Home > Mellon 1st Business Bank > Securities
Mellon 1st Business Bank, Securities
| 2008-03-31 | Rank | |
| Total securities | $1,412,376,000 | 122 |
| U.S. Government securities | $752,568,000 | 147 |
| U.S. Treasury securities | $40,997,000 | 59 |
| U.S. Government agency obligations | $711,571,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $659,808,000 | 61 |
| Privately issued residential mortgage-backed securities | $659,808,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $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 | $751,499,000 | 96 |
| Mortgage-backed securities | $1,371,379,000 | 90 |
| Certificates of participation in pools of residential mortgages | $52,433,000 | 723 |
| Issued or guaranteed by U.S. | $52,433,000 | 713 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,318,946,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $659,138,000 | 45 |
| Privately issued | $659,808,000 | 43 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,481,000 | 424 |
| Available-for-sale securities (fair market value) | $1,373,895,000 | 111 |
| Total debt securities | $1,412,375,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $1,521,300,000 | 120 |
| U.S. Government securities | $774,978,000 | 144 |
| U.S. Treasury securities | $60,913,000 | 53 |
| U.S. Government agency obligations | $714,065,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $746,322,000 | 57 |
| Privately issued residential mortgage-backed securities | $746,322,000 | 47 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $768,677,000 | 100 |
| Mortgage-backed securities | $1,460,387,000 | 83 |
| Certificates of participation in pools of residential mortgages | $57,111,000 | 609 |
| Issued or guaranteed by U.S. | $57,111,000 | 600 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,403,276,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $656,954,000 | 47 |
| Privately issued | $746,322,000 | 42 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $40,019,000 | 422 |
| Available-for-sale securities (fair market value) | $1,481,281,000 | 103 |
| Total debt securities | $1,521,302,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $1,572,887,000 | 122 |
| U.S. Government securities | $795,735,000 | 147 |
| U.S. Treasury securities | $60,327,000 | 54 |
| U.S. Government agency obligations | $735,408,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $777,152,000 | 57 |
| Privately issued residential mortgage-backed securities | $777,152,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $793,929,000 | 103 |
| Mortgage-backed securities | $1,512,560,000 | 78 |
| Certificates of participation in pools of residential mortgages | $63,542,000 | 525 |
| Issued or guaranteed by U.S. | $63,542,000 | 518 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $1,449,018,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $671,866,000 | 45 |
| Privately issued | $777,152,000 | 41 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $41,223,000 | 444 |
| Available-for-sale securities (fair market value) | $1,531,664,000 | 102 |
| Total debt securities | $1,572,888,000 | 118 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $1,633,663,000 | 126 |
| U.S. Government securities | $817,853,000 | 147 |
| U.S. Treasury securities | $60,610,000 | 56 |
| U.S. Government agency obligations | $757,243,000 | 149 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $815,810,000 | 57 |
| Privately issued residential mortgage-backed securities | $815,810,000 | 46 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $815,504,000 | 109 |
| Mortgage-backed securities | $1,573,053,000 | 82 |
| Certificates of participation in pools of residential mortgages | $62,600,000 | 536 |
| Issued or guaranteed by U.S. | $62,600,000 | 528 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,510,453,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $694,643,000 | 50 |
| Privately issued | $815,810,000 | 40 |
| 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) | $1,633,663,000 | 107 |
| Total debt securities | $1,633,664,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $1,803,130,000 | 117 |
| U.S. Government securities | $871,734,000 | 142 |
| U.S. Treasury securities | $24,910,000 | 122 |
| U.S. Government agency obligations | $846,824,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $931,396,000 | 53 |
| Privately issued residential mortgage-backed securities | $931,396,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $800,692,000 | 108 |
| Mortgage-backed securities | $1,678,210,000 | 80 |
| Certificates of participation in pools of residential mortgages | $67,777,000 | 505 |
