Home > Horizon Bank > Securities
Horizon Bank, Securities
| 2009-12-31 | Rank | |
| Total securities | $60,813,000 | 2,031 |
| U.S. Government securities | $43,315,000 | 1,976 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $43,315,000 | 1,913 |
| Securities issued by states & political subdivisions | $15,233,000 | 1,634 |
| Other domestic debt securities | $1,246,000 | 2,131 |
| Privately issued residential mortgage-backed securities | $1,246,000 | 1,035 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $1,019,000 | 653 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,602,000 | 1,124 |
| Mortgage-backed securities | $34,407,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $5,220,000 | 3,473 |
| Issued or guaranteed by U.S. | $4,992,000 | 3,536 |
| Privately issued | $228,000 | 121 |
| Collaterized mortgage obligations | $29,187,000 | 745 |
| CMOs issued by government agencies or sponsored agencies | $28,169,000 | 612 |
| Privately issued | $1,018,000 | 1,052 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $7,000 | 3,259 |
| Available-for-sale securities (fair market value) | $60,806,000 | 1,805 |
| Total debt securities | $59,794,000 | 2,039 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $62,009,000 | 2,002 |
| U.S. Government securities | $44,299,000 | 1,917 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $44,299,000 | 1,860 |
| Securities issued by states & political subdivisions | $15,516,000 | 1,587 |
| Other domestic debt securities | $1,261,000 | 2,240 |
| Privately issued residential mortgage-backed securities | $1,261,000 | 1,097 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $933,000 | 743 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $39,243,000 | 1,323 |
| Mortgage-backed securities | $35,289,000 | 1,590 |
| Certificates of participation in pools of residential mortgages | $5,330,000 | 3,555 |
| Issued or guaranteed by U.S. | $5,102,000 | 3,609 |
| Privately issued | $228,000 | 131 |
| Collaterized mortgage obligations | $29,959,000 | 730 |
| CMOs issued by government agencies or sponsored agencies | $28,926,000 | 579 |
| Privately issued | $1,033,000 | 1,110 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $8,000 | 3,349 |
| Available-for-sale securities (fair market value) | $62,001,000 | 1,767 |
| Total debt securities | $61,076,000 | 2,002 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $63,233,000 | 1,927 |
| U.S. Government securities | $46,050,000 | 1,794 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $46,050,000 | 1,756 |
| Securities issued by states & political subdivisions | $15,068,000 | 1,594 |
| Other domestic debt securities | $1,268,000 | 2,277 |
| Privately issued residential mortgage-backed securities | $1,268,000 | 1,123 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $847,000 | 820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $41,258,000 | 1,262 |
| Mortgage-backed securities | $36,372,000 | 1,574 |
| Certificates of participation in pools of residential mortgages | $6,633,000 | 3,281 |
| Issued or guaranteed by U.S. | $6,400,000 | 3,316 |
| Privately issued | $233,000 | 138 |
| Collaterized mortgage obligations | $29,739,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $28,704,000 | 536 |
| Privately issued | $1,035,000 | 1,129 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $8,000 | 3,398 |
| Available-for-sale securities (fair market value) | $63,225,000 | 1,689 |
| Total debt securities | $62,386,000 | 1,926 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $66,664,000 | 1,821 |
| U.S. Government securities | $49,453,000 | 1,697 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $49,453,000 | 1,662 |
| Securities issued by states & political subdivisions | $15,162,000 | 1,521 |
| Other domestic debt securities | $1,347,000 | 2,151 |
| Privately issued residential mortgage-backed securities | $1,347,000 | 1,142 |
| 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 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $702,000 | 866 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,877,000 | 1,016 |
| Mortgage-backed securities | $38,789,000 | 1,509 |
| Certificates of participation in pools of residential mortgages | $6,899,000 | 3,297 |
| Issued or guaranteed by U.S. | $6,664,000 | 3,340 |
| Privately issued | $235,000 | 144 |
| Collaterized mortgage obligations | $31,890,000 | 671 |
| CMOs issued by government agencies or sponsored agencies | $30,778,000 | 500 |
| Privately issued | $1,112,000 | 1,135 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,000 | 3,438 |
| Available-for-sale securities (fair market value) | $66,656,000 | 1,602 |
| Total debt securities | $65,962,000 | 1,816 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $68,154,000 | 1,767 |
| U.S. Government securities | $50,424,000 | 1,696 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $50,424,000 | 1,671 |
| Securities issued by states & political subdivisions | $15,066,000 | 1,504 |
| Other domestic debt securities | $1,724,000 | 1,931 |
| Privately issued residential mortgage-backed securities | $1,724,000 | 1,018 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $940,000 | 771 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,763,000 | 1,042 |
| Mortgage-backed securities | $39,963,000 | 1,411 |
| Certificates of participation in pools of residential mortgages | $6,915,000 | 3,257 |
| Issued or guaranteed by U.S. | $6,677,000 | 3,315 |
| Privately issued | $238,000 | 142 |
| Collaterized mortgage obligations | $33,048,000 | 631 |
| CMOs issued by government agencies or sponsored agencies | $31,562,000 | 473 |
| Privately issued | $1,486,000 | 1,018 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,000 | 3,454 |
| Available-for-sale securities (fair market value) | $68,146,000 | 1,555 |
| Total debt securities | $67,214,000 | 1,766 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $71,438,000 | 1,660 |
| U.S. Government securities | $53,026,000 | 1,558 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $53,026,000 | 1,534 |
