Home > Horizon Bank > Securities
Horizon Bank, Securities
| 2010-06-30 | Rank | |
| Total securities | $20,441,000 | 4,333 |
| U.S. Government securities | $2,850,000 | 6,610 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,850,000 | 6,492 |
| Securities issued by states & political subdivisions | $9,978,000 | 2,270 |
| Other domestic debt securities | $7,613,000 | 909 |
| Privately issued residential mortgage-backed securities | $726,000 | 1,109 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $175,000 | 301 |
| Other domestic debt securities - All other | $6,712,000 | 468 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,578 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,755,000 | 5,053 |
| Mortgage-backed securities | $1,571,000 | 4,971 |
| Certificates of participation in pools of residential mortgages | $215,000 | 5,371 |
| Issued or guaranteed by U.S. | $215,000 | 5,359 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $1,356,000 | 2,742 |
| CMOs issued by government agencies or sponsored agencies | $630,000 | 2,797 |
| Privately issued | $726,000 | 1,065 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $10,908,000 | 1,024 |
| Available-for-sale securities (fair market value) | $9,533,000 | 5,338 |
| Total debt securities | $20,442,000 | 4,292 |
| Structured notes | ||
| Amortized cost | $0 | 3,207 |
| Fair value | $0 | 3,207 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $21,501,000 | 4,281 |
| U.S. Government securities | $2,917,000 | 6,704 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,917,000 | 6,599 |
| Securities issued by states & political subdivisions | $9,980,000 | 2,227 |
| Other domestic debt securities | $8,604,000 | 885 |
| Privately issued residential mortgage-backed securities | $774,000 | 1,132 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $169,000 | 308 |
| Other domestic debt securities - All other | $7,661,000 | 430 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,606 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,837,000 | 5,089 |
| Mortgage-backed securities | $1,709,000 | 5,026 |
| Certificates of participation in pools of residential mortgages | $219,000 | 5,481 |
| Issued or guaranteed by U.S. | $219,000 | 5,469 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $1,490,000 | 2,669 |
| CMOs issued by government agencies or sponsored agencies | $716,000 | 2,723 |
| Privately issued | $774,000 | 1,085 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $10,910,000 | 1,045 |
| Available-for-sale securities (fair market value) | $10,591,000 | 5,210 |
| Total debt securities | $21,500,000 | 4,245 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,246 |
| Fair value | $950,000 | 2,473 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $22,685,000 | 4,125 |
| U.S. Government securities | $3,572,000 | 6,511 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $3,572,000 | 6,417 |
| Securities issued by states & political subdivisions | $10,533,000 | 2,161 |
| Other domestic debt securities | $8,580,000 | 924 |
| Privately issued residential mortgage-backed securities | $757,000 | 1,177 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $161,000 | 311 |
| Other domestic debt securities - All other | $7,662,000 | 441 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $0 | 1,667 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,998,000 | 5,077 |
| Mortgage-backed securities | $1,872,000 | 5,058 |
| Certificates of participation in pools of residential mortgages | $228,000 | 5,538 |
| Issued or guaranteed by U.S. | $228,000 | 5,523 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $1,644,000 | 2,597 |
| CMOs issued by government agencies or sponsored agencies | $887,000 | 2,604 |
| Privately issued | $757,000 | 1,128 |
| 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) | $11,463,000 | 1,015 |
| Available-for-sale securities (fair market value) | $11,222,000 | 5,104 |
| Total debt securities | $22,688,000 | 4,095 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $950,000 | 2,211 |
| 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 | $28,039,000 | 3,653 |
| U.S. Government securities | $6,745,000 | 5,703 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,745,000 | 5,612 |
| Securities issued by states & political subdivisions | $13,104,000 | 1,869 |
| Other domestic debt securities | $8,190,000 | 1,012 |
| Privately issued residential mortgage-backed securities | $806,000 | 1,223 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $208,000 | 317 |
| Other domestic debt securities - All other | $7,176,000 | 490 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,975,000 | 4,129 |
| Mortgage-backed securities | $6,061,000 | 3,990 |
| Certificates of participation in pools of residential mortgages | $2,292,000 | 4,487 |
| Issued or guaranteed by U.S. | $2,292,000 | 4,480 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $3,769,000 | 2,051 |
| CMOs issued by government agencies or sponsored agencies | $2,963,000 | 1,914 |
| Privately issued | $806,000 | 1,172 |
| 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) | $14,104,000 | 925 |