| Issued or guaranteed by U.S. | $67,777,000 | 497 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,610,433,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $679,037,000 | 51 |
| Privately issued | $931,396,000 | 37 |
| 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) | $1,803,130,000 | 97 |
| Total debt securities | $1,803,130,000 | 115 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $1,902,179,000 | 112 |
| U.S. Government securities | $946,221,000 | 144 |
| U.S. Treasury securities | $24,770,000 | 142 |
| U.S. Government agency obligations | $921,451,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $955,958,000 | 51 |
| Privately issued residential mortgage-backed securities | $955,958,000 | 41 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $772,745,000 | 111 |
| Mortgage-backed securities | $1,677,469,000 | 81 |
| Certificates of participation in pools of residential mortgages | $74,548,000 | 461 |
| Issued or guaranteed by U.S. | $74,548,000 | 457 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,602,921,000 | 53 |
| CMOs issued by government agencies or sponsored agencies | $646,963,000 | 61 |
| Privately issued | $955,958,000 | 38 |
| 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) | $1,902,179,000 | 94 |
| Total debt securities | $1,902,179,000 | 108 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $1,760,825,000 | 123 |
| U.S. Government securities | $760,297,000 | 173 |
| U.S. Treasury securities | $24,669,000 | 146 |
| U.S. Government agency obligations | $735,628,000 | 168 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,000,528,000 | 53 |
| Privately issued residential mortgage-backed securities | $1,000,528,000 | 42 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $568,055,000 | 135 |
| Mortgage-backed securities | $1,536,356,000 | 94 |
| Certificates of participation in pools of residential mortgages | $82,484,000 | 444 |
| Issued or guaranteed by U.S. | $82,484,000 | 438 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,453,872,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $453,344,000 | 74 |
| Privately issued | $1,000,528,000 | 38 |
| 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) | $1,760,825,000 | 105 |
| Total debt securities | $1,760,824,000 | 121 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $1,596,623,000 | 126 |
| U.S. Government securities | $949,140,000 | 143 |
| U.S. Treasury securities | $19,794,000 | 193 |
| U.S. Government agency obligations | $929,346,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $647,483,000 | 67 |
| Privately issued residential mortgage-backed securities | $647,483,000 | 54 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $583,119,000 | 135 |
| Mortgage-backed securities | $1,378,089,000 | 99 |
| Certificates of participation in pools of residential mortgages | $87,359,000 | 431 |
| Issued or guaranteed by U.S. | $87,359,000 | 428 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,290,730,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $643,247,000 | 61 |
| Privately issued | $647,483,000 | 45 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $1,596,623,000 | 109 |
| Total debt securities | $1,596,623,000 | 122 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $1,524,438,000 | 130 |
| U.S. Government securities | $1,036,263,000 | 131 |
| U.S. Treasury securities | $19,887,000 | 199 |
| U.S. Government agency obligations | $1,016,376,000 | 129 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $488,175,000 | 76 |
| Privately issued residential mortgage-backed securities | $488,175,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $605,738,000 | 128 |
| Mortgage-backed securities | $1,305,111,000 | 100 |
| Certificates of participation in pools of residential mortgages | $94,895,000 | 414 |
| Issued or guaranteed by U.S. | $94,895,000 | 409 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,210,216,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $722,041,000 | 56 |
| Privately issued | $488,175,000 | 53 |
| 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) | $1,524,438,000 | 114 |
| Total debt securities | $1,524,439,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $1,524,529,000 | 135 |
| U.S. Government securities | $1,001,304,000 | 146 |
| U.S. Treasury securities | $19,862,000 | 211 |
| U.S. Government agency obligations | $981,442,000 | 140 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $523,225,000 | 75 |
| Privately issued residential mortgage-backed securities | $523,225,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $556,601,000 | 139 |
