 88 |
| CMOs issued by government agencies or sponsored agencies | $378,638,000 | 73 |
| Privately issued | $0 | 1,491 |
| 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) | $331,880,000 | 117 |
| Available-for-sale securities (fair market value) | $1,258,661,000 | 98 |
| Total debt securities | $1,368,233,000 | 123 |
| Structured notes | ||
| Amortized cost | $81,904,000 | 16 |
| Fair value | $81,912,000 | 16 |
| 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 | $1,218,115,000 | 145 |
| U.S. Government securities | $963,795,000 | 142 |
| U.S. Treasury securities | $362,650,000 | 70 |
| U.S. Government agency obligations | $601,145,000 | 173 |
| Securities issued by states & political subdivisions | $32,395,000 | 350 |
| Other domestic debt securities | $20,676,000 | 356 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,676,000 | 207 |
| Foreign debt securities | $500,000 | 189 |
| Equity securities | $200,749,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $819,867,000 | 89 |
| Mortgage-backed securities | $238,671,000 | 330 |
| Certificates of participation in pools of residential mortgages | $43,340,000 | 763 |
| Issued or guaranteed by U.S. | $43,340,000 | 743 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $195,331,000 | 161 |
| CMOs issued by government agencies or sponsored agencies | $195,331,000 | 139 |
| Privately issued | $0 | 1,788 |
| 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) | $465,818,000 | 101 |
| Available-for-sale securities (fair market value) | $752,297,000 | 152 |
| Total debt securities | $1,017,366,000 | 161 |
| 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 | $1,321,385,000 | 144 |
| U.S. Government securities | $1,026,293,000 | 147 |
| U.S. Treasury securities | $424,389,000 | 75 |
| U.S. Government agency obligations | $601,904,000 | 184 |
| Securities issued by states & political subdivisions | $39,346,000 | 278 |
| Other domestic debt securities | $56,476,000 | 217 |
| 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 | $56,476,000 | 119 |
| Foreign debt securities | $502,000 | 216 |
| Equity securities | $198,768,000 | 15 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $832,990,000 | 88 |
| Mortgage-backed securities | $482,419,000 | 203 |
| Certificates of participation in pools of residential mortgages | $194,922,000 | 258 |
| Issued or guaranteed by U.S. | $194,922,000 | 248 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $287,497,000 | 133 |
| CMOs issued by government agencies or sponsored agencies | $287,497,000 | 112 |
| 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) | $448,091,000 | 115 |
| Available-for-sale securities (fair market value) | $873,294,000 | 144 |
| Total debt securities | $1,122,617,000 | 162 |
| 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 | $958,952,000 | 206 |
| U.S. Government securities | $634,490,000 | 238 |
| U.S. Treasury securities | $365,374,000 | 113 |
| U.S. Government agency obligations | $269,116,000 | 360 |
| Securities issued by states & political subdivisions | $46,079,000 | 226 |
| Other domestic debt securities | $41,574,000 | 282 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $41,574,000 | 162 |
| Foreign debt securities | $500,000 | 247 |
| Equity securities | $236,309,000 | 9 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $631,075,000 | 124 |
| Mortgage-backed securities | $241,116,000 | 348 |
| Certificates of participation in pools of residential mortgages | $16,257,000 | 1,610 |
| Issued or guaranteed by U.S. | $16,257,000 | 1,591 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $224,859,000 | 173 |
| CMOs issued by government agencies or sponsored agencies | $224,859,000 | 153 |
| Privately issued | $0 | 2,507 |
| 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) | $706,396,000 | 171 |
| Available-for-sale securities (fair market value) | $252,556,000 | 256 |
| Total debt securities | $722,643,000 | 254 |
| 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 | $1,080,076,000 | 181 |
| U.S. Government securities | $669,368,000 | 229 |
| U.S. Treasury securities | $445,579,000 | 104 |
| U.S. Government agency obligations | $223,789,000 | 395 |
| Securities issued by states & political subdivisions | $68,189,000 | 149 |
| Other domestic debt securities | $15,059,000 | 665 |
| 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 | $15,059,000 | 457 |
| Foreign debt securities | $500,000 | 256 |
| Equity securities | $326,960,000 | 7 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $508,842,000 | 131 |
| Mortgage-backed securities | $210,789,000 | 397 |
| Certificates of participation in pools of residential mortgages | $19,885,000 | 1,501 |
| Issued or guaranteed by U.S. | $19,885,000 | 1,478 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $190,904,000 | 200 |
| CMOs issued by government agencies or sponsored agencies | $190,904,000 | 177 |
| 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 | $753,116,000 | 247 |
| 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 | $798,978,000 | 229 |
| U.S. Government securities | $367,944,000 | 350 |
| U.S. Treasury securities | $304,592,000 | 142 |
| U.S. Government agency obligations | $63,352,000 | 1,126 |
| Securities issued by states & political subdivisions | $76,165,000 | 124 |
| Other domestic debt securities | $17,649,000 | 686 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,649,000 | 459 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $337,220,000 | 6 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,704,000 | 136 |
| Mortgage-backed securities | $63,352,000 | 936 |
| Certificates of participation in pools of residential mortgages | $24,596,000 | 1,284 |
| Issued or guaranteed by U.S. | $24,596,000 | 1,251 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $38,756,000 | 609 |
| CMOs issued by government agencies or sponsored agencies | $38,756,000 | 538 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $461,758,000 | 344 |
| 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 |