Home > The Bank of Bradford > Securities
The Bank of Bradford, Securities
| 2008-09-30 | Rank | |
| Total securities | $20,285,000 | 4,358 |
| U.S. Government securities | $18,989,000 | 3,643 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $18,989,000 | 3,572 |
| Securities issued by states & political subdivisions | $1,296,000 | 4,596 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,877,000 | 5,703 |
| Mortgage-backed securities | $15,745,000 | 2,616 |
| Certificates of participation in pools of residential mortgages | $7,371,000 | 3,063 |
| Issued or guaranteed by U.S. | $7,371,000 | 3,053 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $8,374,000 | 1,376 |
| CMOs issued by government agencies or sponsored agencies | $8,374,000 | 1,091 |
| 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) | $1,023,000 | 2,528 |
| Available-for-sale securities (fair market value) | $19,262,000 | 3,999 |
| Total debt securities | $20,285,000 | 4,323 |
| Structured notes | ||
| Amortized cost | $1,736,000 | 725 |
| Fair value | $1,733,000 | 713 |
| 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 | $20,485,000 | 4,378 |
| U.S. Government securities | $19,042,000 | 3,667 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $19,042,000 | 3,592 |
| Securities issued by states & political subdivisions | $1,443,000 | 4,541 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,767,000 | 5,743 |
| Mortgage-backed securities | $14,746,000 | 2,674 |
| Certificates of participation in pools of residential mortgages | $6,750,000 | 3,212 |
| Issued or guaranteed by U.S. | $6,750,000 | 3,196 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,996,000 | 1,405 |
| CMOs issued by government agencies or sponsored agencies | $7,996,000 | 1,131 |
| 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) | $1,722,000 | 2,290 |
| Available-for-sale securities (fair market value) | $18,763,000 | 4,131 |
| Total debt securities | $20,485,000 | 4,330 |
| Structured notes | ||
| Amortized cost | $1,269,000 | 892 |
| Fair value | $1,263,000 | 889 |
| 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 | $21,548,000 | 4,224 |
| U.S. Government securities | $20,039,000 | 3,514 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $20,039,000 | 3,452 |
| Securities issued by states & political subdivisions | $1,509,000 | 4,530 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,768,000 | 5,741 |
| Mortgage-backed securities | $13,906,000 | 2,697 |
| Certificates of participation in pools of residential mortgages | $6,218,000 | 3,212 |
| Issued or guaranteed by U.S. | $6,218,000 | 3,198 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,688,000 | 1,393 |
| CMOs issued by government agencies or sponsored agencies | $7,688,000 | 1,132 |
| 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) | $2,874,000 | 2,030 |
| Available-for-sale securities (fair market value) | $18,674,000 | 4,110 |
| Total debt securities | $21,548,000 | 4,171 |
| Structured notes | ||
| Amortized cost | $1,082,000 | 1,021 |
| Fair value | $1,087,000 | 1,020 |
| 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 | $19,616,000 | 4,507 |
| U.S. Government securities | $18,115,000 | 3,839 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $18,115,000 | 3,761 |
| Securities issued by states & political subdivisions | $1,501,000 | 4,528 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,756,000 | 5,802 |
| Mortgage-backed securities | $10,085,000 | 2,903 |
| Certificates of participation in pools of residential mortgages | $3,154,000 | 3,848 |
| Issued or guaranteed by U.S. | $3,154,000 | 3,832 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,931,000 | 1,390 |
| CMOs issued by government agencies or sponsored agencies | $6,931,000 | 1,147 |
| 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) | $3,414,000 | 1,975 |
| Available-for-sale securities (fair market value) | $16,202,000 | 4,444 |
| Total debt securities | $19,616,000 | 4,452 |
| Structured notes | ||
| Amortized cost | $507,000 | 1,942 |
| Fair value | $512,000 | 1,950 |
| 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 | $19,825,000 | 4,511 |
| U.S. Government securities | $18,414,000 | 3,846 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $18,414,000 | 3,766 |
| Securities issued by states & political subdivisions | $1,411,000 | 4,598 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,797,000 | 5,819 |
| Mortgage-backed securities | $7,415,000 | 3,153 |
| Certificates of participation in pools of residential mortgages | $1,764,000 | 4,339 |
