Home > Mellon Trust of New England > Securities
Mellon Trust of New England, Securities
| 2008-06-30 | Rank | |
| Total securities | $2,313,635,000 | 83 |
| U.S. Government securities | $1,736,780,000 | 76 |
| U.S. Treasury securities | $100,000 | 983 |
| U.S. Government agency obligations | $1,736,680,000 | 73 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $576,855,000 | 66 |
| Privately issued residential mortgage-backed securities | $576,855,000 | 49 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,263,724,000 | 48 |
| Mortgage-backed securities | $2,308,521,000 | 62 |
| Certificates of participation in pools of residential mortgages | $6,385,000 | 3,285 |
| Issued or guaranteed by U.S. | $6,385,000 | 3,268 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $2,302,136,000 | 39 |
| CMOs issued by government agencies or sponsored agencies | $1,725,281,000 | 23 |
| Privately issued | $576,855,000 | 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) | $1,061,000 | 2,523 |
| Available-for-sale securities (fair market value) | $2,312,574,000 | 72 |
| Total debt securities | $2,313,635,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $2,453,330,000 | 84 |
| U.S. Government securities | $1,828,667,000 | 71 |
| U.S. Treasury securities | $100,000 | 1,010 |
| U.S. Government agency obligations | $1,828,567,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $624,663,000 | 64 |
| Privately issued residential mortgage-backed securities | $624,663,000 | 50 |
| 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 | $2,402,431,000 | 45 |
| Mortgage-backed securities | $2,448,177,000 | 58 |
| Certificates of participation in pools of residential mortgages | $6,879,000 | 3,076 |
| Issued or guaranteed by U.S. | $6,879,000 | 3,063 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,441,298,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,816,635,000 | 19 |
| Privately issued | $624,663,000 | 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) | $1,149,000 | 2,520 |
| Available-for-sale securities (fair market value) | $2,452,181,000 | 73 |
| Total debt securities | $2,453,330,000 | 83 |
| 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 | $2,654,567,000 | 77 |
| U.S. Government securities | $1,916,999,000 | 69 |
| U.S. Treasury securities | $100,000 | 1,106 |
| U.S. Government agency obligations | $1,916,899,000 | 66 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $737,568,000 | 58 |
| Privately issued residential mortgage-backed securities | $737,568,000 | 48 |
| 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 | $2,601,664,000 | 40 |
| Mortgage-backed securities | $2,605,498,000 | 52 |
| Certificates of participation in pools of residential mortgages | $6,991,000 | 2,762 |
| Issued or guaranteed by U.S. | $6,991,000 | 2,748 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,598,507,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $1,860,939,000 | 17 |
| Privately issued | $737,568,000 | 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) | $1,214,000 | 2,572 |
| Available-for-sale securities (fair market value) | $2,653,353,000 | 67 |
| Total debt securities | $2,654,567,000 | 74 |
| 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 | $2,726,534,000 | 79 |
| U.S. Government securities | $1,961,995,000 | 70 |
| U.S. Treasury securities | $100,000 | 1,189 |
| U.S. Government agency obligations | $1,961,895,000 | 69 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $764,539,000 | 59 |
| Privately issued residential mortgage-backed securities | $764,539,000 | 47 |
| 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 | $2,672,158,000 | 41 |
| Mortgage-backed securities | $2,676,563,000 | 53 |
| Certificates of participation in pools of residential mortgages | $7,917,000 | 2,433 |
| Issued or guaranteed by U.S. | $7,917,000 | 2,421 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,668,646,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $1,904,107,000 | 19 |
| Privately issued | $764,539,000 | 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) | $1,285,000 | 2,596 |
| Available-for-sale securities (fair market value) | $2,725,249,000 | 67 |
| Total debt securities | $2,726,534,000 | 78 |
| 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 | $3,000,678,000 | 75 |
| U.S. Government securities | $2,427,474,000 | 64 |
| U.S. Treasury securities | $100,000 | 1,305 |
| U.S. Government agency obligations | $2,427,374,000 | 62 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $573,204,000 | 67 |
| Privately issued residential mortgage-backed securities | $573,204,000 | 56 |
| 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 | $2,975,751,000 | 41 |
| Mortgage-backed securities | $2,550,761,000 | 60 |
| Certificates of participation in pools of residential mortgages | $7,299,000 | 2,486 |
| Issued or guaranteed by U.S. | $7,299,000 | 2,474 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,543,462,000 | 38 |
| CMOs issued by government agencies or sponsored agencies | $1,970,258,000 | 19 |
