Home > The Bank of Western Massachusetts > Securities
The Bank of Western Massachusetts, Securities
| 2008-12-31 | Rank | |
| Total securities | $21,380,000 | 4,286 |
| U.S. Government securities | $21,380,000 | 3,389 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,380,000 | 3,326 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $0 | 32 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,615 |
| Certificates of participation in pools of residential mortgages | $0 | 6,376 |
| Issued or guaranteed by U.S. | $0 | 6,354 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $54,000 | 3,330 |
| Available-for-sale securities (fair market value) | $21,326,000 | 3,840 |
| Total debt securities | $21,380,000 | 4,245 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $21,370,000 | 4,216 |
| U.S. Government securities | $21,370,000 | 3,329 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $21,370,000 | 3,266 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,644 |
| Certificates of participation in pools of residential mortgages | $0 | 6,411 |
| Issued or guaranteed by U.S. | $0 | 6,391 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,735,000 | 1,246 |
| Available-for-sale securities (fair market value) | $12,635,000 | 4,904 |
| Total debt securities | $21,370,000 | 4,180 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $32,471,000 | 3,238 |
| U.S. Government securities | $32,471,000 | 2,467 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $32,471,000 | 2,414 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $32,471,000 | 2,898 |
| Total debt securities | $32,471,000 | 3,203 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $44,561,000 | 2,539 |
| U.S. Government securities | $44,561,000 | 1,855 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $44,561,000 | 1,818 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,689 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $84,000 | 3,356 |
| Available-for-sale securities (fair market value) | $44,477,000 | 2,254 |
| Total debt securities | $44,561,000 | 2,493 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $41,467,000 | 2,692 |
| U.S. Government securities | $41,467,000 | 1,994 |
| U.S. Treasury securities | $150,000 | 1,083 |
| U.S. Government agency obligations | $41,317,000 | 1,959 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $37,649,000 | 1,309 |
| Mortgage-backed securities | $5,402,000 | 3,740 |
| Certificates of participation in pools of residential mortgages | $5,402,000 | 3,134 |
| Issued or guaranteed by U.S. | $5,402,000 | 3,118 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $41,467,000 | 2,361 |
| Total debt securities | $41,467,000 | 2,653 |
| 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 | $32,715,000 | 3,238 |
| U.S. Government securities | $32,715,000 | 2,493 |
| U.S. Treasury securities | $736,000 | 898 |
| U.S. Government agency obligations | $31,979,000 | 2,500 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $26,202,000 | 1,754 |
| Mortgage-backed securities | $5,640,000 | 3,535 |
| Certificates of participation in pools of residential mortgages | $5,640,000 | 2,922 |
| Issued or guaranteed by U.S. | $5,640,000 | 2,907 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $32,715,000 | 2,841 |
| Total debt securities | $32,715,000 | 3,193 |
| 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 | $12,591,000 | 5,622 |
| U.S. Government securities | $12,591,000 | 4,870 |
| U.S. Treasury securities | $734,000 | 1,004 |
| U.S. Government agency obligations | $11,857,000 | 4,903 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $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 | $8,713,000 | 3,639 |
| Mortgage-backed securities | $5,913,000 | 3,417 |
| Certificates of participation in pools of residential mortgages | $5,913,000 | 2,774 |
| Issued or guaranteed by U.S. | $5,913,000 | 2,761 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $12,591,000 | 5,018 |
| Total debt securities | $12,591,000 | 5,576 |
| 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 | $12,339,000 | 5,681 |
| U.S. Government securities | $12,339,000 | 4,942 |
| U.S. Treasury securities | $146,000 | 1,382 |
| U.S. Government agency obligations | $12,193,000 | 4,848 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| 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 | $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 | $8,364,000 | 3,716 |
| Mortgage-backed securities | $6,333,000 | 3,293 |
| Certificates of participation in pools of residential mortgages | $6,333,000 | 2,674 |
| Issued or guaranteed by U.S. | $6,333,000 | 2,666 |
| 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) | $12,339,000 | 5,074 |
| Total debt securities | $12,339,000 | 5,630 |
| 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 | $15,587,000 | 5,206 |
