Home > Chittenden Trust Company > Securities
Chittenden Trust Company, Securities
| 2008-12-31 | Rank | |
| Total securities | $792,446,000 | 184 |
| U.S. Government securities | $791,460,000 | 141 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $791,460,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $986,000 | 739 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $373,209,000 | 224 |
| Certificates of participation in pools of residential mortgages | $373,209,000 | 149 |
| Issued or guaranteed by U.S. | $373,209,000 | 146 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $465,941,000 | 51 |
| Available-for-sale securities (fair market value) | $326,505,000 | 338 |
| Total debt securities | $791,460,000 | 178 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $386,514,000 | 327 |
| U.S. Government securities | $386,514,000 | 233 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $386,514,000 | 227 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $205,466,000 | 103 |
| Available-for-sale securities (fair market value) | $181,048,000 | 563 |
| Total debt securities | $386,514,000 | 320 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $396,311,000 | 326 |
| U.S. Government securities | $396,303,000 | 225 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $396,303,000 | 220 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $8,000 | 1,875 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,000 | 3,417 |
| Available-for-sale securities (fair market value) | $396,272,000 | 273 |
| Total debt securities | $396,303,000 | 317 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $486,671,000 | 273 |
| U.S. Government securities | $486,649,000 | 195 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $486,649,000 | 191 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $22,000 | 1,810 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,536,000 | 2,387 |
| Available-for-sale securities (fair market value) | $485,135,000 | 236 |
| Total debt securities | $486,649,000 | 266 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $520,178,000 | 255 |
| U.S. Government securities | $418,112,000 | 221 |
| U.S. Treasury securities | $1,077,000 | 686 |
| U.S. Government agency obligations | $417,035,000 | 215 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $85,826,000 | 226 |
| 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 | $85,826,000 | 89 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $16,240,000 | 191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $464,104,000 | 149 |
| Mortgage-backed securities | $73,684,000 | 708 |
| Certificates of participation in pools of residential mortgages | $73,684,000 | 489 |
| Issued or guaranteed by U.S. | $73,684,000 | 483 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $520,178,000 | 220 |
| Total debt securities | $503,938,000 | 254 |
| 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 | $601,489,000 | 224 |
| U.S. Government securities | $365,296,000 | 254 |
| U.S. Treasury securities | $2,008,000 | 580 |
| U.S. Government agency obligations | $363,288,000 | 246 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $141,153,000 | 158 |
| 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 | $141,153,000 | 60 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $95,040,000 | 42 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $404,280,000 | 166 |
| Mortgage-backed securities | $75,708,000 | 657 |
| Certificates of participation in pools of residential mortgages | $75,708,000 | 455 |
| Issued or guaranteed by U.S. | $75,708,000 | 449 |
| 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) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $601,489,000 | 187 |
| Total debt securities | $506,449,000 | 257 |
| 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 | $488,433,000 | 273 |
| U.S. Government securities | $376,648,000 | 252 |
| U.S. Treasury securities | $1,983,000 | 683 |
| U.S. Government agency obligations | $374,665,000 | 243 |
| Securities issued by states & political subdivisions | $114,000 | 5,923 |
| Other domestic debt securities | $111,631,000 | 193 |
| 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 | $111,631,000 | 70 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $40,000 | 1,675 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $313,643,000 | 216 |
| Mortgage-backed securities | $78,739,000 | 640 |
| Certificates of participation in pools of residential mortgages | $78,739,000 | 444 |
| Issued or guaranteed by U.S. | $78,739,000 | 439 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $488,433,000 | 236 |
| Total debt securities | $488,393,000 | 267 |
| 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 | $619,445,000 | 227 |