| Available-for-sale securities (fair market value) | $13,935,000 | 4,762 |
| Total debt securities | $28,038,000 | 3,612 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,082 |
| Fair value | $1,911,000 | 1,225 |
| 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 | $28,317,000 | 3,578 |
| U.S. Government securities | $6,859,000 | 5,675 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $6,859,000 | 5,591 |
| Securities issued by states & political subdivisions | $13,105,000 | 1,822 |
| Other domestic debt securities | $8,353,000 | 1,026 |
| Privately issued residential mortgage-backed securities | $746,000 | 1,268 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $747,000 | 275 |
| Other domestic debt securities - All other | $6,860,000 | 524 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,134,000 | 4,087 |
| Mortgage-backed securities | $6,623,000 | 3,927 |
| Certificates of participation in pools of residential mortgages | $2,385,000 | 4,505 |
| Issued or guaranteed by U.S. | $2,385,000 | 4,494 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $4,238,000 | 1,940 |
| CMOs issued by government agencies or sponsored agencies | $3,492,000 | 1,767 |
| Privately issued | $746,000 | 1,206 |
| 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) | $14,105,000 | 933 |
| Available-for-sale securities (fair market value) | $14,212,000 | 4,717 |
| Total debt securities | $28,318,000 | 3,536 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 744 |
| Fair value | $1,788,000 | 869 |
| 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 | $30,233,000 | 3,454 |
| U.S. Government securities | $7,483,000 | 5,642 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $7,483,000 | 5,557 |
| Securities issued by states & political subdivisions | $13,106,000 | 1,731 |
| Other domestic debt securities | $9,644,000 | 902 |
| Privately issued residential mortgage-backed securities | $731,000 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,913,000 | 434 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,621,000 | 4,048 |
| Mortgage-backed securities | $7,235,000 | 3,878 |
| Certificates of participation in pools of residential mortgages | $2,512,000 | 4,555 |
| Issued or guaranteed by U.S. | $2,512,000 | 4,544 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $4,723,000 | 1,890 |
| CMOs issued by government agencies or sponsored agencies | $3,992,000 | 1,686 |
| Privately issued | $731,000 | 1,244 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,106,000 | 949 |
| Available-for-sale securities (fair market value) | $16,127,000 | 4,439 |
| Total debt securities | $30,233,000 | 3,429 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 407 |
| Fair value | $2,673,000 | 473 |
| 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 | $28,945,000 | 3,542 |
| U.S. Government securities | $7,599,000 | 5,695 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $7,599,000 | 5,615 |
| Securities issued by states & political subdivisions | $12,087,000 | 1,799 |
| Other domestic debt securities | $9,259,000 | 877 |
| Privately issued residential mortgage-backed securities | $792,000 | 1,222 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,467,000 | 435 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,797,000 | 4,053 |
| Mortgage-backed securities | $7,377,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $2,648,000 | 4,485 |
| Issued or guaranteed by U.S. | $2,648,000 | 4,473 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $4,729,000 | 1,836 |
| CMOs issued by government agencies or sponsored agencies | $3,937,000 | 1,665 |
| Privately issued | $792,000 | 1,167 |
| 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) | $13,087,000 | 983 |
| Available-for-sale securities (fair market value) | $15,858,000 | 4,501 |
| Total debt securities | $28,944,000 | 3,506 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 449 |
| Fair value | $2,488,000 | 539 |
| 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 | $30,308,000 | 3,363 |
| U.S. Government securities | $7,246,000 | 5,766 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $7,246,000 | 5,682 |
| Securities issued by states & political subdivisions | $12,088,000 | 1,771 |
| Other domestic debt securities | $10,974,000 | 784 |
| Privately issued residential mortgage-backed securities | $1,004,000 | 1,140 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,970,000 | 377 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,447,000 | 4,140 |
| Mortgage-backed securities | $7,313,000 | 3,685 |
| Certificates of participation in pools of residential mortgages | $2,551,000 | 4,461 |
| Issued or guaranteed by U.S. | $2,551,000 | 4,448 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $4,762,000 | 1,759 |
| CMOs issued by government agencies or sponsored agencies | $3,758,000 | 1,616 |
| Privately issued | $1,004,000 | 1,090 |
| 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) | $13,088,000 | 991 |
| Available-for-sale securities (fair market value) | $17,220,000 | 4,251 |