| U.S. Government securities | $12,586,000 | 4,936 |
| U.S. Treasury securities | $96,000 | 1,483 |
| U.S. Government agency obligations | $12,490,000 | 4,835 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $3,001,000 | 1,297 |
| 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 | $3,001,000 | 861 |
| 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 | $10,014,000 | 3,407 |
| Mortgage-backed securities | $6,665,000 | 3,227 |
| Certificates of participation in pools of residential mortgages | $6,665,000 | 2,615 |
| Issued or guaranteed by U.S. | $6,665,000 | 2,602 |
| 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) | $15,587,000 | 4,602 |
| Total debt securities | $15,587,000 | 5,161 |
| 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 | $16,354,000 | 5,125 |
| U.S. Government securities | $12,968,000 | 4,909 |
| U.S. Treasury securities | $96,000 | 1,562 |
| U.S. Government agency obligations | $12,872,000 | 4,797 |
| Securities issued by states & political subdivisions | $382,000 | 5,657 |
| Other domestic debt securities | $3,004,000 | 1,285 |
| 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 | $3,004,000 | 853 |
| 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 | $11,249,000 | 3,223 |
| Mortgage-backed securities | $7,062,000 | 3,122 |
| Certificates of participation in pools of residential mortgages | $7,062,000 | 2,543 |
| Issued or guaranteed by U.S. | $7,062,000 | 2,529 |
| 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) | $16,354,000 | 4,511 |
| Total debt securities | $16,354,000 | 5,088 |
| 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 | $17,574,000 | 4,911 |
| U.S. Government securities | $14,189,000 | 4,666 |
| U.S. Treasury securities | $95,000 | 1,616 |
| U.S. Government agency obligations | $14,094,000 | 4,546 |
| Securities issued by states & political subdivisions | $382,000 | 5,683 |
| Other domestic debt securities | $3,003,000 | 1,279 |
| 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 | $3,003,000 | 855 |
| 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 | $16,816,000 | 2,463 |
| Mortgage-backed securities | $7,366,000 | 3,061 |
| Certificates of participation in pools of residential mortgages | $7,366,000 | 2,500 |
| Issued or guaranteed by U.S. | $7,366,000 | 2,489 |
| 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) | $17,574,000 | 4,273 |
| Total debt securities | $17,574,000 | 4,863 |
| 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 | $23,154,000 | 4,232 |
| U.S. Government securities | $16,756,000 | 4,272 |
| U.S. Treasury securities | $95,000 | 1,697 |
| U.S. Government agency obligations | $16,661,000 | 4,155 |
| Securities issued by states & political subdivisions | $382,000 | 5,720 |
| Other domestic debt securities | $4,016,000 | 1,169 |
| 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 | $4,016,000 | 777 |
| Foreign debt securities | $2,000,000 | 58 |
| 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 | $13,606,000 | 2,842 |
| Mortgage-backed securities | $7,904,000 | 2,999 |
| Certificates of participation in pools of residential mortgages | $7,904,000 | 2,445 |
| Issued or guaranteed by U.S. | $7,904,000 | 2,434 |
| 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) | $23,154,000 | 3,666 |
| Total debt securities | $23,154,000 | 4,166 |
| 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 | $24,751,000 | 4,066 |
| U.S. Government securities | $17,323,000 | 4,180 |
| U.S. Treasury securities | $96,000 | 1,716 |
| U.S. Government agency obligations | $17,227,000 | 4,060 |
| Securities issued by states & political subdivisions | $382,000 | 5,737 |
| Other domestic debt securities | $5,033,000 | 1,061 |
| 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 | $5,033,000 | 720 |
| Foreign debt securities | $2,013,000 | 58 |
| 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 | $13,032,000 | 2,889 |
| Mortgage-backed securities | $8,439,000 | 2,945 |
| Certificates of participation in pools of residential mortgages | $8,439,000 | 2,389 |
| Issued or guaranteed by U.S. | $8,439,000 | 2,380 |
| 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) | $24,751,000 | 3,524 |
| Total debt securities | $24,751,000 | 4,008 |
| 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 | $25,562,000 | 3,949 |
| U.S. Government securities | $18,080,000 | 4,019 |
| U.S. Treasury securities | $97,000 | 1,761 |
| U.S. Government agency obligations | $17,983,000 | 3,910 |
| Securities issued by states & political subdivisions | $384,000 | 5,760 |
| Other domestic debt securities | $5,069,000 | 1,062 |
| 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 | $5,069,000 | 727 |
| Foreign debt securities | $2,029,000 | 59 |
| 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 | $123,000 | 7,017 |
