Home > Cambridge Bank > Securities
Cambridge Bank, Securities
| 2008-03-31 | Rank | |
| Total securities | $60,382,000 | 1,951 |
| U.S. Government securities | $41,180,000 | 2,000 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $41,180,000 | 1,963 |
| Securities issued by states & political subdivisions | $7,274,000 | 2,586 |
| Other domestic debt securities | $250,000 | 2,831 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,363 |
| 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 | $11,678,000 | 279 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,274,000 | 1,272 |
| Mortgage-backed securities | $9,852,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $9,602,000 | 2,611 |
| Issued or guaranteed by U.S. | $9,602,000 | 2,600 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $250,000 | 3,314 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $250,000 | 1,293 |
| 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 | 3,628 |
| Available-for-sale securities (fair market value) | $60,382,000 | 1,719 |
| Total debt securities | $48,705,000 | 2,307 |
| 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 | $61,484,000 | 1,905 |
| U.S. Government securities | $40,828,000 | 2,021 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $40,828,000 | 1,977 |
| Securities issued by states & political subdivisions | $7,237,000 | 2,562 |
| Other domestic debt securities | $250,000 | 2,664 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,258 |
| 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 | $13,169,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $46,680,000 | 1,091 |
| Mortgage-backed securities | $14,875,000 | 2,337 |
| Certificates of participation in pools of residential mortgages | $14,625,000 | 1,791 |
| Issued or guaranteed by U.S. | $14,625,000 | 1,780 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $250,000 | 3,226 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $250,000 | 1,197 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $61,484,000 | 1,662 |
| Total debt securities | $48,309,000 | 2,316 |
| 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 | $61,025,000 | 1,901 |
| U.S. Government securities | $44,012,000 | 1,908 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $44,012,000 | 1,868 |
| Securities issued by states & political subdivisions | $4,428,000 | 3,268 |
| Other domestic debt securities | $250,000 | 2,618 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,223 |
| 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 | $12,335,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,834,000 | 1,731 |
| Mortgage-backed securities | $15,363,000 | 2,134 |
| Certificates of participation in pools of residential mortgages | $15,113,000 | 1,622 |
| Issued or guaranteed by U.S. | $15,113,000 | 1,613 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $250,000 | 3,185 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $250,000 | 1,160 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $61,025,000 | 1,640 |
| Total debt securities | $48,689,000 | 2,302 |
| Structured notes | ||
| Amortized cost | $5,999,000 | 534 |
| Fair value | $5,938,000 | 536 |
| 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 | $66,561,000 | 1,750 |
| U.S. Government securities | $49,378,000 | 1,715 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $49,378,000 | 1,673 |
| Securities issued by states & political subdivisions | $5,918,000 | 2,829 |
| Other domestic debt securities | $250,000 | 2,564 |
| Privately issued residential mortgage-backed securities | $250,000 | 1,182 |
| 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 | $11,015,000 | 251 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $33,096,000 | 1,413 |
| Mortgage-backed securities | $16,143,000 | 2,017 |
| Certificates of participation in pools of residential mortgages | $15,893,000 | 1,519 |
| Issued or guaranteed by U.S. | $15,893,000 | 1,511 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $250,000 | 3,160 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $250,000 | 1,114 |
| 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) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $66,561,000 | 1,516 |
| Total debt securities | $55,547,000 | 2,018 |
| Structured notes | ||
| Amortized cost | $7,006,000 | 474 |
| Fair value | $6,913,000 | 478 |
| 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 | $66,256,000 | 1,770 |
| U.S. Government securities | $51,393,000 | 1,664 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $51,393,000 | 1,618 |
