Home > Horizon Bank > Securities
Horizon Bank, Securities
| 2009-03-31 | Rank | |
| Total securities | $1,093,000 | 7,693 |
| U.S. Government securities | $1,093,000 | 7,412 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $1,093,000 | 7,324 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $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 | $1,065,000 | 5,965 |
| Mortgage-backed securities | $28,000 | 6,360 |
| Certificates of participation in pools of residential mortgages | $28,000 | 6,086 |
| Issued or guaranteed by U.S. | $28,000 | 6,069 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| 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 | 3,516 |
| Available-for-sale securities (fair market value) | $1,093,000 | 7,102 |
| Total debt securities | $1,092,000 | 7,656 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $4,865,000 | 6,951 |
| U.S. Government securities | $4,865,000 | 6,447 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $4,865,000 | 6,353 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $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 | $4,699,000 | 4,616 |
| Mortgage-backed securities | $35,000 | 6,363 |
| Certificates of participation in pools of residential mortgages | $35,000 | 6,086 |
| Issued or guaranteed by U.S. | $35,000 | 6,064 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| 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 | 3,539 |
| Available-for-sale securities (fair market value) | $4,865,000 | 6,381 |
| Total debt securities | $4,864,000 | 6,914 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $5,032,000 | 6,908 |
| U.S. Government securities | $5,032,000 | 6,371 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $5,032,000 | 6,278 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,032,000 | 4,521 |
| Mortgage-backed securities | $39,000 | 6,368 |
| Certificates of participation in pools of residential mortgages | $39,000 | 6,093 |
| Issued or guaranteed by U.S. | $39,000 | 6,071 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,569 |
| Available-for-sale securities (fair market value) | $5,032,000 | 6,315 |
| Total debt securities | $5,032,000 | 6,868 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $4,214,000 | 7,165 |
| U.S. Government securities | $3,989,000 | 6,729 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $3,989,000 | 6,635 |
| Securities issued by states & political subdivisions | $225,000 | 5,635 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,723,000 | 5,343 |
| Mortgage-backed securities | $43,000 | 6,376 |
| Certificates of participation in pools of residential mortgages | $43,000 | 6,096 |
| Issued or guaranteed by U.S. | $43,000 | 6,070 |
| 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) | $4,214,000 | 6,569 |
| Total debt securities | $4,214,000 | 7,107 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $4,384,000 | 7,153 |
| U.S. Government securities | $4,059,000 | 6,757 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $4,059,000 | 6,650 |
| Securities issued by states & political subdivisions | $325,000 | 5,497 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,315,000 | 5,062 |
| Mortgage-backed securities | $46,000 | 6,366 |
| Certificates of participation in pools of residential mortgages | $46,000 | 6,077 |
| Issued or guaranteed by U.S. | $46,000 | 6,047 |
| 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) | $4,384,000 | 6,560 |
| Total debt securities | $4,383,000 | 7,098 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $4,746,000 | 7,150 |
| U.S. Government securities | $549,000 | 7,918 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $549,000 | 7,823 |
| Securities issued by states & political subdivisions | $4,197,000 | 3,363 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,454,000 | 5,052 |
| Mortgage-backed securities | $49,000 | 6,295 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,000 |
| Issued or guaranteed by U.S. | $49,000 | 5,979 |
| 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) | $4,746,000 | 6,515 |
| Total debt securities | $4,745,000 | 7,097 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $4,724,000 | 7,196 |
| U.S. Government securities | $549,000 | 7,972 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $549,000 | 7,869 |
| Securities issued by states & political subdivisions | $4,175,000 | 3,354 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,300,000 | 5,543 |
| Mortgage-backed securities | $53,000 | 6,256 |
| Certificates of participation in pools of residential mortgages | $53,000 | 5,950 |
| Issued or guaranteed by U.S. | $53,000 | 5,927 |
| 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) | $4,724,000 | 6,555 |
| Total debt securities | $4,724,000 | 7,151 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $4,147,000 | 7,377 |
| U.S. Government securities | $544,000 | 8,021 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $544,000 | 7,917 |