| U.S. Government securities | $460,368,000 | 219 |
| U.S. Treasury securities | $1,983,000 | 730 |
| U.S. Government agency obligations | $458,385,000 | 213 |
| Securities issued by states & political subdivisions | $115,000 | 5,979 |
| Other domestic debt securities | $158,922,000 | 152 |
| 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 | $158,922,000 | 48 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $40,000 | 1,701 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $444,079,000 | 160 |
| Mortgage-backed securities | $180,017,000 | 350 |
| Certificates of participation in pools of residential mortgages | $180,017,000 | 234 |
| Issued or guaranteed by U.S. | $180,017,000 | 224 |
| 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) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $619,445,000 | 191 |
| Total debt securities | $619,405,000 | 220 |
| 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 | $655,838,000 | 224 |
| U.S. Government securities | $469,843,000 | 223 |
| U.S. Treasury securities | $2,215,000 | 717 |
| U.S. Government agency obligations | $467,628,000 | 215 |
| Securities issued by states & political subdivisions | $116,000 | 6,028 |
| Other domestic debt securities | $185,839,000 | 136 |
| 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 | $185,839,000 | 44 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $40,000 | 1,750 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $424,277,000 | 168 |
| Mortgage-backed securities | $189,242,000 | 340 |
| Certificates of participation in pools of residential mortgages | $189,242,000 | 227 |
| Issued or guaranteed by U.S. | $189,242,000 | 217 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $655,838,000 | 190 |
| Total debt securities | $655,798,000 | 219 |
| 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 | $717,158,000 | 215 |
| U.S. Government securities | $510,409,000 | 209 |
| U.S. Treasury securities | $2,212,000 | 738 |
| U.S. Government agency obligations | $508,197,000 | 203 |
| Securities issued by states & political subdivisions | $117,000 | 6,095 |
| Other domestic debt securities | $206,583,000 | 134 |
| 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 | $206,583,000 | 42 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $49,000 | 1,774 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $382,924,000 | 182 |
| Mortgage-backed securities | $203,018,000 | 325 |
| Certificates of participation in pools of residential mortgages | $203,018,000 | 216 |
| Issued or guaranteed by U.S. | $203,018,000 | 207 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $717,158,000 | 184 |
| Total debt securities | $717,109,000 | 213 |
| 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 | $735,470,000 | 215 |
| U.S. Government securities | $518,071,000 | 212 |
| U.S. Treasury securities | $2,184,000 | 785 |
| U.S. Government agency obligations | $515,887,000 | 208 |
| Securities issued by states & political subdivisions | $118,000 | 6,136 |
| Other domestic debt securities | $217,232,000 | 130 |
| 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 | $217,232,000 | 35 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $49,000 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $346,949,000 | 201 |
| Mortgage-backed securities | $209,104,000 | 322 |
| Certificates of participation in pools of residential mortgages | $209,104,000 | 222 |
| Issued or guaranteed by U.S. | $209,104,000 | 214 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $735,470,000 | 184 |
| Total debt securities | $735,421,000 | 214 |
| 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 | $769,964,000 | 217 |
| U.S. Government securities | $531,973,000 | 220 |
| U.S. Treasury securities | $2,687,000 | 770 |
| U.S. Government agency obligations | $529,286,000 | 210 |
| Securities issued by states & political subdivisions | $119,000 | 6,155 |
| Other domestic debt securities | $237,820,000 | 122 |
| 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 | $237,820,000 | 35 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $52,000 | 1,831 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $289,830,000 | 229 |
| Mortgage-backed securities | $220,870,000 | 310 |
| Certificates of participation in pools of residential mortgages | $220,870,000 | 219 |
| Issued or guaranteed by U.S. | $220,870,000 | 211 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $769,964,000 | 185 |
| Total debt securities | $769,912,000 | 215 |
| 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 | $784,392,000 | 217 |
| U.S. Government securities | $527,974,000 | 225 |
| U.S. Treasury securities | $2,688,000 | 790 |
| U.S. Government agency obligations | $525,286,000 | 214 |