| Securities issued by states & political subdivisions | $14,790,000 | 1,495 |
| Other domestic debt securities | $2,531,000 | 1,629 |
| Privately issued residential mortgage-backed securities | $2,531,000 | 885 |
| 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 | $1,091,000 | 716 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,210,000 | 976 |
| Mortgage-backed securities | $39,513,000 | 1,348 |
| Certificates of participation in pools of residential mortgages | $5,698,000 | 3,448 |
| Issued or guaranteed by U.S. | $5,459,000 | 3,507 |
| Privately issued | $239,000 | 140 |
| Collaterized mortgage obligations | $33,815,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $31,523,000 | 436 |
| Privately issued | $2,292,000 | 880 |
| 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) | $10,000 | 3,480 |
| Available-for-sale securities (fair market value) | $71,428,000 | 1,437 |
| Total debt securities | $70,347,000 | 1,659 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $76,933,000 | 1,566 |
| U.S. Government securities | $54,823,000 | 1,528 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $54,823,000 | 1,502 |
| Securities issued by states & political subdivisions | $14,983,000 | 1,479 |
| Other domestic debt securities | $1,034,000 | 2,209 |
| Privately issued residential mortgage-backed securities | $1,034,000 | 1,113 |
| 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 | $6,093,000 | 406 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $61,974,000 | 866 |
| Mortgage-backed securities | $38,132,000 | 1,368 |
| Certificates of participation in pools of residential mortgages | $5,429,000 | 3,524 |
| Issued or guaranteed by U.S. | $5,183,000 | 3,576 |
| Privately issued | $246,000 | 152 |
| Collaterized mortgage obligations | $32,703,000 | 592 |
| CMOs issued by government agencies or sponsored agencies | $31,915,000 | 436 |
| Privately issued | $788,000 | 1,136 |
| 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) | $16,000 | 3,488 |
| Available-for-sale securities (fair market value) | $76,917,000 | 1,355 |
| Total debt securities | $70,840,000 | 1,664 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $80,136,000 | 1,493 |
| U.S. Government securities | $55,859,000 | 1,480 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $55,859,000 | 1,445 |
| Securities issued by states & political subdivisions | $15,713,000 | 1,430 |
| Other domestic debt securities | $1,237,000 | 2,050 |
| Privately issued residential mortgage-backed securities | $1,237,000 | 1,055 |
| 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 | $7,327,000 | 386 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,174,000 | 974 |
| Mortgage-backed securities | $39,130,000 | 1,305 |
| Certificates of participation in pools of residential mortgages | $5,588,000 | 3,384 |
| Issued or guaranteed by U.S. | $5,336,000 | 3,424 |
| Privately issued | $252,000 | 155 |
| Collaterized mortgage obligations | $33,542,000 | 574 |
| CMOs issued by government agencies or sponsored agencies | $32,557,000 | 421 |
| Privately issued | $985,000 | 1,051 |
| 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) | $30,000 | 3,482 |
| Available-for-sale securities (fair market value) | $80,106,000 | 1,298 |
| Total debt securities | $72,809,000 | 1,590 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $80,185,000 | 1,491 |
| U.S. Government securities | $53,813,000 | 1,549 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $53,813,000 | 1,519 |
| Securities issued by states & political subdivisions | $16,615,000 | 1,326 |
| Other domestic debt securities | $1,261,000 | 1,878 |
| Privately issued residential mortgage-backed securities | $1,261,000 | 958 |
| 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 | $8,496,000 | 328 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,605,000 | 896 |
| Mortgage-backed securities | $32,451,000 | 1,351 |
| Certificates of participation in pools of residential mortgages | $5,724,000 | 3,063 |
| Issued or guaranteed by U.S. | $5,455,000 | 3,103 |
| Privately issued | $269,000 | 142 |
| Collaterized mortgage obligations | $26,727,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $25,735,000 | 470 |
| Privately issued | $992,000 | 960 |
| 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) | $47,000 | 3,508 |
| Available-for-sale securities (fair market value) | $80,138,000 | 1,293 |
| Total debt securities | $71,689,000 | 1,600 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $83,965,000 | 1,419 |
| U.S. Government securities | $57,613,000 | 1,488 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $57,613,000 | 1,456 |
| Securities issued by states & political subdivisions | $14,206,000 | 1,509 |
| Other domestic debt securities | $1,238,000 | 1,845 |
| Privately issued residential mortgage-backed securities | $1,238,000 | 930 |
| 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 | $10,908,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,571,000 | 859 |
| Mortgage-backed securities | $31,943,000 | 1,296 |
| Certificates of participation in pools of residential mortgages | $4,389,000 | 3,238 |
| Issued or guaranteed by U.S. | $4,140,000 | 3,302 |
| Privately issued | $249,000 | 146 |
| Collaterized mortgage obligations | $27,554,000 | 585 |
| CMOs issued by government agencies or sponsored agencies | $26,565,000 | 449 |
| Privately issued | $989,000 | 932 |
| 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) | $448,000 | 3,056 |
| Available-for-sale securities (fair market value) | $83,517,000 | 1,237 |
| Total debt securities | $73,057,000 | 1,588 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $84,902,000 | 1,395 |
| U.S. Government securities | $57,640,000 | 1,476 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $57,640,000 | 1,449 |
| Securities issued by states & political subdivisions | $14,619,000 | 1,431 |
| Other domestic debt securities | $1,292,000 | 1,762 |
| Privately issued residential mortgage-backed securities | $1,292,000 | 875 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $11,351,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $52,209,000 | 952 |