| Issued or guaranteed by U.S. | $1,764,000 | 4,327 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,651,000 | 1,503 |
| CMOs issued by government agencies or sponsored agencies | $5,651,000 | 1,250 |
| 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) | $3,456,000 | 2,003 |
| Available-for-sale securities (fair market value) | $16,369,000 | 4,420 |
| Total debt securities | $19,824,000 | 4,460 |
| Structured notes | ||
| Amortized cost | $514,000 | 2,155 |
| Fair value | $516,000 | 2,157 |
| 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 | $20,624,000 | 4,409 |
| U.S. Government securities | $19,224,000 | 3,749 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $19,224,000 | 3,662 |
| Securities issued by states & political subdivisions | $1,400,000 | 4,621 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,789,000 | 5,868 |
| Mortgage-backed securities | $7,050,000 | 3,166 |
| Certificates of participation in pools of residential mortgages | $1,861,000 | 4,264 |
| Issued or guaranteed by U.S. | $1,861,000 | 4,250 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,189,000 | 1,519 |
| CMOs issued by government agencies or sponsored agencies | $5,189,000 | 1,275 |
| 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) | $5,003,000 | 1,757 |
| Available-for-sale securities (fair market value) | $15,621,000 | 4,530 |
| Total debt securities | $20,624,000 | 4,359 |
| Structured notes | ||
| Amortized cost | $279,000 | 2,578 |
| Fair value | $281,000 | 2,577 |
| 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 | $21,177,000 | 4,342 |
| U.S. Government securities | $19,871,000 | 3,679 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $19,871,000 | 3,586 |
| Securities issued by states & political subdivisions | $1,306,000 | 4,699 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,799,000 | 5,882 |
| Mortgage-backed securities | $5,668,000 | 3,443 |
| Certificates of participation in pools of residential mortgages | $1,693,000 | 4,358 |
| Issued or guaranteed by U.S. | $1,693,000 | 4,341 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $3,975,000 | 1,687 |
| CMOs issued by government agencies or sponsored agencies | $3,975,000 | 1,428 |
| 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) | $6,077,000 | 1,652 |
| Available-for-sale securities (fair market value) | $15,100,000 | 4,632 |
| Total debt securities | $21,177,000 | 4,289 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $22,205,000 | 4,257 |
| U.S. Government securities | $20,967,000 | 3,598 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $20,967,000 | 3,504 |
| Securities issued by states & political subdivisions | $1,238,000 | 4,784 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $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 | $1,754,000 | 5,898 |
| Mortgage-backed securities | $4,242,000 | 3,850 |
| Certificates of participation in pools of residential mortgages | $1,767,000 | 4,318 |
| Issued or guaranteed by U.S. | $1,767,000 | 4,303 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,475,000 | 1,992 |
| CMOs issued by government agencies or sponsored agencies | $2,475,000 | 1,738 |
| 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) | $7,431,000 | 1,532 |
| Available-for-sale securities (fair market value) | $14,774,000 | 4,713 |
| Total debt securities | $22,205,000 | 4,201 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,419 |
| Fair value | $496,000 | 2,500 |
| 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 | $22,348,000 | 4,267 |
| U.S. Government securities | $21,057,000 | 3,622 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $21,057,000 | 3,517 |
| Securities issued by states & political subdivisions | $1,291,000 | 4,773 |
| Other domestic debt securities | $0 | 3,090 |
| 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 | $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 | $1,755,000 | 5,945 |
| Mortgage-backed securities | $2,834,000 | 4,343 |
| Certificates of participation in pools of residential mortgages | $1,848,000 | 4,271 |
| Issued or guaranteed by U.S. | $1,848,000 | 4,249 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $986,000 | 2,494 |
| CMOs issued by government agencies or sponsored agencies | $986,000 | 2,218 |
| 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) | $10,037,000 | 1,350 |
| Available-for-sale securities (fair market value) | $12,311,000 | 5,145 |
| Total debt securities | $22,348,000 | 4,217 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,538 |
| Fair value | $496,000 | 2,610 |
| 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 | $21,988,000 | 4,302 |