| Securities issued by states & political subdivisions | $120,000 | 6,198 |
| Other domestic debt securities | $256,247,000 | 115 |
| 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 | $256,247,000 | 27 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $51,000 | 1,850 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $306,094,000 | 231 |
| Mortgage-backed securities | $233,366,000 | 307 |
| Certificates of participation in pools of residential mortgages | $233,366,000 | 221 |
| Issued or guaranteed by U.S. | $233,366,000 | 214 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $784,392,000 | 187 |
| Total debt securities | $784,341,000 | 216 |
| 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 | $749,203,000 | 220 |
| U.S. Government securities | $496,310,000 | 234 |
| U.S. Treasury securities | $2,687,000 | 787 |
| U.S. Government agency obligations | $493,623,000 | 228 |
| Securities issued by states & political subdivisions | $502,000 | 5,598 |
| Other domestic debt securities | $246,306,000 | 119 |
| 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 | $246,306,000 | 34 |
| Foreign debt securities | $6,037,000 | 37 |
| Equity securities | $48,000 | 1,865 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $216,016,000 | 288 |
| Mortgage-backed securities | $246,874,000 | 299 |
| Certificates of participation in pools of residential mortgages | $246,874,000 | 208 |
| Issued or guaranteed by U.S. | $246,874,000 | 202 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $749,203,000 | 185 |
| Total debt securities | $749,155,000 | 217 |
| 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 | $766,903,000 | 216 |
| U.S. Government securities | $506,360,000 | 229 |
| U.S. Treasury securities | $2,902,000 | 795 |
| U.S. Government agency obligations | $503,458,000 | 225 |
| Securities issued by states & political subdivisions | $804,000 | 5,265 |
| Other domestic debt securities | $253,602,000 | 122 |
| 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 | $253,602,000 | 28 |
| Foreign debt securities | $6,091,000 | 35 |
| Equity securities | $46,000 | 1,886 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,992,000 | 400 |
| Mortgage-backed securities | $266,142,000 | 284 |
| Certificates of participation in pools of residential mortgages | $266,142,000 | 198 |
| Issued or guaranteed by U.S. | $266,142,000 | 193 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $766,903,000 | 183 |
| Total debt securities | $766,857,000 | 214 |
| 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 | $795,618,000 | 219 |
| U.S. Government securities | $529,841,000 | 225 |
| U.S. Treasury securities | $3,954,000 | 728 |
| U.S. Government agency obligations | $525,887,000 | 216 |
| Securities issued by states & political subdivisions | $807,000 | 5,277 |
| Other domestic debt securities | $258,781,000 | 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 | $258,781,000 | 30 |
| Foreign debt securities | $6,146,000 | 40 |
| Equity securities | $43,000 | 1,938 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $186,489,000 | 318 |
| Mortgage-backed securities | $276,176,000 | 283 |
| Certificates of participation in pools of residential mortgages | $276,176,000 | 198 |
| Issued or guaranteed by U.S. | $276,176,000 | 193 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $795,618,000 | 183 |
| Total debt securities | $795,575,000 | 216 |
| 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 | $822,305,000 | 216 |
| U.S. Government securities | $552,251,000 | 220 |
| U.S. Treasury securities | $3,983,000 | 735 |
| U.S. Government agency obligations | $548,268,000 | 211 |
| Securities issued by states & political subdivisions | $813,000 | 5,282 |
| Other domestic debt securities | $262,966,000 | 116 |
| 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 | $262,966,000 | 30 |
| Foreign debt securities | $6,232,000 | 38 |
| Equity securities | $43,000 | 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 | $173,866,000 | 330 |
| Mortgage-backed securities | $293,812,000 | 281 |
| Certificates of participation in pools of residential mortgages | $293,812,000 | 197 |
| Issued or guaranteed by U.S. | $293,812,000 | 190 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $822,305,000 | 182 |
| Total debt securities | $822,262,000 | 216 |
| 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 | $819,958,000 | 217 |
| U.S. Government securities | $562,066,000 | 220 |
| U.S. Treasury securities | $4,678,000 | 643 |
| U.S. Government agency obligations | $557,388,000 | 215 |
| Securities issued by states & political subdivisions | $820,000 | 5,322 |
| Other domestic debt securities | $250,708,000 | 122 |