| Total debt securities | $30,308,000 | 3,329 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 606 |
| Fair value | $1,949,000 | 670 |
| 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 | $30,560,000 | 3,406 |
| U.S. Government securities | $7,289,000 | 5,785 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $7,289,000 | 5,703 |
| Securities issued by states & political subdivisions | $12,089,000 | 1,789 |
| Other domestic debt securities | $11,182,000 | 821 |
| Privately issued residential mortgage-backed securities | $1,117,000 | 1,094 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $10,065,000 | 437 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,090,000 | 5,573 |
| Mortgage-backed securities | $7,457,000 | 3,664 |
| Certificates of participation in pools of residential mortgages | $2,580,000 | 4,467 |
| Issued or guaranteed by U.S. | $2,580,000 | 4,451 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $4,877,000 | 1,739 |
| CMOs issued by government agencies or sponsored agencies | $3,760,000 | 1,621 |
| Privately issued | $1,117,000 | 1,038 |
| 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) | $13,089,000 | 975 |
| Available-for-sale securities (fair market value) | $17,471,000 | 4,285 |
| Total debt securities | $30,560,000 | 3,359 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 642 |
| Fair value | $1,986,000 | 671 |
| 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 | $31,079,000 | 3,360 |
| U.S. Government securities | $8,369,000 | 5,489 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,369,000 | 5,402 |
| Securities issued by states & political subdivisions | $12,090,000 | 1,797 |
| Other domestic debt securities | $10,620,000 | 816 |
| Privately issued residential mortgage-backed securities | $1,561,000 | 996 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,059,000 | 466 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,103,000 | 5,558 |
| Mortgage-backed securities | $7,817,000 | 3,509 |
| Certificates of participation in pools of residential mortgages | $2,198,000 | 4,532 |
| Issued or guaranteed by U.S. | $2,198,000 | 4,511 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,619,000 | 1,609 |
| CMOs issued by government agencies or sponsored agencies | $4,058,000 | 1,563 |
| Privately issued | $1,561,000 | 952 |
| 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) | $13,090,000 | 989 |
| Available-for-sale securities (fair market value) | $17,989,000 | 4,206 |
| Total debt securities | $31,079,000 | 3,309 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 494 |
| Fair value | $2,951,000 | 533 |
| 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 | $30,866,000 | 3,386 |
| U.S. Government securities | $6,981,000 | 6,014 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,981,000 | 5,900 |
| Securities issued by states & political subdivisions | $12,091,000 | 1,771 |
| Other domestic debt securities | $11,794,000 | 720 |
| Privately issued residential mortgage-backed securities | $2,655,000 | 771 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,139,000 | 456 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,097,000 | 5,624 |
| Mortgage-backed securities | $7,529,000 | 3,302 |
| Certificates of participation in pools of residential mortgages | $999,000 | 4,937 |
| Issued or guaranteed by U.S. | $999,000 | 4,914 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,530,000 | 1,443 |
| CMOs issued by government agencies or sponsored agencies | $3,875,000 | 1,513 |
| Privately issued | $2,655,000 | 731 |
| 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) | $13,091,000 | 1,035 |
| Available-for-sale securities (fair market value) | $17,775,000 | 4,215 |
| Total debt securities | $30,866,000 | 3,335 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 765 |
| Fair value | $2,938,000 | 832 |
| 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 | $30,582,000 | 3,413 |
| U.S. Government securities | $7,026,000 | 6,078 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,026,000 | 5,971 |
| Securities issued by states & political subdivisions | $12,092,000 | 1,740 |
| Other domestic debt securities | $11,464,000 | 690 |
| Privately issued residential mortgage-backed securities | $3,256,000 | 680 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,208,000 | 481 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,071,000 | 5,653 |
| Mortgage-backed securities | $8,201,000 | 3,027 |
| Certificates of participation in pools of residential mortgages | $1,067,000 | 4,747 |
| Issued or guaranteed by U.S. | $1,067,000 | 4,731 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $7,134,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $3,878,000 | 1,464 |
| Privately issued | $3,256,000 | 644 |
| 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) | $13,092,000 | 1,067 |
| Available-for-sale securities (fair market value) | $17,490,000 | 4,274 |
| Total debt securities | $30,582,000 | 3,375 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,213 |
| Fair value | $1,963,000 | 1,311 |
| 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 | $28,276,000 | 3,555 |
