Home > Horizon Bank > Securities
Horizon Bank, Securities
| 2008-06-30 | Rank | |
| Total securities | $0 | 8,159 |
| U.S. Government securities | $0 | 7,997 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $0 | 7,934 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $0 | 6,675 |
| Certificates of participation in pools of residential mortgages | $0 | 6,439 |
| Issued or guaranteed by U.S. | $0 | 6,414 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $0 | 8,104 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $1,086,000 | 7,895 |
| U.S. Government securities | $1,086,000 | 7,647 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,086,000 | 7,560 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $0 | 33 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,086,000 | 5,502 |
| Certificates of participation in pools of residential mortgages | $1,086,000 | 5,067 |
| Issued or guaranteed by U.S. | $1,086,000 | 5,043 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $1,086,000 | 7,288 |
| Total debt securities | $1,086,000 | 7,846 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $5,129,000 | 7,049 |
| U.S. Government securities | $5,129,000 | 6,545 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,129,000 | 6,439 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,130,000 | 5,292 |
| Certificates of participation in pools of residential mortgages | $1,130,000 | 4,845 |
| Issued or guaranteed by U.S. | $1,130,000 | 4,825 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,129,000 | 6,410 |
| Total debt securities | $5,129,000 | 6,996 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $5,865,000 | 6,953 |
| U.S. Government securities | $5,865,000 | 6,433 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,865,000 | 6,325 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,169,000 | 5,174 |
| Certificates of participation in pools of residential mortgages | $1,169,000 | 4,682 |
| Issued or guaranteed by U.S. | $1,169,000 | 4,668 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,749 |
| Available-for-sale securities (fair market value) | $5,865,000 | 6,329 |
| Total debt securities | $5,865,000 | 6,904 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $3,924,000 | 7,440 |
| U.S. Government securities | $3,924,000 | 7,035 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,924,000 | 6,916 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $0 | 23 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,255,000 | 5,107 |
| Certificates of participation in pools of residential mortgages | $1,255,000 | 4,606 |
| Issued or guaranteed by U.S. | $1,255,000 | 4,593 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,791 |
| Available-for-sale securities (fair market value) | $3,924,000 | 6,756 |
| Total debt securities | $3,924,000 | 7,400 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $4,106,000 | 7,425 |
| U.S. Government securities | $4,106,000 | 7,001 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $4,106,000 | 6,866 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,436,000 | 5,025 |
| Certificates of participation in pools of residential mortgages | $1,436,000 | 4,504 |
| Issued or guaranteed by U.S. | $1,436,000 | 4,487 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,860 |
| Available-for-sale securities (fair market value) | $4,106,000 | 6,732 |
| Total debt securities | $4,106,000 | 7,379 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $4,556,000 | 7,367 |
| U.S. Government securities | $1,510,000 | 7,852 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,510,000 | 7,740 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,000,000 | 1,918 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 1,374 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,046,000 | 773 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,510,000 | 4,974 |
| Certificates of participation in pools of residential mortgages | $1,510,000 | 4,457 |
| Issued or guaranteed by U.S. | $1,510,000 | 4,443 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 2,840 |
| Available-for-sale securities (fair market value) | $3,556,000 | 6,870 |
| Total debt securities | $2,510,000 | 7,797 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $4,607,000 | 7,426 |
| U.S. Government securities | $1,534,000 | 7,919 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,534,000 | 7,797 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,060,000 | 1,888 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,060,000 | 1,341 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,013,000 | 796 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,534,000 | 4,963 |
| Certificates of participation in pools of residential mortgages | $1,534,000 | 4,450 |
| Issued or guaranteed by U.S. | $1,534,000 | 4,425 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,060,000 | 2,878 |
| Available-for-sale securities (fair market value) | $3,547,000 | 6,944 |
| Total debt securities | $2,594,000 | 7,858 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $4,650,000 | 7,471 |
| U.S. Government securities | $1,606,000 | 7,951 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,606,000 | 7,819 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,057,000 | 1,906 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,057,000 | 1,381 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,987,000 | 790 |