| 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 | $250,708,000 | 34 |
| Foreign debt securities | $6,322,000 | 39 |
| Equity securities | $42,000 | 2,013 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,919,000 | 319 |
| Mortgage-backed securities | $304,135,000 | 271 |
| Certificates of participation in pools of residential mortgages | $304,135,000 | 198 |
| Issued or guaranteed by U.S. | $304,135,000 | 193 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $819,958,000 | 187 |
| Total debt securities | $819,916,000 | 214 |
| 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 | $790,730,000 | 218 |
| U.S. Government securities | $533,746,000 | 234 |
| U.S. Treasury securities | $4,647,000 | 694 |
| U.S. Government agency obligations | $529,099,000 | 227 |
| Securities issued by states & political subdivisions | $823,000 | 5,350 |
| Other domestic debt securities | $256,119,000 | 121 |
| 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 | $256,119,000 | 33 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $42,000 | 2,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,116,000 | 489 |
| Mortgage-backed securities | $297,275,000 | 280 |
| Certificates of participation in pools of residential mortgages | $297,275,000 | 204 |
| Issued or guaranteed by U.S. | $297,275,000 | 199 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $790,730,000 | 191 |
| Total debt securities | $790,688,000 | 215 |
| 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 | $829,441,000 | 217 |
| U.S. Government securities | $549,443,000 | 223 |
| U.S. Treasury securities | $4,744,000 | 669 |
| U.S. Government agency obligations | $544,699,000 | 217 |
| Securities issued by states & political subdivisions | $834,000 | 5,353 |
| Other domestic debt securities | $265,181,000 | 119 |
| 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 | $265,181,000 | 31 |
| Foreign debt securities | $13,941,000 | 31 |
| Equity securities | $42,000 | 2,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $123,618,000 | 409 |
| Mortgage-backed securities | $319,504,000 | 273 |
| Certificates of participation in pools of residential mortgages | $319,503,000 | 194 |
| Issued or guaranteed by U.S. | $319,503,000 | 189 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,000 | 3,991 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 3,601 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $829,441,000 | 196 |
| Total debt securities | $829,399,000 | 214 |
| 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 | $904,386,000 | 196 |
| U.S. Government securities | $600,774,000 | 223 |
| U.S. Treasury securities | $4,698,000 | 709 |
| U.S. Government agency obligations | $596,076,000 | 218 |
| Securities issued by states & political subdivisions | $836,000 | 5,397 |
| Other domestic debt securities | $288,593,000 | 89 |
| 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 | $288,593,000 | 31 |
| Foreign debt securities | $14,140,000 | 32 |
| Equity securities | $43,000 | 2,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $180,457,000 | 311 |
| Mortgage-backed securities | $331,557,000 | 275 |
| Certificates of participation in pools of residential mortgages | $331,555,000 | 191 |
| Issued or guaranteed by U.S. | $331,555,000 | 184 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,000 | 4,036 |
| CMOs issued by government agencies or sponsored agencies | $2,000 | 3,808 |
| 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) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $904,386,000 | 182 |
| Total debt securities | $904,343,000 | 195 |
| 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 | $778,839,000 | 223 |
| U.S. Government securities | $489,700,000 | 252 |
| U.S. Treasury securities | $201,000 | 2,149 |
| U.S. Government agency obligations | $489,499,000 | 239 |
| Securities issued by states & political subdivisions | $844,000 | 5,420 |
| Other domestic debt securities | $274,026,000 | 90 |
| 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 | $274,026,000 | 34 |
| Foreign debt securities | $14,227,000 | 31 |
| Equity securities | $42,000 | 2,180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,130,000 | 356 |
| Mortgage-backed securities | $228,205,000 | 353 |
| Certificates of participation in pools of residential mortgages | $228,202,000 | 239 |
| Issued or guaranteed by U.S. | $228,202,000 | 232 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,000 | 4,117 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 3,882 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $778,839,000 | 200 |
| Total debt securities | $778,797,000 | 219 |
| 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 | $919,761,000 | 184 |