| U.S. Government securities | $7,046,000 | 6,092 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $7,046,000 | 5,986 |
| Securities issued by states & political subdivisions | $12,093,000 | 1,708 |
| Other domestic debt securities | $9,137,000 | 751 |
| Privately issued residential mortgage-backed securities | $2,328,000 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,809,000 | 518 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,778 |
| Mortgage-backed securities | $7,341,000 | 3,108 |
| Certificates of participation in pools of residential mortgages | $1,165,000 | 4,669 |
| Issued or guaranteed by U.S. | $1,165,000 | 4,656 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $6,176,000 | 1,402 |
| CMOs issued by government agencies or sponsored agencies | $3,848,000 | 1,453 |
| Privately issued | $2,328,000 | 694 |
| 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) | $13,093,000 | 1,083 |
| Available-for-sale securities (fair market value) | $15,183,000 | 4,583 |
| Total debt securities | $28,276,000 | 3,520 |
| Structured notes | ||
| Amortized cost | $2,000,000 | 1,275 |
| Fair value | $1,937,000 | 1,384 |
| 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 | $27,113,000 | 3,687 |
| U.S. Government securities | $7,396,000 | 6,060 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $7,396,000 | 5,943 |
| Securities issued by states & political subdivisions | $11,384,000 | 1,801 |
| Other domestic debt securities | $8,333,000 | 812 |
| Privately issued residential mortgage-backed securities | $2,335,000 | 702 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,998,000 | 574 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,814 |
| Mortgage-backed securities | $7,665,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $1,217,000 | 4,646 |
| Issued or guaranteed by U.S. | $1,217,000 | 4,629 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,448,000 | 1,341 |
| CMOs issued by government agencies or sponsored agencies | $4,113,000 | 1,399 |
| Privately issued | $2,335,000 | 658 |
| 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) | $12,384,000 | 1,129 |
| Available-for-sale securities (fair market value) | $14,729,000 | 4,685 |
| Total debt securities | $27,113,000 | 3,640 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $967,000 | 2,074 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $22,171,000 | 4,262 |
| U.S. Government securities | $7,440,000 | 6,078 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $7,440,000 | 5,957 |
| Securities issued by states & political subdivisions | $5,540,000 | 2,956 |
| Other domestic debt securities | $9,191,000 | 741 |
| Privately issued residential mortgage-backed securities | $2,190,000 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,001,000 | 522 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $7,588,000 | 3,025 |
| Certificates of participation in pools of residential mortgages | $1,244,000 | 4,625 |
| Issued or guaranteed by U.S. | $1,244,000 | 4,610 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,344,000 | 1,346 |
| CMOs issued by government agencies or sponsored agencies | $4,154,000 | 1,415 |
| Privately issued | $2,190,000 | 660 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,540,000 | 1,624 |
| Available-for-sale securities (fair market value) | $15,631,000 | 4,597 |
| Total debt securities | $22,171,000 | 4,207 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $947,000 | 2,180 |
| 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 | $19,041,000 | 4,719 |
| U.S. Government securities | $7,499,000 | 6,121 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $7,499,000 | 5,999 |
| Securities issued by states & political subdivisions | $5,540,000 | 2,927 |
| Other domestic debt securities | $6,002,000 | 949 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,002,000 | 595 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $5,459,000 | 3,486 |
| Certificates of participation in pools of residential mortgages | $1,276,000 | 4,609 |
| Issued or guaranteed by U.S. | $1,276,000 | 4,584 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,183,000 | 1,615 |
| CMOs issued by government agencies or sponsored agencies | $4,183,000 | 1,381 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,540,000 | 1,813 |
| Available-for-sale securities (fair market value) | $13,501,000 | 4,931 |
| Total debt securities | $19,041,000 | 4,670 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $946,000 | 2,301 |
| 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 | $18,914,000 | 4,710 |
| U.S. Government securities | $7,365,000 | 6,178 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,365,000 | 6,048 |
| Securities issued by states & political subdivisions | $5,540,000 | 2,919 |
| Other domestic debt securities | $6,009,000 | 941 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $6,009,000 | 606 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $5,390,000 | 3,503 |
| Certificates of participation in pools of residential mortgages | $1,297,000 | 4,623 |
