Home > Wilmington Trust of Pennsylvania > Securities
Wilmington Trust of Pennsylvania, Securities
| 2008-09-30 | Rank | |
| Total securities | $336,775,000 | 369 |
| U.S. Government securities | $335,775,000 | 271 |
| U.S. Treasury securities | $9,995,000 | 184 |
| U.S. Government agency obligations | $325,780,000 | 268 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,000,000 | 2,211 |
| 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 | $1,000,000 | 1,471 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $334,746,000 | 196 |
| Mortgage-backed securities | $72,112,000 | 825 |
| Certificates of participation in pools of residential mortgages | $51,152,000 | 781 |
| Issued or guaranteed by U.S. | $51,152,000 | 771 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $20,960,000 | 805 |
| CMOs issued by government agencies or sponsored agencies | $20,960,000 | 599 |
| 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) | $1,000,000 | 2,550 |
| Available-for-sale securities (fair market value) | $335,775,000 | 314 |
| Total debt securities | $336,775,000 | 362 |
| 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 | $371,783,000 | 343 |
| U.S. Government securities | $370,783,000 | 243 |
| U.S. Treasury securities | $16,949,000 | 122 |
| U.S. Government agency obligations | $353,834,000 | 250 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,000,000 | 2,237 |
| 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 | $1,000,000 | 1,530 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $369,761,000 | 179 |
| Mortgage-backed securities | $74,054,000 | 792 |
| Certificates of participation in pools of residential mortgages | $52,660,000 | 755 |
| Issued or guaranteed by U.S. | $52,660,000 | 744 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $21,394,000 | 781 |
| CMOs issued by government agencies or sponsored agencies | $21,394,000 | 580 |
| 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) | $1,000,000 | 2,558 |
| Available-for-sale securities (fair market value) | $370,783,000 | 294 |
| Total debt securities | $371,783,000 | 337 |
| 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 | $380,558,000 | 347 |
| U.S. Government securities | $379,558,000 | 239 |
| U.S. Treasury securities | $32,119,000 | 75 |
| U.S. Government agency obligations | $347,439,000 | 253 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,000,000 | 2,168 |
| 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 | $1,000,000 | 1,497 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $379,557,000 | 177 |
| Mortgage-backed securities | $64,401,000 | 880 |
| Certificates of participation in pools of residential mortgages | $40,770,000 | 918 |
| Issued or guaranteed by U.S. | $40,770,000 | 908 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,631,000 | 710 |
| CMOs issued by government agencies or sponsored agencies | $23,631,000 | 534 |
| 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) | $1,000,000 | 2,590 |
| Available-for-sale securities (fair market value) | $379,558,000 | 299 |
| Total debt securities | $380,558,000 | 336 |
| 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 | $433,163,000 | 297 |
| U.S. Government securities | $422,153,000 | 219 |
| U.S. Treasury securities | $31,966,000 | 86 |
| U.S. Government agency obligations | $390,187,000 | 228 |
| Securities issued by states & political subdivisions | $10,000,000 | 2,066 |
| Other domestic debt securities | $1,000,000 | 1,990 |
| 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 | $1,000,000 | 1,383 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $10,000 | 1,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $432,153,000 | 158 |
| Mortgage-backed securities | $65,729,000 | 778 |
| Certificates of participation in pools of residential mortgages | $42,273,000 | 788 |
| Issued or guaranteed by U.S. | $42,273,000 | 780 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $23,456,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $23,456,000 | 502 |
| 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) | $1,000,000 | 2,663 |
| Available-for-sale securities (fair market value) | $432,163,000 | 256 |
| Total debt securities | $433,153,000 | 288 |
| 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 | $424,213,000 | 311 |
| U.S. Government securities | $413,203,000 | 230 |
| U.S. Treasury securities | $43,807,000 | 69 |
| U.S. Government agency obligations | $369,396,000 | 241 |
| Securities issued by states & political subdivisions | $10,000,000 | 2,022 |
| Other domestic debt securities | $1,000,000 | 1,945 |
| 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 | $1,000,000 | 1,348 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $10,000 | 1,738 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $423,203,000 | 161 |