| Securities issued by states & political subdivisions | $5,815,000 | 2,862 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $9,048,000 | 309 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $34,990,000 | 1,373 |
| Mortgage-backed securities | $17,183,000 | 1,941 |
| Certificates of participation in pools of residential mortgages | $17,183,000 | 1,445 |
| Issued or guaranteed by U.S. | $17,183,000 | 1,440 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $66,256,000 | 1,521 |
| Total debt securities | $57,209,000 | 1,986 |
| Structured notes | ||
| Amortized cost | $7,237,000 | 490 |
| Fair value | $7,296,000 | 484 |
| 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 | $64,454,000 | 1,842 |
| U.S. Government securities | $49,882,000 | 1,747 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $49,882,000 | 1,702 |
| Securities issued by states & political subdivisions | $5,641,000 | 2,928 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $8,931,000 | 314 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,386,000 | 1,640 |
| Mortgage-backed securities | $17,544,000 | 1,925 |
| Certificates of participation in pools of residential mortgages | $17,544,000 | 1,442 |
| Issued or guaranteed by U.S. | $17,544,000 | 1,435 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $64,454,000 | 1,574 |
| Total debt securities | $55,523,000 | 2,074 |
| Structured notes | ||
| Amortized cost | $7,464,000 | 512 |
| Fair value | $7,465,000 | 504 |
| 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 | $59,333,000 | 2,020 |
| U.S. Government securities | $42,354,000 | 2,054 |
| U.S. Treasury securities | $1,274,000 | 938 |
| U.S. Government agency obligations | $41,080,000 | 2,056 |
| Securities issued by states & political subdivisions | $7,848,000 | 2,409 |
| Other domestic debt securities | $1,412,000 | 1,746 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,412,000 | 1,246 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $7,719,000 | 346 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $26,851,000 | 1,695 |
| Mortgage-backed securities | $21,774,000 | 1,648 |
| Certificates of participation in pools of residential mortgages | $21,774,000 | 1,242 |
| Issued or guaranteed by U.S. | $21,774,000 | 1,228 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $59,333,000 | 1,718 |
| Total debt securities | $51,616,000 | 2,240 |
| Structured notes | ||
| Amortized cost | $9,180,000 | 439 |
| Fair value | $9,095,000 | 435 |
| 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 | $63,323,000 | 1,896 |
| U.S. Government securities | $43,073,000 | 2,032 |
| U.S. Treasury securities | $5,724,000 | 465 |
| U.S. Government agency obligations | $37,349,000 | 2,228 |
| Securities issued by states & political subdivisions | $10,581,000 | 1,850 |
| Other domestic debt securities | $2,102,000 | 1,491 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,102,000 | 1,039 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $7,567,000 | 351 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,840,000 | 1,948 |
| Mortgage-backed securities | $25,551,000 | 1,497 |
| Certificates of participation in pools of residential mortgages | $25,551,000 | 1,110 |
| Issued or guaranteed by U.S. | $25,551,000 | 1,103 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $63,323,000 | 1,617 |
| Total debt securities | $55,756,000 | 2,074 |
| Structured notes | ||
| Amortized cost | $6,177,000 | 692 |
| Fair value | $6,014,000 | 692 |
| 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 | $64,507,000 | 1,879 |
| U.S. Government securities | $43,989,000 | 2,026 |
| U.S. Treasury securities | $5,744,000 | 504 |
| U.S. Government agency obligations | $38,245,000 | 2,215 |
| Securities issued by states & political subdivisions | $10,667,000 | 1,850 |
| Other domestic debt securities | $2,152,000 | 1,516 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,152,000 | 1,070 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $7,699,000 | 352 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,556,000 | 2,024 |
| Mortgage-backed securities | $27,187,000 | 1,450 |
| Certificates of participation in pools of residential mortgages | $27,187,000 | 1,067 |
| Issued or guaranteed by U.S. | $27,187,000 | 1,059 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $64,507,000 | 1,604 |
| Total debt securities | $56,808,000 | 2,066 |
| Structured notes | ||
| Amortized cost | $6,315,000 | 691 |
| Fair value | $6,207,000 | 689 |
| 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 | $57,903,000 | 2,079 |
| U.S. Government securities | $38,016,000 | 2,293 |