| U.S. Government securities | $20,652,000 | 3,685 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $20,652,000 | 3,570 |
| Securities issued by states & political subdivisions | $1,336,000 | 4,750 |
| Other domestic debt securities | $0 | 3,172 |
| 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 | $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 | $1,755,000 | 5,973 |
| Mortgage-backed securities | $2,395,000 | 4,522 |
| Certificates of participation in pools of residential mortgages | $1,428,000 | 4,531 |
| Issued or guaranteed by U.S. | $1,428,000 | 4,510 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $967,000 | 2,505 |
| CMOs issued by government agencies or sponsored agencies | $967,000 | 2,227 |
| 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) | $12,696,000 | 1,202 |
| Available-for-sale securities (fair market value) | $9,292,000 | 5,698 |
| Total debt securities | $21,988,000 | 4,237 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,594 |
| Fair value | $492,000 | 2,661 |
| 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 | $20,444,000 | 4,565 |
| U.S. Government securities | $19,335,000 | 3,911 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $19,335,000 | 3,788 |
| Securities issued by states & political subdivisions | $1,109,000 | 4,968 |
| Other domestic debt securities | $0 | 3,249 |
| 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 | $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 | $1,755,000 | 5,963 |
| Mortgage-backed securities | $1,005,000 | 5,362 |
| Certificates of participation in pools of residential mortgages | $1,005,000 | 4,883 |
| Issued or guaranteed by U.S. | $1,005,000 | 4,863 |
| 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) | $14,349,000 | 1,128 |
| Available-for-sale securities (fair market value) | $6,095,000 | 6,432 |
| Total debt securities | $20,444,000 | 4,503 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,585 |
| Fair value | $495,000 | 2,628 |
| 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 | $20,434,000 | 4,572 |
| U.S. Government securities | $19,425,000 | 3,879 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $19,425,000 | 3,744 |
| Securities issued by states & political subdivisions | $1,009,000 | 5,077 |
| Other domestic debt securities | $0 | 3,344 |
| 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 | $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 | $1,755,000 | 5,981 |
| Mortgage-backed securities | $1,066,000 | 5,370 |
| Certificates of participation in pools of residential mortgages | $1,066,000 | 4,873 |
| Issued or guaranteed by U.S. | $1,066,000 | 4,855 |
| 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) | $13,349,000 | 1,210 |
| Available-for-sale securities (fair market value) | $7,085,000 | 6,236 |
| Total debt securities | $20,434,000 | 4,511 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,581 |
| Fair value | $496,000 | 2,619 |
| 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 | $20,564,000 | 4,538 |
| U.S. Government securities | $19,555,000 | 3,827 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $19,555,000 | 3,697 |
| Securities issued by states & political subdivisions | $1,009,000 | 5,083 |
| 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 | $1,754,000 | 5,996 |
| Mortgage-backed securities | $1,155,000 | 5,346 |
| Certificates of participation in pools of residential mortgages | $1,155,000 | 4,843 |
| Issued or guaranteed by U.S. | $1,155,000 | 4,825 |
| 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) | $12,913,000 | 1,248 |
| Available-for-sale securities (fair market value) | $7,651,000 | 6,123 |
| Total debt securities | $20,564,000 | 4,474 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,532 |
| Fair value | $495,000 | 2,652 |
| 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 | $21,740,000 | 4,417 |
| U.S. Government securities | $20,730,000 | 3,712 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $20,730,000 | 3,591 |
| Securities issued by states & political subdivisions | $1,010,000 | 5,068 |
| 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 | $1,754,000 | 5,997 |
| Mortgage-backed securities | $1,271,000 | 5,338 |
| Certificates of participation in pools of residential mortgages | $1,271,000 | 4,823 |
| Issued or guaranteed by U.S. | $1,271,000 | 4,803 |
| 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) | $13,052,000 | 1,246 |
| Available-for-sale securities (fair market value) | $8,688,000 | 5,925 |
| Total debt securities | $21,740,000 | 4,347 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $995,000 | 2,144 |