| Mortgage-backed securities | $8,231,000 | 3,018 |
| Certificates of participation in pools of residential mortgages | $8,231,000 | 2,384 |
| Issued or guaranteed by U.S. | $8,231,000 | 2,371 |
| 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) | $1,000,000 | 2,722 |
| Available-for-sale securities (fair market value) | $423,213,000 | 259 |
| Total debt securities | $424,203,000 | 300 |
| Structured notes | ||
| Amortized cost | $4,990,000 | 641 |
| Fair value | $4,975,000 | 631 |
| 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 | $409,190,000 | 331 |
| U.S. Government securities | $398,180,000 | 239 |
| U.S. Treasury securities | $43,439,000 | 76 |
| U.S. Government agency obligations | $354,741,000 | 262 |
| Securities issued by states & political subdivisions | $10,000,000 | 2,003 |
| Other domestic debt securities | $1,000,000 | 1,896 |
| 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 | $1,000,000 | 1,320 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $10,000 | 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 | $409,180,000 | 173 |
| Mortgage-backed securities | $8,435,000 | 2,919 |
| Certificates of participation in pools of residential mortgages | $8,435,000 | 2,293 |
| Issued or guaranteed by U.S. | $8,435,000 | 2,280 |
| 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) | $1,000,000 | 2,750 |
| Available-for-sale securities (fair market value) | $408,190,000 | 281 |
| Total debt securities | $409,180,000 | 323 |
| Structured notes | ||
| Amortized cost | $4,989,000 | 660 |
| Fair value | $4,911,000 | 651 |
| 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 | $461,221,000 | 296 |
| U.S. Government securities | $461,111,000 | 218 |
| U.S. Treasury securities | $43,369,000 | 80 |
| U.S. Government agency obligations | $417,742,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $100,000 | 2,774 |
| 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 | $100,000 | 2,118 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $10,000 | 1,789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $461,211,000 | 157 |
| Mortgage-backed securities | $8,988,000 | 2,809 |
| Certificates of participation in pools of residential mortgages | $8,988,000 | 2,213 |
| Issued or guaranteed by U.S. | $8,988,000 | 2,203 |
| 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) | $100,000 | 3,557 |
| Available-for-sale securities (fair market value) | $461,121,000 | 246 |
| Total debt securities | $461,211,000 | 284 |
| Structured notes | ||
| Amortized cost | $4,988,000 | 711 |
| Fair value | $4,934,000 | 705 |
| 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 | $485,591,000 | 283 |
| U.S. Government securities | $485,481,000 | 216 |
| U.S. Treasury securities | $43,247,000 | 93 |
| U.S. Government agency obligations | $442,234,000 | 224 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $100,000 | 2,808 |
| 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 | $100,000 | 2,178 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $10,000 | 1,844 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $485,481,000 | 154 |
| Mortgage-backed securities | $9,270,000 | 2,747 |
| Certificates of participation in pools of residential mortgages | $9,270,000 | 2,175 |
| Issued or guaranteed by U.S. | $9,270,000 | 2,163 |
| 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) | $100,000 | 3,641 |
| Available-for-sale securities (fair market value) | $485,491,000 | 237 |
| Total debt securities | $485,581,000 | 274 |
| Structured notes | ||
| Amortized cost | $4,987,000 | 753 |
| Fair value | $4,881,000 | 755 |
| 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 | $365,535,000 | 368 |
| U.S. Government securities | $365,425,000 | 273 |
| U.S. Treasury securities | $118,157,000 | 40 |
| U.S. Government agency obligations | $247,268,000 | 378 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $100,000 | 2,856 |
| 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 | $100,000 | 2,218 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $10,000 | 1,880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $365,291,000 | 192 |
| Mortgage-backed securities | $9,594,000 | 2,691 |
| Certificates of participation in pools of residential mortgages | $9,594,000 | 2,149 |
| Issued or guaranteed by U.S. | $9,594,000 | 2,134 |
| 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) | $100,000 | 3,724 |
| Available-for-sale securities (fair market value) | $365,435,000 | 308 |
| Total debt securities | $365,525,000 | 360 |
| 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 | $299,934,000 | 453 |