| Issued or guaranteed by U.S. | $1,297,000 | 4,600 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $4,093,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $4,093,000 | 1,382 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,540,000 | 1,836 |
| Available-for-sale securities (fair market value) | $13,374,000 | 4,933 |
| Total debt securities | $18,914,000 | 4,660 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $905,000 | 2,396 |
| 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 | $18,586,000 | 4,809 |
| U.S. Government securities | $7,885,000 | 6,114 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,885,000 | 5,964 |
| Securities issued by states & political subdivisions | $3,687,000 | 3,530 |
| Other domestic debt securities | $7,014,000 | 885 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,014,000 | 563 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $5,877,000 | 3,433 |
| Certificates of participation in pools of residential mortgages | $1,402,000 | 4,579 |
| Issued or guaranteed by U.S. | $1,402,000 | 4,560 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $4,475,000 | 1,557 |
| CMOs issued by government agencies or sponsored agencies | $4,475,000 | 1,339 |
| 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) | $3,687,000 | 2,164 |
| Available-for-sale securities (fair market value) | $14,899,000 | 4,730 |
| Total debt securities | $18,586,000 | 4,757 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $922,000 | 2,384 |
| 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 | $18,101,000 | 4,890 |
| U.S. Government securities | $8,247,000 | 6,003 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $8,247,000 | 5,849 |
| Securities issued by states & political subdivisions | $2,840,000 | 3,897 |
| Other domestic debt securities | $7,014,000 | 898 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,014,000 | 583 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $6,203,000 | 3,409 |
| Certificates of participation in pools of residential mortgages | $1,475,000 | 4,573 |
| Issued or guaranteed by U.S. | $1,475,000 | 4,554 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,728,000 | 1,521 |
| CMOs issued by government agencies or sponsored agencies | $4,728,000 | 1,308 |
| 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) | $2,840,000 | 2,396 |
| Available-for-sale securities (fair market value) | $15,261,000 | 4,649 |
| Total debt securities | $18,101,000 | 4,843 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $946,000 | 2,371 |
| 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 | $14,651,000 | 5,425 |
| U.S. Government securities | $6,752,000 | 6,415 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $6,752,000 | 6,292 |
| Securities issued by states & political subdivisions | $885,000 | 5,209 |
| Other domestic debt securities | $7,014,000 | 912 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,014,000 | 594 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $4,684,000 | 3,807 |
| Certificates of participation in pools of residential mortgages | $506,000 | 5,402 |
| Issued or guaranteed by U.S. | $506,000 | 5,382 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,178,000 | 1,597 |
| CMOs issued by government agencies or sponsored agencies | $4,178,000 | 1,380 |
| 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) | $885,000 | 3,191 |
| Available-for-sale securities (fair market value) | $13,766,000 | 4,903 |
| Total debt securities | $14,651,000 | 5,369 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,039 |
| Fair value | $960,000 | 2,321 |
| 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 | $14,259,000 | 5,541 |
| U.S. Government securities | $7,376,000 | 6,294 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $7,376,000 | 6,165 |
| Securities issued by states & political subdivisions | $885,000 | 5,185 |
| Other domestic debt securities | $5,998,000 | 1,002 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,998,000 | 677 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $5,284,000 | 3,718 |
| Certificates of participation in pools of residential mortgages | $536,000 | 5,419 |
| Issued or guaranteed by U.S. | $536,000 | 5,393 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,748,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $4,748,000 | 1,343 |
| 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) | $885,000 | 3,242 |
| Available-for-sale securities (fair market value) | $13,374,000 | 4,999 |
| Total debt securities | $14,259,000 | 5,474 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,035 |
| Fair value | $978,000 | 2,306 |
| 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 | $11,925,000 | 6,065 |
| U.S. Government securities | $4,471,000 | 7,245 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $4,471,000 | 7,077 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $7,454,000 | 921 |
| Privately issued residential mortgage-backed securities | $1,954,000 | 640 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,500,000 | 758 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $4,388,000 | 4,066 |
| Certificates of participation in pools of residential mortgages | $540,000 | 5,502 |