| 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 | $22,211,000 | 4,425 |
| U.S. Government securities | $21,049,000 | 3,730 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $21,049,000 | 3,600 |
| Securities issued by states & political subdivisions | $1,162,000 | 4,951 |
| 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 | $1,704,000 | 6,055 |
| Mortgage-backed securities | $1,396,000 | 5,336 |
| Certificates of participation in pools of residential mortgages | $1,396,000 | 4,813 |
| Issued or guaranteed by U.S. | $1,396,000 | 4,800 |
| 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) | $14,097,000 | 1,207 |
| Available-for-sale securities (fair market value) | $8,114,000 | 6,096 |
| Total debt securities | $22,211,000 | 4,370 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,033 |
| Fair value | $982,000 | 2,201 |
| 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 | $20,325,000 | 4,682 |
| U.S. Government securities | $19,112,000 | 3,991 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $19,112,000 | 3,856 |
| Securities issued by states & political subdivisions | $1,213,000 | 4,938 |
| 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 | $1,704,000 | 6,057 |
| Mortgage-backed securities | $1,507,000 | 5,326 |
| Certificates of participation in pools of residential mortgages | $1,507,000 | 4,772 |
| Issued or guaranteed by U.S. | $1,507,000 | 4,758 |
| 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) | $14,219,000 | 1,194 |
| Available-for-sale securities (fair market value) | $6,106,000 | 6,568 |
| Total debt securities | $20,325,000 | 4,615 |
| Structured notes | ||
| Amortized cost | $999,000 | 2,169 |
| Fair value | $990,000 | 2,171 |
| 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 | $19,485,000 | 4,774 |
| U.S. Government securities | $18,222,000 | 4,066 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $18,222,000 | 3,920 |
| Securities issued by states & political subdivisions | $1,263,000 | 4,909 |
| 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 | $1,754,000 | 6,063 |
| Mortgage-backed securities | $1,645,000 | 5,269 |
| Certificates of participation in pools of residential mortgages | $1,645,000 | 4,721 |
| Issued or guaranteed by U.S. | $1,645,000 | 4,709 |
| 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) | $13,910,000 | 1,217 |
| Available-for-sale securities (fair market value) | $5,575,000 | 6,720 |
| Total debt securities | $19,485,000 | 4,709 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,975 |
| Fair value | $997,000 | 2,161 |
| 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 | $18,488,000 | 5,000 |
| U.S. Government securities | $17,275,000 | 4,278 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $17,275,000 | 4,133 |
| Securities issued by states & political subdivisions | $1,213,000 | 4,958 |
| 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 | $1,755,000 | 6,076 |
| Mortgage-backed securities | $1,791,000 | 5,248 |
| Certificates of participation in pools of residential mortgages | $1,791,000 | 4,690 |
| Issued or guaranteed by U.S. | $1,791,000 | 4,676 |
| 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) | $14,006,000 | 1,219 |
| Available-for-sale securities (fair market value) | $4,482,000 | 7,084 |
| Total debt securities | $18,488,000 | 4,935 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,961 |
| Fair value | $985,000 | 2,090 |
| 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 | $17,716,000 | 5,096 |
| U.S. Government securities | $16,452,000 | 4,384 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $16,452,000 | 4,237 |
| Securities issued by states & political subdivisions | $1,264,000 | 4,920 |
| 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 | $1,751,000 | 6,048 |
| Mortgage-backed securities | $2,025,000 | 5,166 |
| Certificates of participation in pools of residential mortgages | $2,025,000 | 4,594 |
| Issued or guaranteed by U.S. | $2,025,000 | 4,576 |
| 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) | $15,692,000 | 1,111 |
| Available-for-sale securities (fair market value) | $2,024,000 | 7,674 |
| Total debt securities | $17,716,000 | 5,019 |
| Structured notes | ||
| Amortized cost | $1,501,000 | 1,503 |
| Fair value | $1,503,000 | 1,558 |
| 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 | $16,969,000 | 5,274 |
| U.S. Government securities | $15,659,000 | 4,560 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $15,659,000 | 4,415 |
| Securities issued by states & political subdivisions | $1,310,000 | 4,919 |
| 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 | $1,752,000 | 6,015 |