| U.S. Government securities | $299,824,000 | 338 |
| U.S. Treasury securities | $110,476,000 | 48 |
| U.S. Government agency obligations | $189,348,000 | 486 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $100,000 | 2,919 |
| 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 | $100,000 | 2,295 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $10,000 | 1,904 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $299,690,000 | 228 |
| Mortgage-backed securities | $9,709,000 | 2,663 |
| Certificates of participation in pools of residential mortgages | $9,709,000 | 2,144 |
| Issued or guaranteed by U.S. | $9,709,000 | 2,129 |
| 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) | $100,000 | 3,780 |
| Available-for-sale securities (fair market value) | $299,834,000 | 383 |
| Total debt securities | $299,925,000 | 439 |
| 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 | $242,134,000 | 548 |
| U.S. Government securities | $242,024,000 | 413 |
| U.S. Treasury securities | $75,716,000 | 71 |
| U.S. Government agency obligations | $166,308,000 | 571 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $100,000 | 3,000 |
| 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 | $100,000 | 2,404 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $10,000 | 1,948 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $241,891,000 | 266 |
| Mortgage-backed securities | $10,340,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $10,340,000 | 2,100 |
| Issued or guaranteed by U.S. | $10,340,000 | 2,086 |
| 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) | $100,000 | 3,844 |
| Available-for-sale securities (fair market value) | $242,034,000 | 463 |
| Total debt securities | $242,124,000 | 533 |
| 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 | $268,105,000 | 506 |
| U.S. Government securities | $267,895,000 | 393 |
| U.S. Treasury securities | $100,683,000 | 66 |
| U.S. Government agency obligations | $167,212,000 | 570 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $200,000 | 2,957 |
| 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 | $200,000 | 2,412 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $10,000 | 1,980 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $267,762,000 | 247 |
| Mortgage-backed securities | $10,801,000 | 2,588 |
| Certificates of participation in pools of residential mortgages | $10,801,000 | 2,067 |
| Issued or guaranteed by U.S. | $10,801,000 | 2,052 |
| 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) | $200,000 | 3,746 |
| Available-for-sale securities (fair market value) | $267,905,000 | 431 |
| Total debt securities | $268,095,000 | 491 |
| 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 | $226,064,000 | 586 |
| U.S. Government securities | $225,854,000 | 450 |
| U.S. Treasury securities | $76,173,000 | 73 |
| U.S. Government agency obligations | $149,681,000 | 611 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $200,000 | 3,014 |
| 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 | $200,000 | 2,486 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $10,000 | 1,985 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $213,187,000 | 293 |
| Mortgage-backed securities | $11,343,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $11,343,000 | 2,033 |
| Issued or guaranteed by U.S. | $11,343,000 | 2,022 |
| 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) | $200,000 | 3,814 |
| Available-for-sale securities (fair market value) | $225,864,000 | 491 |
| Total debt securities | $226,055,000 | 567 |
| 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 | $203,077,000 | 641 |
| U.S. Government securities | $202,867,000 | 507 |
| U.S. Treasury securities | $51,438,000 | 104 |
| U.S. Government agency obligations | $151,429,000 | 603 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $200,000 | 3,066 |
| 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 | $200,000 | 2,560 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $10,000 | 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 | $202,732,000 | 298 |
| Mortgage-backed securities | $12,034,000 | 2,544 |
| Certificates of participation in pools of residential mortgages | $12,034,000 | 2,028 |
| Issued or guaranteed by U.S. | $12,034,000 | 2,016 |
| 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) | $200,000 | 3,858 |
| Available-for-sale securities (fair market value) | $202,877,000 | 529 |
| Total debt securities | $203,067,000 | 618 |
| 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 | $216,161,000 | 613 |
| U.S. Government securities | $215,951,000 | 488 |
| U.S. Treasury securities | $65,969,000 | 88 |