| Issued or guaranteed by U.S. | $540,000 | 5,482 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $3,848,000 | 1,718 |
| CMOs issued by government agencies or sponsored agencies | $1,894,000 | 1,959 |
| Privately issued | $1,954,000 | 598 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $11,925,000 | 5,318 |
| Total debt securities | $11,924,000 | 5,996 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| 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 | $6,829,000 | 7,168 |
| U.S. Government securities | $6,829,000 | 6,517 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $6,829,000 | 6,371 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $4,771,000 | 4,007 |
| Certificates of participation in pools of residential mortgages | $604,000 | 5,474 |
| Issued or guaranteed by U.S. | $604,000 | 5,455 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $4,167,000 | 1,675 |
| CMOs issued by government agencies or sponsored agencies | $4,167,000 | 1,483 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $6,829,000 | 6,380 |
| Total debt securities | $6,828,000 | 7,104 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| 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 | $7,074,000 | 7,158 |
| U.S. Government securities | $4,681,000 | 7,229 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $4,681,000 | 7,077 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,393,000 | 1,664 |
| Privately issued residential mortgage-backed securities | $2,393,000 | 549 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $4,992,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $621,000 | 5,489 |
| Issued or guaranteed by U.S. | $621,000 | 5,472 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,371,000 | 1,620 |
| CMOs issued by government agencies or sponsored agencies | $1,978,000 | 1,964 |
| Privately issued | $2,393,000 | 511 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $7,074,000 | 6,356 |
| Total debt securities | $7,073,000 | 7,089 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| 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 | $6,855,000 | 7,309 |
| U.S. Government securities | $4,530,000 | 7,360 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $4,530,000 | 7,207 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,325,000 | 1,755 |
| Privately issued residential mortgage-backed securities | $2,325,000 | 553 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $4,827,000 | 4,071 |
| Certificates of participation in pools of residential mortgages | $651,000 | 5,523 |
| Issued or guaranteed by U.S. | $651,000 | 5,507 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $4,176,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $1,851,000 | 2,062 |
| Privately issued | $2,325,000 | 516 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $6,855,000 | 6,500 |
| Total debt securities | $6,856,000 | 7,233 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| 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 | $4,703,000 | 7,823 |
| U.S. Government securities | $4,703,000 | 7,262 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $4,703,000 | 7,105 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,252 |
| Mortgage-backed securities | $2,593,000 | 4,933 |
| Certificates of participation in pools of residential mortgages | $698,000 | 5,508 |
| Issued or guaranteed by U.S. | $698,000 | 5,489 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,895,000 | 2,352 |
| CMOs issued by government agencies or sponsored agencies | $1,895,000 | 2,120 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $4,703,000 | 7,025 |
| Total debt securities | $4,702,000 | 7,745 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| 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 | $4,910,000 | 7,837 |
| U.S. Government securities | $4,910,000 | 7,263 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $4,910,000 | 7,085 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,280 |
| Mortgage-backed securities | $2,833,000 | 4,791 |
| Certificates of participation in pools of residential mortgages | $699,000 | 5,545 |
| Issued or guaranteed by U.S. | $699,000 | 5,524 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $2,134,000 | 2,225 |
| CMOs issued by government agencies or sponsored agencies | $2,134,000 | 2,097 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $4,910,000 | 7,009 |
| Total debt securities | $4,910,000 | 7,760 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| 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 | $4,211,000 | 7,964 |
| U.S. Government securities | $4,211,000 | 7,376 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $4,211,000 | 7,194 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,307 |
| Mortgage-backed securities | $3,265,000 | 4,630 |
| Certificates of participation in pools of residential mortgages | $753,000 | 5,522 |
| Issued or guaranteed by U.S. | $753,000 | 5,499 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $2,512,000 | 2,156 |
| CMOs issued by government agencies or sponsored agencies | $2,512,000 | 2,029 |