| Mortgage-backed securities | $30,492,000 | 1,314 |
| Certificates of participation in pools of residential mortgages | $4,573,000 | 3,126 |
| Issued or guaranteed by U.S. | $4,267,000 | 3,208 |
| Privately issued | $306,000 | 152 |
| Collaterized mortgage obligations | $25,919,000 | 604 |
| CMOs issued by government agencies or sponsored agencies | $24,933,000 | 465 |
| Privately issued | $986,000 | 880 |
| 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) | $487,000 | 3,064 |
| Available-for-sale securities (fair market value) | $84,415,000 | 1,218 |
| Total debt securities | $73,551,000 | 1,572 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $79,616,000 | 1,492 |
| U.S. Government securities | $55,430,000 | 1,536 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $55,430,000 | 1,501 |
| Securities issued by states & political subdivisions | $11,056,000 | 1,842 |
| Other domestic debt securities | $2,374,000 | 1,427 |
| Privately issued residential mortgage-backed securities | $1,373,000 | 828 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,001,000 | 1,353 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $10,756,000 | 264 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $53,315,000 | 943 |
| Mortgage-backed securities | $26,381,000 | 1,439 |
| Certificates of participation in pools of residential mortgages | $2,539,000 | 3,907 |
| Issued or guaranteed by U.S. | $2,149,000 | 4,075 |
| Privately issued | $390,000 | 151 |
| Collaterized mortgage obligations | $23,842,000 | 628 |
| CMOs issued by government agencies or sponsored agencies | $22,859,000 | 495 |
| Privately issued | $983,000 | 848 |
| 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) | $518,000 | 3,079 |
| Available-for-sale securities (fair market value) | $79,098,000 | 1,304 |
| Total debt securities | $68,860,000 | 1,675 |
| 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 | $83,085,000 | 1,468 |
| U.S. Government securities | $56,939,000 | 1,539 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $56,939,000 | 1,504 |
| Securities issued by states & political subdivisions | $12,282,000 | 1,681 |
| Other domestic debt securities | $2,439,000 | 1,419 |
| Privately issued residential mortgage-backed securities | $1,436,000 | 806 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,003,000 | 1,363 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $11,425,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,770,000 | 896 |
| Mortgage-backed securities | $27,039,000 | 1,431 |
| Certificates of participation in pools of residential mortgages | $2,820,000 | 3,787 |
| Issued or guaranteed by U.S. | $2,365,000 | 3,976 |
| Privately issued | $455,000 | 138 |
| Collaterized mortgage obligations | $24,219,000 | 627 |
| CMOs issued by government agencies or sponsored agencies | $23,238,000 | 506 |
| Privately issued | $981,000 | 835 |
| 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) | $592,000 | 3,094 |
| Available-for-sale securities (fair market value) | $82,493,000 | 1,284 |
| Total debt securities | $71,660,000 | 1,633 |
| Structured notes | ||
| Amortized cost | $1,373,000 | 1,817 |
| Fair value | $1,367,000 | 1,815 |
| 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 | $84,578,000 | 1,437 |
| U.S. Government securities | $59,247,000 | 1,512 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $59,247,000 | 1,473 |
| Securities issued by states & political subdivisions | $11,372,000 | 1,772 |
| Other domestic debt securities | $2,452,000 | 1,413 |
| Privately issued residential mortgage-backed securities | $1,447,000 | 790 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,005,000 | 1,374 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $11,507,000 | 247 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,374,000 | 1,559 |
| Mortgage-backed securities | $27,318,000 | 1,421 |
| Certificates of participation in pools of residential mortgages | $3,048,000 | 3,670 |
| Issued or guaranteed by U.S. | $2,580,000 | 3,857 |
| Privately issued | $468,000 | 145 |
| Collaterized mortgage obligations | $24,270,000 | 607 |
| CMOs issued by government agencies or sponsored agencies | $23,291,000 | 500 |
| Privately issued | $979,000 | 815 |
| 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) | $658,000 | 3,117 |
| Available-for-sale securities (fair market value) | $83,920,000 | 1,256 |
| Total debt securities | $73,071,000 | 1,622 |
| Structured notes | ||
| Amortized cost | $1,419,000 | 1,902 |
| Fair value | $1,413,000 | 1,901 |
| 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 | $86,506,000 | 1,401 |
| U.S. Government securities | $59,214,000 | 1,521 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $59,214,000 | 1,477 |
| Securities issued by states & political subdivisions | $11,135,000 | 1,765 |
| Other domestic debt securities | $3,479,000 | 1,204 |
| Privately issued residential mortgage-backed securities | $1,475,000 | 772 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,004,000 | 1,064 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $12,678,000 | 228 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,832,000 | 1,564 |
| Mortgage-backed securities | $26,456,000 | 1,469 |
| Certificates of participation in pools of residential mortgages | $3,291,000 | 3,570 |
| Issued or guaranteed by U.S. | $2,789,000 | 3,779 |
| Privately issued | $502,000 | 138 |
| Collaterized mortgage obligations | $23,165,000 | 623 |
| CMOs issued by government agencies or sponsored agencies | $22,192,000 | 497 |
| Privately issued | $973,000 | 787 |
| 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) | $760,000 | 3,083 |
| Available-for-sale securities (fair market value) | $85,746,000 | 1,215 |
| Total debt securities | $73,828,000 | 1,601 |
| Structured notes | ||
| Amortized cost | $1,464,000 | 1,938 |
| Fair value | $1,430,000 | 1,937 |
| 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 | $84,339,000 | 1,462 |