| U.S. Government agency obligations | $149,982,000 | 624 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $200,000 | 3,119 |
| 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 | $200,000 | 2,644 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $10,000 | 2,052 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,817,000 | 281 |
| Mortgage-backed securities | $12,235,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $12,235,000 | 2,044 |
| Issued or guaranteed by U.S. | $12,235,000 | 2,033 |
| 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) | $200,000 | 3,918 |
| Available-for-sale securities (fair market value) | $215,961,000 | 507 |
| Total debt securities | $216,151,000 | 594 |
| 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 | $200,366,000 | 664 |
| U.S. Government securities | $200,156,000 | 530 |
| U.S. Treasury securities | $82,286,000 | 78 |
| U.S. Government agency obligations | $117,870,000 | 776 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $200,000 | 3,186 |
| 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 | $200,000 | 2,722 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $10,000 | 2,088 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $200,019,000 | 299 |
| Mortgage-backed securities | $12,920,000 | 2,552 |
| Certificates of participation in pools of residential mortgages | $12,920,000 | 2,020 |
| Issued or guaranteed by U.S. | $12,920,000 | 2,011 |
| 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) | $200,000 | 3,976 |
| Available-for-sale securities (fair market value) | $200,166,000 | 551 |
| Total debt securities | $200,356,000 | 643 |
| 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 | $161,078,000 | 801 |
| U.S. Government securities | $160,868,000 | 629 |
| U.S. Treasury securities | $78,143,000 | 81 |
| U.S. Government agency obligations | $82,725,000 | 1,090 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $200,000 | 3,246 |
| 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 | $200,000 | 2,793 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $10,000 | 2,120 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $160,868,000 | 349 |
| Mortgage-backed securities | $13,398,000 | 2,498 |
| Certificates of participation in pools of residential mortgages | $13,398,000 | 1,982 |
| Issued or guaranteed by U.S. | $13,398,000 | 1,975 |
| 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) | $200,000 | 4,030 |
| Available-for-sale securities (fair market value) | $160,878,000 | 683 |
| Total debt securities | $161,068,000 | 781 |
| 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 | $147,190,000 | 886 |
| U.S. Government securities | $146,980,000 | 688 |
| U.S. Treasury securities | $99,100,000 | 74 |
| U.S. Government agency obligations | $47,880,000 | 1,854 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $200,000 | 3,337 |
| 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 | $200,000 | 2,894 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $10,000 | 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 | $146,980,000 | 373 |
| Mortgage-backed securities | $13,519,000 | 2,517 |
| Certificates of participation in pools of residential mortgages | $13,519,000 | 1,993 |
| Issued or guaranteed by U.S. | $13,519,000 | 1,985 |
| 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) | $200,000 | 4,077 |
| Available-for-sale securities (fair market value) | $146,990,000 | 762 |
| Total debt securities | $147,180,000 | 856 |
| 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 | $125,243,000 | 1,039 |
| U.S. Government securities | $124,533,000 | 790 |
| U.S. Treasury securities | $84,635,000 | 79 |
| U.S. Government agency obligations | $39,898,000 | 2,179 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $700,000 | 2,774 |
| 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 | $700,000 | 2,376 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $10,000 | 2,188 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $124,533,000 | 408 |
| Mortgage-backed securities | $14,594,000 | 2,459 |
| Certificates of participation in pools of residential mortgages | $14,594,000 | 1,921 |
| Issued or guaranteed by U.S. | $14,594,000 | 1,913 |
| 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) | $700,000 | 3,576 |
| Available-for-sale securities (fair market value) | $124,543,000 | 888 |
| Total debt securities | $125,233,000 | 1,000 |
| 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 | $115,714,000 | 1,161 |
| U.S. Government securities | $114,904,000 | 886 |
| U.S. Treasury securities | $84,840,000 | 81 |
| U.S. Government agency obligations | $30,064,000 | 2,799 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $800,000 | 2,745 |