| Assets held in trading accounts for TFR Reporters | $0 | 19 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,606,000 | 4,939 |
| Certificates of participation in pools of residential mortgages | $1,606,000 | 4,420 |
| Issued or guaranteed by U.S. | $1,606,000 | 4,402 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,057,000 | 2,912 |
| Available-for-sale securities (fair market value) | $3,593,000 | 6,948 |
| Total debt securities | $2,663,000 | 7,892 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $4,692,000 | 7,489 |
| U.S. Government securities | $1,666,000 | 7,980 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,666,000 | 7,853 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,050,000 | 1,952 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,050,000 | 1,439 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,976,000 | 822 |
| Assets held in trading accounts for TFR Reporters | $0 | 15 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,666,000 | 4,944 |
| Certificates of participation in pools of residential mortgages | $1,666,000 | 4,404 |
| Issued or guaranteed by U.S. | $1,666,000 | 4,389 |
| 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) | $1,050,000 | 2,978 |
| Available-for-sale securities (fair market value) | $3,642,000 | 6,974 |
| Total debt securities | $2,716,000 | 7,932 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $6,069,000 | 7,199 |
| U.S. Government securities | $3,095,000 | 7,555 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,095,000 | 7,416 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,026,000 | 2,043 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,026,000 | 1,554 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,948,000 | 850 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,095,000 | 4,294 |
| Certificates of participation in pools of residential mortgages | $3,095,000 | 3,697 |
| Issued or guaranteed by U.S. | $3,095,000 | 3,682 |
| 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) | $1,026,000 | 3,048 |
| Available-for-sale securities (fair market value) | $5,043,000 | 6,688 |
| Total debt securities | $4,121,000 | 7,609 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $6,361,000 | 7,151 |
| U.S. Government securities | $3,375,000 | 7,504 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,375,000 | 7,359 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $1,062,000 | 2,045 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,062,000 | 1,583 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,924,000 | 872 |
| Assets held in trading accounts for TFR Reporters | $0 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,375,000 | 4,237 |
| Certificates of participation in pools of residential mortgages | $3,375,000 | 3,646 |
| Issued or guaranteed by U.S. | $3,375,000 | 3,633 |
| 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) | $1,062,000 | 3,058 |
| Available-for-sale securities (fair market value) | $5,299,000 | 6,648 |
| Total debt securities | $4,437,000 | 7,573 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $6,761,000 | 7,113 |
| U.S. Government securities | $3,797,000 | 7,401 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $3,797,000 | 7,254 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $1,062,000 | 2,104 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,062,000 | 1,659 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,902,000 | 885 |
| Assets held in trading accounts for TFR Reporters | $0 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,797,000 | 4,179 |
| Certificates of participation in pools of residential mortgages | $3,797,000 | 3,583 |
| Issued or guaranteed by U.S. | $3,797,000 | 3,567 |
| 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) | $1,062,000 | 3,110 |
| Available-for-sale securities (fair market value) | $5,699,000 | 6,574 |
| Total debt securities | $4,859,000 | 7,509 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $8,790,000 | 6,700 |
| U.S. Government securities | $5,897,000 | 6,809 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $5,897,000 | 6,655 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $990,000 | 2,294 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $990,000 | 1,881 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,903,000 | 920 |
| Assets held in trading accounts for TFR Reporters | $0 | 18 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,897,000 | 3,668 |
| Certificates of participation in pools of residential mortgages | $5,897,000 | 3,071 |
| Issued or guaranteed by U.S. | $5,897,000 | 3,060 |
| 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) | $990,000 | 3,222 |
| Available-for-sale securities (fair market value) | $7,800,000 | 6,156 |
| Total debt securities | $6,887,000 | 7,086 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $9,590,000 | 6,553 |
| U.S. Government securities | $6,671,000 | 6,559 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $6,671,000 | 6,415 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $1,033,000 | 2,243 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,033,000 | 1,839 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,886,000 | 963 |
| Assets held in trading accounts for TFR Reporters | $0 | 20 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,671,000 | 3,533 |
| Certificates of participation in pools of residential mortgages | $6,671,000 | 2,904 |
| Issued or guaranteed by U.S. | $6,671,000 | 2,896 |