| U.S. Government securities | $547,166,000 | 233 |
| U.S. Treasury securities | $20,202,000 | 248 |
| U.S. Government agency obligations | $526,964,000 | 225 |
| Securities issued by states & political subdivisions | $848,000 | 5,397 |
| Other domestic debt securities | $357,392,000 | 78 |
| 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 | $357,392,000 | 27 |
| Foreign debt securities | $14,315,000 | 30 |
| Equity securities | $40,000 | 2,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $144,989,000 | 354 |
| Mortgage-backed securities | $309,606,000 | 291 |
| Certificates of participation in pools of residential mortgages | $309,603,000 | 182 |
| Issued or guaranteed by U.S. | $309,603,000 | 178 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $3,000 | 4,282 |
| CMOs issued by government agencies or sponsored agencies | $3,000 | 4,047 |
| 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) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $919,761,000 | 163 |
| Total debt securities | $919,721,000 | 182 |
| 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 | $892,978,000 | 191 |
| U.S. Government securities | $570,018,000 | 232 |
| U.S. Treasury securities | $203,000 | 2,218 |
| U.S. Government agency obligations | $569,815,000 | 218 |
| Securities issued by states & political subdivisions | $1,122,000 | 5,008 |
| Other domestic debt securities | $307,535,000 | 81 |
| 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 | $307,535,000 | 30 |
| Foreign debt securities | $14,263,000 | 30 |
| Equity securities | $40,000 | 2,191 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $189,319,000 | 270 |
| Mortgage-backed securities | $285,786,000 | 311 |
| Certificates of participation in pools of residential mortgages | $285,782,000 | 190 |
| Issued or guaranteed by U.S. | $285,782,000 | 185 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $4,000 | 4,352 |
| CMOs issued by government agencies or sponsored agencies | $4,000 | 4,130 |
| 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) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $892,978,000 | 167 |
| Total debt securities | $892,938,000 | 187 |
| 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 | $975,803,000 | 175 |
| U.S. Government securities | $654,580,000 | 198 |
| U.S. Treasury securities | $50,194,000 | 126 |
| U.S. Government agency obligations | $604,386,000 | 197 |
| Securities issued by states & political subdivisions | $1,125,000 | 5,025 |
| Other domestic debt securities | $305,959,000 | 78 |
| 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 | $305,959,000 | 31 |
| Foreign debt securities | $14,099,000 | 30 |
| Equity securities | $40,000 | 2,193 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $220,490,000 | 245 |
| Mortgage-backed securities | $308,597,000 | 267 |
| Certificates of participation in pools of residential mortgages | $308,574,000 | 167 |
| Issued or guaranteed by U.S. | $308,574,000 | 163 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $23,000 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 4,115 |
| 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) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $975,803,000 | 156 |
| Total debt securities | $975,763,000 | 174 |
| 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 | $516,396,000 | 275 |
| U.S. Government securities | $359,514,000 | 281 |
| U.S. Treasury securities | $2,049,000 | 1,376 |
| U.S. Government agency obligations | $357,465,000 | 266 |
| Securities issued by states & political subdivisions | $4,344,000 | 3,118 |
| Other domestic debt securities | $94,537,000 | 190 |
| 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 | $94,537,000 | 98 |
| Foreign debt securities | $12,961,000 | 36 |
| Equity securities | $45,040,000 | 102 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $177,835,000 | 287 |
| Mortgage-backed securities | $234,932,000 | 308 |
| Certificates of participation in pools of residential mortgages | $234,826,000 | 204 |
| Issued or guaranteed by U.S. | $234,826,000 | 200 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $106,000 | 4,253 |
| CMOs issued by government agencies or sponsored agencies | $106,000 | 4,065 |
| 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) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $516,396,000 | 229 |
| Total debt securities | $471,356,000 | 287 |
| 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 | $344,787,000 | 359 |
| U.S. Government securities | $245,625,000 | 375 |
| U.S. Treasury securities | $4,024,000 | 1,241 |
| U.S. Government agency obligations | $241,601,000 | 355 |
| Securities issued by states & political subdivisions | $5,666,000 | 2,585 |