| 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 | $800,000 | 2,436 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $10,000 | 2,241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,904,000 | 433 |
| Mortgage-backed securities | $14,000 | 7,139 |
| Certificates of participation in pools of residential mortgages | $14,000 | 6,854 |
| Issued or guaranteed by U.S. | $14,000 | 6,831 |
| 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) | $800,000 | 3,542 |
| Available-for-sale securities (fair market value) | $114,914,000 | 1,002 |
| Total debt securities | $115,704,000 | 1,121 |
| 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 | $91,308,000 | 1,457 |
| U.S. Government securities | $90,498,000 | 1,083 |
| U.S. Treasury securities | $90,482,000 | 76 |
| U.S. Government agency obligations | $16,000 | 8,800 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $800,000 | 2,865 |
| 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 | $800,000 | 2,548 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $10,000 | 2,294 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $90,497,000 | 517 |
| Mortgage-backed securities | $16,000 | 7,167 |
| Certificates of participation in pools of residential mortgages | $16,000 | 6,877 |
| Issued or guaranteed by U.S. | $16,000 | 6,854 |
| 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) | $800,000 | 3,581 |
| Available-for-sale securities (fair market value) | $90,508,000 | 1,251 |
| Total debt securities | $91,298,000 | 1,404 |
| 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 | $65,998,000 | 1,871 |
| U.S. Government securities | $65,188,000 | 1,405 |
| U.S. Treasury securities | $65,170,000 | 90 |
| U.S. Government agency obligations | $18,000 | 8,822 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $800,000 | 2,934 |
| 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 | $800,000 | 2,605 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $10,000 | 2,287 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $65,188,000 | 669 |
| Mortgage-backed securities | $18,000 | 7,201 |
| Certificates of participation in pools of residential mortgages | $18,000 | 6,881 |
| Issued or guaranteed by U.S. | $18,000 | 6,861 |
| 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) | $800,000 | 3,615 |
| Available-for-sale securities (fair market value) | $65,198,000 | 1,616 |
| Total debt securities | $65,988,000 | 1,808 |
| 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 | $65,288,000 | 1,871 |
| U.S. Government securities | $64,488,000 | 1,414 |
| U.S. Treasury securities | $64,468,000 | 94 |
| U.S. Government agency obligations | $20,000 | 8,868 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $800,000 | 2,980 |
| 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 | $800,000 | 2,632 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $64,489,000 | 674 |
| Mortgage-backed securities | $20,000 | 7,227 |
| Certificates of participation in pools of residential mortgages | $20,000 | 6,891 |
| Issued or guaranteed by U.S. | $20,000 | 6,872 |
| 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) | $800,000 | 3,658 |
| Available-for-sale securities (fair market value) | $64,488,000 | 1,604 |
| Total debt securities | $65,288,000 | 1,805 |
| 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 | $59,594,000 | 2,009 |
| U.S. Government securities | $58,694,000 | 1,504 |
| U.S. Treasury securities | $58,672,000 | 113 |
| U.S. Government agency obligations | $22,000 | 8,916 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $900,000 | 2,933 |
| 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 | $900,000 | 2,592 |
| Foreign debt securities | $0 | 302 |
| 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 | $48,409,000 | 840 |
| Mortgage-backed securities | $22,000 | 7,239 |
| Certificates of participation in pools of residential mortgages | $22,000 | 6,880 |
| Issued or guaranteed by U.S. | $22,000 | 6,859 |
| 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) | $900,000 | 3,665 |
| Available-for-sale securities (fair market value) | $58,694,000 | 1,708 |
| Total debt securities | $59,594,000 | 1,937 |
| 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 | $63,076,000 | 1,782 |
| U.S. Government securities | $62,166,000 | 1,317 |
| U.S. Treasury securities | $62,102,000 | 117 |
| U.S. Government agency obligations | $64,000 | 9,128 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $900,000 | 3,038 |
| 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 | $900,000 | 2,617 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $10,000 | 2,269 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,166,000 | 656 |
| Mortgage-backed securities | $64,000 | 7,094 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,646 |
| Issued or guaranteed by U.S. | $64,000 | 6,624 |
| 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) | $900,000 | 3,918 |
| Available-for-sale securities (fair market value) | $62,176,000 | 1,493 |
| Total debt securities | $63,066,000 | 1,724 |
| 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 | $54,110,000 | 2,035 |
| U.S. Government securities | $52,649,000 | 1,519 |
| U.S. Treasury securities | $52,571,000 | 159 |
| U.S. Government agency obligations | $78,000 | 9,422 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $900,000 | 2,589 |
| 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 | $900,000 | 2,271 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $561,000 | 3,595 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,628,000 | 803 |
| Mortgage-backed securities | $78,000 | 6,967 |
| Certificates of participation in pools of residential mortgages | $78,000 | 6,488 |
| Issued or guaranteed by U.S. | $78,000 | 6,467 |
| 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) | $900,000 | 4,547 |
| Available-for-sale securities (fair market value) | $53,210,000 | 1,612 |
| Total debt securities | $53,549,000 | 1,969 |
| 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 | $49,483,000 | 2,296 |
| U.S. Government securities | $47,922,000 | 1,751 |
| U.S. Treasury securities | $47,814,000 | 212 |
| U.S. Government agency obligations | $108,000 | 9,709 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $1,000,000 | 2,331 |
| 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 | $1,000,000 | 1,965 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $561,000 | 3,490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,922,000 | 836 |
| Mortgage-backed securities | $108,000 | 7,244 |
| Certificates of participation in pools of residential mortgages | $108,000 | 6,709 |
| Issued or guaranteed by U.S. | $108,000 | 6,691 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| 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) | $1,000,000 | 4,856 |
| Available-for-sale securities (fair market value) | $48,483,000 | 1,782 |
| Total debt securities | $48,922,000 | 2,240 |
| 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 | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $40,657,000 | 2,798 |
| U.S. Government securities | $40,096,000 | 2,171 |
| U.S. Treasury securities | $39,916,000 | 342 |
| U.S. Government agency obligations | $180,000 | 9,787 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $561,000 | 3,341 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $40,096,000 | 870 |
| Mortgage-backed securities | $180,000 | 7,279 |
| Certificates of participation in pools of residential mortgages | $180,000 | 6,702 |
| Issued or guaranteed by U.S. | $180,000 | 6,681 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| 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) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $40,657,000 | 2,094 |
| Total debt securities | $40,096,000 | 2,741 |
| 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 | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $30,930,000 | 3,540 |
| U.S. Government securities | $29,848,000 | 2,922 |
| U.S. Treasury securities | $28,101,000 | 679 |
| U.S. Government agency obligations | $1,747,000 | 9,221 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $521,000 | 2,272 |
| 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 | $521,000 | 1,795 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $561,000 | 3,371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,956,000 | 1,132 |
| Mortgage-backed securities | $1,243,000 | 6,055 |
| Certificates of participation in pools of residential mortgages | $1,243,000 | 5,065 |
| Issued or guaranteed by U.S. | $1,243,000 | 5,047 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| 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) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $30,930,000 | 2,546 |
| Total debt securities | $30,369,000 | 3,498 |
| 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 | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $32,028,000 | 3,722 |
| U.S. Government securities | $30,763,000 | 3,121 |
| U.S. Treasury securities | $28,605,000 | 817 |
| U.S. Government agency obligations | $2,158,000 | 9,364 |
| Securities issued by states & political subdivisions | $102,000 | 8,238 |
| Other domestic debt securities | $602,000 | 2,488 |
| 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 | $602,000 | 1,898 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $561,000 | 3,284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,866,000 | 1,089 |