| Mortgage-backed securities | $1,304,992,000 | 100 |
| Certificates of participation in pools of residential mortgages | $100,463,000 | 408 |
| Issued or guaranteed by U.S. | $100,463,000 | 402 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,204,529,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $681,304,000 | 61 |
| Privately issued | $523,225,000 | 48 |
| 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) | $1,524,529,000 | 119 |
| Total debt securities | $1,524,529,000 | 133 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $1,442,989,000 | 140 |
| U.S. Government securities | $1,001,246,000 | 145 |
| U.S. Treasury securities | $19,832,000 | 203 |
| U.S. Government agency obligations | $981,414,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $441,743,000 | 87 |
| Privately issued residential mortgage-backed securities | $441,743,000 | 64 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $276,048,000 | 235 |
| Mortgage-backed securities | $1,223,307,000 | 106 |
| Certificates of participation in pools of residential mortgages | $108,451,000 | 400 |
| Issued or guaranteed by U.S. | $108,451,000 | 396 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,114,856,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $673,113,000 | 61 |
| Privately issued | $441,743,000 | 55 |
| 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) | $1,442,989,000 | 125 |
| Total debt securities | $1,442,989,000 | 138 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $1,453,147,000 | 143 |
| U.S. Government securities | $959,493,000 | 153 |
| U.S. Treasury securities | $19,911,000 | 212 |
| U.S. Government agency obligations | $939,582,000 | 152 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $493,654,000 | 78 |
| Privately issued residential mortgage-backed securities | $493,654,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $223,539,000 | 276 |
| Mortgage-backed securities | $1,433,236,000 | 101 |
| Certificates of participation in pools of residential mortgages | $120,777,000 | 383 |
| Issued or guaranteed by U.S. | $120,777,000 | 376 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,312,459,000 | 63 |
| CMOs issued by government agencies or sponsored agencies | $818,805,000 | 57 |
| Privately issued | $493,654,000 | 48 |
| 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) | $1,453,147,000 | 124 |
| Total debt securities | $1,453,148,000 | 142 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $1,419,903,000 | 151 |
| U.S. Government securities | $1,077,837,000 | 140 |
| U.S. Treasury securities | $19,964,000 | 221 |
| U.S. Government agency obligations | $1,057,873,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $342,066,000 | 99 |
| Privately issued residential mortgage-backed securities | $342,066,000 | 71 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $242,654,000 | 251 |
| Mortgage-backed securities | $1,399,939,000 | 106 |
| Certificates of participation in pools of residential mortgages | $126,253,000 | 377 |
| Issued or guaranteed by U.S. | $126,253,000 | 372 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,273,686,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $931,620,000 | 50 |
| Privately issued | $342,066,000 | 60 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $1,419,903,000 | 132 |
| Total debt securities | $1,419,903,000 | 148 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $1,196,183,000 | 168 |
| U.S. Government securities | $948,861,000 | 156 |
| U.S. Treasury securities | $19,942,000 | 228 |
| U.S. Government agency obligations | $928,919,000 | 154 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $247,322,000 | 125 |
| Privately issued residential mortgage-backed securities | $247,322,000 | 89 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $245,476,000 | 252 |
| Mortgage-backed securities | $1,176,241,000 | 122 |
| Certificates of participation in pools of residential mortgages | $136,521,000 | 355 |
| Issued or guaranteed by U.S. | $136,521,000 | 351 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,039,720,000 | 72 |
| CMOs issued by government agencies or sponsored agencies | $792,398,000 | 57 |
| Privately issued | $247,322,000 | 74 |
| 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) | $1,196,183,000 | 148 |
| Total debt securities | $1,196,183,000 | 167 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,168,303,000 | 172 |
| U.S. Government securities | $1,027,319,000 | 149 |
| U.S. Treasury securities | $19,957,000 | 228 |
| U.S. Government agency obligations | $1,007,362,000 | 147 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $140,984,000 | 172 |
| Privately issued residential mortgage-backed securities | $140,984,000 | 111 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $255,998,000 | 243 |
| Mortgage-backed securities | $1,148,346,000 | 117 |
| Certificates of participation in pools of residential mortgages | $145,411,000 | 336 |
| Issued or guaranteed by U.S. | $145,411,000 | 331 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,002,935,000 | 70 |
| CMOs issued by government agencies or sponsored agencies | $861,951,000 | 50 |
| Privately issued | $140,984,000 | 96 |
| 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) | $1,168,303,000 | 154 |
| Total debt securities | $1,168,303,000 | 169 |
| 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 | $694,245,000 | 238 |
| U.S. Government securities | $610,217,000 | 212 |
| U.S. Treasury securities | $17,985,000 | 258 |
| U.S. Government agency obligations | $592,232,000 | 208 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $84,028,000 | 220 |
| Privately issued residential mortgage-backed securities | $84,028,000 | 131 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $226,909,000 | 268 |
| Mortgage-backed securities | $676,260,000 | 168 |
| Certificates of participation in pools of residential mortgages | $155,612,000 | 312 |
| Issued or guaranteed by U.S. | $155,612,000 | 307 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $520,648,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $436,620,000 | 76 |
| Privately issued | $84,028,000 | 118 |
| 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) | $694,245,000 | 213 |
| Total debt securities | $694,245,000 | 234 |
| 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 | $792,814,000 | 223 |
| U.S. Government securities | $684,247,000 | 193 |
| U.S. Treasury securities | $20,062,000 | 230 |
| U.S. Government agency obligations | $664,185,000 | 190 |
| Securities issued by states & political subdivisions | $400,000 | 5,911 |
| Other domestic debt securities | $108,167,000 | 203 |
| Privately issued residential mortgage-backed securities | $108,167,000 | 126 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,854,000 | 1,674 |
| Mortgage-backed securities | $772,352,000 | 154 |
| Certificates of participation in pools of residential mortgages | $173,788,000 | 299 |
| Issued or guaranteed by U.S. | $173,788,000 | 294 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $598,564,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $490,397,000 | 79 |
| Privately issued | $108,167,000 | 112 |
| 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) | $792,814,000 | 200 |
| Total debt securities | $792,814,000 | 221 |
| 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 | $813,771,000 | 220 |
| U.S. Government securities | $693,903,000 | 196 |
| U.S. Treasury securities | $20,147,000 | 246 |
| U.S. Government agency obligations | $673,756,000 | 196 |
| Securities issued by states & political subdivisions | $399,000 | 5,959 |
| Other domestic debt securities | $119,469,000 | 165 |
| Privately issued residential mortgage-backed securities | $119,469,000 | 86 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $228,521,000 | 256 |
| Mortgage-backed securities | $793,225,000 | 154 |
| Certificates of participation in pools of residential mortgages | $178,506,000 | 302 |
| Issued or guaranteed by U.S. | $178,506,000 | 297 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $614,719,000 | 85 |
| CMOs issued by government agencies or sponsored agencies | $495,250,000 | 83 |
| Privately issued | $119,469,000 | 73 |
| 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) | $813,771,000 | 198 |
| Total debt securities | $813,770,000 | 217 |
| 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 | $656,115,000 | 252 |
| U.S. Government securities | $626,645,000 | 213 |
| U.S. Treasury securities | $20,248,000 | 245 |
| U.S. Government agency obligations | $606,397,000 | 210 |
| Securities issued by states & political subdivisions | $392,000 | 6,003 |
| Other domestic debt securities | $29,078,000 | 442 |
| Privately issued residential mortgage-backed securities | $29,078,000 | 159 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,028,000 | 332 |
| Mortgage-backed securities | $635,475,000 | 170 |
| Certificates of participation in pools of residential mortgages | $93,983,000 | 506 |
| Issued or guaranteed by U.S. | $93,983,000 | 501 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $541,492,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $512,414,000 | 81 |
| Privately issued | $29,078,000 | 139 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $656,115,000 | 228 |