| Securities issued by states & political subdivisions | $3,603,000 | 3,546 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,970,000 | 5,319 |
| Mortgage-backed securities | $55,000 | 6,271 |
| Certificates of participation in pools of residential mortgages | $55,000 | 5,957 |
| Issued or guaranteed by U.S. | $55,000 | 5,936 |
| 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) | $4,147,000 | 6,699 |
| Total debt securities | $4,147,000 | 7,333 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $4,201,000 | 7,409 |
| U.S. Government securities | $549,000 | 8,064 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $549,000 | 7,961 |
| Securities issued by states & political subdivisions | $3,652,000 | 3,539 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,057,000 | 5,271 |
| Mortgage-backed securities | $58,000 | 6,283 |
| Certificates of participation in pools of residential mortgages | $58,000 | 5,967 |
| Issued or guaranteed by U.S. | $58,000 | 5,943 |
| 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) | $4,201,000 | 6,714 |
| Total debt securities | $4,202,000 | 7,359 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $4,199,000 | 7,452 |
| U.S. Government securities | $550,000 | 8,113 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $550,000 | 8,010 |
| Securities issued by states & political subdivisions | $3,649,000 | 3,548 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,002,000 | 5,308 |
| Mortgage-backed securities | $61,000 | 6,292 |
| Certificates of participation in pools of residential mortgages | $61,000 | 5,973 |
| Issued or guaranteed by U.S. | $61,000 | 5,947 |
| 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,199,000 | 6,740 |
| Total debt securities | $4,199,000 | 7,399 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| 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 | $4,231,000 | 7,518 |
| U.S. Government securities | $552,000 | 8,193 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $552,000 | 8,089 |
| Securities issued by states & political subdivisions | $3,679,000 | 3,518 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,020,000 | 5,331 |
| Mortgage-backed securities | $64,000 | 6,323 |
| Certificates of participation in pools of residential mortgages | $64,000 | 6,002 |
| Issued or guaranteed by U.S. | $64,000 | 5,970 |
| 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) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $4,231,000 | 6,783 |
| Total debt securities | $4,231,000 | 7,465 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $3,900,000 | 7,636 |
| U.S. Government securities | $546,000 | 8,234 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $546,000 | 8,124 |
| Securities issued by states & political subdivisions | $3,354,000 | 3,644 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,809,000 | 5,462 |
| Mortgage-backed securities | $67,000 | 6,361 |
| Certificates of participation in pools of residential mortgages | $67,000 | 6,031 |
| Issued or guaranteed by U.S. | $67,000 | 6,003 |
| 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) | $0 | 4,097 |
| Available-for-sale securities (fair market value) | $3,900,000 | 6,886 |
| Total debt securities | $3,899,000 | 7,587 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| 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 | $3,955,000 | 7,665 |
| U.S. Government securities | $555,000 | 8,284 |
| U.S. Treasury securities | $484,000 | 1,455 |
| U.S. Government agency obligations | $71,000 | 8,333 |
| Securities issued by states & political subdivisions | $3,400,000 | 3,642 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,844,000 | 5,443 |
| Mortgage-backed securities | $71,000 | 6,385 |
| Certificates of participation in pools of residential mortgages | $71,000 | 6,051 |
| Issued or guaranteed by U.S. | $71,000 | 6,027 |
| 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) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,955,000 | 6,904 |
| Total debt securities | $3,954,000 | 7,616 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| 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 | $3,967,000 | 7,697 |
| U.S. Government securities | $564,000 | 8,331 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $564,000 | 8,213 |
| Securities issued by states & political subdivisions | $3,403,000 | 3,665 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,674,000 | 5,529 |
| Mortgage-backed securities | $76,000 | 6,445 |
| Certificates of participation in pools of residential mortgages | $76,000 | 6,095 |
| Issued or guaranteed by U.S. | $76,000 | 6,071 |
| 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) | $0 | 4,235 |
| Available-for-sale securities (fair market value) | $3,967,000 | 6,934 |
| Total debt securities | $3,966,000 | 7,647 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| 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 | $4,006,000 | 7,717 |