| Mortgage-backed securities | $1,642,000 | 6,178 |
| Certificates of participation in pools of residential mortgages | $1,642,000 | 5,054 |
| Issued or guaranteed by U.S. | $1,642,000 | 5,037 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| 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) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $32,028,000 | 2,592 |
| Total debt securities | $31,467,000 | 3,686 |
| 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 | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $9,793,000 | 8,359 |
| U.S. Government securities | $7,586,000 | 8,362 |
| U.S. Treasury securities | $4,079,000 | 5,124 |
| U.S. Government agency obligations | $3,507,000 | 8,646 |
| Securities issued by states & political subdivisions | $105,000 | 8,579 |
| Other domestic debt securities | $1,541,000 | 2,022 |
| 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 | $1,541,000 | 1,553 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $561,000 | 3,070 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,745,000 | 3,903 |
| Mortgage-backed securities | $2,470,000 | 5,875 |
| Certificates of participation in pools of residential mortgages | $2,470,000 | 4,539 |
| Issued or guaranteed by U.S. | $2,470,000 | 4,513 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| 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) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $9,793,000 | 6,217 |
| Total debt securities | $9,232,000 | 8,428 |
| 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 | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $9,138,000 | 9,078 |
| U.S. Government securities | $5,920,000 | 9,696 |
| U.S. Treasury securities | $1,306,000 | 9,166 |
| U.S. Government agency obligations | $4,614,000 | 7,941 |
| Securities issued by states & political subdivisions | $1,000,000 | 6,647 |
| Other domestic debt securities | $1,657,000 | 2,215 |
| 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 | $1,657,000 | 1,737 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $561,000 | 2,874 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,791,000 | 6,267 |
| Mortgage-backed securities | $3,349,000 | 5,604 |
| Certificates of participation in pools of residential mortgages | $3,349,000 | 4,144 |
| Issued or guaranteed by U.S. | $3,349,000 | 4,117 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| 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) | $8,577,000 | 6,232 |
| Available-for-sale securities (fair market value) | $561,000 | 10,062 |
| Total debt securities | $8,577,000 | 9,201 |
| 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 | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $10,796,000 | 8,798 |
| U.S. Government securities | $7,827,000 | 8,979 |
| U.S. Treasury securities | $1,330,000 | 9,413 |
| U.S. Government agency obligations | $6,497,000 | 7,075 |
| Securities issued by states & political subdivisions | $1,107,000 | 6,609 |
| Other domestic debt securities | $1,671,000 | 2,614 |
| 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 | $1,671,000 | 1,979 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $191,000 | 4,602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,223,000 | 5,786 |
| Mortgage-backed securities | $4,942,000 | 5,301 |
| Certificates of participation in pools of residential mortgages | $4,610,000 | 3,962 |
| Issued or guaranteed by U.S. | $4,610,000 | 3,926 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $332,000 | 6,036 |
| CMOs issued by government agencies or sponsored agencies | $332,000 | 5,779 |
| 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 | $10,605,000 | 8,724 |
| 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 | $14,519,000 | 7,502 |
| U.S. Government securities | $11,250,000 | 7,520 |
| U.S. Treasury securities | $1,350,000 | 9,758 |
| U.S. Government agency obligations | $9,900,000 | 5,570 |
| Securities issued by states & political subdivisions | $1,243,000 | 6,119 |
| Other domestic debt securities | $1,835,000 | 3,074 |
| 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 | $1,835,000 | 2,165 |
| Foreign debt securities | NA | NA |
| Equity securities | $191,000 | 4,024 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,646,000 | 3,682 |
| Mortgage-backed securities | $7,321,000 | 4,480 |
| Certificates of participation in pools of residential mortgages | $6,329,000 | 3,446 |
| Issued or guaranteed by U.S. | $6,329,000 | 3,400 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $992,000 | 5,105 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 4,731 |
| 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 | $14,328,000 | 7,438 |
| 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 |