| 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) | $1,033,000 | 3,202 |
| Available-for-sale securities (fair market value) | $8,557,000 | 6,000 |
| Total debt securities | $7,704,000 | 6,907 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $11,215,000 | 6,251 |
| U.S. Government securities | $7,789,000 | 6,272 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,789,000 | 6,119 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $1,559,000 | 1,978 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,559,000 | 1,627 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,867,000 | 978 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,288,000 | 3,430 |
| Certificates of participation in pools of residential mortgages | $7,288,000 | 2,822 |
| Issued or guaranteed by U.S. | $7,288,000 | 2,814 |
| 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) | $1,559,000 | 3,006 |
| Available-for-sale securities (fair market value) | $9,656,000 | 5,824 |
| Total debt securities | $9,348,000 | 6,583 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $12,177,000 | 6,125 |
| U.S. Government securities | $8,765,000 | 6,085 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $8,765,000 | 5,925 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $1,551,000 | 2,081 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,551,000 | 1,732 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,861,000 | 1,010 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,906,000 | 3,336 |
| Certificates of participation in pools of residential mortgages | $7,906,000 | 2,741 |
| Issued or guaranteed by U.S. | $7,906,000 | 2,732 |
| 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) | $1,551,000 | 3,016 |
| Available-for-sale securities (fair market value) | $10,626,000 | 5,693 |
| Total debt securities | $10,316,000 | 6,434 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $13,578,000 | 5,818 |
| U.S. Government securities | $9,647,000 | 5,827 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,647,000 | 5,675 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,082,000 | 1,956 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,082,000 | 1,606 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,849,000 | 1,083 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $8,772,000 | 3,236 |
| Certificates of participation in pools of residential mortgages | $8,772,000 | 2,612 |
| Issued or guaranteed by U.S. | $8,772,000 | 2,601 |
| 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) | $2,082,000 | 2,778 |
| Available-for-sale securities (fair market value) | $11,496,000 | 5,531 |
| Total debt securities | $11,729,000 | 6,116 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $15,116,000 | 5,606 |
| U.S. Government securities | $11,214,000 | 5,475 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $11,214,000 | 5,310 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $2,085,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,085,000 | 1,706 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,817,000 | 1,074 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,336,000 | 2,951 |
| Certificates of participation in pools of residential mortgages | $10,336,000 | 2,381 |
| Issued or guaranteed by U.S. | $10,336,000 | 2,369 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | NA | NA |
| 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) | $2,085,000 | 2,816 |
| Available-for-sale securities (fair market value) | $13,031,000 | 5,241 |
| Total debt securities | $13,299,000 | 5,842 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $15,222,000 | 5,503 |
| U.S. Government securities | $10,858,000 | 5,420 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,858,000 | 5,249 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $2,571,000 | 1,897 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,571,000 | 1,622 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,793,000 | 1,135 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $10,478,000 | 2,913 |
| Certificates of participation in pools of residential mortgages | $10,478,000 | 2,332 |
| Issued or guaranteed by U.S. | $10,478,000 | 2,321 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | NA | NA |
| 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) | $2,571,000 | 2,685 |
| Available-for-sale securities (fair market value) | $12,651,000 | 5,262 |
| Total debt securities | $13,429,000 | 5,739 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $16,539,000 | 5,219 |
| U.S. Government securities | $12,136,000 | 5,044 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,136,000 | 4,881 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $2,603,000 | 1,959 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,603,000 | 1,684 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,800,000 | 1,143 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,513,000 | 2,846 |
| Certificates of participation in pools of residential mortgages | $11,513,000 | 2,207 |
| Issued or guaranteed by U.S. | $11,513,000 | 2,197 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $2,603,000 | 2,693 |
| Available-for-sale securities (fair market value) | $13,936,000 | 4,963 |
| Total debt securities | $14,739,000 | 5,430 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $13,764,000 | 5,720 |
| U.S. Government securities | $9,959,000 | 5,590 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $9,959,000 | 5,408 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $2,052,000 | 2,186 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,052,000 | 1,884 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,753,000 | 1,150 |
| Assets held in trading accounts for TFR Reporters | $0 | 24 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,327,000 | 3,169 |
| Certificates of participation in pools of residential mortgages | $9,327,000 | 2,470 |
| Issued or guaranteed by U.S. | $9,327,000 | 2,457 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $2,052,000 | 2,928 |
| Available-for-sale securities (fair market value) | $11,712,000 | 5,380 |
| Total debt securities | $12,011,000 | 6,002 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $12,258,000 | 6,011 |
| U.S. Government securities | $7,984,000 | 6,170 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $7,984,000 | 5,976 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $2,536,000 | 1,986 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,536,000 | 1,718 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,738,000 | 1,172 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,292,000 | 3,539 |
| Certificates of participation in pools of residential mortgages | $7,292,000 | 2,781 |
| Issued or guaranteed by U.S. | $7,292,000 | 2,771 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $2,536,000 | 2,813 |
| Available-for-sale securities (fair market value) | $9,722,000 | 5,781 |
| Total debt securities | $10,520,000 | 6,303 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $13,523,000 | 5,686 |
| U.S. Government securities | $10,311,000 | 5,437 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $10,311,000 | 5,191 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,987,000 | 2,284 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,987,000 | 1,945 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,225,000 | 1,242 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $9,636,000 | 2,932 |
| Certificates of participation in pools of residential mortgages | $8,795,000 | 2,282 |
| Issued or guaranteed by U.S. | $8,795,000 | 2,268 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $841,000 | 3,446 |
| CMOs issued by government agencies or sponsored agencies | $841,000 | 3,278 |
| Privately issued | NA | NA |
| 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) | $1,987,000 | 3,215 |
| Available-for-sale securities (fair market value) | $11,536,000 | 5,250 |
| Total debt securities | $12,298,000 | 5,845 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $14,213,000 | 5,726 |
| U.S. Government securities | $12,764,000 | 5,078 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $12,764,000 | 4,754 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,449,000 | 1,963 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,176,000 | 2,190 |
| Certificates of participation in pools of residential mortgages | $4,011,000 | 2,966 |
| Issued or guaranteed by U.S. | $4,011,000 | 2,949 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $7,165,000 | 1,243 |
| CMOs issued by government agencies or sponsored agencies | $7,165,000 | 1,129 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $14,213,000 | 4,744 |
| Total debt securities | $12,764,000 | 5,934 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $15,651,000 | 5,661 |
| U.S. Government securities | $14,263,000 | 4,922 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $14,263,000 | 4,453 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,388,000 | 1,935 |
| Assets held in trading accounts for TFR Reporters | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,663,000 | 2,185 |
| Certificates of participation in pools of residential mortgages | $5,283,000 | 2,709 |
| Issued or guaranteed by U.S. | $5,283,000 | 2,697 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $7,380,000 | 1,314 |
| CMOs issued by government agencies or sponsored agencies | $7,380,000 | 1,181 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $15,651,000 | 4,621 |
| Total debt securities | $14,263,000 | 5,856 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $20,146,000 | 4,816 |
| U.S. Government securities | $18,872,000 | 4,081 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $18,872,000 | 3,480 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,274,000 | 2,026 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $17,011,000 | 1,905 |
| Certificates of participation in pools of residential mortgages | $646,000 | 5,741 |
| Issued or guaranteed by U.S. | $646,000 | 5,725 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $16,365,000 | 870 |
| CMOs issued by government agencies or sponsored agencies | $16,365,000 | 788 |
| Privately issued | NA | NA |
| 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) | $9,000 | 6,570 |
| Available-for-sale securities (fair market value) | $20,137,000 | 3,775 |
| Total debt securities | $18,872,000 | 4,900 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $24,006,000 | 4,329 |
| U.S. Government securities | $22,730,000 | 3,713 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $22,730,000 | 2,900 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,276,000 | 1,986 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,787,000 | 1,638 |
| Certificates of participation in pools of residential mortgages | $691,000 | 5,835 |
| Issued or guaranteed by U.S. | $691,000 | 5,816 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $20,096,000 | 690 |
| CMOs issued by government agencies or sponsored agencies | $20,096,000 | 648 |
| Privately issued | NA | NA |
| 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) | $9,000 | 7,337 |
| Available-for-sale securities (fair market value) | $23,997,000 | 3,161 |
| Total debt securities | $22,730,000 | 4,389 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $16,304,000 | 6,085 |
| U.S. Government securities | $16,044,000 | 5,215 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $16,044,000 | 3,957 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $260,000 | 4,791 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $0 | 312 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $14,079,000 | 2,363 |
| Certificates of participation in pools of residential mortgages | $3,302,000 | 3,935 |
| Issued or guaranteed by U.S. | $3,302,000 | 3,913 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $10,777,000 | 1,194 |
| CMOs issued by government agencies or sponsored agencies | $10,777,000 | 1,126 |
| Privately issued | NA | NA |
| 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 | 8,028 |
| Available-for-sale securities (fair market value) | $16,294,000 | 4,457 |
| Total debt securities | $16,044,000 | 6,024 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $16,033,000 | 6,424 |
| U.S. Government securities | $15,942,000 | 5,500 |
| U.S. Treasury securities | $108,000 | 10,067 |
| U.S. Government agency obligations | $15,834,000 | 4,017 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $10,000 | 8,145 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-81,000 | 1,059 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,699,000 | 2,530 |
| Certificates of participation in pools of residential mortgages | $8,632,000 | 2,379 |
| Issued or guaranteed by U.S. | $8,632,000 | 2,355 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $5,067,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $5,067,000 | 2,044 |
| Privately issued | NA | NA |
| 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) | $91,000 | 8,290 |
| Available-for-sale securities (fair market value) | $15,942,000 | 4,688 |
| Total debt securities | $15,942,000 | 6,322 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $14,713,000 | 7,193 |
| U.S. Government securities | $14,078,000 | 6,301 |
| U.S. Treasury securities | $100,000 | 11,035 |
| U.S. Government agency obligations | $13,978,000 | 4,228 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $500,000 | 3,553 |
| 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 | $500,000 | 2,847 |
| Foreign debt securities | NA | NA |
| Equity securities | $12,000 | 8,179 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-123,000 | 1,189 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $12,067,000 | 2,875 |
| Certificates of participation in pools of residential mortgages | $10,115,000 | 2,228 |
| Issued or guaranteed by U.S. | $10,115,000 | 2,213 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $1,952,000 | 3,682 |
| CMOs issued by government agencies or sponsored agencies | $1,952,000 | 3,514 |
| Privately issued | NA | NA |
| 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) | $12,801,000 | 4,839 |
| Available-for-sale securities (fair market value) | $1,912,000 | 8,949 |
| Total debt securities | $14,578,000 | 7,129 |
| 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 | $14,915,000 | 7,427 |
| U.S. Government securities | $14,510,000 | 6,398 |
| U.S. Treasury securities | $298,000 | 11,237 |
| U.S. Government agency obligations | $14,212,000 | 4,347 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $250,000 | 5,033 |
| 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 | $250,000 | 3,913 |
| Foreign debt securities | NA | NA |
| Equity securities | $14,000 | 8,062 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-141,000 | 1,271 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $11,614,000 | 3,316 |
| Certificates of participation in pools of residential mortgages | $11,583,000 | 2,255 |
| Issued or guaranteed by U.S. | $11,583,000 | 2,227 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $31,000 | 6,873 |
| CMOs issued by government agencies or sponsored agencies | $31,000 | 6,415 |
| Privately issued | NA | NA |
| 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 | $14,760,000 | 7,333 |
| 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 | $14,765,000 | 7,432 |
| U.S. Government securities | $14,534,000 | 6,400 |
| U.S. Treasury securities | $100,000 | 12,023 |
| U.S. Government agency obligations | $14,434,000 | 4,226 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $12,000 | 7,353 |
| 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 | $12,000 | 5,718 |
| Foreign debt securities | NA | NA |
| Equity securities | $16,000 | 7,814 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-203,000 | 1,579 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $13,440,000 | 3,062 |
| Certificates of participation in pools of residential mortgages | $13,396,000 | 2,060 |
| Issued or guaranteed by U.S. | $13,396,000 | 2,017 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $44,000 | 7,156 |
| CMOs issued by government agencies or sponsored agencies | $44,000 | 6,523 |
| Privately issued | NA | NA |
| 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 | $14,546,000 | 7,370 |
| 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 |