| U.S. Government securities | $575,000 | 8,361 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $575,000 | 8,253 |
| Securities issued by states & political subdivisions | $3,431,000 | 3,644 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,111,000 | 6,349 |
| Mortgage-backed securities | $82,000 | 6,461 |
| Certificates of participation in pools of residential mortgages | $82,000 | 6,111 |
| Issued or guaranteed by U.S. | $82,000 | 6,090 |
| 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) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $4,006,000 | 6,938 |
| Total debt securities | $4,007,000 | 7,665 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $3,896,000 | 7,790 |
| U.S. Government securities | $591,000 | 8,382 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $591,000 | 8,269 |
| Securities issued by states & political subdivisions | $3,305,000 | 3,674 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,124,000 | 6,350 |
| Mortgage-backed securities | $92,000 | 6,484 |
| Certificates of participation in pools of residential mortgages | $92,000 | 6,138 |
| Issued or guaranteed by U.S. | $92,000 | 6,113 |
| 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) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $3,896,000 | 7,007 |
| Total debt securities | $3,896,000 | 7,736 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $3,481,000 | 7,979 |
| U.S. Government securities | $744,000 | 8,418 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $744,000 | 8,300 |
| Securities issued by states & political subdivisions | $2,737,000 | 3,934 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,257,000 | 6,307 |
| Mortgage-backed securities | $103,000 | 6,531 |
| Certificates of participation in pools of residential mortgages | $103,000 | 6,189 |
| Issued or guaranteed by U.S. | $103,000 | 6,166 |
| 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) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $3,481,000 | 7,177 |
| Total debt securities | $3,480,000 | 7,923 |
| 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 | $3,539,000 | 8,009 |
| U.S. Government securities | $765,000 | 8,434 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $765,000 | 8,322 |
| Securities issued by states & political subdivisions | $2,774,000 | 3,936 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,327,000 | 6,264 |
| Mortgage-backed securities | $114,000 | 6,555 |
| Certificates of participation in pools of residential mortgages | $114,000 | 6,201 |
| Issued or guaranteed by U.S. | $114,000 | 6,183 |
| 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) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $3,539,000 | 7,200 |
| Total debt securities | $3,529,000 | 7,951 |
| 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 | $3,584,000 | 8,023 |
| U.S. Government securities | $780,000 | 8,485 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $780,000 | 8,373 |
| Securities issued by states & political subdivisions | $2,804,000 | 3,917 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,341,000 | 6,301 |
| Mortgage-backed securities | $126,000 | 6,578 |
| Certificates of participation in pools of residential mortgages | $126,000 | 6,208 |
| Issued or guaranteed by U.S. | $126,000 | 6,192 |
| 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) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $3,584,000 | 7,223 |
| Total debt securities | $3,583,000 | 7,960 |
| 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 | $3,455,000 | 8,123 |
| U.S. Government securities | $785,000 | 8,557 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $785,000 | 8,441 |
| Securities issued by states & political subdivisions | $2,670,000 | 3,976 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $976,000 | 6,601 |
| Mortgage-backed securities | $139,000 | 6,631 |
| Certificates of participation in pools of residential mortgages | $139,000 | 6,254 |
| Issued or guaranteed by U.S. | $139,000 | 6,236 |
| 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) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $3,455,000 | 7,323 |
| Total debt securities | $3,454,000 | 8,059 |
| 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 | $3,377,000 | 8,128 |
| U.S. Government securities | $1,079,000 | 8,450 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,079,000 | 8,322 |
| Securities issued by states & political subdivisions | $2,298,000 | 4,173 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,025,000 | 6,501 |
| Mortgage-backed securities | $167,000 | 6,596 |
| Certificates of participation in pools of residential mortgages | $167,000 | 6,201 |
| Issued or guaranteed by U.S. | $167,000 | 6,178 |
| 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) | $0 | 4,632 |
| Available-for-sale securities (fair market value) | $3,377,000 | 7,316 |
| Total debt securities | $3,377,000 | 8,060 |
| 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 | $3,832,000 | 8,114 |