| U.S. Government securities | $56,677,000 | 1,605 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $56,677,000 | 1,550 |
| Securities issued by states & political subdivisions | $11,231,000 | 1,763 |
| Other domestic debt securities | $3,512,000 | 1,236 |
| Privately issued residential mortgage-backed securities | $1,502,000 | 767 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,010,000 | 1,116 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $12,919,000 | 224 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $29,085,000 | 1,562 |
| Mortgage-backed securities | $23,832,000 | 1,585 |
| Certificates of participation in pools of residential mortgages | $3,554,000 | 3,501 |
| Issued or guaranteed by U.S. | $3,027,000 | 3,708 |
| Privately issued | $527,000 | 133 |
| Collaterized mortgage obligations | $20,278,000 | 682 |
| CMOs issued by government agencies or sponsored agencies | $19,303,000 | 557 |
| Privately issued | $975,000 | 794 |
| 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) | $851,000 | 3,094 |
| Available-for-sale securities (fair market value) | $83,488,000 | 1,270 |
| Total debt securities | $71,420,000 | 1,662 |
| Structured notes | ||
| Amortized cost | $1,525,000 | 1,836 |
| Fair value | $1,513,000 | 1,836 |
| 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 | $88,895,000 | 1,378 |
| U.S. Government securities | $63,437,000 | 1,441 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $63,437,000 | 1,386 |
| Securities issued by states & political subdivisions | $8,961,000 | 2,136 |
| Other domestic debt securities | $3,582,000 | 1,247 |
| Privately issued residential mortgage-backed securities | $1,560,000 | 729 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,022,000 | 1,173 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $12,915,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,216,000 | 2,721 |
| Mortgage-backed securities | $25,509,000 | 1,527 |
| Certificates of participation in pools of residential mortgages | $3,827,000 | 3,433 |
| Issued or guaranteed by U.S. | $3,247,000 | 3,630 |
| Privately issued | $580,000 | 132 |
| Collaterized mortgage obligations | $21,682,000 | 650 |
| CMOs issued by government agencies or sponsored agencies | $20,702,000 | 529 |
| Privately issued | $980,000 | 765 |
| 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) | $935,000 | 3,117 |
| Available-for-sale securities (fair market value) | $87,960,000 | 1,182 |
| Total debt securities | $75,980,000 | 1,568 |
| Structured notes | ||
| Amortized cost | $1,593,000 | 1,806 |
| Fair value | $1,593,000 | 1,795 |
| 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 | $82,894,000 | 1,472 |
| U.S. Government securities | $59,787,000 | 1,515 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $59,787,000 | 1,454 |
| Securities issued by states & political subdivisions | $7,089,000 | 2,500 |
| Other domestic debt securities | $3,660,000 | 1,260 |
| Privately issued residential mortgage-backed securities | $1,625,000 | 716 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,035,000 | 1,206 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $12,358,000 | 246 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,340,000 | 2,686 |
| Mortgage-backed securities | $21,224,000 | 1,750 |
| Certificates of participation in pools of residential mortgages | $4,191,000 | 3,360 |
| Issued or guaranteed by U.S. | $3,544,000 | 3,569 |
| Privately issued | $647,000 | 130 |
| Collaterized mortgage obligations | $17,033,000 | 759 |
| CMOs issued by government agencies or sponsored agencies | $16,055,000 | 643 |
| Privately issued | $978,000 | 753 |
| 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) | $992,000 | 3,120 |
| Available-for-sale securities (fair market value) | $81,902,000 | 1,271 |
| Total debt securities | $70,536,000 | 1,677 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $80,656,000 | 1,523 |
| U.S. Government securities | $58,533,000 | 1,554 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $58,533,000 | 1,496 |
| Securities issued by states & political subdivisions | $6,872,000 | 2,514 |
| Other domestic debt securities | $2,717,000 | 1,475 |
| Privately issued residential mortgage-backed securities | $663,000 | 855 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,054,000 | 1,237 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $12,534,000 | 248 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,494,000 | 2,666 |
| Mortgage-backed securities | $18,528,000 | 1,952 |
| Certificates of participation in pools of residential mortgages | $4,967,000 | 3,218 |
| Issued or guaranteed by U.S. | $4,304,000 | 3,385 |
| Privately issued | $663,000 | 133 |
| Collaterized mortgage obligations | $13,561,000 | 896 |
| CMOs issued by government agencies or sponsored agencies | $13,561,000 | 749 |
| 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) | $1,161,000 | 3,069 |
| Available-for-sale securities (fair market value) | $79,495,000 | 1,313 |
| Total debt securities | $68,122,000 | 1,743 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $91,590,000 | 1,376 |
| U.S. Government securities | $66,211,000 | 1,417 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $66,211,000 | 1,357 |
| Securities issued by states & political subdivisions | $6,256,000 | 2,672 |
| Other domestic debt securities | $6,677,000 | 976 |
| Privately issued residential mortgage-backed securities | $689,000 | 840 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,988,000 | 723 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $12,446,000 | 254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $14,226,000 | 2,689 |
| Mortgage-backed securities | $19,395,000 | 1,946 |
| Certificates of participation in pools of residential mortgages | $6,494,000 | 2,927 |
| Issued or guaranteed by U.S. | $5,805,000 | 3,079 |
| Privately issued | $689,000 | 119 |
| Collaterized mortgage obligations | $12,901,000 | 951 |
| CMOs issued by government agencies or sponsored agencies | $12,901,000 | 798 |
| 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) | $1,255,000 | 3,073 |
| Available-for-sale securities (fair market value) | $90,335,000 | 1,193 |
| Total debt securities | $79,144,000 | 1,530 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,244 |
| Fair value | $988,000 | 2,138 |
| 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 | $96,900,000 | 1,324 |
| U.S. Government securities | $67,649,000 | 1,386 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $67,649,000 | 1,332 |
| Securities issued by states & political subdivisions | $6,355,000 | 2,677 |
| Other domestic debt securities | $9,862,000 | 807 |
| Privately issued residential mortgage-backed securities | $783,000 | 804 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,079,000 | 575 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $13,034,000 | 256 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,216,000 | 3,124 |
| Mortgage-backed securities | $20,763,000 | 1,888 |
| Certificates of participation in pools of residential mortgages | $6,931,000 | 2,858 |
| Issued or guaranteed by U.S. | $6,148,000 | 3,016 |
| Privately issued | $783,000 | 113 |
| Collaterized mortgage obligations | $13,832,000 | 918 |
| CMOs issued by government agencies or sponsored agencies | $13,832,000 | 766 |
| 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) | $1,327,000 | 3,061 |
| Available-for-sale securities (fair market value) | $95,573,000 | 1,146 |
| Total debt securities | $83,866,000 | 1,474 |
| Structured notes | ||
| Amortized cost | $997,000 | 2,206 |
| Fair value | $995,000 | 2,103 |
| 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 | $103,830,000 | 1,233 |
| U.S. Government securities | $73,584,000 | 1,266 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $73,584,000 | 1,220 |
| Securities issued by states & political subdivisions | $6,385,000 | 2,684 |
| Other domestic debt securities | $11,624,000 | 737 |
| Privately issued residential mortgage-backed securities | $811,000 | 749 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,813,000 | 518 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $12,237,000 | 281 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,315,000 | 3,064 |
| Mortgage-backed securities | $22,242,000 | 1,819 |
| Certificates of participation in pools of residential mortgages | $7,454,000 | 2,789 |
| Issued or guaranteed by U.S. | $6,643,000 | 2,955 |
| Privately issued | $811,000 | 116 |
| Collaterized mortgage obligations | $14,788,000 | 882 |
| CMOs issued by government agencies or sponsored agencies | $14,788,000 | 742 |
| 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) | $1,626,000 | 2,973 |
| Available-for-sale securities (fair market value) | $102,204,000 | 1,061 |
| Total debt securities | $91,593,000 | 1,366 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,222 |
| Fair value | $998,000 | 2,141 |
| 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 | $108,243,000 | 1,196 |
| U.S. Government securities | $76,614,000 | 1,233 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $76,614,000 | 1,188 |
| Securities issued by states & political subdivisions | $6,725,000 | 2,578 |
| Other domestic debt securities | $12,785,000 | 718 |
| Privately issued residential mortgage-backed securities | $822,000 | 735 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $11,963,000 | 501 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $12,119,000 | 306 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,785,000 | 2,965 |
| Mortgage-backed securities | $24,117,000 | 1,742 |
| Certificates of participation in pools of residential mortgages | $7,977,000 | 2,726 |
| Issued or guaranteed by U.S. | $7,155,000 | 2,887 |
| Privately issued | $822,000 | 116 |
| Collaterized mortgage obligations | $16,140,000 | 841 |
| CMOs issued by government agencies or sponsored agencies | $16,140,000 | 708 |
| 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) | $1,767,000 | 2,923 |
| Available-for-sale securities (fair market value) | $106,476,000 | 1,033 |
| Total debt securities | $96,124,000 | 1,328 |
| Structured notes | ||
| Amortized cost | $995,000 | 2,195 |
| Fair value | $989,000 | 2,052 |
| 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 | $114,857,000 | 1,156 |
| U.S. Government securities | $80,999,000 | 1,165 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $80,999,000 | 1,119 |
| Securities issued by states & political subdivisions | $6,846,000 | 2,569 |
| Other domestic debt securities | $14,735,000 | 700 |
| Privately issued residential mortgage-backed securities | $828,000 | 761 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $13,907,000 | 488 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $12,277,000 | 339 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,698,000 | 3,319 |
| Mortgage-backed securities | $29,304,000 | 1,548 |
| Certificates of participation in pools of residential mortgages | $8,923,000 | 2,586 |
| Issued or guaranteed by U.S. | $8,095,000 | 2,712 |
| Privately issued | $828,000 | 121 |
| Collaterized mortgage obligations | $20,381,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $20,381,000 | 634 |
| 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) | $1,913,000 | 2,866 |
| Available-for-sale securities (fair market value) | $112,944,000 | 992 |
| Total debt securities | $102,580,000 | 1,242 |
| Structured notes | ||
| Amortized cost | $2,491,000 | 1,213 |
| Fair value | $2,534,000 | 1,174 |
| 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 | $114,745,000 | 1,171 |
| U.S. Government securities | $77,965,000 | 1,273 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $77,965,000 | 1,226 |
| Securities issued by states & political subdivisions | $6,291,000 | 2,732 |
| Other domestic debt securities | $18,133,000 | 596 |
| Privately issued residential mortgage-backed securities | $844,000 | 644 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $17,289,000 | 435 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $12,356,000 | 318 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,696,000 | 3,052 |
| Mortgage-backed securities | $31,349,000 | 1,489 |