| Mortgage-backed securities | $9,155,000 | 2,858 |
| Certificates of participation in pools of residential mortgages | $9,155,000 | 2,315 |
| Issued or guaranteed by U.S. | $9,155,000 | 2,304 |
| 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) | $25,562,000 | 3,416 |
| Total debt securities | $25,562,000 | 3,890 |
| 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 | $35,589,000 | 3,138 |
| U.S. Government securities | $19,021,000 | 3,916 |
| U.S. Treasury securities | $98,000 | 1,814 |
| U.S. Government agency obligations | $18,923,000 | 3,802 |
| Securities issued by states & political subdivisions | $386,000 | 5,764 |
| Other domestic debt securities | $14,132,000 | 625 |
| 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 | $14,132,000 | 375 |
| Foreign debt securities | $2,050,000 | 57 |
| 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 | $202,000 | 6,976 |
| Mortgage-backed securities | $9,987,000 | 2,819 |
| Certificates of participation in pools of residential mortgages | $9,987,000 | 2,268 |
| Issued or guaranteed by U.S. | $9,987,000 | 2,257 |
| 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) | $35,589,000 | 2,693 |
| Total debt securities | $35,589,000 | 3,083 |
| 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 | $36,488,000 | 3,116 |
| U.S. Government securities | $19,811,000 | 3,902 |
| U.S. Treasury securities | $96,000 | 1,945 |
| U.S. Government agency obligations | $19,715,000 | 3,778 |
| Securities issued by states & political subdivisions | $388,000 | 5,788 |
| Other domestic debt securities | $14,221,000 | 638 |
| 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 | $14,221,000 | 393 |
| Foreign debt securities | $2,068,000 | 61 |
| 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 | $119,000 | 7,080 |
| Mortgage-backed securities | $10,861,000 | 2,774 |
| Certificates of participation in pools of residential mortgages | $10,861,000 | 2,213 |
| Issued or guaranteed by U.S. | $10,861,000 | 2,203 |
| 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) | $36,488,000 | 2,667 |
| Total debt securities | $36,488,000 | 3,067 |
| 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 | $37,835,000 | 3,040 |
| U.S. Government securities | $20,920,000 | 3,755 |
| U.S. Treasury securities | $98,000 | 1,938 |
| U.S. Government agency obligations | $20,822,000 | 3,641 |
| Securities issued by states & political subdivisions | $392,000 | 5,824 |
| Other domestic debt securities | $14,423,000 | 658 |
| 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 | $14,423,000 | 411 |
| Foreign debt securities | $2,100,000 | 63 |
| 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 | $207,000 | 7,045 |
| Mortgage-backed securities | $11,812,000 | 2,701 |
| Certificates of participation in pools of residential mortgages | $11,812,000 | 2,144 |
| Issued or guaranteed by U.S. | $11,812,000 | 2,135 |
| 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) | $37,835,000 | 2,611 |
| Total debt securities | $37,835,000 | 2,985 |
| 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 | $39,100,000 | 2,940 |
| U.S. Government securities | $21,931,000 | 3,624 |
| U.S. Treasury securities | $99,000 | 1,948 |
| U.S. Government agency obligations | $21,832,000 | 3,513 |
| Securities issued by states & political subdivisions | $397,000 | 5,863 |
| Other domestic debt securities | $14,639,000 | 650 |
| 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 | $14,639,000 | 420 |
| Foreign debt securities | $2,133,000 | 65 |
| 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 | $120,000 | 7,139 |
| Mortgage-backed securities | $12,758,000 | 2,578 |
| Certificates of participation in pools of residential mortgages | $12,758,000 | 2,049 |
| Issued or guaranteed by U.S. | $12,758,000 | 2,041 |
| 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) | $39,100,000 | 2,518 |
| Total debt securities | $39,100,000 | 2,886 |
| 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 | $42,000,000 | 2,821 |
| U.S. Government securities | $22,748,000 | 3,599 |
| U.S. Treasury securities | $97,000 | 2,076 |
| U.S. Government agency obligations | $22,651,000 | 3,486 |
| Securities issued by states & political subdivisions | $395,000 | 5,912 |
| Other domestic debt securities | $16,712,000 | 614 |
| 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 | $16,712,000 | 392 |
| Foreign debt securities | $2,145,000 | 62 |
| 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 | $126,000 | 7,173 |
| Mortgage-backed securities | $13,693,000 | 2,499 |
| Certificates of participation in pools of residential mortgages | $13,693,000 | 1,975 |
| Issued or guaranteed by U.S. | $13,693,000 | 1,967 |
| 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) | $42,000,000 | 2,408 |
| Total debt securities | $42,000,000 | 2,759 |
| 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 | $44,088,000 | 2,728 |
| U.S. Government securities | $24,395,000 | 3,343 |
| U.S. Treasury securities | $101,000 | 2,013 |
| U.S. Government agency obligations | $24,294,000 | 3,232 |
| Securities issued by states & political subdivisions | $402,000 | 5,909 |
| Other domestic debt securities | $17,086,000 | 641 |
| 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 | $17,086,000 | 413 |
| Foreign debt securities | $2,205,000 | 67 |
| 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 | $136,000 | 7,175 |
| Mortgage-backed securities | $16,001,000 | 2,323 |
| Certificates of participation in pools of residential mortgages | $16,001,000 | 1,798 |
| Issued or guaranteed by U.S. | $16,001,000 | 1,790 |
| 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) | $44,088,000 | 2,339 |
| Total debt securities | $44,088,000 | 2,666 |
| 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 | $55,423,000 | 2,278 |
| U.S. Government securities | $35,641,000 | 2,536 |
| U.S. Treasury securities | $102,000 | 2,144 |
| U.S. Government agency obligations | $35,539,000 | 2,461 |
| Securities issued by states & political subdivisions | $402,000 | 5,952 |
| Other domestic debt securities | $17,176,000 | 615 |
| 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 | $17,176,000 | 438 |
| Foreign debt securities | $2,204,000 | 72 |
| 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 | $223,000 | 7,134 |
| Mortgage-backed securities | $17,323,000 | 2,196 |
| Certificates of participation in pools of residential mortgages | $17,323,000 | 1,719 |
| Issued or guaranteed by U.S. | $17,323,000 | 1,706 |
| 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) | $55,423,000 | 1,932 |
| Total debt securities | $55,423,000 | 2,224 |
| 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 | $73,023,000 | 1,775 |
| U.S. Government securities | $43,288,000 | 2,103 |
| U.S. Treasury securities | $103,000 | 2,206 |
| U.S. Government agency obligations | $43,185,000 | 2,035 |
| Securities issued by states & political subdivisions | $407,000 | 5,974 |
| Other domestic debt securities | $27,103,000 | 465 |
| 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 | $27,103,000 | 315 |
| Foreign debt securities | $2,225,000 | 74 |
| 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 | $115,000 | 7,238 |
| Mortgage-backed securities | $19,731,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $19,731,000 | 1,539 |
| Issued or guaranteed by U.S. | $19,731,000 | 1,530 |
| 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) | $73,023,000 | 1,510 |
| Total debt securities | $73,023,000 | 1,733 |
| 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 | $64,293,000 | 1,933 |
| U.S. Government securities | $32,228,000 | 2,583 |
| U.S. Treasury securities | $104,000 | 2,233 |
| U.S. Government agency obligations | $32,124,000 | 2,495 |
| Securities issued by states & political subdivisions | $408,000 | 5,969 |
| Other domestic debt securities | $29,396,000 | 454 |
| 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 | $29,396,000 | 312 |
| Foreign debt securities | $2,261,000 | 72 |
| 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 | $139,000 | 7,250 |
| Mortgage-backed securities | $18,547,000 | 2,143 |
| Certificates of participation in pools of residential mortgages | $18,547,000 | 1,599 |
| Issued or guaranteed by U.S. | $18,547,000 | 1,590 |
| 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) | $64,293,000 | 1,636 |
| Total debt securities | $64,293,000 | 1,861 |
| 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 | $69,688,000 | 1,760 |
| U.S. Government securities | $38,130,000 | 2,240 |
| U.S. Treasury securities | $101,000 | 2,315 |
| U.S. Government agency obligations | $38,029,000 | 2,169 |
| Securities issued by states & political subdivisions | $407,000 | 5,955 |
| Other domestic debt securities | $28,941,000 | 458 |
| 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 | $28,941,000 | 321 |
| Foreign debt securities | $2,210,000 | 73 |
| 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 | $137,000 | 7,288 |
| Mortgage-backed securities | $24,374,000 | 1,791 |
| Certificates of participation in pools of residential mortgages | $24,374,000 | 1,315 |
| Issued or guaranteed by U.S. | $24,374,000 | 1,311 |
| 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) | $69,688,000 | 1,504 |
| Total debt securities | $69,688,000 | 1,705 |
| 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 | $89,582,000 | 1,381 |
| U.S. Government securities | $54,786,000 | 1,594 |
| U.S. Treasury securities | $105,000 | 2,443 |
| U.S. Government agency obligations | $54,681,000 | 1,524 |
| Securities issued by states & political subdivisions | $405,000 | 5,974 |
| Other domestic debt securities | $32,197,000 | 427 |
| 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 | $32,197,000 | 283 |
| Foreign debt securities | $2,194,000 | 69 |
| 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 | $239,000 | 7,232 |
| Mortgage-backed securities | $28,352,000 | 1,568 |
| Certificates of participation in pools of residential mortgages | $28,352,000 | 1,121 |
| Issued or guaranteed by U.S. | $28,352,000 | 1,114 |
| 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) | $89,582,000 | 1,160 |
| Total debt securities | $89,582,000 | 1,334 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $94,417,000 | 1,207 |
| U.S. Government securities | $65,376,000 | 1,237 |
| U.S. Treasury securities | $104,000 | 3,052 |
| U.S. Government agency obligations | $65,272,000 | 1,168 |
| Securities issued by states & political subdivisions | $383,000 | 6,132 |
| Other domestic debt securities | $28,658,000 | 489 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $28,658,000 | 326 |
| 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 | $292,000 | 7,388 |
| Mortgage-backed securities | $37,224,000 | 1,181 |
| Certificates of participation in pools of residential mortgages | $37,224,000 | 800 |
| Issued or guaranteed by U.S. | $37,224,000 | 793 |
| 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) | $94,417,000 | 1,004 |
| Total debt securities | $94,417,000 | 1,169 |
| 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 | $98,844,000 | 1,136 |
| U.S. Government securities | $63,755,000 | 1,245 |
| U.S. Treasury securities | $501,000 | 3,380 |
| U.S. Government agency obligations | $63,254,000 | 1,170 |
| Securities issued by states & political subdivisions | $375,000 | 6,309 |
| Other domestic debt securities | $32,914,000 | 380 |
| 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 | $32,914,000 | 280 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,800,000 | 1,696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $648,000 | 7,363 |
| Mortgage-backed securities | $8,373,000 | 2,568 |
| Certificates of participation in pools of residential mortgages | $4,527,000 | 2,789 |
| Issued or guaranteed by U.S. | $4,527,000 | 2,769 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $3,846,000 | 1,727 |
| CMOs issued by government agencies or sponsored agencies | $3,846,000 | 1,596 |
| 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) | $98,844,000 | 881 |
| Total debt securities | $97,044,000 | 1,105 |
| 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 | $58,828,000 | 1,961 |
| U.S. Government securities | $35,790,000 | 2,330 |
| U.S. Treasury securities | $3,551,000 | 1,962 |
| U.S. Government agency obligations | $32,239,000 | 2,294 |
| Securities issued by states & political subdivisions | $2,258,000 | 4,422 |
| Other domestic debt securities | $19,774,000 | 564 |
| 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 | $19,774,000 | 432 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $1,006,000 | 2,386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,124,000 | 2,762 |
| Mortgage-backed securities | $9,838,000 | 2,543 |
| Certificates of participation in pools of residential mortgages | $4,349,000 | 3,010 |
| Issued or guaranteed by U.S. | $4,349,000 | 3,000 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $5,489,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $5,489,000 | 1,411 |
| 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) | $58,828,000 | 1,476 |
| Total debt securities | $57,822,000 | 1,910 |
| 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 | $42,696,000 | 2,675 |
| U.S. Government securities | $24,758,000 | 3,328 |
| U.S. Treasury securities | $6,113,000 | 1,911 |
| U.S. Government agency obligations | $18,645,000 | 3,511 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $12,198,000 | 675 |
| 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 | $12,198,000 | 510 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $5,740,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,694,000 | 2,872 |
| Mortgage-backed securities | $5,243,000 | 3,748 |
| Certificates of participation in pools of residential mortgages | $5,243,000 | 2,888 |
| Issued or guaranteed by U.S. | $5,243,000 | 2,874 |
| 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) | $42,696,000 | 1,996 |
| Total debt securities | $36,956,000 | 2,953 |
| 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 | $38,718,000 | 2,901 |
| U.S. Government securities | $30,815,000 | 2,850 |
| U.S. Treasury securities | $15,611,000 | 1,187 |
| U.S. Government agency obligations | $15,204,000 | 3,983 |
| Securities issued by states & political subdivisions | $500,000 | 6,731 |
| Other domestic debt securities | $3,038,000 | 1,101 |
| 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 | $3,038,000 | 861 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $4,365,000 | 875 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,656,000 | 4,205 |
| Mortgage-backed securities | $6,887,000 | 3,279 |
| Certificates of participation in pools of residential mortgages | $6,887,000 | 2,445 |
| Issued or guaranteed by U.S. | $6,887,000 | 2,431 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $38,718,000 | 2,058 |
| Total debt securities | $34,353,000 | 3,161 |
| 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 | $39,583,000 | 3,062 |
| U.S. Government securities | $29,669,000 | 3,232 |
| U.S. Treasury securities | $18,551,000 | 1,251 |
| U.S. Government agency obligations | $11,118,000 | 5,161 |
| Securities issued by states & political subdivisions | $2,407,000 | 4,417 |
| Other domestic debt securities | $3,142,000 | 1,165 |
| 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 | $3,142,000 | 839 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $4,365,000 | 846 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,569,000 | 3,594 |
| Mortgage-backed securities | $2,385,000 | 5,622 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 4,461 |
| Issued or guaranteed by U.S. | $2,385,000 | 4,441 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $39,583,000 | 2,089 |
| Total debt securities | $35,218,000 | 3,339 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $39,347,000 | 3,209 |
| U.S. Government securities | $30,734,000 | 3,266 |
| U.S. Treasury securities | $27,422,000 | 1,023 |
| U.S. Government agency obligations | $3,312,000 | 8,789 |
| Securities issued by states & political subdivisions | $1,534,000 | 5,513 |
| Other domestic debt securities | $2,714,000 | 1,532 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,714,000 | 1,162 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $4,365,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,000,000 | 3,187 |
| Mortgage-backed securities | $2,829,000 | 5,652 |
| Certificates of participation in pools of residential mortgages | $2,829,000 | 4,277 |
| Issued or guaranteed by U.S. | $2,829,000 | 4,251 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $39,347,000 | 2,177 |
| Total debt securities | $34,982,000 | 3,525 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $39,594,000 | 3,321 |
| U.S. Government securities | $32,846,000 | 3,184 |
| U.S. Treasury securities | $29,606,000 | 1,169 |
| U.S. Government agency obligations | $3,240,000 | 8,912 |
| Securities issued by states & political subdivisions | $421,000 | 7,921 |
| Other domestic debt securities | $3,728,000 | 1,395 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,728,000 | 1,074 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,599,000 | 1,077 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,000,000 | 4,247 |
| Mortgage-backed securities | $2,785,000 | 6,004 |
| Certificates of participation in pools of residential mortgages | $2,785,000 | 4,530 |
| Issued or guaranteed by U.S. | $2,785,000 | 4,503 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 11,523 |
| Available-for-sale securities (fair market value) | $39,594,000 | 1,441 |
| Total debt securities | $36,995,000 | 3,474 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $39,797,000 | 3,486 |
| U.S. Government securities | $26,426,000 | 4,039 |
| U.S. Treasury securities | $24,069,000 | 1,557 |
| U.S. Government agency obligations | $2,357,000 | 9,930 |
| Securities issued by states & political subdivisions | $459,000 | 8,016 |
| Other domestic debt securities | $12,378,000 | 748 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,378,000 | 527 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $534,000 | 2,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,000,000 | 3,660 |
| Mortgage-backed securities | $2,357,000 | 6,933 |
| Certificates of participation in pools of residential mortgages | $2,357,000 | 5,406 |
| Issued or guaranteed by U.S. | $2,357,000 | 5,366 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $39,263,000 | 3,454 |
| 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 | $36,066,000 | 3,781 |
| U.S. Government securities | $31,193,000 | 3,443 |
| U.S. Treasury securities | $18,633,000 | 2,010 |
| U.S. Government agency obligations | $12,560,000 | 4,694 |
| Securities issued by states & political subdivisions | $494,000 | 7,760 |
| Other domestic debt securities | $4,379,000 | 1,838 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,379,000 | 1,308 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,437,000 | 3,068 |
| Mortgage-backed securities | $8,541,000 | 4,108 |
| Certificates of participation in pools of residential mortgages | $8,541,000 | 2,836 |
| Issued or guaranteed by U.S. | $8,541,000 | 2,790 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $36,066,000 | 3,699 |
| 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 |