| U.S. Government securities | $1,705,000 | 8,321 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $1,705,000 | 8,173 |
| Securities issued by states & political subdivisions | $2,127,000 | 4,313 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,115,000 | 6,426 |
| Mortgage-backed securities | $187,000 | 6,608 |
| Certificates of participation in pools of residential mortgages | $187,000 | 6,221 |
| Issued or guaranteed by U.S. | $187,000 | 6,197 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $0 | 4,064 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,822 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $3,832,000 | 7,277 |
| Total debt securities | $3,830,000 | 8,044 |
| 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 | $3,377,000 | 8,195 |
| U.S. Government securities | $739,000 | 8,658 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $739,000 | 8,520 |
| Securities issued by states & political subdivisions | $2,436,000 | 4,164 |
| Other domestic debt securities | $202,000 | 3,595 |
| 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 | $202,000 | 3,216 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,237,000 | 6,354 |
| Mortgage-backed securities | $222,000 | 6,595 |
| Certificates of participation in pools of residential mortgages | $222,000 | 6,198 |
| Issued or guaranteed by U.S. | $222,000 | 6,170 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $0 | 4,157 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,900 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,716 |
| Available-for-sale securities (fair market value) | $3,377,000 | 7,365 |
| Total debt securities | $3,376,000 | 8,110 |
| 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 | $3,747,000 | 8,091 |
| U.S. Government securities | $1,037,000 | 8,559 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $1,037,000 | 8,410 |
| Securities issued by states & political subdivisions | $2,506,000 | 4,075 |
| Other domestic debt securities | $204,000 | 3,642 |
| 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 | $204,000 | 3,246 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,466,000 | 6,217 |
| Mortgage-backed securities | $313,000 | 6,528 |
| Certificates of participation in pools of residential mortgages | $313,000 | 6,089 |
| Issued or guaranteed by U.S. | $313,000 | 6,069 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,735 |
| Available-for-sale securities (fair market value) | $3,747,000 | 7,263 |
| Total debt securities | $3,747,000 | 8,010 |
| 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 | $4,978,000 | 7,826 |
| U.S. Government securities | $2,125,000 | 8,225 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $2,125,000 | 8,054 |
| Securities issued by states & political subdivisions | $2,447,000 | 4,036 |
| Other domestic debt securities | $406,000 | 3,424 |
| 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 | $406,000 | 3,035 |
| 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 | $2,692,000 | 5,474 |
| Mortgage-backed securities | $410,000 | 6,440 |
| Certificates of participation in pools of residential mortgages | $410,000 | 5,963 |
| Issued or guaranteed by U.S. | $410,000 | 5,944 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $4,978,000 | 6,971 |
| Total debt securities | $4,978,000 | 7,749 |
| Structured notes | ||
| Amortized cost | $150,000 | 1,716 |
| Fair value | $51,000 | 1,763 |
| 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 | $5,365,000 | 7,711 |
| U.S. Government securities | $2,362,000 | 8,184 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $2,362,000 | 7,992 |
| Securities issued by states & political subdivisions | $2,393,000 | 4,075 |
| Other domestic debt securities | $610,000 | 3,149 |
| 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 | $610,000 | 2,784 |
| 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 | $2,517,000 | 5,595 |
| Mortgage-backed securities | $486,000 | 6,375 |
| Certificates of participation in pools of residential mortgages | $486,000 | 5,854 |
| Issued or guaranteed by U.S. | $486,000 | 5,834 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| 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) | $5,365,000 | 6,848 |
| Total debt securities | $5,364,000 | 7,624 |
| Structured notes | ||
| Amortized cost | $150,000 | 1,522 |
| Fair value | $152,000 | 1,527 |
| 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 | $6,660,000 | 7,435 |
| U.S. Government securities | $4,043,000 | 7,637 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $4,043,000 | 7,383 |
| Securities issued by states & political subdivisions | $1,359,000 | 4,866 |
| Other domestic debt securities | $1,258,000 | 2,694 |
| 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 | $1,258,000 | 2,303 |
| 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 | $2,635,000 | 5,553 |
| Mortgage-backed securities | $1,114,000 | 5,797 |
| Certificates of participation in pools of residential mortgages | $71,000 | 6,614 |
| Issued or guaranteed by U.S. | $71,000 | 6,592 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,043,000 | 3,243 |
| CMOs issued by government agencies or sponsored agencies | $1,043,000 | 3,079 |
| 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) | $6,660,000 | 6,504 |
| Total debt securities | $6,659,000 | 7,331 |
| Structured notes | ||
| Amortized cost | $150,000 | 825 |
| Fair value | $155,000 | 822 |
| 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 | $8,103,000 | 7,327 |
| U.S. Government securities | $5,363,000 | 7,598 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $5,363,000 | 7,250 |
| Securities issued by states & political subdivisions | $1,122,000 | 5,178 |
| Other domestic debt securities | $1,238,000 | 2,306 |
| 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 | $1,238,000 | 1,995 |
| Foreign debt securities | NA | NA |
| Equity securities | $380,000 | 4,440 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,921,000 | 4,300 |
| Mortgage-backed securities | $189,000 | 6,657 |
| Certificates of participation in pools of residential mortgages | $79,000 | 6,482 |
| Issued or guaranteed by U.S. | $79,000 | 6,461 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $110,000 | 3,931 |
| CMOs issued by government agencies or sponsored agencies | $110,000 | 3,746 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 5,708 |
| Available-for-sale securities (fair market value) | $8,103,000 | 6,225 |
| Total debt securities | $7,723,000 | 7,330 |
| Structured notes | ||
| Amortized cost | $150,000 | 863 |
| Fair value | $44,000 | 932 |
| 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 | $8,218,000 | 7,578 |
| U.S. Government securities | $5,691,000 | 7,741 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $5,691,000 | 7,213 |
| Securities issued by states & political subdivisions | $1,101,000 | 5,475 |
| Other domestic debt securities | $1,217,000 | 2,209 |
| 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 | $1,217,000 | 1,862 |
| Foreign debt securities | NA | NA |
| Equity securities | $209,000 | 5,624 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,291,000 | 3,848 |
| Mortgage-backed securities | $232,000 | 6,904 |
| Certificates of participation in pools of residential mortgages | $86,000 | 6,814 |
| Issued or guaranteed by U.S. | $86,000 | 6,796 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $146,000 | 4,110 |
| CMOs issued by government agencies or sponsored agencies | $146,000 | 3,922 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,120 |
| Available-for-sale securities (fair market value) | $8,218,000 | 6,364 |
| Total debt securities | $8,009,000 | 7,518 |
| Structured notes | ||
| Amortized cost | $450,000 | 975 |
| Fair value | $436,000 | 978 |
| 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 | $5,199,000 | 8,698 |
| U.S. Government securities | $4,480,000 | 8,291 |
| U.S. Treasury securities | $252,000 | 6,462 |
| U.S. Government agency obligations | $4,228,000 | 7,579 |
| Securities issued by states & political subdivisions | $582,000 | 6,428 |
| 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 | $137,000 | 6,060 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,651,000 | 5,643 |
| Mortgage-backed securities | $251,000 | 7,102 |
| Certificates of participation in pools of residential mortgages | $102,000 | 6,977 |
| Issued or guaranteed by U.S. | $102,000 | 6,959 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $149,000 | 4,380 |
| CMOs issued by government agencies or sponsored agencies | $149,000 | 4,200 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 6,613 |
| Available-for-sale securities (fair market value) | $5,199,000 | 7,298 |
| Total debt securities | $5,062,000 | 8,610 |
| Structured notes | ||
| Amortized cost | $450,000 | 1,197 |
| Fair value | $435,000 | 1,206 |
| 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 | $5,351,000 | 9,075 |
| U.S. Government securities | $4,774,000 | 8,709 |
| U.S. Treasury securities | $351,000 | 7,462 |
| U.S. Government agency obligations | $4,423,000 | 7,612 |
| Securities issued by states & political subdivisions | $238,000 | 7,402 |
| Other domestic debt securities | $200,000 | 2,933 |
| 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 | $200,000 | 2,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $139,000 | 5,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,161,000 | 6,298 |
| Mortgage-backed securities | $460,000 | 7,061 |
| Certificates of participation in pools of residential mortgages | $114,000 | 7,224 |
| Issued or guaranteed by U.S. | $114,000 | 7,197 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $346,000 | 4,242 |
| CMOs issued by government agencies or sponsored agencies | $346,000 | 4,095 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 7,375 |
| Available-for-sale securities (fair market value) | $5,351,000 | 7,331 |
| Total debt securities | $5,212,000 | 9,006 |
| Structured notes | ||
| Amortized cost | $750,000 | 1,602 |
| Fair value | $716,000 | 1,643 |
| 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 | $3,723,000 | 10,279 |
| U.S. Government securities | $3,000,000 | 10,141 |
| U.S. Treasury securities | $651,000 | 7,815 |
| U.S. Government agency obligations | $2,349,000 | 9,251 |
| Securities issued by states & political subdivisions | $463,000 | 7,163 |
| Other domestic debt securities | $201,000 | 3,397 |
| 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 | $201,000 | 2,606 |
| Foreign debt securities | NA | NA |
| Equity securities | $59,000 | 6,952 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,225 |
| Mortgage-backed securities | $561,000 | 7,432 |
| Certificates of participation in pools of residential mortgages | $220,000 | 7,407 |
| Issued or guaranteed by U.S. | $220,000 | 7,389 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $341,000 | 4,742 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 4,563 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,064 |
| Available-for-sale securities (fair market value) | $3,723,000 | 8,306 |
| Total debt securities | $3,664,000 | 10,203 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,181 |
| Fair value | $706,000 | 2,241 |
| 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 | $3,089,000 | 10,993 |
| U.S. Government securities | $1,998,000 | 11,100 |
| U.S. Treasury securities | $201,000 | 9,961 |
| U.S. Government agency obligations | $1,797,000 | 9,914 |
| Securities issued by states & political subdivisions | $841,000 | 6,632 |
| Other domestic debt securities | $202,000 | 4,003 |
| 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 | $202,000 | 3,131 |
| Foreign debt securities | NA | NA |
| Equity securities | $48,000 | 7,081 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 9,636 |
| Mortgage-backed securities | $596,000 | 7,832 |
| Certificates of participation in pools of residential mortgages | $255,000 | 7,671 |
| Issued or guaranteed by U.S. | $255,000 | 7,642 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $341,000 | 5,178 |
| CMOs issued by government agencies or sponsored agencies | $341,000 | 4,975 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 8,463 |
| Available-for-sale securities (fair market value) | $3,089,000 | 8,899 |
| Total debt securities | $3,041,000 | 10,899 |
| Structured notes | ||
| Amortized cost | $750,000 | 3,114 |
| Fair value | $705,000 | 3,177 |
| 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 | $2,956,000 | 11,716 |
| U.S. Government securities | $1,682,000 | 11,907 |
| U.S. Treasury securities | $97,000 | 11,090 |
| U.S. Government agency obligations | $1,585,000 | 10,322 |
| Securities issued by states & political subdivisions | $1,274,000 | 6,191 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,127 |
| Mortgage-backed securities | $598,000 | 8,358 |
| Certificates of participation in pools of residential mortgages | $271,000 | 8,070 |
| Issued or guaranteed by U.S. | $271,000 | 8,045 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $327,000 | 5,604 |
| CMOs issued by government agencies or sponsored agencies | $327,000 | 5,361 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,100,000 | 10,684 |
| Available-for-sale securities (fair market value) | $1,856,000 | 9,000 |
| Total debt securities | $2,956,000 | 11,624 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $3,153,000 | 12,089 |
| U.S. Government securities | $1,374,000 | 12,531 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $1,374,000 | 10,831 |
| Securities issued by states & political subdivisions | $1,779,000 | 5,603 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,569 |
| Mortgage-backed securities | $620,000 | 9,013 |
| Certificates of participation in pools of residential mortgages | $270,000 | 8,747 |
| Issued or guaranteed by U.S. | $270,000 | 8,693 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $350,000 | 6,005 |
| CMOs issued by government agencies or sponsored agencies | $350,000 | 5,750 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,153,000 | 11,981 |
| 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 | $1,830,000 | 13,132 |
| U.S. Government securities | $857,000 | 13,299 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $857,000 | 11,753 |
| Securities issued by states & political subdivisions | $973,000 | 6,633 |
| Other domestic debt securities | $0 | 7,520 |
| 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 | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 10,910 |
| Mortgage-backed securities | $857,000 | 9,163 |
| Certificates of participation in pools of residential mortgages | $857,000 | 7,793 |
| Issued or guaranteed by U.S. | $857,000 | 7,730 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,830,000 | 13,024 |
| 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 |