| Certificates of participation in pools of residential mortgages | $9,661,000 | 2,467 |
| Issued or guaranteed by U.S. | $8,817,000 | 2,595 |
| Privately issued | $844,000 | 134 |
| Collaterized mortgage obligations | $21,688,000 | 727 |
| CMOs issued by government agencies or sponsored agencies | $21,688,000 | 670 |
| 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) | $2,093,000 | 2,812 |
| Available-for-sale securities (fair market value) | $112,652,000 | 1,024 |
| Total debt securities | $102,389,000 | 1,290 |
| Structured notes | ||
| Amortized cost | $993,000 | 1,839 |
| Fair value | $1,001,000 | 1,717 |
| 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 | $112,787,000 | 1,181 |
| U.S. Government securities | $73,804,000 | 1,320 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $73,804,000 | 1,269 |
| Securities issued by states & political subdivisions | $6,417,000 | 2,684 |
| Other domestic debt securities | $20,415,000 | 560 |
| Privately issued residential mortgage-backed securities | $917,000 | 676 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,498,000 | 423 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $12,151,000 | 347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,669,000 | 3,353 |
| Mortgage-backed securities | $34,177,000 | 1,397 |
| Certificates of participation in pools of residential mortgages | $10,961,000 | 2,275 |
| Issued or guaranteed by U.S. | $10,044,000 | 2,381 |
| Privately issued | $917,000 | 131 |
| Collaterized mortgage obligations | $23,216,000 | 705 |
| CMOs issued by government agencies or sponsored agencies | $23,216,000 | 649 |
| 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) | $2,322,000 | 2,774 |
| Available-for-sale securities (fair market value) | $110,465,000 | 1,022 |
| Total debt securities | $100,636,000 | 1,274 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $125,872,000 | 1,035 |
| U.S. Government securities | $85,905,000 | 1,095 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $85,905,000 | 1,050 |
| Securities issued by states & political subdivisions | $4,909,000 | 3,069 |
| Other domestic debt securities | $20,746,000 | 575 |
| Privately issued residential mortgage-backed securities | $1,055,000 | 656 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,691,000 | 430 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $14,312,000 | 323 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,767,000 | 3,298 |
| Mortgage-backed securities | $46,797,000 | 1,117 |
| Certificates of participation in pools of residential mortgages | $13,301,000 | 2,000 |
| Issued or guaranteed by U.S. | $12,379,000 | 2,100 |
| Privately issued | $922,000 | 131 |
| Collaterized mortgage obligations | $33,496,000 | 593 |
| CMOs issued by government agencies or sponsored agencies | $33,363,000 | 550 |
| Privately issued | $133,000 | 924 |
| 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) | $2,675,000 | 2,665 |
| Available-for-sale securities (fair market value) | $123,197,000 | 896 |
| Total debt securities | $111,560,000 | 1,141 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $115,644,000 | 1,117 |
| U.S. Government securities | $77,842,000 | 1,196 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $77,842,000 | 1,143 |
| Securities issued by states & political subdivisions | $2,424,000 | 4,052 |
| Other domestic debt securities | $21,138,000 | 578 |
| Privately issued residential mortgage-backed securities | $1,526,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,612,000 | 438 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $14,240,000 | 322 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,762,000 | 3,346 |
| Mortgage-backed securities | $40,714,000 | 1,218 |
| Certificates of participation in pools of residential mortgages | $15,852,000 | 1,758 |
| Issued or guaranteed by U.S. | $14,905,000 | 1,831 |
| Privately issued | $947,000 | 134 |
| Collaterized mortgage obligations | $24,862,000 | 728 |
| CMOs issued by government agencies or sponsored agencies | $24,283,000 | 683 |
| Privately issued | $579,000 | 719 |
| 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) | $3,162,000 | 2,550 |
| Available-for-sale securities (fair market value) | $112,482,000 | 974 |
| Total debt securities | $101,404,000 | 1,205 |
| 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 | $115,151,000 | 1,075 |
| U.S. Government securities | $76,897,000 | 1,182 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $76,897,000 | 1,119 |
| Securities issued by states & political subdivisions | $2,421,000 | 4,057 |
| Other domestic debt securities | $21,412,000 | 572 |
| Privately issued residential mortgage-backed securities | $1,847,000 | 551 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $19,565,000 | 437 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $14,421,000 | 308 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,795,000 | 3,317 |
| Mortgage-backed securities | $37,970,000 | 1,266 |
| Certificates of participation in pools of residential mortgages | $17,778,000 | 1,594 |
| Issued or guaranteed by U.S. | $16,780,000 | 1,642 |
| Privately issued | $998,000 | 124 |
| Collaterized mortgage obligations | $20,192,000 | 827 |
| CMOs issued by government agencies or sponsored agencies | $19,343,000 | 785 |
| Privately issued | $849,000 | 680 |
| 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) | $3,484,000 | 2,508 |
| Available-for-sale securities (fair market value) | $111,667,000 | 946 |
| Total debt securities | $100,730,000 | 1,188 |
| Structured notes | ||
| Amortized cost | $1,002,000 | 754 |
| Fair value | $1,001,000 | 927 |
| 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 | $65,123,000 | 1,718 |
| U.S. Government securities | $36,634,000 | 2,138 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $36,634,000 | 2,012 |
| Securities issued by states & political subdivisions | $2,259,000 | 4,139 |
| Other domestic debt securities | $12,144,000 | 841 |
| Privately issued residential mortgage-backed securities | $3,479,000 | 484 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,665,000 | 797 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $14,086,000 | 305 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,537,000 | 2,717 |
| Mortgage-backed securities | $34,864,000 | 1,233 |
| Certificates of participation in pools of residential mortgages | $30,106,000 | 960 |
| Issued or guaranteed by U.S. | $29,071,000 | 975 |
| Privately issued | $1,035,000 | 132 |
| Collaterized mortgage obligations | $4,758,000 | 1,926 |
| CMOs issued by government agencies or sponsored agencies | $2,314,000 | 2,440 |
| Privately issued | $2,444,000 | 520 |
| 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) | $5,247,000 | 2,244 |
| Available-for-sale securities (fair market value) | $59,876,000 | 1,551 |
| Total debt securities | $51,038,000 | 2,099 |
| 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 | $90,644,000 | 1,230 |
| U.S. Government securities | $62,883,000 | 1,267 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $62,883,000 | 1,177 |
| Securities issued by states & political subdivisions | $2,307,000 | 4,164 |
| Other domestic debt securities | $12,190,000 | 718 |
| Privately issued residential mortgage-backed securities | $2,523,000 | 512 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,667,000 | 673 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $13,264,000 | 405 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $20,805,000 | 1,779 |
| Mortgage-backed securities | $59,432,000 | 695 |
| Certificates of participation in pools of residential mortgages | $53,642,000 | 512 |
| Issued or guaranteed by U.S. | $53,642,000 | 508 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $5,790,000 | 1,399 |
| CMOs issued by government agencies or sponsored agencies | $3,267,000 | 1,741 |
| Privately issued | $2,523,000 | 454 |
| 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) | $7,275,000 | 2,266 |
| Available-for-sale securities (fair market value) | $83,369,000 | 1,053 |
| Total debt securities | $77,380,000 | 1,366 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $76,734,000 | 1,496 |
| U.S. Government securities | $60,320,000 | 1,407 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $60,320,000 | 1,275 |
| Securities issued by states & political subdivisions | $1,209,000 | 5,356 |
| Other domestic debt securities | $5,746,000 | 1,114 |
| Privately issued residential mortgage-backed securities | $1,943,000 | 602 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,803,000 | 1,122 |
| Foreign debt securities | $0 | 343 |
| Equity securities | $9,459,000 | 527 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,517,000 | 2,537 |
| Mortgage-backed securities | $55,981,000 | 789 |
| Certificates of participation in pools of residential mortgages | $49,984,000 | 607 |
| Issued or guaranteed by U.S. | $49,741,000 | 598 |
| Privately issued | $243,000 | 211 |
| Collaterized mortgage obligations | $5,997,000 | 1,473 |
| CMOs issued by government agencies or sponsored agencies | $4,297,000 | 1,622 |
| Privately issued | $1,700,000 | 565 |
| 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) | $9,994,000 | 2,118 |
| Available-for-sale securities (fair market value) | $66,740,000 | 1,300 |
| Total debt securities | $67,275,000 | 1,632 |
| Structured notes | ||
| Amortized cost | $997,000 | 602 |
| Fair value | $995,000 | 483 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $93,909,000 | 1,239 |
| U.S. Government securities | $73,200,000 | 1,217 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $73,200,000 | 1,044 |
| Securities issued by states & political subdivisions | $2,119,000 | 4,607 |
| Other domestic debt securities | $8,717,000 | 836 |
| Privately issued residential mortgage-backed securities | $1,079,000 | 685 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,638,000 | 702 |
| Foreign debt securities | $0 | 363 |
| Equity securities | $9,873,000 | 506 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,158 |
| Mortgage-backed securities | $63,882,000 | 744 |
| Certificates of participation in pools of residential mortgages | $54,172,000 | 599 |
| Issued or guaranteed by U.S. | $54,172,000 | 592 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $9,710,000 | 1,202 |
| CMOs issued by government agencies or sponsored agencies | $8,631,000 | 1,210 |
| Privately issued | $1,079,000 | 578 |
| 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) | $13,074,000 | 1,938 |
| Available-for-sale securities (fair market value) | $80,835,000 | 1,082 |
| Total debt securities | $84,036,000 | 1,347 |
| Structured notes | ||
| Amortized cost | $3,307,000 | 220 |
| Fair value | $3,312,000 | 217 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $83,186,000 | 1,384 |
| U.S. Government securities | $67,238,000 | 1,341 |
| U.S. Treasury securities | $1,499,000 | 5,762 |
| U.S. Government agency obligations | $65,739,000 | 1,100 |
| Securities issued by states & political subdivisions | $2,561,000 | 4,147 |
| Other domestic debt securities | $9,282,000 | 591 |
| Privately issued residential mortgage-backed securities | $26,000 | 1,541 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,256,000 | 440 |
| Foreign debt securities | $0 | 390 |
| Equity securities | $4,105,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,512 |
| Mortgage-backed securities | $41,779,000 | 999 |
| Certificates of participation in pools of residential mortgages | $27,479,000 | 1,001 |
| Issued or guaranteed by U.S. | $27,479,000 | 987 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $14,300,000 | 865 |
| CMOs issued by government agencies or sponsored agencies | $14,274,000 | 828 |
| Privately issued | $26,000 | 1,302 |
| 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) | $21,418,000 | 1,575 |
| Available-for-sale securities (fair market value) | $61,768,000 | 1,289 |
| Total debt securities | $79,081,000 | 1,406 |
| Structured notes | ||
| Amortized cost | $5,059,000 | 275 |
| Fair value | $5,064,000 | 274 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $70,217,000 | 1,724 |