| 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) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $4,211,000 | 7,141 |
| Total debt securities | $4,211,000 | 7,877 |
| 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 | $3,051,000 | 8,303 |
| U.S. Government securities | $3,051,000 | 7,813 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $3,051,000 | 7,627 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,339 |
| Mortgage-backed securities | $3,051,000 | 4,813 |
| Certificates of participation in pools of residential mortgages | $829,000 | 5,525 |
| Issued or guaranteed by U.S. | $829,000 | 5,504 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $2,222,000 | 2,415 |
| CMOs issued by government agencies or sponsored agencies | $2,222,000 | 2,289 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,051,000 | 7,459 |
| Total debt securities | $3,051,000 | 8,226 |
| 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 | $3,299,000 | 8,288 |
| U.S. Government securities | $3,299,000 | 7,770 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $3,299,000 | 7,581 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,369 |
| Mortgage-backed securities | $2,303,000 | 5,189 |
| Certificates of participation in pools of residential mortgages | $864,000 | 5,503 |
| Issued or guaranteed by U.S. | $864,000 | 5,482 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,439,000 | 2,864 |
| CMOs issued by government agencies or sponsored agencies | $1,439,000 | 2,731 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $3,299,000 | 7,408 |
| Total debt securities | $3,299,000 | 8,212 |
| 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 | $5,086,000 | 7,812 |
| U.S. Government securities | $5,086,000 | 7,131 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $5,086,000 | 6,923 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,400 |
| Mortgage-backed securities | $4,064,000 | 4,455 |
| Certificates of participation in pools of residential mortgages | $367,000 | 5,997 |
| Issued or guaranteed by U.S. | $367,000 | 5,978 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $3,697,000 | 2,086 |
| CMOs issued by government agencies or sponsored agencies | $3,697,000 | 1,982 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,875 |
| Available-for-sale securities (fair market value) | $5,086,000 | 6,932 |
| Total debt securities | $5,086,000 | 7,731 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| 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 | $10,878,000 | 6,300 |
| U.S. Government securities | $10,878,000 | 5,287 |
| U.S. Treasury securities | $755,000 | 2,226 |
| U.S. Government agency obligations | $10,123,000 | 5,247 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $755,000 | 6,958 |
| Mortgage-backed securities | $10,123,000 | 2,850 |
| Certificates of participation in pools of residential mortgages | $468,000 | 5,764 |
| Issued or guaranteed by U.S. | $468,000 | 5,741 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $9,655,000 | 1,316 |
| CMOs issued by government agencies or sponsored agencies | $9,655,000 | 1,232 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,093 |
| Available-for-sale securities (fair market value) | $10,878,000 | 5,412 |
| Total debt securities | $10,876,000 | 6,205 |
| 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 | $6,525,000 | 7,836 |
| U.S. Government securities | $6,093,000 | 7,264 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $6,093,000 | 6,917 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $241,000 | 3,377 |
| Privately issued residential mortgage-backed securities | $241,000 | 1,066 |
| 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 | $191,000 | 5,880 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,909 |
| Mortgage-backed securities | $3,838,000 | 3,808 |
| Certificates of participation in pools of residential mortgages | $1,815,000 | 4,093 |
| Issued or guaranteed by U.S. | $1,815,000 | 4,068 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,023,000 | 2,286 |
| CMOs issued by government agencies or sponsored agencies | $1,782,000 | 2,251 |
| Privately issued | $241,000 | 925 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,334,000 | 2,460 |
| Available-for-sale securities (fair market value) | $191,000 | 8,990 |
| Total debt securities | $6,334,000 | 7,786 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $678,000 | 9,931 |
| U.S. Government securities | $500,000 | 9,821 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $500,000 | 9,554 |
| 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 | $178,000 | 5,913 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 8,162 |
| Mortgage-backed securities | $0 | 7,939 |
| Certificates of participation in pools of residential mortgages | $0 | 7,530 |
| Issued or guaranteed by U.S. | $0 | 7,506 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $500,000 | 5,341 |
| Available-for-sale securities (fair market value) | $178,000 | 9,262 |
| Total debt securities | $500,000 | 9,883 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |