Home > Marlborough Co-operative Bank > Securities
Marlborough Co-operative Bank, Securities
| 2008-09-30 | Rank | |
| Total securities | $14,798,000 | 5,099 |
| U.S. Government securities | $10,254,000 | 5,043 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,254,000 | 4,962 |
| Securities issued by states & political subdivisions | $1,407,000 | 4,524 |
| Other domestic debt securities | $2,600,000 | 1,606 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,600,000 | 954 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $537,000 | 919 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $8,968,000 | 3,407 |
| Certificates of participation in pools of residential mortgages | $8,968,000 | 2,808 |
| Issued or guaranteed by U.S. | $8,968,000 | 2,794 |
| 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) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $14,798,000 | 4,591 |
| Total debt securities | $14,261,000 | 5,129 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $993,000 | 1,006 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $18,479,000 | 4,639 |
| U.S. Government securities | $10,627,000 | 4,997 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,627,000 | 4,918 |
| Securities issued by states & political subdivisions | $2,670,000 | 3,920 |
| Other domestic debt securities | $3,415,000 | 1,493 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,415,000 | 886 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $1,767,000 | 823 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,612 |
| Mortgage-backed securities | $9,344,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $9,344,000 | 2,741 |
| Issued or guaranteed by U.S. | $9,344,000 | 2,726 |
| 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) | $18,479,000 | 4,163 |
| Total debt securities | $16,712,000 | 4,825 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $989,000 | 1,084 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $25,797,000 | 3,807 |
| U.S. Government securities | $11,909,000 | 4,766 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $11,909,000 | 4,681 |
| Securities issued by states & political subdivisions | $3,875,000 | 3,468 |
| Other domestic debt securities | $3,874,000 | 1,345 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,874,000 | 813 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $6,139,000 | 449 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,633 |
| Mortgage-backed securities | $10,103,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $10,103,000 | 2,535 |
| Issued or guaranteed by U.S. | $10,103,000 | 2,522 |
| 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) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $25,797,000 | 3,396 |
| Total debt securities | $19,658,000 | 4,415 |
| Structured notes | ||
| Amortized cost | $498,000 | 1,611 |
| Fair value | $501,000 | 1,548 |
| 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 | $21,596,000 | 4,253 |
| U.S. Government securities | $9,787,000 | 5,303 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $9,787,000 | 5,199 |
| Securities issued by states & political subdivisions | $4,767,000 | 3,173 |
| Other domestic debt securities | $3,102,000 | 1,369 |
| 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 | $3,102,000 | 865 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $3,940,000 | 553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,689 |
| Mortgage-backed securities | $5,999,000 | 3,609 |
| Certificates of participation in pools of residential mortgages | $5,999,000 | 2,999 |
| Issued or guaranteed by U.S. | $5,999,000 | 2,984 |
| 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) | $4,767,000 | 1,740 |
| Available-for-sale securities (fair market value) | $16,829,000 | 4,350 |
| Total debt securities | $17,657,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $1,497,000 | 1,310 |
| Fair value | $1,498,000 | 1,309 |
| 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 | $21,431,000 | 4,309 |
| U.S. Government securities | $10,187,000 | 5,318 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,187,000 | 5,214 |
| Securities issued by states & political subdivisions | $4,772,000 | 3,157 |
| Other domestic debt securities | $3,629,000 | 1,255 |
| 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 | $3,629,000 | 782 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $2,843,000 | 629 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,710 |
| Mortgage-backed securities | $5,428,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $5,428,000 | 2,974 |
| Issued or guaranteed by U.S. | $5,428,000 | 2,958 |
| 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) | $4,772,000 | 1,788 |
| Available-for-sale securities (fair market value) | $16,659,000 | 4,376 |
| Total debt securities | $18,589,000 | 4,613 |
| Structured notes | ||
| Amortized cost | $2,247,000 | 1,163 |
| Fair value | $2,235,000 | 1,160 |
| 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 | $20,916,000 | 4,363 |
| U.S. Government securities | $10,327,000 | 5,317 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,327,000 | 5,208 |
| Securities issued by states & political subdivisions | $4,776,000 | 3,145 |
| Other domestic debt securities | $2,540,000 | 1,378 |
| 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 | $2,540,000 | 884 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $3,273,000 | 590 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $5,628,000 | 3,468 |
| Certificates of participation in pools of residential mortgages | $5,628,000 | 2,838 |
| Issued or guaranteed by U.S. | $5,628,000 | 2,826 |
| 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) | $4,776,000 | 1,795 |
| Available-for-sale securities (fair market value) | $16,140,000 | 4,442 |
| Total debt securities | $17,641,000 | 4,759 |
| Structured notes | ||
| Amortized cost | $2,247,000 | 1,229 |
| Fair value | $2,201,000 | 1,233 |
| 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 | $26,252,000 | 3,776 |
| U.S. Government securities | $10,468,000 | 5,325 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,468,000 | 5,207 |
| Securities issued by states & political subdivisions | $4,780,000 | 3,148 |
| Other domestic debt securities | $2,896,000 | 1,321 |
| 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 | $2,896,000 | 857 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $8,108,000 | 333 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $5,495,000 | 3,492 |
| Certificates of participation in pools of residential mortgages | $5,495,000 | 2,872 |
| Issued or guaranteed by U.S. | $5,495,000 | 2,858 |
| 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) | $4,780,000 | 1,838 |
| Available-for-sale securities (fair market value) | $21,472,000 | 3,790 |
| Total debt securities | $18,146,000 | 4,713 |
| Structured notes | ||
| Amortized cost | $2,746,000 | 1,138 |
| Fair value | $2,718,000 | 1,139 |
| 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 | $23,796,000 | 4,068 |
| U.S. Government securities | $11,792,000 | 5,087 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $11,792,000 | 4,964 |
| Securities issued by states & political subdivisions | $4,784,000 | 3,185 |
| Other domestic debt securities | $4,347,000 | 1,102 |
| 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 | $4,347,000 | 703 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $2,873,000 | 661 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $5,742,000 | 3,431 |
| Certificates of participation in pools of residential mortgages | $5,742,000 | 2,833 |
| Issued or guaranteed by U.S. | $5,742,000 | 2,818 |
| 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) | $5,134,000 | 1,806 |
| Available-for-sale securities (fair market value) | $18,662,000 | 4,164 |
| Total debt securities | $20,924,000 | 4,356 |
| Structured notes | ||
| Amortized cost | $3,246,000 | 1,067 |
| Fair value | $3,204,000 | 1,071 |
| 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 | $22,413,000 | 4,260 |
| U.S. Government securities | $13,007,000 | 4,901 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,007,000 | 4,767 |
| Securities issued by states & political subdivisions | $4,788,000 | 3,148 |
| Other domestic debt securities | $4,284,000 | 1,105 |
| 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 | $4,284,000 | 707 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $334,000 | 1,439 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $5,983,000 | 3,356 |
| Certificates of participation in pools of residential mortgages | $5,983,000 | 2,771 |
| Issued or guaranteed by U.S. | $5,983,000 | 2,758 |
| 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) | $5,138,000 | 1,867 |
| Available-for-sale securities (fair market value) | $17,275,000 | 4,364 |
| Total debt securities | $22,078,000 | 4,241 |
| Structured notes | ||
| Amortized cost | $3,495,000 | 1,100 |
| Fair value | $3,440,000 | 1,103 |
| 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 | $22,995,000 | 4,186 |
| U.S. Government securities | $13,183,000 | 4,867 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $13,183,000 | 4,732 |
| Securities issued by states & political subdivisions | $4,792,000 | 3,135 |
| Other domestic debt securities | $4,074,000 | 1,122 |
| 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 | $4,074,000 | 735 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $946,000 | 1,080 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $6,157,000 | 3,323 |
| Certificates of participation in pools of residential mortgages | $6,157,000 | 2,755 |
| Issued or guaranteed by U.S. | $6,157,000 | 2,741 |
| 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) | $5,142,000 | 1,895 |
| Available-for-sale securities (fair market value) | $17,853,000 | 4,242 |
| Total debt securities | $22,050,000 | 4,228 |
| Structured notes | ||
| Amortized cost | $3,745,000 | 1,102 |
| Fair value | $3,630,000 | 1,102 |
| 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 | $25,513,000 | 3,975 |
| U.S. Government securities | $14,534,000 | 4,641 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $14,534,000 | 4,501 |
| Securities issued by states & political subdivisions | $4,796,000 | 3,145 |
| Other domestic debt securities | $4,792,000 | 1,082 |
| 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 | $4,792,000 | 713 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $1,391,000 | 946 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $6,574,000 | 3,272 |
| Certificates of participation in pools of residential mortgages | $6,574,000 | 2,724 |
| Issued or guaranteed by U.S. | $6,574,000 | 2,709 |
| 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) | $5,146,000 | 1,910 |
| Available-for-sale securities (fair market value) | $20,367,000 | 3,954 |
| Total debt securities | $24,122,000 | 4,062 |
| Structured notes | ||
| Amortized cost | $3,744,000 | 1,113 |
| Fair value | $3,650,000 | 1,115 |
| 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 | $27,010,000 | 3,840 |
| U.S. Government securities | $15,861,000 | 4,409 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $15,861,000 | 4,269 |
| Securities issued by states & political subdivisions | $5,050,000 | 3,056 |
| Other domestic debt securities | $4,775,000 | 1,090 |
| 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 | $4,775,000 | 744 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $1,324,000 | 982 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $7,183,000 | 3,159 |
| Certificates of participation in pools of residential mortgages | $7,183,000 | 2,615 |
| Issued or guaranteed by U.S. | $7,183,000 | 2,605 |
| 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) | $5,400,000 | 1,905 |
| Available-for-sale securities (fair market value) | $21,610,000 | 3,812 |
| Total debt securities | $25,688,000 | 3,915 |
| Structured notes | ||
| Amortized cost | $4,494,000 | 964 |
| Fair value | $4,405,000 | 972 |
| 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 | $27,814,000 | 3,738 |
| U.S. Government securities | $16,728,000 | 4,228 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $16,728,000 | 4,106 |
| Securities issued by states & political subdivisions | $5,055,000 | 3,040 |
| Other domestic debt securities | $4,594,000 | 1,120 |
| 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 | $4,594,000 | 781 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,437,000 | 967 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $7,744,000 | 3,081 |
| Certificates of participation in pools of residential mortgages | $7,744,000 | 2,529 |
| Issued or guaranteed by U.S. | $7,744,000 | 2,516 |
| 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) | $5,405,000 | 1,908 |
| Available-for-sale securities (fair market value) | $22,409,000 | 3,716 |
| Total debt securities | $26,377,000 | 3,815 |
| Structured notes | ||
| Amortized cost | $4,494,000 | 938 |
| Fair value | $4,439,000 | 942 |
| 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 | $27,651,000 | 3,787 |
| U.S. Government securities | $16,293,000 | 4,340 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $16,293,000 | 4,211 |
| Securities issued by states & political subdivisions | $5,059,000 | 3,034 |
| Other domestic debt securities | $4,864,000 | 1,116 |
| 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 | $4,864,000 | 777 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $1,435,000 | 965 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $8,290,000 | 3,063 |
| Certificates of participation in pools of residential mortgages | $8,290,000 | 2,496 |
| Issued or guaranteed by U.S. | $8,290,000 | 2,485 |
| 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) | $5,409,000 | 1,926 |
| Available-for-sale securities (fair market value) | $22,242,000 | 3,762 |
| Total debt securities | $26,215,000 | 3,858 |
| Structured notes | ||
| Amortized cost | $3,993,000 | 1,039 |
| Fair value | $3,951,000 | 1,050 |
| 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 | $26,038,000 | 3,988 |
| U.S. Government securities | $15,592,000 | 4,528 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,592,000 | 4,386 |
| Securities issued by states & political subdivisions | $3,883,000 | 3,451 |
| Other domestic debt securities | $5,126,000 | 1,112 |
| 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 | $5,126,000 | 796 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $1,437,000 | 1,012 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $7,407,000 | 3,312 |
| Certificates of participation in pools of residential mortgages | $7,407,000 | 2,716 |
| Issued or guaranteed by U.S. | $7,407,000 | 2,708 |
| 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) | $4,233,000 | 2,162 |
| Available-for-sale securities (fair market value) | $21,805,000 | 3,889 |
| Total debt securities | $24,600,000 | 4,092 |
| Structured notes | ||
| Amortized cost | $3,993,000 | 1,042 |
| Fair value | $3,909,000 | 1,044 |
| 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 | $27,848,000 | 3,829 |
| U.S. Government securities | $15,899,000 | 4,483 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $15,899,000 | 4,348 |
| Securities issued by states & political subdivisions | $3,402,000 | 3,637 |
| Other domestic debt securities | $5,236,000 | 1,129 |
| 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 | $5,236,000 | 808 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $3,311,000 | 719 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $7,623,000 | 3,340 |
| Certificates of participation in pools of residential mortgages | $7,623,000 | 2,716 |
| Issued or guaranteed by U.S. | $7,623,000 | 2,709 |
| 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) | $3,752,000 | 2,281 |
| Available-for-sale securities (fair market value) | $24,096,000 | 3,671 |
| Total debt securities | $24,535,000 | 4,119 |
| Structured notes | ||
| Amortized cost | $4,492,000 | 928 |
| Fair value | $4,454,000 | 921 |
| 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 | $27,893,000 | 3,816 |
| U.S. Government securities | $15,895,000 | 4,446 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $15,895,000 | 4,309 |
| Securities issued by states & political subdivisions | $3,405,000 | 3,648 |
| Other domestic debt securities | $4,715,000 | 1,194 |
| 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 | $4,715,000 | 891 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $3,878,000 | 680 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $7,564,000 | 3,366 |
| Certificates of participation in pools of residential mortgages | $7,564,000 | 2,765 |
| Issued or guaranteed by U.S. | $7,564,000 | 2,758 |
| 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) | $3,755,000 | 2,297 |
| Available-for-sale securities (fair market value) | $24,138,000 | 3,635 |
| Total debt securities | $24,015,000 | 4,148 |
| Structured notes | ||
| Amortized cost | $4,491,000 | 934 |
| Fair value | $4,484,000 | 926 |
| 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 | $30,237,000 | 3,635 |
| U.S. Government securities | $16,432,000 | 4,420 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $16,432,000 | 4,274 |
| Securities issued by states & political subdivisions | $3,409,000 | 3,648 |
| Other domestic debt securities | $4,709,000 | 1,238 |
| 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 | $4,709,000 | 930 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $5,687,000 | 552 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $7,741,000 | 3,367 |
| Certificates of participation in pools of residential mortgages | $7,741,000 | 2,772 |
| Issued or guaranteed by U.S. | $7,741,000 | 2,763 |
| 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) | $3,759,000 | 2,295 |
| Available-for-sale securities (fair market value) | $26,478,000 | 3,466 |
| Total debt securities | $24,551,000 | 4,148 |
| Structured notes | ||
| Amortized cost | $4,989,000 | 850 |
| Fair value | $4,889,000 | 833 |
| 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 | $30,176,000 | 3,636 |
| U.S. Government securities | $15,795,000 | 4,502 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $15,795,000 | 4,354 |
| Securities issued by states & political subdivisions | $3,412,000 | 3,650 |
| Other domestic debt securities | $4,838,000 | 1,308 |
| 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 | $4,838,000 | 989 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $6,131,000 | 554 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $7,150,000 | 3,528 |
| Certificates of participation in pools of residential mortgages | $7,150,000 | 2,894 |
| Issued or guaranteed by U.S. | $7,150,000 | 2,884 |
| 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) | $3,762,000 | 2,279 |
| Available-for-sale securities (fair market value) | $26,414,000 | 3,482 |
| Total debt securities | $24,046,000 | 4,192 |
| Structured notes | ||
| Amortized cost | $4,728,000 | 746 |
| Fair value | $4,762,000 | 743 |
| 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 | $29,991,000 | 3,717 |
| U.S. Government securities | $15,084,000 | 4,668 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,084,000 | 4,527 |
| Securities issued by states & political subdivisions | $2,678,000 | 4,025 |
| Other domestic debt securities | $5,404,000 | 1,212 |
| 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 | $5,404,000 | 984 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $6,825,000 | 507 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $6,342,000 | 3,693 |
| Certificates of participation in pools of residential mortgages | $6,342,000 | 3,084 |
| Issued or guaranteed by U.S. | $6,342,000 | 3,070 |
| 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) | $3,278,000 | 2,444 |
| Available-for-sale securities (fair market value) | $26,713,000 | 3,483 |
| Total debt securities | $23,166,000 | 4,341 |
| Structured notes | ||
| Amortized cost | $4,391,000 | 711 |
| Fair value | $4,382,000 | 707 |
| 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 | $30,154,000 | 3,627 |
| U.S. Government securities | $16,001,000 | 4,384 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $16,001,000 | 4,222 |
| Securities issued by states & political subdivisions | $2,393,000 | 4,184 |
| Other domestic debt securities | $5,145,000 | 1,322 |
| 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 | $5,145,000 | 1,086 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $6,615,000 | 553 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $6,753,000 | 3,585 |
| Certificates of participation in pools of residential mortgages | $6,753,000 | 2,975 |
| Issued or guaranteed by U.S. | $6,753,000 | 2,961 |
| 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) | $3,243,000 | 2,464 |
| Available-for-sale securities (fair market value) | $26,911,000 | 3,410 |
| Total debt securities | $23,540,000 | 4,229 |
| Structured notes | ||
| Amortized cost | $3,892,000 | 664 |
| Fair value | $3,882,000 | 658 |
| 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 | $26,923,000 | 3,847 |
| U.S. Government securities | $13,061,000 | 4,879 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $13,061,000 | 4,715 |
| Securities issued by states & political subdivisions | $1,945,000 | 4,418 |
| Other domestic debt securities | $5,232,000 | 1,348 |
| 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 | $5,232,000 | 1,092 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $6,685,000 | 566 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $6,546,000 | 3,733 |
| Certificates of participation in pools of residential mortgages | $6,546,000 | 3,034 |
| Issued or guaranteed by U.S. | $6,546,000 | 3,022 |
| 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) | $3,045,000 | 2,549 |
| Available-for-sale securities (fair market value) | $23,878,000 | 3,608 |
| Total debt securities | $20,236,000 | 4,565 |
| Structured notes | ||
| Amortized cost | $2,098,000 | 795 |
| Fair value | $2,128,000 | 795 |
| 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 | $24,398,000 | 4,088 |
| U.S. Government securities | $10,075,000 | 5,562 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $10,075,000 | 5,378 |
| Securities issued by states & political subdivisions | $1,945,000 | 4,334 |
| Other domestic debt securities | $6,110,000 | 1,253 |
| 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 | $6,110,000 | 1,011 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $6,268,000 | 600 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $5,321,000 | 4,064 |
| Certificates of participation in pools of residential mortgages | $5,321,000 | 3,326 |
| Issued or guaranteed by U.S. | $5,321,000 | 3,315 |
| 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) | $3,045,000 | 2,576 |
| Available-for-sale securities (fair market value) | $21,353,000 | 3,858 |
| Total debt securities | $18,130,000 | 4,852 |
| Structured notes | ||
| Amortized cost | $1,098,000 | 868 |
| Fair value | $1,120,000 | 863 |
| 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 | $23,846,000 | 4,136 |
| U.S. Government securities | $10,111,000 | 5,562 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $10,111,000 | 5,367 |
| Securities issued by states & political subdivisions | $1,375,000 | 4,794 |
| Other domestic debt securities | $6,112,000 | 1,253 |
| 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 | $6,112,000 | 1,017 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,248,000 | 601 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $5,202,000 | 4,088 |
| Certificates of participation in pools of residential mortgages | $5,202,000 | 3,305 |
| Issued or guaranteed by U.S. | $5,202,000 | 3,293 |
| 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) | $2,375,000 | 2,879 |
| Available-for-sale securities (fair market value) | $21,471,000 | 3,813 |
| Total debt securities | $17,597,000 | 4,930 |
| Structured notes | ||
| Amortized cost | $1,348,000 | 676 |
| Fair value | $1,372,000 | 668 |
| 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 | $19,697,000 | 4,573 |
| U.S. Government securities | $8,873,000 | 5,817 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $8,873,000 | 5,591 |
| Securities issued by states & political subdivisions | $837,000 | 5,445 |
| Other domestic debt securities | $5,805,000 | 1,297 |
| 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 | $5,805,000 | 1,036 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $4,182,000 | 744 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,583 |
| Mortgage-backed securities | $4,359,000 | 4,177 |
| Certificates of participation in pools of residential mortgages | $4,359,000 | 3,353 |
| Issued or guaranteed by U.S. | $4,359,000 | 3,338 |
| 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) | $1,834,000 | 3,291 |
| Available-for-sale securities (fair market value) | $17,863,000 | 4,140 |
| Total debt securities | $15,515,000 | 5,182 |
| 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 | $10,786,000 | 6,567 |
| U.S. Government securities | $5,346,000 | 7,606 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,346,000 | 7,261 |
| Securities issued by states & political subdivisions | $702,000 | 5,765 |
| Other domestic debt securities | $1,584,000 | 2,110 |
| 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 | $1,584,000 | 1,812 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,154,000 | 1,181 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $1,110,000 | 5,428 |
| Certificates of participation in pools of residential mortgages | $1,110,000 | 4,676 |
| Issued or guaranteed by U.S. | $1,110,000 | 4,661 |
| 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) | $2,702,000 | 3,547 |
| Available-for-sale securities (fair market value) | $8,084,000 | 6,230 |
| Total debt securities | $7,632,000 | 7,358 |
| 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 | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $10,337,000 | 6,971 |
| U.S. Government securities | $6,072,000 | 7,578 |
| U.S. Treasury securities | $998,000 | 3,724 |
| U.S. Government agency obligations | $5,074,000 | 7,481 |
| Securities issued by states & political subdivisions | $702,000 | 6,069 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,563,000 | 1,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $1,176,000 | 5,692 |
| Certificates of participation in pools of residential mortgages | $1,176,000 | 4,865 |
| Issued or guaranteed by U.S. | $1,176,000 | 4,850 |
| 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) | $3,202,000 | 3,692 |
| Available-for-sale securities (fair market value) | $7,135,000 | 6,723 |
| Total debt securities | $6,773,000 | 7,950 |
| 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 | $8,897,000 | 7,419 |
| U.S. Government securities | $5,023,000 | 8,016 |
| U.S. Treasury securities | $2,026,000 | 3,848 |
| U.S. Government agency obligations | $2,997,000 | 8,236 |
| Securities issued by states & political subdivisions | $251,000 | 7,113 |
| Other domestic debt securities | $0 | 3,984 |
| 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 | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,623,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,358 |
| Mortgage-backed securities | $0 | 8,139 |
| Certificates of participation in pools of residential mortgages | $0 | 7,719 |
| Issued or guaranteed by U.S. | $0 | 7,698 |
| 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) | $2,751,000 | 4,312 |
| Available-for-sale securities (fair market value) | $6,146,000 | 6,950 |
| Total debt securities | $5,274,000 | 8,548 |
| 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 | $8,607,000 | 7,880 |
| U.S. Government securities | $4,759,000 | 8,714 |
| U.S. Treasury securities | $2,009,000 | 5,114 |
| U.S. Government agency obligations | $2,750,000 | 8,584 |
| 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 | $3,848,000 | 964 |
| 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 | $0 | 8,506 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| 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) | $2,750,000 | 5,171 |
| Available-for-sale securities (fair market value) | $5,857,000 | 7,116 |
| Total debt securities | $4,760,000 | 9,228 |
| 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 | $8,991,000 | 8,279 |
| U.S. Government securities | $5,257,000 | 9,012 |
| U.S. Treasury securities | $3,007,000 | 5,055 |
| U.S. Government agency obligations | $2,250,000 | 9,305 |
| 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 | $3,734,000 | 953 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $2,250,000 | 5,700 |
| Certificates of participation in pools of residential mortgages | $2,250,000 | 4,554 |
| Issued or guaranteed by U.S. | $2,250,000 | 4,532 |
| 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) | $2,250,000 | 6,106 |
| Available-for-sale securities (fair market value) | $6,741,000 | 7,079 |
| Total debt securities | $5,249,000 | 9,558 |
| 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 | $11,496,000 | 7,765 |
| U.S. Government securities | $7,849,000 | 8,241 |
| U.S. Treasury securities | $6,849,000 | 3,691 |
| U.S. Government agency obligations | $1,000,000 | 10,472 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| 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 | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,647,000 | 930 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $1,000,000 | 7,296 |
| Certificates of participation in pools of residential mortgages | $1,000,000 | 6,087 |
| Issued or guaranteed by U.S. | $1,000,000 | 6,057 |
| 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) | $1,000,000 | 7,367 |
| Available-for-sale securities (fair market value) | $10,496,000 | 6,010 |
| Total debt securities | $7,796,000 | 8,973 |
| 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 | $11,628,000 | 8,184 |
| U.S. Government securities | $8,600,000 | 8,380 |
| U.S. Treasury securities | $8,600,000 | 3,845 |
| U.S. Government agency obligations | $0 | 11,789 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| 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 | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,028,000 | 960 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| 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) | $11,628,000 | 4,328 |
| Total debt securities | $8,773,000 | 9,107 |
| 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 | $8,295,000 | 9,750 |
| U.S. Government securities | $4,001,000 | 11,101 |
| U.S. Treasury securities | $4,001,000 | 6,491 |
| U.S. Government agency obligations | $0 | 12,230 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $200,000 | 5,291 |
| 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 | $200,000 | 4,147 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,094,000 | 867 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| 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 | $4,201,000 | 11,523 |
| 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 | $7,841,000 | 10,097 |
| U.S. Government securities | $1,755,000 | 12,847 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $1,755,000 | 10,786 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $701,000 | 4,623 |
| 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 | $701,000 | 3,413 |
| Foreign debt securities | NA | NA |
| Equity securities | $5,385,000 | 582 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $1,755,000 | 7,943 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,755,000 | 4,243 |
| CMOs issued by government agencies or sponsored agencies | $1,755,000 | 3,919 |
| 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 | $2,456,000 | 12,721 |
| 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 |