| Total debt securities | $656,115,000 | 247 |
| 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 | $773,086,000 | 221 |
| U.S. Government securities | $707,625,000 | 191 |
| U.S. Treasury securities | $20,171,000 | 250 |
| U.S. Government agency obligations | $687,454,000 | 190 |
| Securities issued by states & political subdivisions | $395,000 | 5,996 |
| Other domestic debt securities | $65,066,000 | 254 |
| Privately issued residential mortgage-backed securities | $65,066,000 | 116 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $149,304,000 | 346 |
| Mortgage-backed securities | $752,520,000 | 151 |
| Certificates of participation in pools of residential mortgages | $224,730,000 | 237 |
| Issued or guaranteed by U.S. | $224,730,000 | 231 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $527,790,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $462,724,000 | 92 |
| Privately issued | $65,066,000 | 104 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $773,086,000 | 195 |
| Total debt securities | $773,085,000 | 215 |
| 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 | $808,031,000 | 207 |
| U.S. Government securities | $703,431,000 | 196 |
| U.S. Treasury securities | $20,181,000 | 261 |
| U.S. Government agency obligations | $683,250,000 | 191 |
| Securities issued by states & political subdivisions | $392,000 | 5,986 |
| Other domestic debt securities | $104,208,000 | 180 |
| Privately issued residential mortgage-backed securities | $104,208,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $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 | $158,287,000 | 322 |
| Mortgage-backed securities | $787,458,000 | 149 |
| Certificates of participation in pools of residential mortgages | $384,969,000 | 151 |
| Issued or guaranteed by U.S. | $384,969,000 | 148 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $402,489,000 | 120 |
| CMOs issued by government agencies or sponsored agencies | $298,281,000 | 130 |
| Privately issued | $104,208,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $808,031,000 | 180 |
| Total debt securities | $808,031,000 | 204 |
| 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 | $867,678,000 | 191 |
| U.S. Government securities | $475,826,000 | 252 |
| U.S. Treasury securities | $19,264,000 | 280 |
| U.S. Government agency obligations | $456,562,000 | 248 |
| Securities issued by states & political subdivisions | $395,000 | 5,994 |
| Other domestic debt securities | $391,307,000 | 68 |
| Privately issued residential mortgage-backed securities | $391,307,000 | 45 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $150,000 | 211 |
| 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 | $198,260,000 | 266 |
| Mortgage-backed securities | $847,869,000 | 137 |
| Certificates of participation in pools of residential mortgages | $456,562,000 | 132 |
| Issued or guaranteed by U.S. | $456,562,000 | 128 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $391,307,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $391,307,000 | 40 |
| 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) | $867,678,000 | 167 |
| Total debt securities | $867,678,000 | 187 |
| 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 | $462,308,000 | 296 |
| U.S. Government securities | $363,831,000 | 277 |
| U.S. Treasury securities | $19,318,000 | 272 |
| U.S. Government agency obligations | $344,513,000 | 274 |
| Securities issued by states & political subdivisions | $397,000 | 6,107 |
| Other domestic debt securities | $97,930,000 | 184 |
| Privately issued residential mortgage-backed securities | $97,930,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $150,000 | 214 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $147,211,000 | 328 |
| Mortgage-backed securities | $442,443,000 | 196 |
| Certificates of participation in pools of residential mortgages | $344,513,000 | 152 |
| Issued or guaranteed by U.S. | $344,513,000 | 148 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $97,930,000 | 292 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $97,930,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $462,308,000 | 250 |
| Total debt securities | $462,308,000 | 292 |
| 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 | $238,626,000 | 496 |
| U.S. Government securities | $238,076,000 | 387 |
| U.S. Treasury securities | $27,184,000 | 264 |
| U.S. Government agency obligations | $210,892,000 | 405 |
| Securities issued by states & political subdivisions | $400,000 | 6,261 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | $150,000 | 203 |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,031,000 | 697 |
| Mortgage-backed securities | $210,892,000 | 292 |
| Certificates of participation in pools of residential mortgages | $210,892,000 | 190 |
| Issued or guaranteed by U.S. | $210,892,000 | 188 |
| 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) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $238,626,000 | 398 |
| Total debt securities | $238,626,000 | 479 |
| 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 | $72,187,000 | 1,587 |
| U.S. Government securities | $71,206,000 | 1,209 |
| U.S. Treasury securities | $26,978,000 | 363 |
| U.S. Government agency obligations | $44,228,000 | 1,717 |
| Securities issued by states & political subdivisions | $831,000 | 5,883 |
| Other domestic debt securities | $0 | 3,983 |
| 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 | $0 | 3,254 |
| Foreign debt securities | $150,000 | 224 |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,411,000 | 1,418 |
| Mortgage-backed securities | $44,228,000 | 948 |
| Certificates of participation in pools of residential mortgages | $44,228,000 | 659 |
| Issued or guaranteed by U.S. | $44,228,000 | 653 |
| 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) | $72,187,000 | 1,208 |
| Total debt securities | $72,187,000 | 1,522 |
| 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 | $82,586,000 | 1,427 |
| U.S. Government securities | $79,975,000 | 1,099 |
| U.S. Treasury securities | $22,198,000 | 624 |
| U.S. Government agency obligations | $57,777,000 | 1,286 |
| Securities issued by states & political subdivisions | $856,000 | 5,977 |
| Other domestic debt securities | $1,505,000 | 1,911 |
| 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 | $1,505,000 | 1,557 |
| Foreign debt securities | $250,000 | 205 |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $80,429,000 | 464 |
| Mortgage-backed securities | $57,777,000 | 803 |
| Certificates of participation in pools of residential mortgages | $57,776,000 | 577 |
| Issued or guaranteed by U.S. | $57,776,000 | 570 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,000 | 4,865 |
| CMOs issued by government agencies or sponsored agencies | $1,000 | 4,564 |
| 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) | $82,586,000 | 1,053 |
| Total debt securities | $82,586,000 | 1,374 |
| 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 | $495,188,000 | 288 |
| U.S. Government securities | $388,318,000 | 302 |
| U.S. Treasury securities | $73,917,000 | 258 |
| U.S. Government agency obligations | $314,401,000 | 312 |
| Securities issued by states & political subdivisions | $847,000 | 6,087 |
| Other domestic debt securities | $105,773,000 | 125 |
| 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 | $105,773,000 | 67 |
| Foreign debt securities | $250,000 | 216 |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $86,254,000 | 451 |
| Mortgage-backed securities | $184,781,000 | 374 |
| Certificates of participation in pools of residential mortgages | $184,613,000 | 251 |
| Issued or guaranteed by U.S. | $184,613,000 | 245 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $168,000 | 4,606 |
| CMOs issued by government agencies or sponsored agencies | $168,000 | 4,436 |
| 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) | $473,023,000 | 86 |
| Available-for-sale securities (fair market value) | $22,165,000 | 3,335 |
| Total debt securities | $495,188,000 | 280 |
| 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 | $435,517,000 | 341 |
| U.S. Government securities | $342,248,000 | 351 |
| U.S. Treasury securities | $130,245,000 | 187 |
| U.S. Government agency obligations | $212,003,000 | 442 |
| Securities issued by states & political subdivisions | $1,260,000 | 5,697 |
| Other domestic debt securities | $91,759,000 | 137 |
| 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 | $91,759,000 | 71 |
| Foreign debt securities | $250,000 | 248 |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $62,805,000 | 575 |
| Mortgage-backed securities | $161,407,000 | 433 |
| Certificates of participation in pools of residential mortgages | $160,827,000 | 294 |
| Issued or guaranteed by U.S. | $160,827,000 | 286 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $580,000 | 4,322 |
| CMOs issued by government agencies or sponsored agencies | $580,000 | 4,169 |
| 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) | $353,398,000 | 133 |
| Available-for-sale securities (fair market value) | $82,119,000 | 1,002 |
| Total debt securities | $435,517,000 | 333 |
| Structured notes | ||
| Amortized cost | $1,976,000 | 1,162 |
| Fair value | $1,987,000 | 1,053 |
| 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 | $358,966,000 | 421 |
| U.S. Government securities | $313,640,000 | 399 |
| U.S. Treasury securities | $213,220,000 | 136 |
| U.S. Government agency obligations | $100,420,000 | 779 |
| Securities issued by states & political subdivisions | $6,287,000 | 2,331 |
| Other domestic debt securities | $38,789,000 | 288 |
| 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 | $38,789,000 | 161 |
| Foreign debt securities | $250,000 | 291 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,521,000 | 714 |
| Mortgage-backed securities | $85,562,000 | 683 |
| Certificates of participation in pools of residential mortgages | $83,921,000 | 472 |
| Issued or guaranteed by U.S. | $83,921,000 | 460 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $1,641,000 | 3,717 |
| CMOs issued by government agencies or sponsored agencies | $1,641,000 | 3,551 |
| 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) | $290,697,000 | 166 |
| Available-for-sale securities (fair market value) | $68,269,000 | 1,232 |
| Total debt securities | $358,966,000 | 414 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $366,326,000 | 427 |
| U.S. Government securities | $327,798,000 | 401 |
| U.S. Treasury securities | $266,337,000 | 145 |
| U.S. Government agency obligations | $61,461,000 | 1,167 |
| Securities issued by states & political subdivisions | $11,899,000 | 1,226 |
| Other domestic debt securities | $26,379,000 | 389 |
| Privately issued residential mortgage-backed securities | $370,000 | 1,471 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $26,009,000 | 240 |
| Foreign debt securities | $250,000 | 315 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $59,376,000 | 593 |
| Mortgage-backed securities | $51,839,000 | 987 |
| Certificates of participation in pools of residential mortgages | $47,031,000 | 735 |
| Issued or guaranteed by U.S. | $47,031,000 | 720 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $4,808,000 | 2,364 |
| CMOs issued by government agencies or sponsored agencies | $4,438,000 | 2,360 |
| Privately issued | $370,000 | 1,208 |
| 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) | $353,679,000 | 278 |
| Available-for-sale securities (fair market value) | $12,647,000 | 4,062 |
| Total debt securities | $366,326,000 | 412 |
| 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 | $278,543,000 | 554 |
| U.S. Government securities | $233,398,000 | 529 |
| U.S. Treasury securities | $191,886,000 | 225 |
| U.S. Government agency obligations | $41,512,000 | 1,688 |
| Securities issued by states & political subdivisions | $17,973,000 | 701 |
| Other domestic debt securities | $27,072,000 | 457 |
| Privately issued residential mortgage-backed securities | $5,877,000 | 464 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $21,195,000 | 349 |
| Foreign debt securities | $100,000 | 401 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $60,934,000 | 543 |
| Mortgage-backed securities | $42,387,000 | 1,273 |
| Certificates of participation in pools of residential mortgages | $26,618,000 | 1,203 |
| Issued or guaranteed by U.S. | $26,618,000 | 1,173 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $15,769,000 | 1,219 |
| CMOs issued by government agencies or sponsored agencies | $9,892,000 | 1,619 |
| Privately issued | $5,877,000 | 301 |
| 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 | $278,543,000 | 539 |
| 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 | $208,078,000 | 670 |
| U.S. Government securities | $158,946,000 | 697 |
| U.S. Treasury securities | $118,499,000 | 323 |
| U.S. Government agency obligations | $40,447,000 | 1,671 |
| Securities issued by states & political subdivisions | $7,308,000 | 1,912 |
| Other domestic debt securities | $41,724,000 | 368 |
| Privately issued residential mortgage-backed securities | $28,467,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,257,000 | 571 |
| Foreign debt securities | $100,000 | 418 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,710,000 | 733 |
| Mortgage-backed securities | $68,914,000 | 869 |
| Certificates of participation in pools of residential mortgages | $31,714,000 | 1,059 |
| Issued or guaranteed by U.S. | $31,714,000 | 1,025 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $37,200,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $8,733,000 | 1,664 |
| Privately issued | $28,467,000 | 125 |
| 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 | $208,078,000 | 657 |
| 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 |