| Privately issued | $573,204,000 | 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) | $1,380,000 | 2,610 |
| Available-for-sale securities (fair market value) | $2,999,298,000 | 64 |
| Total debt securities | $3,000,678,000 | 74 |
| 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 | $3,117,127,000 | 74 |
| U.S. Government securities | $3,116,437,000 | 52 |
| U.S. Treasury securities | $100,000 | 1,395 |
| U.S. Government agency obligations | $3,116,337,000 | 50 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $690,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $690,000 | 989 |
| 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 | $2,748,881,000 | 43 |
| Mortgage-backed securities | $1,966,493,000 | 73 |
| Certificates of participation in pools of residential mortgages | $8,133,000 | 2,332 |
| Issued or guaranteed by U.S. | $8,133,000 | 2,323 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,958,360,000 | 45 |
| CMOs issued by government agencies or sponsored agencies | $1,957,670,000 | 18 |
| Privately issued | $690,000 | 928 |
| 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) | $1,439,000 | 2,618 |
| Available-for-sale securities (fair market value) | $3,115,688,000 | 63 |
| Total debt securities | $3,117,127,000 | 73 |
| 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 | $2,716,764,000 | 86 |
| U.S. Government securities | $2,716,022,000 | 61 |
| U.S. Treasury securities | $99,000 | 1,459 |
| U.S. Government agency obligations | $2,715,923,000 | 59 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $742,000 | 2,117 |
| Privately issued residential mortgage-backed securities | $742,000 | 952 |
| 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 | $2,352,783,000 | 51 |
| Mortgage-backed securities | $1,569,591,000 | 88 |
| Certificates of participation in pools of residential mortgages | $8,725,000 | 2,262 |
| Issued or guaranteed by U.S. | $8,725,000 | 2,249 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $1,560,866,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $1,560,124,000 | 25 |
| Privately issued | $742,000 | 899 |
| 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) | $1,548,000 | 2,628 |
| Available-for-sale securities (fair market value) | $2,715,216,000 | 72 |
| Total debt securities | $2,716,764,000 | 85 |
| 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 | $2,709,776,000 | 89 |
| U.S. Government securities | $1,154,393,000 | 129 |
| U.S. Treasury securities | $99,000 | 1,534 |
| U.S. Government agency obligations | $1,154,294,000 | 126 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,555,383,000 | 38 |
| Privately issued residential mortgage-backed securities | $1,555,383,000 | 33 |
| 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 | $2,366,665,000 | 52 |
| Mortgage-backed securities | $1,564,439,000 | 93 |
| Certificates of participation in pools of residential mortgages | $9,056,000 | 2,227 |
| Issued or guaranteed by U.S. | $9,056,000 | 2,210 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $1,555,383,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $1,555,383,000 | 28 |
| 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) | $1,636,000 | 2,656 |
| Available-for-sale securities (fair market value) | $2,708,140,000 | 77 |
| Total debt securities | $2,709,776,000 | 88 |
| 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 | $2,688,412,000 | 86 |
| U.S. Government securities | $1,145,976,000 | 126 |
| U.S. Treasury securities | $100,000 | 1,568 |
| U.S. Government agency obligations | $1,145,876,000 | 120 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,542,436,000 | 39 |
| Privately issued residential mortgage-backed securities | $1,542,436,000 | 33 |
| 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 | $2,346,862,000 | 49 |
| Mortgage-backed securities | $1,551,732,000 | 93 |
| Certificates of participation in pools of residential mortgages | $9,296,000 | 2,199 |
| Issued or guaranteed by U.S. | $9,296,000 | 2,186 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $1,542,436,000 | 55 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $1,542,436,000 | 29 |
| 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) | $1,836,000 | 2,623 |
| Available-for-sale securities (fair market value) | $2,686,576,000 | 72 |
| Total debt securities | $2,688,412,000 | 85 |
| 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 | $2,467,915,000 | 94 |
| U.S. Government securities | $1,150,817,000 | 125 |
| U.S. Treasury securities | $99,000 | 1,664 |
| U.S. Government agency obligations | $1,150,718,000 | 121 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,317,098,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,317,098,000 | 37 |
| 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 | $2,067,788,000 | 55 |
| Mortgage-backed securities | $1,326,942,000 | 99 |
| Certificates of participation in pools of residential mortgages | $9,844,000 | 2,174 |