| Other domestic debt securities | $78,143,000 | 204 |
| Privately issued residential mortgage-backed securities | $27,000 | 1,310 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $78,116,000 | 134 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $15,353,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $222,374,000 | 232 |
| Mortgage-backed securities | $130,286,000 | 407 |
| Certificates of participation in pools of residential mortgages | $90,087,000 | 360 |
| Issued or guaranteed by U.S. | $90,087,000 | 353 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $40,199,000 | 432 |
| CMOs issued by government agencies or sponsored agencies | $40,172,000 | 384 |
| Privately issued | $27,000 | 1,135 |
| 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 | 5,708 |
| Available-for-sale securities (fair market value) | $344,787,000 | 299 |
| Total debt securities | $329,434,000 | 356 |
| Structured notes | ||
| Amortized cost | $1,994,000 | 203 |
| Fair value | $1,845,000 | 207 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $206,430,000 | 593 |
| U.S. Government securities | $132,124,000 | 677 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $132,124,000 | 614 |
| Securities issued by states & political subdivisions | $138,000 | 7,203 |
| Other domestic debt securities | $73,385,000 | 229 |
| 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 | $73,385,000 | 150 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $783,000 | 2,851 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,898,000 | 345 |
| Mortgage-backed securities | $30,941,000 | 1,200 |
| Certificates of participation in pools of residential mortgages | $30,941,000 | 859 |
| Issued or guaranteed by U.S. | $30,941,000 | 848 |
| 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) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $206,430,000 | 482 |
| Total debt securities | $205,647,000 | 574 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $381,339,000 | 364 |
| U.S. Government securities | $258,283,000 | 414 |
| U.S. Treasury securities | $2,006,000 | 3,995 |
| U.S. Government agency obligations | $256,277,000 | 369 |
| Securities issued by states & political subdivisions | $140,000 | 7,442 |
| Other domestic debt securities | $90,037,000 | 172 |
| 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 | $90,037,000 | 103 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $32,879,000 | 180 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,975,000 | 608 |
| Mortgage-backed securities | $43,479,000 | 1,003 |
| Certificates of participation in pools of residential mortgages | $43,479,000 | 712 |
| Issued or guaranteed by U.S. | $43,479,000 | 703 |
| 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) | $381,339,000 | 290 |
| Total debt securities | $348,460,000 | 384 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $256,124,000 | 505 |
| U.S. Government securities | $163,325,000 | 620 |
| U.S. Treasury securities | $2,007,000 | 5,140 |
| U.S. Government agency obligations | $161,318,000 | 530 |
| Securities issued by states & political subdivisions | $314,000 | 7,162 |
| Other domestic debt securities | $73,101,000 | 161 |
| 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 | $73,101,000 | 90 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $19,383,000 | 239 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,164,000 | 602 |
| Mortgage-backed securities | $62,431,000 | 744 |
| Certificates of participation in pools of residential mortgages | $62,431,000 | 549 |
| Issued or guaranteed by U.S. | $62,431,000 | 537 |
| 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) | $256,124,000 | 378 |
| Total debt securities | $236,741,000 | 519 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $253,346,000 | 526 |
| U.S. Government securities | $164,450,000 | 643 |
| U.S. Treasury securities | $64,528,000 | 356 |
| U.S. Government agency obligations | $99,922,000 | 777 |
| Securities issued by states & political subdivisions | $490,000 | 7,093 |
| Other domestic debt securities | $60,074,000 | 185 |
| 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 | $60,074,000 | 94 |
| Foreign debt securities | $1,999,000 | 109 |
| Equity securities | $26,333,000 | 182 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $126,587,000 | 345 |
| Mortgage-backed securities | $41,184,000 | 1,081 |
| Certificates of participation in pools of residential mortgages | $40,803,000 | 803 |
| Issued or guaranteed by U.S. | $40,803,000 | 783 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $381,000 | 4,690 |
| CMOs issued by government agencies or sponsored agencies | $381,000 | 4,511 |
| 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) | $7,643,000 | 3,782 |
| Available-for-sale securities (fair market value) | $245,703,000 | 399 |
| Total debt securities | $227,013,000 | 557 |
| 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 | $195,527,000 | 685 |
| U.S. Government securities | $125,037,000 | 842 |
| U.S. Treasury securities | $55,258,000 | 500 |
| U.S. Government agency obligations | $69,779,000 | 1,076 |
| Securities issued by states & political subdivisions | $1,543,000 | 5,493 |
| Other domestic debt securities | $24,414,000 | 391 |
| Privately issued residential mortgage-backed securities | $10,000 | 2,454 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $24,404,000 | 233 |
| Foreign debt securities | $2,010,000 | 122 |
| Equity securities | $42,523,000 | 88 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,080,000 | 1,111 |
| Mortgage-backed securities | $37,221,000 | 1,201 |
| Certificates of participation in pools of residential mortgages | $36,441,000 | 869 |
| Issued or guaranteed by U.S. | $36,431,000 | 847 |
| Privately issued | $10,000 | 536 |
| Collaterized mortgage obligations | $780,000 | 4,522 |
| CMOs issued by government agencies or sponsored agencies | $780,000 | 4,352 |
| 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) | $9,473,000 | 3,530 |
| Available-for-sale securities (fair market value) | $186,054,000 | 513 |
| Total debt securities | $153,004,000 | 824 |
| Structured notes | ||
| Amortized cost | $6,569,000 | 493 |
| Fair value | $6,527,000 | 489 |
| 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 | $183,634,000 | 737 |
| U.S. Government securities | $120,093,000 | 891 |
| U.S. Treasury securities | $56,988,000 | 610 |
| U.S. Government agency obligations | $63,105,000 | 1,135 |
| Securities issued by states & political subdivisions | $1,651,000 | 5,644 |
| Other domestic debt securities | $32,580,000 | 335 |
| Privately issued residential mortgage-backed securities | $12,000 | 2,755 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $32,568,000 | 204 |
| Foreign debt securities | $1,885,000 | 139 |
| Equity securities | $27,425,000 | 128 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,483,000 | 1,057 |
| Mortgage-backed securities | $30,868,000 | 1,459 |
| Certificates of participation in pools of residential mortgages | $28,465,000 | 1,053 |
| Issued or guaranteed by U.S. | $28,453,000 | 1,036 |
| Privately issued | $12,000 | 544 |
| Collaterized mortgage obligations | $2,403,000 | 3,371 |
| CMOs issued by government agencies or sponsored agencies | $2,403,000 | 3,209 |
| 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) | $9,869,000 | 5,710 |
| Available-for-sale securities (fair market value) | $173,765,000 | 339 |
| Total debt securities | $156,209,000 | 826 |
| 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 | $245,379,000 | 608 |
| U.S. Government securities | $98,518,000 | 1,125 |
| U.S. Treasury securities | $54,311,000 | 693 |
| U.S. Government agency obligations | $44,207,000 | 1,586 |
| Securities issued by states & political subdivisions | $52,166,000 | 196 |
| Other domestic debt securities | $28,885,000 | 435 |
| 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 | $28,885,000 | 274 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $65,810,000 | 48 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $84,077,000 | 442 |
| Mortgage-backed securities | $23,996,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $22,211,000 | 1,375 |
| Issued or guaranteed by U.S. | $22,211,000 | 1,354 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,785,000 | 4,233 |
| CMOs issued by government agencies or sponsored agencies | $1,785,000 | 4,044 |
| 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 | $179,569,000 | 767 |
| 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 | $143,234,000 | 940 |
| U.S. Government securities | $93,956,000 | 1,162 |
| U.S. Treasury securities | $25,363,000 | 1,482 |
| U.S. Government agency obligations | $68,593,000 | 1,047 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $23,981,000 | 551 |
| 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 | $23,981,000 | 363 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $25,297,000 | 119 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,712,000 | 782 |
| Mortgage-backed securities | $49,652,000 | 1,143 |
| Certificates of participation in pools of residential mortgages | $40,657,000 | 879 |
| Issued or guaranteed by U.S. | $40,657,000 | 841 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $8,995,000 | 1,829 |
| CMOs issued by government agencies or sponsored agencies | $8,995,000 | 1,638 |
| 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 | $117,937,000 | 1,126 |
| 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 |