| Mortgage-backed securities | $2,210,000 | 5,062 |
| Certificates of participation in pools of residential mortgages | $2,210,000 | 4,486 |
| Issued or guaranteed by U.S. | $2,210,000 | 4,465 |
| 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) | $13,425,000 | 1,225 |
| Available-for-sale securities (fair market value) | $3,544,000 | 7,346 |
| Total debt securities | $16,969,000 | 5,190 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,606 |
| Fair value | $1,003,000 | 1,685 |
| 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 | $16,344,000 | 5,301 |
| U.S. Government securities | $14,983,000 | 4,547 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $14,983,000 | 4,387 |
| Securities issued by states & political subdivisions | $1,361,000 | 4,895 |
| 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 | $1,749,000 | 6,014 |
| Mortgage-backed securities | $2,498,000 | 4,950 |
| Certificates of participation in pools of residential mortgages | $2,498,000 | 4,331 |
| Issued or guaranteed by U.S. | $2,498,000 | 4,310 |
| 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) | $12,281,000 | 1,286 |
| Available-for-sale securities (fair market value) | $4,063,000 | 7,182 |
| Total debt securities | $16,344,000 | 5,212 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $501,000 | 1,850 |
| 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 | $17,430,000 | 5,066 |
| U.S. Government securities | $15,968,000 | 4,297 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $15,968,000 | 4,140 |
| Securities issued by states & political subdivisions | $1,462,000 | 4,780 |
| Other domestic debt securities | $0 | 4,051 |
| 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 | $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 | $1,799,000 | 5,976 |
| Mortgage-backed securities | $3,085,000 | 4,788 |
| Certificates of participation in pools of residential mortgages | $3,085,000 | 4,111 |
| Issued or guaranteed by U.S. | $3,085,000 | 4,099 |
| 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) | $14,863,000 | 1,117 |
| Available-for-sale securities (fair market value) | $2,567,000 | 7,603 |
| Total debt securities | $17,430,000 | 4,973 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $504,000 | 1,645 |
| 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 | $18,549,000 | 4,882 |
| U.S. Government securities | $16,921,000 | 4,172 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $16,921,000 | 3,998 |
| Securities issued by states & political subdivisions | $1,628,000 | 4,569 |
| Other domestic debt securities | $0 | 4,116 |
| 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 | $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 | $1,755,000 | 6,033 |
| Mortgage-backed securities | $3,119,000 | 4,831 |
| Certificates of participation in pools of residential mortgages | $3,119,000 | 4,126 |
| Issued or guaranteed by U.S. | $3,119,000 | 4,111 |
| 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) | $16,495,000 | 1,061 |
| Available-for-sale securities (fair market value) | $2,054,000 | 7,777 |
| Total debt securities | $18,549,000 | 4,788 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $18,787,000 | 4,831 |
| U.S. Government securities | $17,058,000 | 4,117 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $17,058,000 | 3,947 |
| Securities issued by states & political subdivisions | $1,729,000 | 4,483 |
| 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 | $1,655,000 | 6,114 |
| Mortgage-backed securities | $3,254,000 | 4,760 |
| Certificates of participation in pools of residential mortgages | $3,087,000 | 4,124 |
| Issued or guaranteed by U.S. | $3,087,000 | 4,111 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $167,000 | 4,002 |
| CMOs issued by government agencies or sponsored agencies | $167,000 | 3,829 |
| 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) | $16,226,000 | 1,086 |
| Available-for-sale securities (fair market value) | $2,561,000 | 7,655 |
| Total debt securities | $18,787,000 | 4,741 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $502,000 | 1,263 |
| 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 | $21,217,000 | 4,332 |
| U.S. Government securities | $19,556,000 | 3,581 |
| U.S. Treasury securities | $1,031,000 | 1,881 |
| U.S. Government agency obligations | $18,525,000 | 3,561 |
| Securities issued by states & political subdivisions | $1,661,000 | 4,583 |
| 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 | $1,966,000 | 5,994 |
| Mortgage-backed securities | $2,565,000 | 4,949 |
| Certificates of participation in pools of residential mortgages | $2,056,000 | 4,442 |
| Issued or guaranteed by U.S. | $2,056,000 | 4,424 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $509,000 | 3,720 |
| CMOs issued by government agencies or sponsored agencies | $509,000 | 3,554 |
| 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) | $15,462,000 | 1,137 |
| Available-for-sale securities (fair market value) | $5,755,000 | 6,776 |
| Total debt securities | $21,217,000 | 4,246 |
| 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 | $21,479,000 | 4,411 |
| U.S. Government securities | $19,810,000 | 3,694 |
| U.S. Treasury securities | $1,601,000 | 2,156 |
| U.S. Government agency obligations | $18,209,000 | 3,673 |
| Securities issued by states & political subdivisions | $1,669,000 | 4,664 |
| 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 | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,261 |
| Mortgage-backed securities | $27,000 | 7,220 |
| Certificates of participation in pools of residential mortgages | $27,000 | 6,794 |
| Issued or guaranteed by U.S. | $27,000 | 6,773 |
| 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) | $17,850,000 | 1,249 |
| Available-for-sale securities (fair market value) | $3,629,000 | 7,668 |
| Total debt securities | $21,479,000 | 4,294 |
| 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 | $20,941,000 | 4,690 |
| U.S. Government securities | $19,318,000 | 3,964 |
| U.S. Treasury securities | $1,999,000 | 2,741 |
| U.S. Government agency obligations | $17,319,000 | 3,893 |
| Securities issued by states & political subdivisions | $1,623,000 | 4,948 |
| 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 | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,000,000 | 6,328 |
| Mortgage-backed securities | $37,000 | 7,551 |
| Certificates of participation in pools of residential mortgages | $37,000 | 7,083 |
| Issued or guaranteed by U.S. | $37,000 | 7,065 |
| 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) | $17,392,000 | 1,431 |
| Available-for-sale securities (fair market value) | $3,549,000 | 7,899 |
| Total debt securities | $20,941,000 | 4,562 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,034 |
| Fair value | $299,000 | 1,037 |
| 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 | $20,381,000 | 4,776 |
| U.S. Government securities | $18,823,000 | 4,088 |
| U.S. Treasury securities | $2,819,000 | 3,268 |
| U.S. Government agency obligations | $16,004,000 | 3,919 |
| Securities issued by states & political subdivisions | $1,558,000 | 5,123 |
| 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 | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,950,000 | 6,218 |
| Mortgage-backed securities | $59,000 | 7,684 |
| Certificates of participation in pools of residential mortgages | $59,000 | 7,198 |
| Issued or guaranteed by U.S. | $59,000 | 7,180 |
| 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) | $17,544,000 | 1,530 |
| Available-for-sale securities (fair market value) | $2,837,000 | 8,169 |
| Total debt securities | $20,381,000 | 4,663 |
| Structured notes | ||
| Amortized cost | $300,000 | 1,269 |
| Fair value | $301,000 | 1,276 |
| 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 | $19,978,000 | 4,906 |
| U.S. Government securities | $18,524,000 | 4,321 |
| U.S. Treasury securities | $2,802,000 | 4,463 |
| U.S. Government agency obligations | $15,722,000 | 3,887 |
| Securities issued by states & political subdivisions | $1,454,000 | 5,191 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,677,000 | 6,801 |
| Mortgage-backed securities | $190,000 | 7,622 |
| Certificates of participation in pools of residential mortgages | $82,000 | 7,392 |
| Issued or guaranteed by U.S. | $82,000 | 7,366 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $108,000 | 4,747 |
| CMOs issued by government agencies or sponsored agencies | $108,000 | 4,549 |
| 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) | $16,127,000 | 1,979 |
| Available-for-sale securities (fair market value) | $3,851,000 | 7,990 |
| Total debt securities | $19,978,000 | 4,800 |
| Structured notes | ||
| Amortized cost | $1,550,000 | 889 |
| Fair value | $1,543,000 | 892 |
| 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 | $19,612,000 | 5,375 |
| U.S. Government securities | $18,341,000 | 4,726 |
| U.S. Treasury securities | $3,267,000 | 4,828 |
| U.S. Government agency obligations | $15,074,000 | 4,183 |
| Securities issued by states & political subdivisions | $1,271,000 | 5,680 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,375,000 | 7,409 |
| Mortgage-backed securities | $331,000 | 7,858 |