| Issued or guaranteed by U.S. | $9,844,000 | 2,162 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $1,317,098,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $1,317,098,000 | 33 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,018,000 | 2,572 |
| Available-for-sale securities (fair market value) | $2,465,897,000 | 81 |
| Total debt securities | $2,467,915,000 | 93 |
| 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 | $2,557,571,000 | 96 |
| U.S. Government securities | $1,405,388,000 | 116 |
| U.S. Treasury securities | $99,000 | 1,682 |
| U.S. Government agency obligations | $1,405,289,000 | 113 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,152,183,000 | 49 |
| Privately issued residential mortgage-backed securities | $1,152,183,000 | 40 |
| 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 | $2,140,554,000 | 56 |
| Mortgage-backed securities | $1,162,785,000 | 109 |
| Certificates of participation in pools of residential mortgages | $10,602,000 | 2,092 |
| Issued or guaranteed by U.S. | $10,602,000 | 2,076 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $1,152,183,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $1,152,183,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,104,000 | 2,590 |
| Available-for-sale securities (fair market value) | $2,555,467,000 | 82 |
| Total debt securities | $2,557,571,000 | 96 |
| 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 | $2,222,128,000 | 109 |
| U.S. Government securities | $970,488,000 | 147 |
| U.S. Treasury securities | $99,000 | 1,729 |
| U.S. Government agency obligations | $970,389,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,251,640,000 | 48 |
| Privately issued residential mortgage-backed securities | $1,251,640,000 | 40 |
| 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 | $1,797,769,000 | 64 |
| Mortgage-backed securities | $1,262,837,000 | 104 |
| Certificates of participation in pools of residential mortgages | $11,197,000 | 2,054 |
| Issued or guaranteed by U.S. | $11,197,000 | 2,043 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,251,640,000 | 64 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $1,251,640,000 | 34 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,199,000 | 2,592 |
| Available-for-sale securities (fair market value) | $2,219,929,000 | 94 |
| Total debt securities | $2,222,128,000 | 108 |
| 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 | $1,512,837,000 | 136 |
| U.S. Government securities | $313,005,000 | 338 |
| U.S. Treasury securities | $100,000 | 1,773 |
| U.S. Government agency obligations | $312,905,000 | 323 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,199,832,000 | 49 |
| Privately issued residential mortgage-backed securities | $1,199,832,000 | 39 |
| 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 | $1,497,142,000 | 72 |
| Mortgage-backed securities | $1,209,982,000 | 115 |
| Certificates of participation in pools of residential mortgages | $10,150,000 | 2,244 |
| Issued or guaranteed by U.S. | $10,150,000 | 2,233 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,199,832,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $1,199,832,000 | 35 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,306,000 | 2,598 |
| Available-for-sale securities (fair market value) | $1,510,531,000 | 120 |
| Total debt securities | $1,512,837,000 | 135 |
| 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 | $1,252,130,000 | 161 |
| U.S. Government securities | $16,157,000 | 4,436 |
| U.S. Treasury securities | $100,000 | 1,897 |
| U.S. Government agency obligations | $16,057,000 | 4,311 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $1,235,973,000 | 48 |
| Privately issued residential mortgage-backed securities | $1,235,973,000 | 36 |
| 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 | $1,229,465,000 | 85 |
| Mortgage-backed securities | $1,246,797,000 | 119 |
| Certificates of participation in pools of residential mortgages | $10,824,000 | 2,223 |
| Issued or guaranteed by U.S. | $10,824,000 | 2,213 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,235,973,000 | 67 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $1,235,973,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,454,000 | 2,589 |
| Available-for-sale securities (fair market value) | $1,249,676,000 | 140 |
| Total debt securities | $1,252,130,000 | 158 |
| 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 | $1,388,376,000 | 153 |
| U.S. Government securities | $15,145,000 | 4,614 |
| U.S. Treasury securities | $100,000 | 1,895 |
| U.S. Government agency obligations | $15,045,000 | 4,484 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,373,231,000 | 45 |
| Privately issued residential mortgage-backed securities | $1,373,231,000 | 35 |
| 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 | $1,360,036,000 | 88 |
| Mortgage-backed securities | $1,382,918,000 | 110 |
| Certificates of participation in pools of residential mortgages | $9,687,000 | 2,405 |