| U.S. Government securities | $59,867,000 | 1,609 |
| U.S. Treasury securities | $2,477,000 | 5,570 |
| U.S. Government agency obligations | $57,390,000 | 1,277 |
| Securities issued by states & political subdivisions | $2,611,000 | 4,250 |
| Other domestic debt securities | $4,535,000 | 949 |
| Privately issued residential mortgage-backed securities | $33,000 | 1,848 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,502,000 | 668 |
| Foreign debt securities | $0 | 466 |
| Equity securities | $3,204,000 | 1,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 7,846 |
| Mortgage-backed securities | $30,506,000 | 1,342 |
| Certificates of participation in pools of residential mortgages | $23,541,000 | 1,171 |
| Issued or guaranteed by U.S. | $23,541,000 | 1,154 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $6,965,000 | 1,580 |
| CMOs issued by government agencies or sponsored agencies | $6,932,000 | 1,502 |
| Privately issued | $33,000 | 1,563 |
| 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) | $31,715,000 | 1,278 |
| Available-for-sale securities (fair market value) | $38,502,000 | 2,152 |
| Total debt securities | $66,995,000 | 1,752 |
| Structured notes | ||
| Amortized cost | $7,459,000 | 236 |
| Fair value | $7,474,000 | 231 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $75,955,000 | 1,667 |
| U.S. Government securities | $62,684,000 | 1,614 |
| U.S. Treasury securities | $6,012,000 | 4,073 |
| U.S. Government agency obligations | $56,672,000 | 1,280 |
| Securities issued by states & political subdivisions | $2,660,000 | 4,247 |
| Other domestic debt securities | $7,130,000 | 861 |
| 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 | $7,130,000 | 624 |
| Foreign debt securities | $0 | 553 |
| Equity securities | $3,481,000 | 961 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,500,000 | 7,441 |
| Mortgage-backed securities | $23,184,000 | 1,753 |
| Certificates of participation in pools of residential mortgages | $22,870,000 | 1,209 |
| Issued or guaranteed by U.S. | $22,870,000 | 1,187 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $314,000 | 5,215 |
| CMOs issued by government agencies or sponsored agencies | $314,000 | 5,012 |
| 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) | $38,581,000 | 1,128 |
| Available-for-sale securities (fair market value) | $37,374,000 | 2,305 |
| Total debt securities | $72,162,000 | 1,707 |
| Structured notes | ||
| Amortized cost | $11,799,000 | 224 |
| Fair value | $11,894,000 | 219 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $61,605,000 | 2,140 |
| U.S. Government securities | $46,142,000 | 2,274 |
| U.S. Treasury securities | $7,812,000 | 4,115 |
| U.S. Government agency obligations | $38,330,000 | 1,768 |
| Securities issued by states & political subdivisions | $2,679,000 | 4,476 |
| Other domestic debt securities | $10,584,000 | 720 |
| Privately issued residential mortgage-backed securities | $143,000 | 1,982 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,441,000 | 517 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $2,200,000 | 1,206 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 6,540 |
| Mortgage-backed securities | $23,850,000 | 1,784 |
| Certificates of participation in pools of residential mortgages | $23,262,000 | 1,237 |
| Issued or guaranteed by U.S. | $23,262,000 | 1,217 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $588,000 | 5,099 |
| CMOs issued by government agencies or sponsored agencies | $445,000 | 5,171 |
| Privately issued | $143,000 | 1,680 |
| 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) | $35,986,000 | 2,050 |
| Available-for-sale securities (fair market value) | $25,619,000 | 2,230 |
| Total debt securities | $59,817,000 | 2,152 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $55,314,000 | 2,504 |
| U.S. Government securities | $35,424,000 | 3,064 |
| U.S. Treasury securities | $5,104,000 | 5,608 |
| U.S. Government agency obligations | $30,320,000 | 2,272 |
| Securities issued by states & political subdivisions | $2,502,000 | 4,737 |
| Other domestic debt securities | $14,731,000 | 675 |
| Privately issued residential mortgage-backed securities | $214,000 | 2,293 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $14,517,000 | 469 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $2,657,000 | 1,174 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 6,446 |
| Mortgage-backed securities | $21,208,000 | 2,182 |
| Certificates of participation in pools of residential mortgages | $19,994,000 | 1,490 |
| Issued or guaranteed by U.S. | $19,994,000 | 1,467 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $1,214,000 | 4,710 |
| CMOs issued by government agencies or sponsored agencies | $1,000,000 | 4,772 |
| Privately issued | $214,000 | 1,918 |
| 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 | $52,657,000 | 2,560 |
| 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 | $48,975,000 | 2,794 |
| U.S. Government securities | $15,768,000 | 6,027 |
| U.S. Treasury securities | $2,115,000 | 8,531 |
| U.S. Government agency obligations | $13,653,000 | 4,418 |
| Securities issued by states & political subdivisions | $2,202,000 | 4,822 |
| Other domestic debt securities | $23,974,000 | 552 |
| Privately issued residential mortgage-backed securities | $435,000 | 2,478 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,539,000 | 367 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $7,031,000 | 465 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,500,000 | 6,501 |
| Mortgage-backed securities | $11,084,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $10,513,000 | 2,429 |
| Issued or guaranteed by U.S. | $10,513,000 | 2,389 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $571,000 | 5,682 |
| CMOs issued by government agencies or sponsored agencies | $136,000 | 6,302 |
| Privately issued | $435,000 | 2,092 |
| 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 | $41,944,000 | 3,172 |
| 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 |