| U.S. Treasury securities | $5,805,000 | 504 |
| U.S. Government agency obligations | $32,211,000 | 2,537 |
| Securities issued by states & political subdivisions | $10,130,000 | 1,910 |
| Other domestic debt securities | $2,125,000 | 1,584 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,125,000 | 1,142 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $7,632,000 | 369 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,830,000 | 1,977 |
| Mortgage-backed securities | $25,394,000 | 1,536 |
| Certificates of participation in pools of residential mortgages | $25,394,000 | 1,163 |
| Issued or guaranteed by U.S. | $25,394,000 | 1,153 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $57,903,000 | 1,760 |
| Total debt securities | $50,270,000 | 2,316 |
| Structured notes | ||
| Amortized cost | $4,953,000 | 909 |
| Fair value | $4,877,000 | 898 |
| 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 | $48,345,000 | 2,418 |
| U.S. Government securities | $28,565,000 | 2,872 |
| U.S. Treasury securities | $5,882,000 | 485 |
| U.S. Government agency obligations | $22,683,000 | 3,299 |
| Securities issued by states & political subdivisions | $10,268,000 | 1,881 |
| Other domestic debt securities | $2,188,000 | 1,590 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,188,000 | 1,162 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,324,000 | 376 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,642,000 | 1,963 |
| Mortgage-backed securities | $17,784,000 | 1,948 |
| Certificates of participation in pools of residential mortgages | $17,784,000 | 1,504 |
| Issued or guaranteed by U.S. | $17,784,000 | 1,494 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $48,345,000 | 2,047 |
| Total debt securities | $41,021,000 | 2,723 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 986 |
| Fair value | $3,967,000 | 1,000 |
| 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 | $45,890,000 | 2,542 |
| U.S. Government securities | $26,089,000 | 3,119 |
| U.S. Treasury securities | $5,869,000 | 507 |
| U.S. Government agency obligations | $20,220,000 | 3,642 |
| Securities issued by states & political subdivisions | $10,185,000 | 1,897 |
| Other domestic debt securities | $2,208,000 | 1,613 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,208,000 | 1,200 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $7,408,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,461,000 | 1,891 |
| Mortgage-backed securities | $15,294,000 | 2,197 |
| Certificates of participation in pools of residential mortgages | $15,294,000 | 1,731 |
| Issued or guaranteed by U.S. | $15,294,000 | 1,718 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $45,890,000 | 2,155 |
| Total debt securities | $38,482,000 | 2,890 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 985 |
| Fair value | $3,991,000 | 989 |
| 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 | $45,514,000 | 2,581 |
| U.S. Government securities | $25,307,000 | 3,257 |
| U.S. Treasury securities | $5,750,000 | 557 |
| U.S. Government agency obligations | $19,557,000 | 3,800 |
| Securities issued by states & political subdivisions | $10,545,000 | 1,837 |
| Other domestic debt securities | $2,194,000 | 1,659 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,194,000 | 1,274 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $7,468,000 | 394 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,240,000 | 1,850 |
| Mortgage-backed securities | $15,691,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $15,691,000 | 1,748 |
| Issued or guaranteed by U.S. | $15,691,000 | 1,737 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $45,514,000 | 2,178 |
| Total debt securities | $38,046,000 | 2,955 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 993 |
| Fair value | $3,950,000 | 1,011 |
| 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 | $42,997,000 | 2,724 |
| U.S. Government securities | $23,366,000 | 3,462 |
| U.S. Treasury securities | $5,875,000 | 568 |
| U.S. Government agency obligations | $17,491,000 | 4,082 |
| Securities issued by states & political subdivisions | $10,461,000 | 1,865 |
| Other domestic debt securities | $1,720,000 | 1,904 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,720,000 | 1,531 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $7,450,000 | 419 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,272,000 | 1,713 |
| Mortgage-backed securities | $12,579,000 | 2,591 |
| Certificates of participation in pools of residential mortgages | $12,579,000 | 2,048 |
| Issued or guaranteed by U.S. | $12,579,000 | 2,039 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $42,997,000 | 2,341 |
| Total debt securities | $35,547,000 | 3,148 |
| Structured notes | ||
| Amortized cost | $4,500,000 | 898 |
| Fair value | $4,501,000 | 898 |
| 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 | $44,676,000 | 2,629 |
| U.S. Government securities | $23,430,000 | 3,446 |
| U.S. Treasury securities | $5,777,000 | 550 |
| U.S. Government agency obligations | $17,653,000 | 4,002 |
| Securities issued by states & political subdivisions | $11,337,000 | 1,727 |
| Other domestic debt securities | $2,207,000 | 1,720 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,207,000 | 1,376 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $7,702,000 | 427 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,537,000 | 1,843 |
| Mortgage-backed securities | $13,435,000 | 2,490 |
| Certificates of participation in pools of residential mortgages | $13,435,000 | 1,974 |
| Issued or guaranteed by U.S. | $13,435,000 | 1,967 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $44,676,000 | 2,252 |
| Total debt securities | $36,976,000 | 3,029 |
| Structured notes | ||
| Amortized cost | $4,499,000 | 915 |
| Fair value | $4,496,000 | 915 |
| 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 | $41,676,000 | 2,841 |
| U.S. Government securities | $21,648,000 | 3,721 |
| U.S. Treasury securities | $5,639,000 | 582 |
| U.S. Government agency obligations | $16,009,000 | 4,345 |
| Securities issued by states & political subdivisions | $10,208,000 | 1,883 |
| Other domestic debt securities | $2,169,000 | 1,808 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,169,000 | 1,468 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $7,651,000 | 458 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,967,000 | 2,034 |
| Mortgage-backed securities | $10,662,000 | 2,881 |
| Certificates of participation in pools of residential mortgages | $10,662,000 | 2,319 |
| Issued or guaranteed by U.S. | $10,662,000 | 2,311 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $41,676,000 | 2,421 |
| Total debt securities | $34,024,000 | 3,268 |
| Structured notes | ||
| Amortized cost | $4,698,000 | 878 |
| Fair value | $4,592,000 | 878 |
| 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 | $41,361,000 | 2,853 |
| U.S. Government securities | $20,782,000 | 3,747 |
| U.S. Treasury securities | $5,834,000 | 559 |
| U.S. Government agency obligations | $14,948,000 | 4,517 |
| Securities issued by states & political subdivisions | $10,540,000 | 1,867 |
| Other domestic debt securities | $2,242,000 | 1,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,242,000 | 1,534 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $7,797,000 | 490 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,515,000 | 1,638 |
| Mortgage-backed securities | $8,973,000 | 3,198 |
| Certificates of participation in pools of residential mortgages | $8,973,000 | 2,575 |
| Issued or guaranteed by U.S. | $8,973,000 | 2,564 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $41,361,000 | 2,455 |
| Total debt securities | $33,565,000 | 3,295 |
| Structured notes | ||
| Amortized cost | $3,695,000 | 925 |
| Fair value | $3,727,000 | 922 |
| 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 | $40,386,000 | 2,953 |
| U.S. Government securities | $21,107,000 | 3,764 |
| U.S. Treasury securities | $4,581,000 | 716 |
| U.S. Government agency obligations | $16,526,000 | 4,270 |
| Securities issued by states & political subdivisions | $10,469,000 | 1,884 |
| Other domestic debt securities | $1,216,000 | 2,401 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,216,000 | 2,098 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $7,594,000 | 475 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $30,913,000 | 1,360 |
| Mortgage-backed securities | $9,573,000 | 3,080 |
| Certificates of participation in pools of residential mortgages | $9,573,000 | 2,481 |
| Issued or guaranteed by U.S. | $9,573,000 | 2,469 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $40,386,000 | 2,543 |
| Total debt securities | $32,791,000 | 3,415 |
| Structured notes | ||
| Amortized cost | $3,693,000 | 819 |
| Fair value | $3,679,000 | 816 |
| 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 | $41,640,000 | 2,837 |
| U.S. Government securities | $22,315,000 | 3,523 |
| U.S. Treasury securities | $4,502,000 | 714 |
| U.S. Government agency obligations | $17,813,000 | 3,943 |
| Securities issued by states & political subdivisions | $10,428,000 | 1,883 |
| Other domestic debt securities | $1,206,000 | 2,506 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,206,000 | 2,196 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $7,691,000 | 513 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $31,641,000 | 1,272 |
| Mortgage-backed securities | $10,320,000 | 2,944 |
| Certificates of participation in pools of residential mortgages | $10,320,000 | 2,352 |
| Issued or guaranteed by U.S. | $10,320,000 | 2,341 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $41,640,000 | 2,435 |
| Total debt securities | $33,947,000 | 3,256 |
| Structured notes | ||
| Amortized cost | $3,690,000 | 683 |
| Fair value | $3,674,000 | 678 |
| 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 | $35,290,000 | 3,169 |
| U.S. Government securities | $15,671,000 | 4,352 |
| U.S. Treasury securities | $3,624,000 | 812 |
| U.S. Government agency obligations | $12,047,000 | 4,903 |
| Securities issued by states & political subdivisions | $10,600,000 | 1,823 |
| Other domestic debt securities | $1,215,000 | 2,579 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,215,000 | 2,263 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $7,804,000 | 514 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $19,008,000 | 1,920 |
| Mortgage-backed securities | $6,962,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $6,962,000 | 2,939 |
| Issued or guaranteed by U.S. | $6,962,000 | 2,927 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $35,290,000 | 2,731 |
| Total debt securities | $27,483,000 | 3,702 |
| Structured notes | ||
| Amortized cost | $1,188,000 | 1,128 |
| Fair value | $1,205,000 | 1,126 |
| 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 | $36,527,000 | 3,039 |
| U.S. Government securities | $16,885,000 | 4,180 |
| U.S. Treasury securities | $3,486,000 | 855 |
| U.S. Government agency obligations | $13,399,000 | 4,638 |
| Securities issued by states & political subdivisions | $10,313,000 | 1,777 |
| Other domestic debt securities | $1,216,000 | 2,623 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,216,000 | 2,288 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $8,113,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,945,000 | 1,788 |
| Mortgage-backed securities | $7,285,000 | 3,558 |
| Certificates of participation in pools of residential mortgages | $7,285,000 | 2,818 |
| Issued or guaranteed by U.S. | $7,285,000 | 2,806 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $36,527,000 | 2,611 |
| Total debt securities | $28,413,000 | 3,603 |
| Structured notes | ||
| Amortized cost | $186,000 | 1,712 |
| Fair value | $194,000 | 1,713 |
| 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 | $38,854,000 | 2,878 |
| U.S. Government securities | $18,003,000 | 3,979 |
| U.S. Treasury securities | $3,433,000 | 904 |
| U.S. Government agency obligations | $14,570,000 | 4,382 |
| Securities issued by states & political subdivisions | $10,894,000 | 1,659 |
| Other domestic debt securities | $1,809,000 | 2,309 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,809,000 | 2,018 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $8,148,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,990,000 | 1,592 |
| Mortgage-backed securities | $8,407,000 | 3,296 |
| Certificates of participation in pools of residential mortgages | $8,407,000 | 2,590 |
| Issued or guaranteed by U.S. | $8,407,000 | 2,576 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $38,854,000 | 2,459 |
| Total debt securities | $30,705,000 | 3,388 |
| Structured notes | ||
| Amortized cost | $184,000 | 1,517 |
| Fair value | $190,000 | 1,520 |
| 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 | $43,411,000 | 2,482 |
| U.S. Government securities | $21,034,000 | 3,379 |
| U.S. Treasury securities | $564,000 | 2,332 |
| U.S. Government agency obligations | $20,470,000 | 3,283 |
| Securities issued by states & political subdivisions | $11,766,000 | 1,460 |
| Other domestic debt securities | $3,248,000 | 1,800 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $996,000 | 312 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,252,000 | 1,794 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $7,363,000 | 519 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,031,000 | 1,649 |
| Mortgage-backed securities | $8,165,000 | 3,186 |
| Certificates of participation in pools of residential mortgages | $8,165,000 | 2,396 |
| Issued or guaranteed by U.S. | $8,165,000 | 2,379 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $43,411,000 | 2,062 |
| Total debt securities | $36,049,000 | 2,844 |
| Structured notes | ||
| Amortized cost | $1,252,000 | 280 |
| Fair value | $1,310,000 | 271 |
| 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 | $50,225,000 | 2,170 |
| U.S. Government securities | $31,541,000 | 2,532 |
| U.S. Treasury securities | $539,000 | 3,211 |
| U.S. Government agency obligations | $31,002,000 | 2,372 |
| Securities issued by states & political subdivisions | $9,996,000 | 1,660 |
| Other domestic debt securities | $988,000 | 2,512 |
| 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 | $988,000 | 2,202 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $7,700,000 | 614 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,426,000 | 2,083 |
| Mortgage-backed securities | $11,180,000 | 2,187 |
| Certificates of participation in pools of residential mortgages | $11,180,000 | 1,630 |
| Issued or guaranteed by U.S. | $11,180,000 | 1,618 |
| 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) | $50,225,000 | 1,708 |
| Total debt securities | $42,525,000 | 2,442 |
| Structured notes | ||
| Amortized cost | $1,817,000 | 221 |
| Fair value | $1,855,000 | 204 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $35,361,000 | 3,124 |
| U.S. Government securities | $30,258,000 | 2,729 |
| U.S. Treasury securities | $502,000 | 4,326 |
| U.S. Government agency obligations | $29,756,000 | 2,472 |
| Securities issued by states & political subdivisions | $1,683,000 | 4,897 |
| Other domestic debt securities | $982,000 | 2,393 |
| 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 | $982,000 | 2,026 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,438,000 | 1,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,428,000 | 2,412 |
| Mortgage-backed securities | $11,807,000 | 2,279 |
| Certificates of participation in pools of residential mortgages | $11,807,000 | 1,674 |
| Issued or guaranteed by U.S. | $11,807,000 | 1,663 |
| 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) | $35,361,000 | 2,432 |
| Total debt securities | $32,923,000 | 3,227 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $30,993,000 | 3,535 |
| U.S. Government securities | $29,018,000 | 2,901 |
| U.S. Treasury securities | $502,000 | 5,989 |
| U.S. Government agency obligations | $28,516,000 | 2,466 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $975,000 | 2,275 |
| 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 | $975,000 | 1,883 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,000,000 | 2,313 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,460,000 | 2,241 |
| Mortgage-backed securities | $11,418,000 | 2,483 |
| Certificates of participation in pools of residential mortgages | $11,418,000 | 1,786 |
| Issued or guaranteed by U.S. | $11,418,000 | 1,774 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $30,993,000 | 2,714 |
| Total debt securities | $29,993,000 | 3,531 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $18,718,000 | 5,162 |
| U.S. Government securities | $18,718,000 | 4,293 |
| U.S. Treasury securities | $499,000 | 7,258 |
| U.S. Government agency obligations | $18,219,000 | 3,458 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| 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 | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| 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 | $0 | 8,806 |
| Mortgage-backed securities | $5,928,000 | 3,537 |
| Certificates of participation in pools of residential mortgages | $5,928,000 | 2,662 |
| Issued or guaranteed by U.S. | $5,928,000 | 2,649 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,295,000 | 6,080 |
| Available-for-sale securities (fair market value) | $17,423,000 | 4,004 |
| Total debt securities | $18,718,000 | 5,045 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $8,251,000 | 8,518 |
| U.S. Government securities | $8,251,000 | 7,708 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $8,251,000 | 6,140 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| 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 | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| 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 | $3,200,000 | 5,693 |
| Mortgage-backed securities | $0 | 9,059 |
| Certificates of participation in pools of residential mortgages | $0 | 8,543 |
| Issued or guaranteed by U.S. | $0 | 8,513 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,251,000 | 3,594 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $8,251,000 | 8,411 |
| Structured notes | ||
| Amortized cost | $981,000 | 2,028 |
| Fair value | $980,000 | 1,915 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |