Home > Pepperell Bank & Trust > Securities
Pepperell Bank & Trust, Securities
| 2007-06-30 | Rank | |
| Total securities | $29,257,000 | 3,477 |
| U.S. Government securities | $12,584,000 | 4,871 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $12,584,000 | 4,761 |
| Securities issued by states & political subdivisions | $3,920,000 | 3,425 |
| Other domestic debt securities | $12,753,000 | 616 |
| Privately issued residential mortgage-backed securities | $12,753,000 | 368 |
| 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 | $14,647,000 | 2,709 |
| Mortgage-backed securities | $20,825,000 | 1,711 |
| Certificates of participation in pools of residential mortgages | $7,877,000 | 2,381 |
| Issued or guaranteed by U.S. | $7,877,000 | 2,369 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $12,948,000 | 909 |
| CMOs issued by government agencies or sponsored agencies | $195,000 | 2,898 |
| Privately issued | $12,753,000 | 348 |
| 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) | $29,257,000 | 3,056 |
| Total debt securities | $29,257,000 | 3,438 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,116 |
| Fair value | $730,000 | 2,141 |
| 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 | $32,305,000 | 3,285 |
| U.S. Government securities | $15,101,000 | 4,417 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $15,101,000 | 4,307 |
| Securities issued by states & political subdivisions | $3,968,000 | 3,427 |
| Other domestic debt securities | $13,236,000 | 620 |
| Privately issued residential mortgage-backed securities | $13,236,000 | 355 |
| 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 | $21,648,000 | 2,061 |
| Mortgage-backed securities | $22,797,000 | 1,588 |
| Certificates of participation in pools of residential mortgages | $9,353,000 | 2,150 |
| Issued or guaranteed by U.S. | $9,353,000 | 2,141 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,444,000 | 880 |
| CMOs issued by government agencies or sponsored agencies | $208,000 | 2,882 |
| Privately issued | $13,236,000 | 332 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $32,305,000 | 2,851 |
| Total debt securities | $32,304,000 | 3,241 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,185 |
| Fair value | $732,000 | 2,217 |
| 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 | $28,610,000 | 3,589 |
| U.S. Government securities | $15,480,000 | 4,406 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $15,480,000 | 4,290 |
| Securities issued by states & political subdivisions | $3,972,000 | 3,436 |
| Other domestic debt securities | $9,158,000 | 743 |
| Privately issued residential mortgage-backed securities | $9,158,000 | 412 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,006,000 | 2,115 |
| Mortgage-backed securities | $19,122,000 | 1,810 |
| Certificates of participation in pools of residential mortgages | $9,751,000 | 2,109 |
| Issued or guaranteed by U.S. | $9,751,000 | 2,099 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,371,000 | 1,090 |
| CMOs issued by government agencies or sponsored agencies | $213,000 | 2,877 |
| Privately issued | $9,158,000 | 393 |
| 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) | $28,610,000 | 3,131 |
| Total debt securities | $28,610,000 | 3,539 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,283 |
| Fair value | $728,000 | 2,316 |
| 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 | $25,100,000 | 3,965 |
| U.S. Government securities | $16,674,000 | 4,248 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $16,674,000 | 4,129 |
| Securities issued by states & political subdivisions | $3,956,000 | 3,425 |
| Other domestic debt securities | $4,470,000 | 1,091 |
| Privately issued residential mortgage-backed securities | $4,470,000 | 544 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,062,000 | 2,023 |
| Mortgage-backed securities | $14,941,000 | 2,113 |
| Certificates of participation in pools of residential mortgages | $10,253,000 | 2,070 |
| Issued or guaranteed by U.S. | $10,253,000 | 2,058 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,688,000 | 1,525 |
| CMOs issued by government agencies or sponsored agencies | $218,000 | 2,843 |
| Privately issued | $4,470,000 | 514 |
| 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) | $25,100,000 | 3,450 |
| Total debt securities | $25,100,000 | 3,905 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,947 |
| Fair value | $1,208,000 | 1,979 |
| 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 | $26,023,000 | 3,848 |
| U.S. Government securities | $17,524,000 | 4,122 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $17,524,000 | 3,999 |
| Securities issued by states & political subdivisions | $3,934,000 | 3,425 |
| Other domestic debt securities | $4,565,000 | 1,066 |
| Privately issued residential mortgage-backed securities | $4,565,000 | 525 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,075,000 | 1,933 |
| Mortgage-backed securities | $15,460,000 | 2,070 |
| Certificates of participation in pools of residential mortgages | $10,668,000 | 2,019 |
| Issued or guaranteed by U.S. | $10,668,000 | 2,008 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,792,000 | 1,507 |
| CMOs issued by government agencies or sponsored agencies | $227,000 | 2,811 |
| Privately issued | $4,565,000 | 496 |
| 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) | $26,023,000 | 3,357 |
| Total debt securities | $26,023,000 | 3,785 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,007 |
| Fair value | $1,191,000 | 2,034 |
| 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 | $27,338,000 | 3,783 |
| U.S. Government securities | $18,333,000 | 4,040 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $18,333,000 | 3,907 |
| Securities issued by states & political subdivisions | $3,954,000 | 3,423 |
| Other domestic debt securities | $5,051,000 | 1,046 |
| Privately issued residential mortgage-backed securities | $5,051,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,260,000 | 1,847 |
| Mortgage-backed securities | $16,708,000 | 2,014 |
| Certificates of participation in pools of residential mortgages | $11,421,000 | 1,977 |
| Issued or guaranteed by U.S. | $11,421,000 | 1,965 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,287,000 | 1,437 |
| CMOs issued by government agencies or sponsored agencies | $236,000 | 2,802 |
| Privately issued | $5,051,000 | 480 |
| 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) | $27,338,000 | 3,292 |
| Total debt securities | $27,337,000 | 3,733 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 2,008 |
| Fair value | $1,203,000 | 2,035 |
| 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 | $28,254,000 | 3,724 |
| U.S. Government securities | $18,972,000 | 3,951 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $18,972,000 | 3,819 |
| Securities issued by states & political subdivisions | $3,980,000 | 3,436 |
| Other domestic debt securities | $5,302,000 | 1,034 |
| Privately issued residential mortgage-backed securities | $5,302,000 | 489 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,102,000 | 1,845 |
| Mortgage-backed securities | $17,588,000 | 1,966 |
| Certificates of participation in pools of residential mortgages | $12,043,000 | 1,929 |
| Issued or guaranteed by U.S. | $12,043,000 | 1,916 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $5,545,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $243,000 | 2,821 |
| Privately issued | $5,302,000 | 461 |
| 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) | $28,254,000 | 3,226 |
| Total debt securities | $28,254,000 | 3,667 |
| Structured notes | ||
| Amortized cost | $1,250,000 | 1,997 |
| Fair value | $1,205,000 | 2,023 |
| 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 | $23,128,000 | 4,208 |
| U.S. Government securities | $19,104,000 | 3,878 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,104,000 | 3,750 |
| Securities issued by states & political subdivisions | $4,024,000 | 3,405 |
| Other domestic debt securities | $0 | 3,411 |
| 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 | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,198,000 | 2,703 |
| Mortgage-backed securities | $13,379,000 | 2,324 |
| Certificates of participation in pools of residential mortgages | $13,118,000 | 1,851 |
| Issued or guaranteed by U.S. | $13,118,000 | 1,836 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $261,000 | 3,110 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 2,814 |
| 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) | $23,128,000 | 3,641 |
| Total debt securities | $23,127,000 | 4,158 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,966 |
| Fair value | $1,215,000 | 1,978 |
| 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 | $24,233,000 | 4,125 |
| U.S. Government securities | $20,229,000 | 3,763 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,229,000 | 3,641 |
| Securities issued by states & political subdivisions | $4,004,000 | 3,404 |
| Other domestic debt securities | $0 | 3,466 |
| 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 | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,754,000 | 3,059 |
| Mortgage-backed securities | $14,479,000 | 2,271 |
| Certificates of participation in pools of residential mortgages | $14,198,000 | 1,818 |
| Issued or guaranteed by U.S. | $14,198,000 | 1,804 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $281,000 | 3,124 |
| CMOs issued by government agencies or sponsored agencies | $281,000 | 2,834 |
| 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) | $24,233,000 | 3,572 |
| Total debt securities | $24,233,000 | 4,068 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,957 |
| Fair value | $1,217,000 | 1,965 |
| 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 | $22,896,000 | 4,346 |
| U.S. Government securities | $18,917,000 | 4,031 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $18,917,000 | 3,886 |
| Securities issued by states & political subdivisions | $3,979,000 | 3,407 |
| Other domestic debt securities | $0 | 3,519 |
| 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 | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,301,000 | 3,313 |
| Mortgage-backed securities | $13,222,000 | 2,485 |
| Certificates of participation in pools of residential mortgages | $12,921,000 | 1,988 |
| Issued or guaranteed by U.S. | $12,921,000 | 1,977 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $301,000 | 3,161 |
| CMOs issued by government agencies or sponsored agencies | $301,000 | 2,881 |
| 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) | $22,896,000 | 3,766 |
| Total debt securities | $22,896,000 | 4,291 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,938 |
| Fair value | $1,202,000 | 1,950 |
| 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 | $24,131,000 | 4,225 |
| U.S. Government securities | $20,075,000 | 3,867 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $20,075,000 | 3,731 |
| Securities issued by states & political subdivisions | $4,056,000 | 3,391 |
| Other domestic debt securities | $0 | 3,573 |
| 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 | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,051,000 | 3,157 |
| Mortgage-backed securities | $14,308,000 | 2,407 |
| Certificates of participation in pools of residential mortgages | $13,990,000 | 1,904 |
| Issued or guaranteed by U.S. | $13,990,000 | 1,895 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $318,000 | 3,186 |
| CMOs issued by government agencies or sponsored agencies | $318,000 | 2,902 |
| 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) | $24,131,000 | 3,670 |
| Total debt securities | $24,131,000 | 4,155 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,890 |
| Fair value | $1,222,000 | 1,902 |
| 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 | $25,936,000 | 3,998 |
| U.S. Government securities | $21,894,000 | 3,627 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $21,894,000 | 3,506 |
| Securities issued by states & political subdivisions | $4,042,000 | 3,407 |
| Other domestic debt securities | $0 | 3,638 |
| 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 | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,544,000 | 3,026 |
| Mortgage-backed securities | $16,331,000 | 2,221 |
| Certificates of participation in pools of residential mortgages | $15,991,000 | 1,767 |
| Issued or guaranteed by U.S. | $15,991,000 | 1,759 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $340,000 | 3,178 |
| CMOs issued by government agencies or sponsored agencies | $340,000 | 2,907 |
| 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) | $25,936,000 | 3,474 |
| Total debt securities | $25,936,000 | 3,933 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,886 |
| Fair value | $1,239,000 | 1,893 |
| 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 | $32,874,000 | 3,423 |
| U.S. Government securities | $26,898,000 | 3,136 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $26,898,000 | 3,010 |
| Securities issued by states & political subdivisions | $5,976,000 | 2,762 |
| Other domestic debt securities | $0 | 3,741 |
| 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 | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,025,000 | 2,775 |
| Mortgage-backed securities | $20,021,000 | 1,963 |
| Certificates of participation in pools of residential mortgages | $19,674,000 | 1,527 |
| Issued or guaranteed by U.S. | $19,674,000 | 1,515 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $347,000 | 3,233 |
| CMOs issued by government agencies or sponsored agencies | $347,000 | 2,970 |
| 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) | $32,874,000 | 2,944 |
| Total debt securities | $32,874,000 | 3,357 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,869 |
| Fair value | $1,190,000 | 1,884 |
| 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 | $24,805,000 | 4,172 |
| U.S. Government securities | $21,468,000 | 3,661 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $21,468,000 | 3,542 |
| Securities issued by states & political subdivisions | $3,337,000 | 3,685 |
| Other domestic debt securities | $0 | 3,839 |
| 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 | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,308,000 | 4,428 |
| Mortgage-backed securities | $17,668,000 | 2,186 |
| Certificates of participation in pools of residential mortgages | $17,263,000 | 1,714 |
| Issued or guaranteed by U.S. | $17,263,000 | 1,705 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $405,000 | 3,257 |
| CMOs issued by government agencies or sponsored agencies | $405,000 | 2,980 |
| 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) | $24,805,000 | 3,625 |
| Total debt securities | $24,805,000 | 4,099 |
| Structured notes | ||
| Amortized cost | $1,249,000 | 1,659 |
| Fair value | $1,239,000 | 1,667 |
| 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 | $26,925,000 | 4,012 |
| U.S. Government securities | $24,442,000 | 3,386 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $24,442,000 | 3,270 |
| Securities issued by states & political subdivisions | $2,483,000 | 4,118 |
| Other domestic debt securities | $0 | 3,890 |
| 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 | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,249,000 | 3,531 |
| Mortgage-backed securities | $12,499,000 | 2,681 |
| Certificates of participation in pools of residential mortgages | $10,617,000 | 2,340 |
| Issued or guaranteed by U.S. | $10,617,000 | 2,327 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,882,000 | 2,359 |
| CMOs issued by government agencies or sponsored agencies | $1,882,000 | 2,236 |
| 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) | $26,925,000 | 3,468 |
| Total debt securities | $26,925,000 | 3,934 |
| Structured notes | ||
| Amortized cost | $1,748,000 | 1,343 |
| Fair value | $1,692,000 | 1,350 |
| 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 | $31,037,000 | 3,550 |
| U.S. Government securities | $29,002,000 | 2,901 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $29,002,000 | 2,792 |
| Securities issued by states & political subdivisions | $2,035,000 | 4,378 |
| Other domestic debt securities | $0 | 3,996 |
| 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 | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,225,000 | 4,733 |
| Mortgage-backed securities | $17,720,000 | 2,161 |
| Certificates of participation in pools of residential mortgages | $14,445,000 | 1,938 |
| Issued or guaranteed by U.S. | $14,445,000 | 1,928 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $3,275,000 | 1,950 |
| CMOs issued by government agencies or sponsored agencies | $3,275,000 | 1,824 |
| 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) | $4,225,000 | 2,216 |
| Available-for-sale securities (fair market value) | $26,812,000 | 3,421 |
| Total debt securities | $31,037,000 | 3,475 |
| Structured notes | ||
| Amortized cost | $1,748,000 | 1,159 |
| Fair value | $1,679,000 | 1,167 |
| 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 | $30,355,000 | 3,519 |
| U.S. Government securities | $28,252,000 | 2,866 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $28,252,000 | 2,761 |
| Securities issued by states & political subdivisions | $1,713,000 | 4,578 |
| Other domestic debt securities | $390,000 | 3,393 |
| Privately issued residential mortgage-backed securities | $390,000 | 867 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,242,000 | 4,696 |
| Mortgage-backed securities | $20,255,000 | 2,033 |
| Certificates of participation in pools of residential mortgages | $15,566,000 | 1,799 |
| Issued or guaranteed by U.S. | $15,566,000 | 1,788 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,689,000 | 1,791 |
| CMOs issued by government agencies or sponsored agencies | $4,299,000 | 1,748 |
| Privately issued | $390,000 | 763 |
| 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) | $4,242,000 | 2,231 |
| Available-for-sale securities (fair market value) | $26,113,000 | 3,398 |
| Total debt securities | $30,355,000 | 3,446 |
| Structured notes | ||
| Amortized cost | $2,248,000 | 781 |
| Fair value | $2,253,000 | 782 |
| 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 | $31,591,000 | 3,386 |
| U.S. Government securities | $27,480,000 | 2,907 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $27,480,000 | 2,778 |
| Securities issued by states & political subdivisions | $3,116,000 | 3,708 |
| Other domestic debt securities | $995,000 | 2,839 |
| Privately issued residential mortgage-backed securities | $995,000 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,259,000 | 4,706 |
| Mortgage-backed securities | $20,755,000 | 1,973 |
| Certificates of participation in pools of residential mortgages | $10,447,000 | 2,315 |
| Issued or guaranteed by U.S. | $10,447,000 | 2,301 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $10,308,000 | 1,247 |
| CMOs issued by government agencies or sponsored agencies | $9,313,000 | 1,220 |
| Privately issued | $995,000 | 622 |
| 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) | $4,259,000 | 2,272 |
| Available-for-sale securities (fair market value) | $27,332,000 | 3,258 |
| Total debt securities | $31,591,000 | 3,309 |
| Structured notes | ||
| Amortized cost | $1,999,000 | 681 |
| Fair value | $2,008,000 | 648 |
| 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 | $35,048,000 | 3,107 |
| U.S. Government securities | $30,561,000 | 2,664 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $30,561,000 | 2,549 |
| Securities issued by states & political subdivisions | $4,487,000 | 3,118 |
| Other domestic debt securities | $0 | 4,152 |
| 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 | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,729,000 | 4,517 |
| Mortgage-backed securities | $22,577,000 | 1,835 |
| Certificates of participation in pools of residential mortgages | $15,057,000 | 1,777 |
| Issued or guaranteed by U.S. | $15,057,000 | 1,767 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $7,520,000 | 1,478 |
| CMOs issued by government agencies or sponsored agencies | $7,520,000 | 1,381 |
| 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) | $4,275,000 | 2,314 |
| Available-for-sale securities (fair market value) | $30,773,000 | 2,956 |
| Total debt securities | $35,048,000 | 3,028 |
| Structured notes | ||
| Amortized cost | $2,948,000 | 380 |
| Fair value | $2,955,000 | 379 |
| 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 | $3,105,000 | 8,535 |
| U.S. Government securities | $3,105,000 | 8,014 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $3,105,000 | 7,783 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| 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 | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $760,000 | 6,956 |
| Mortgage-backed securities | $1,590,000 | 5,512 |
| Certificates of participation in pools of residential mortgages | $1,590,000 | 4,781 |
| Issued or guaranteed by U.S. | $1,590,000 | 4,757 |
| 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) | $3,105,000 | 7,575 |
| Total debt securities | $3,105,000 | 8,441 |
| 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 | $4,844,000 | 8,414 |
| U.S. Government securities | $4,366,000 | 8,026 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $4,366,000 | 7,688 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $478,000 | 3,935 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $554,000 | 7,423 |
| Mortgage-backed securities | $2,422,000 | 4,529 |
| Certificates of participation in pools of residential mortgages | $2,422,000 | 3,687 |
| Issued or guaranteed by U.S. | $2,422,000 | 3,673 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $4,844,000 | 7,303 |
| Total debt securities | $4,366,000 | 8,458 |
| 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 | $5,022,000 | 8,660 |
| U.S. Government securities | $4,763,000 | 8,152 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $4,763,000 | 7,639 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| 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 | $259,000 | 5,169 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $796,000 | 7,404 |
| Mortgage-backed securities | $2,886,000 | 4,538 |
| Certificates of participation in pools of residential mortgages | $2,886,000 | 3,640 |
| Issued or guaranteed by U.S. | $2,886,000 | 3,624 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $5,022,000 | 7,411 |
| Total debt securities | $4,763,000 | 8,648 |
| 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 | $6,198,000 | 8,329 |
| U.S. Government securities | $6,021,000 | 7,573 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $6,021,000 | 6,703 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| 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 | $177,000 | 5,647 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,327,000 | 6,781 |
| Mortgage-backed securities | $2,641,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $2,641,000 | 4,008 |
| Issued or guaranteed by U.S. | $2,641,000 | 3,989 |
| 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) | $350,000 | 6,052 |
| Available-for-sale securities (fair market value) | $5,848,000 | 7,047 |
| Total debt securities | $6,021,000 | 8,265 |
| 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 | $4,919,000 | 9,280 |
| U.S. Government securities | $4,307,000 | 8,930 |
| U.S. Treasury securities | $505,000 | 7,097 |
| U.S. Government agency obligations | $3,802,000 | 7,941 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $347,000 | 2,598 |
| 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 | $347,000 | 2,079 |
| Foreign debt securities | NA | NA |
| Equity securities | $265,000 | 4,887 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $204,000 | 8,563 |
| Mortgage-backed securities | $2,704,000 | 4,962 |
| Certificates of participation in pools of residential mortgages | $2,704,000 | 3,931 |
| Issued or guaranteed by U.S. | $2,704,000 | 3,914 |
| 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) | $770,000 | 6,523 |
| Available-for-sale securities (fair market value) | $4,149,000 | 7,830 |
| Total debt securities | $4,654,000 | 9,258 |
| Structured notes | ||
| Amortized cost | $250,000 | 2,431 |
| Fair value | $249,000 | 2,493 |
| 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 | $5,858,000 | 9,413 |
| U.S. Government securities | $4,952,000 | 9,181 |
| U.S. Treasury securities | $0 | 8,776 |
| U.S. Government agency obligations | $4,952,000 | 7,684 |
| Securities issued by states & political subdivisions | $208,000 | 7,889 |
| Other domestic debt securities | $451,000 | 2,804 |
| 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 | $451,000 | 2,154 |
| Foreign debt securities | NA | NA |
| Equity securities | $247,000 | 4,909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,336,000 | 6,419 |
| Mortgage-backed securities | $3,373,000 | 5,006 |
| Certificates of participation in pools of residential mortgages | $3,373,000 | 3,889 |
| Issued or guaranteed by U.S. | $3,373,000 | 3,868 |
| 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) | $816,000 | 7,163 |
| Available-for-sale securities (fair market value) | $5,042,000 | 7,750 |
| Total debt securities | $5,611,000 | 9,417 |
| Structured notes | ||
| Amortized cost | $250,000 | 3,178 |
| Fair value | $247,000 | 3,277 |
| 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 | $4,943,000 | 10,242 |
| U.S. Government securities | $4,327,000 | 9,892 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $4,327,000 | 8,115 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $448,000 | 3,346 |
| 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 | $448,000 | 2,630 |
| Foreign debt securities | NA | NA |
| Equity securities | $168,000 | 5,359 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,534,000 | 5,551 |
| Mortgage-backed securities | $1,753,000 | 6,496 |
| Certificates of participation in pools of residential mortgages | $1,753,000 | 5,171 |
| Issued or guaranteed by U.S. | $1,753,000 | 5,136 |
| 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) | $827,000 | 7,526 |
| Available-for-sale securities (fair market value) | $4,116,000 | 8,453 |
| Total debt securities | $4,775,000 | 10,206 |
| Structured notes | ||
| Amortized cost | $500,000 | 3,409 |
| Fair value | $497,000 | 3,572 |
| 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 | $4,026,000 | 11,253 |
| U.S. Government securities | $3,418,000 | 11,011 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $3,418,000 | 8,783 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $187,000 | 4,688 |
| 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 | $187,000 | 3,772 |
| Foreign debt securities | NA | NA |
| Equity securities | $421,000 | 3,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $850,000 | 8,687 |
| 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) | $850,000 | 10,867 |
| Available-for-sale securities (fair market value) | $3,176,000 | 7,994 |
| Total debt securities | $3,605,000 | 11,335 |
| 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 | $3,139,000 | 12,095 |
| U.S. Government securities | $2,250,000 | 12,077 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $2,250,000 | 10,025 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $450,000 | 4,426 |
| 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 | $450,000 | 3,417 |
| Foreign debt securities | NA | NA |
| Equity securities | $439,000 | 3,283 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 9,034 |
| 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 | $2,700,000 | 12,158 |
| 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 | $3,833,000 | 12,212 |
| U.S. Government securities | $2,750,000 | 12,253 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $2,750,000 | 9,773 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $450,000 | 5,266 |
| 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 | $450,000 | 4,005 |
| Foreign debt securities | NA | NA |
| Equity securities | $633,000 | 2,338 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $750,000 | 9,212 |
| Mortgage-backed securities | $0 | 11,133 |
| 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 | $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 | $3,200,000 | 12,365 |
| 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 |