| Issued or guaranteed by U.S. | $9,687,000 | 2,398 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $1,373,231,000 | 62 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $1,373,231,000 | 29 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,643,000 | 2,563 |
| Available-for-sale securities (fair market value) | $1,385,733,000 | 133 |
| Total debt securities | $1,388,376,000 | 149 |
| 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 | $1,466,008,000 | 148 |
| U.S. Government securities | $15,958,000 | 4,439 |
| U.S. Treasury securities | $100,000 | 1,917 |
| U.S. Government agency obligations | $15,858,000 | 4,317 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,450,050,000 | 42 |
| Privately issued residential mortgage-backed securities | $1,450,050,000 | 30 |
| 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 | $1,457,276,000 | 81 |
| Mortgage-backed securities | $1,460,488,000 | 103 |
| Certificates of participation in pools of residential mortgages | $10,438,000 | 2,310 |
| Issued or guaranteed by U.S. | $10,438,000 | 2,300 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,450,050,000 | 54 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $1,450,050,000 | 24 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,754,000 | 2,559 |
| Available-for-sale securities (fair market value) | $1,463,254,000 | 131 |
| Total debt securities | $1,466,008,000 | 145 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $1,652,540,000 | 137 |
| U.S. Government securities | $17,476,000 | 4,251 |
| U.S. Treasury securities | $100,000 | 2,032 |
| U.S. Government agency obligations | $17,376,000 | 4,117 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,635,064,000 | 33 |
| Privately issued residential mortgage-backed securities | $1,635,064,000 | 23 |
| 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 | $1,643,770,000 | 72 |
| Mortgage-backed securities | $1,647,097,000 | 98 |
| Certificates of participation in pools of residential mortgages | $12,033,000 | 2,141 |
| Issued or guaranteed by U.S. | $12,033,000 | 2,132 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,635,064,000 | 49 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $1,635,064,000 | 18 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,863,000 | 2,551 |
| Available-for-sale securities (fair market value) | $1,649,677,000 | 121 |
| Total debt securities | $1,652,540,000 | 136 |
| 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 | $2,168,051,000 | 112 |
| U.S. Government securities | $32,947,000 | 2,616 |
| U.S. Treasury securities | $12,993,000 | 315 |
| U.S. Government agency obligations | $19,954,000 | 3,728 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,135,104,000 | 28 |
| Privately issued residential mortgage-backed securities | $2,135,104,000 | 19 |
| 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 | $2,158,871,000 | 56 |
| Mortgage-backed securities | $2,149,463,000 | 82 |
| Certificates of participation in pools of residential mortgages | $14,359,000 | 1,945 |
| Issued or guaranteed by U.S. | $14,359,000 | 1,936 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,135,104,000 | 40 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $2,135,104,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,026,000 | 2,481 |
| Available-for-sale securities (fair market value) | $2,165,025,000 | 96 |
| Total debt securities | $2,168,051,000 | 114 |
| 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 | $3,462,278,000 | 74 |
| U.S. Government securities | $201,120,000 | 560 |
| U.S. Treasury securities | $12,963,000 | 342 |
| U.S. Government agency obligations | $188,157,000 | 567 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $3,261,158,000 | 15 |
| Privately issued residential mortgage-backed securities | $3,261,158,000 | 7 |
| 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 | $3,455,042,000 | 42 |
| Mortgage-backed securities | $3,443,821,000 | 51 |
| Certificates of participation in pools of residential mortgages | $182,663,000 | 295 |
| Issued or guaranteed by U.S. | $182,663,000 | 290 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $3,261,158,000 | 26 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $3,261,158,000 | 6 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,146,000 | 2,476 |
| Available-for-sale securities (fair market value) | $3,459,132,000 | 65 |
| Total debt securities | $3,462,278,000 | 74 |
| 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 | $3,123,659,000 | 77 |
| U.S. Government securities | $219,954,000 | 511 |
| U.S. Treasury securities | $12,977,000 | 338 |
| U.S. Government agency obligations | $206,977,000 | 526 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,903,705,000 | 16 |
| Privately issued residential mortgage-backed securities | $2,903,705,000 | 8 |
| 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 | $3,116,077,000 | 40 |
| Mortgage-backed securities | $3,105,082,000 | 54 |
| Certificates of participation in pools of residential mortgages | $201,377,000 | 265 |
| Issued or guaranteed by U.S. | $201,377,000 | 257 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,903,705,000 | 29 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $2,903,705,000 | 6 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,346,000 | 2,430 |
| Available-for-sale securities (fair market value) | $3,120,313,000 | 68 |
| Total debt securities | $3,123,659,000 | 76 |
| 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 | $578,899,000 | 277 |
| U.S. Government securities | $196,917,000 | 550 |
| U.S. Treasury securities | $12,999,000 | 337 |
| U.S. Government agency obligations | $183,918,000 | 560 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $381,982,000 | 72 |
| Privately issued residential mortgage-backed securities | $381,982,000 | 45 |
| 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 | $570,552,000 | 124 |
| Mortgage-backed securities | $560,169,000 | 189 |
| Certificates of participation in pools of residential mortgages | $178,187,000 | 293 |
| Issued or guaranteed by U.S. | $178,187,000 | 285 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $381,982,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $381,982,000 | 39 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,615,000 | 2,374 |
| Available-for-sale securities (fair market value) | $575,284,000 | 252 |
| Total debt securities | $578,898,000 | 270 |
| 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 | $341,186,000 | 432 |
| U.S. Government securities | $295,829,000 | 385 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $295,829,000 | 369 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $45,357,000 | 324 |
| Privately issued residential mortgage-backed securities | $45,357,000 | 141 |
| 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 | $331,241,000 | 186 |
| Mortgage-backed securities | $335,548,000 | 275 |
| Certificates of participation in pools of residential mortgages | $290,191,000 | 185 |
| Issued or guaranteed by U.S. | $290,191,000 | 181 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $45,357,000 | 507 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $45,357,000 | 124 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,965,000 | 2,342 |
| Available-for-sale securities (fair market value) | $337,221,000 | 376 |
| Total debt securities | $341,186,000 | 413 |
| 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 | $387,393,000 | 362 |
| U.S. Government securities | $340,995,000 | 321 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $340,995,000 | 307 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $46,398,000 | 317 |
| Privately issued residential mortgage-backed securities | $46,398,000 | 136 |
| 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 | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,071,000 | 168 |
| Mortgage-backed securities | $381,770,000 | 232 |
| Certificates of participation in pools of residential mortgages | $335,372,000 | 162 |
| Issued or guaranteed by U.S. | $335,372,000 | 159 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $46,398,000 | 499 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $46,398,000 | 120 |
| 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) | $4,223,000 | 2,326 |
| Available-for-sale securities (fair market value) | $383,170,000 | 311 |
| Total debt securities | $387,393,000 | 349 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $92,000 | 156 |
| Revaluation gains on off-balance sheet contracts | $92,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $14,407,000 | 5,496 |
| U.S. Government securities | $11,820,000 | 5,049 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $11,820,000 | 4,846 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $2,587,000 | 2,019 |
| Privately issued residential mortgage-backed securities | $2,587,000 | 560 |
| 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 | $0 | 319 |
| 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 | $1,051,000 | 6,658 |
| Mortgage-backed securities | $9,274,000 | 2,998 |
| Certificates of participation in pools of residential mortgages | $6,687,000 | 2,701 |
| Issued or guaranteed by U.S. | $6,687,000 | 2,685 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $2,587,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $2,587,000 | 502 |
| 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) | $5,780,000 | 2,111 |
| Available-for-sale securities (fair market value) | $8,627,000 | 5,973 |
| Total debt securities | $14,407,000 | 5,404 |
| 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 | $31,399,000 | 3,315 |
| U.S. Government securities | $15,624,000 | 4,396 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $15,624,000 | 4,094 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $5,363,000 | 1,174 |
| Privately issued residential mortgage-backed securities | $5,363,000 | 375 |
| 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 | $0 | 313 |
| Equity securities | $10,412,000 | 495 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,448,000 | 6,696 |
| Mortgage-backed securities | $16,049,000 | 1,725 |
| Certificates of participation in pools of residential mortgages | $10,686,000 | 1,675 |
| Issued or guaranteed by U.S. | $10,686,000 | 1,661 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,363,000 | 1,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $5,363,000 | 332 |
| 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) | $9,831,000 | 1,918 |
| Available-for-sale securities (fair market value) | $21,568,000 | 3,576 |
| Total debt securities | $20,987,000 | 4,368 |
| 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 | $30,225,000 | 3,563 |
| U.S. Government securities | $11,805,000 | 5,566 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $11,805,000 | 5,055 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $8,914,000 | 893 |
| Privately issued residential mortgage-backed securities | $8,914,000 | 316 |
| 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 | $0 | 343 |
| Equity securities | $9,506,000 | 525 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,728,000 | 6,559 |
| Mortgage-backed securities | $16,161,000 | 1,859 |
| Certificates of participation in pools of residential mortgages | $7,247,000 | 2,268 |
| Issued or guaranteed by U.S. | $7,247,000 | 2,257 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $8,914,000 | 1,179 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $8,914,000 | 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) | $14,503,000 | 1,632 |
| Available-for-sale securities (fair market value) | $15,722,000 | 4,603 |
| Total debt securities | $20,719,000 | 4,601 |
| 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 | $35,317,000 | 3,166 |
| U.S. Government securities | $7,499,000 | 6,957 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $7,499,000 | 6,088 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $15,437,000 | 589 |
| Privately issued residential mortgage-backed securities | $15,437,000 | 229 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $12,381,000 | 426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,540,000 | 5,713 |
| Mortgage-backed securities | $22,936,000 | 1,564 |
| Certificates of participation in pools of residential mortgages | $7,499,000 | 2,374 |
| Issued or guaranteed by U.S. | $7,499,000 | 2,358 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $15,437,000 | 901 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $15,437,000 | 189 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $22,936,000 | 1,220 |
| Available-for-sale securities (fair market value) | $12,381,000 | 5,173 |
| Total debt securities | $22,936,000 | 4,307 |
| 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 | $44,853,000 | 2,534 |
| U.S. Government securities | $9,747,000 | 6,567 |
| U.S. Treasury securities | $0 | 7,921 |
| U.S. Government agency obligations | $9,747,000 | 5,312 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $22,800,000 | 337 |
| Privately issued residential mortgage-backed securities | $22,800,000 | 167 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $12,306,000 | 371 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,309,000 | 5,433 |
| Mortgage-backed securities | $32,547,000 | 1,196 |
| Certificates of participation in pools of residential mortgages | $9,747,000 | 1,964 |
| Issued or guaranteed by U.S. | $9,747,000 | 1,950 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $22,800,000 | 632 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $22,800,000 | 111 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $32,547,000 | 1,071 |
| Available-for-sale securities (fair market value) | $12,306,000 | 5,074 |
| Total debt securities | $32,547,000 | 3,307 |
| 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 | $43,547,000 | 2,762 |
| U.S. Government securities | $11,936,000 | 6,348 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $11,936,000 | 4,947 |
| Securities issued by states & political subdivisions | $2,512,000 | 4,326 |
| Other domestic debt securities | $29,099,000 | 286 |
| Privately issued residential mortgage-backed securities | $28,994,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $105,000 | 2,860 |
| Foreign debt securities | $0 | 466 |
| 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 | $3,966,000 | 5,183 |
| Mortgage-backed securities | $40,930,000 | 1,087 |
| Certificates of participation in pools of residential mortgages | $11,936,000 | 1,909 |
| Issued or guaranteed by U.S. | $11,936,000 | 1,896 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $28,994,000 | 570 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $28,994,000 | 114 |
| 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) | $41,035,000 | 998 |
| Available-for-sale securities (fair market value) | $2,512,000 | 8,798 |
| Total debt securities | $43,547,000 | 2,695 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $79,850,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $79,850,000 | 17 |
| Revaluation losses on off-balance sheet contracts | $78,857,000 | 16 |
| 1995-12-31 | Rank | |
| Total securities | $92,638,000 | 1,347 |
| U.S. Government securities | $29,825,000 | 3,344 |
| U.S. Treasury securities | $15,151,000 | 1,851 |
| U.S. Government agency obligations | $14,674,000 | 4,260 |
| Securities issued by states & political subdivisions | $22,739,000 | 514 |
| Other domestic debt securities | $40,074,000 | 278 |
| Privately issued residential mortgage-backed securities | $38,164,000 | 161 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,910,000 | 1,442 |
| Foreign debt securities | $0 | 553 |
| 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 | $16,021,000 | 1,966 |
| Mortgage-backed securities | $52,838,000 | 928 |
| Certificates of participation in pools of residential mortgages | $14,674,000 | 1,666 |
| Issued or guaranteed by U.S. | $14,674,000 | 1,643 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $38,164,000 | 530 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $38,164,000 | 103 |
| 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) | $90,083,000 | 455 |
| Available-for-sale securities (fair market value) | $2,555,000 | 9,141 |
| Total debt securities | $92,638,000 | 1,317 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $199,625,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $199,625,000 | 16 |
| Revaluation losses on off-balance sheet contracts | $195,127,000 | 16 |
| 1994-12-31 | Rank | |
| Total securities | $419,216,000 | 374 |
| U.S. Government securities | $361,514,000 | 376 |
| U.S. Treasury securities | $89,600,000 | 381 |
| U.S. Government agency obligations | $271,914,000 | 356 |
| Securities issued by states & political subdivisions | $3,949,000 | 3,501 |
| Other domestic debt securities | $53,753,000 | 249 |
| Privately issued residential mortgage-backed securities | $47,314,000 | 141 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,439,000 | 731 |
| Foreign debt securities | $0 | 600 |
| 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 | $271,342,000 | 208 |
| Mortgage-backed securities | $64,697,000 | 848 |
| Certificates of participation in pools of residential mortgages | $17,383,000 | 1,522 |
| Issued or guaranteed by U.S. | $17,383,000 | 1,499 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $47,314,000 | 508 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $47,314,000 | 86 |
| 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) | $90,631,000 | 835 |
| Available-for-sale securities (fair market value) | $328,585,000 | 209 |
| Total debt securities | $419,216,000 | 370 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $99,003,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $99,003,000 | 18 |
| Revaluation losses on off-balance sheet contracts | $99,138,000 | 18 |
| 1993-12-31 | Rank | |
| Total securities | $452,637,000 | 372 |
| U.S. Government securities | $315,736,000 | 417 |
| U.S. Treasury securities | $285,840,000 | 155 |
| U.S. Government agency obligations | $29,896,000 | 2,295 |
| Securities issued by states & political subdivisions | $4,050,000 | 3,550 |
| Other domestic debt securities | $132,851,000 | 126 |
| Privately issued residential mortgage-backed securities | $74,505,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,346,000 | 141 |
| Foreign debt securities | $0 | 649 |
| 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 | $285,559,000 | 193 |
| Mortgage-backed securities | $104,401,000 | 653 |
| Certificates of participation in pools of residential mortgages | $20,722,000 | 1,440 |
| Issued or guaranteed by U.S. | $20,722,000 | 1,421 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $83,679,000 | 349 |
| CMOs issued by government agencies or sponsored agencies | $9,174,000 | 1,704 |
| Privately issued | $74,505,000 | 56 |
| 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 | $452,637,000 | 367 |
| 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 | $1,353,736,000 | 124 |
| U.S. Government securities | $158,971,000 | 696 |
| U.S. Treasury securities | $82,726,000 | 466 |
| U.S. Government agency obligations | $76,245,000 | 947 |
| Securities issued by states & political subdivisions | $3,742,000 | 3,476 |
| Other domestic debt securities | $717,468,000 | 23 |
| Privately issued residential mortgage-backed securities | $215,819,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $501,649,000 | 11 |
| Foreign debt securities | $373,547,000 | 9 |
| Equity securities | $100,008,000 | 18 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $412,825,000 | 134 |
| Mortgage-backed securities | $242,057,000 | 333 |
| Certificates of participation in pools of residential mortgages | $24,737,000 | 1,278 |
| Issued or guaranteed by U.S. | $24,737,000 | 1,245 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $217,320,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $1,501,000 | 4,112 |
| Privately issued | $215,819,000 | 19 |
| 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 | $1,253,728,000 | 136 |
| 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 |