| Certificates of participation in pools of residential mortgages | $180,000 | 7,535 |
| Issued or guaranteed by U.S. | $180,000 | 7,516 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $151,000 | 5,131 |
| CMOs issued by government agencies or sponsored agencies | $151,000 | 4,920 |
| 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) | $17,998,000 | 2,062 |
| Available-for-sale securities (fair market value) | $1,614,000 | 9,209 |
| Total debt securities | $19,612,000 | 5,266 |
| Structured notes | ||
| Amortized cost | $1,899,000 | 1,186 |
| Fair value | $1,875,000 | 1,177 |
| 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 | $18,964,000 | 5,761 |
| U.S. Government securities | $17,513,000 | 5,118 |
| U.S. Treasury securities | $2,221,000 | 6,778 |
| U.S. Government agency obligations | $15,292,000 | 4,142 |
| Securities issued by states & political subdivisions | $1,451,000 | 5,649 |
| 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 | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,375,000 | 7,612 |
| Mortgage-backed securities | $424,000 | 8,141 |
| Certificates of participation in pools of residential mortgages | $230,000 | 7,743 |
| Issued or guaranteed by U.S. | $230,000 | 7,713 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $194,000 | 5,504 |
| CMOs issued by government agencies or sponsored agencies | $194,000 | 5,273 |
| 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) | $16,286,000 | 2,382 |
| Available-for-sale securities (fair market value) | $2,678,000 | 9,079 |
| Total debt securities | $18,964,000 | 5,649 |
| Structured notes | ||
| Amortized cost | $3,899,000 | 946 |
| Fair value | $3,880,000 | 937 |
| 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 | $18,801,000 | 6,149 |
| U.S. Government securities | $17,471,000 | 5,462 |
| U.S. Treasury securities | $2,284,000 | 7,894 |
| U.S. Government agency obligations | $15,187,000 | 3,968 |
| Securities issued by states & political subdivisions | $1,330,000 | 6,092 |
| 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 | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $975,000 | 8,526 |
| Mortgage-backed securities | $453,000 | 8,628 |
| Certificates of participation in pools of residential mortgages | $169,000 | 8,479 |
| Issued or guaranteed by U.S. | $169,000 | 8,451 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $284,000 | 5,689 |
| CMOs issued by government agencies or sponsored agencies | $284,000 | 5,435 |
| 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) | $17,218,000 | 3,870 |
| Available-for-sale securities (fair market value) | $1,583,000 | 9,186 |
| Total debt securities | $18,801,000 | 6,043 |
| 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 | $16,687,000 | 6,925 |
| U.S. Government securities | $15,357,000 | 6,165 |
| U.S. Treasury securities | $3,836,000 | 6,617 |
| U.S. Government agency obligations | $11,521,000 | 5,032 |
| Securities issued by states & political subdivisions | $1,330,000 | 6,251 |
| Other domestic debt securities | $0 | 6,562 |
| 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 | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $974,000 | 8,683 |
| Mortgage-backed securities | $646,000 | 8,972 |
| Certificates of participation in pools of residential mortgages | $271,000 | 8,742 |
| Issued or guaranteed by U.S. | $271,000 | 8,689 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $375,000 | 5,970 |
| CMOs issued by government agencies or sponsored agencies | $375,000 | 5,723 |
| 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 | $16,687,000 | 6,780 |
| 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 | $17,652,000 | 6,613 |
| U.S. Government securities | $16,483,000 | 5,853 |
| U.S. Treasury securities | $4,319,000 | 6,288 |
| U.S. Government agency obligations | $12,164,000 | 4,825 |
| Securities issued by states & political subdivisions | $1,077,000 | 6,435 |
| Other domestic debt securities | $92,000 | 6,822 |
| 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 | $92,000 | 5,334 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $775,000 | 9,168 |
| Mortgage-backed securities | $904,000 | 9,090 |
| Certificates of participation in pools of residential mortgages | $468,000 | 8,679 |
| Issued or guaranteed by U.S. | $468,000 | 8,615 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $436,000 | 6,043 |
| CMOs issued by government agencies or sponsored agencies | $436,000 | 5,637 |
| 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 | $17,652,000 | 6,504 |
| 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 |