Home > New Horizons Bank > Securities
New Horizons Bank, Securities
| 2011-03-31 | Rank | |
| Total securities | $10,092,000 | 5,775 |
| U.S. Government securities | $9,750,000 | 5,078 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $9,750,000 | 4,959 |
| Securities issued by states & political subdivisions | $342,000 | 5,423 |
| Other domestic debt securities | $0 | 2,880 |
| Privately issued residential mortgage-backed securities | $0 | 1,365 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $0 | 1,470 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,736,000 | 4,924 |
| Mortgage-backed securities | $8,404,000 | 3,480 |
| Certificates of participation in pools of residential mortgages | $1,936,000 | 4,358 |
| Issued or guaranteed by U.S. | $1,936,000 | 4,348 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $6,468,000 | 1,825 |
| CMOs issued by government agencies or sponsored agencies | $6,468,000 | 1,636 |
| Privately issued | $0 | 1,299 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $0 | 3,051 |
| Available-for-sale securities (fair market value) | $10,092,000 | 5,335 |
| Total debt securities | $10,093,000 | 5,744 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $10,433,000 | 5,649 |
| U.S. Government securities | $10,090,000 | 4,841 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $10,090,000 | 4,721 |
| Securities issued by states & political subdivisions | $343,000 | 5,434 |
| Other domestic debt securities | $0 | 3,063 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,492 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,237,000 | 4,426 |
| Mortgage-backed securities | $8,674,000 | 3,353 |
| Certificates of participation in pools of residential mortgages | $2,070,000 | 4,209 |
| Issued or guaranteed by U.S. | $2,070,000 | 4,203 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,604,000 | 1,786 |
| CMOs issued by government agencies or sponsored agencies | $6,604,000 | 1,595 |
| Privately issued | $0 | 1,350 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $0 | 3,086 |
| Available-for-sale securities (fair market value) | $10,433,000 | 5,202 |
| Total debt securities | $10,432,000 | 5,612 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $11,162,000 | 5,501 |
| U.S. Government securities | $10,711,000 | 4,702 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $10,711,000 | 4,578 |
| Securities issued by states & political subdivisions | $451,000 | 5,322 |
| Other domestic debt securities | $0 | 3,145 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $0 | 1,538 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,313,000 | 4,442 |
| Mortgage-backed securities | $9,267,000 | 3,252 |
| Certificates of participation in pools of residential mortgages | $2,427,000 | 4,074 |
| Issued or guaranteed by U.S. | $2,427,000 | 4,065 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $6,840,000 | 1,745 |
| CMOs issued by government agencies or sponsored agencies | $6,840,000 | 1,530 |
| Privately issued | $0 | 1,417 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $0 | 3,149 |
| Available-for-sale securities (fair market value) | $11,162,000 | 5,051 |
| Total debt securities | $11,162,000 | 5,466 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $11,703,000 | 5,459 |
| U.S. Government securities | $11,252,000 | 4,690 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $11,252,000 | 4,588 |
| Securities issued by states & political subdivisions | $451,000 | 5,282 |
| Other domestic debt securities | $0 | 3,148 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| 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 | $5,508,000 | 4,160 |
| Mortgage-backed securities | $11,252,000 | 2,987 |
| Certificates of participation in pools of residential mortgages | $3,475,000 | 3,772 |
| Issued or guaranteed by U.S. | $3,475,000 | 3,765 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $7,777,000 | 1,601 |
| CMOs issued by government agencies or sponsored agencies | $7,777,000 | 1,382 |
| Privately issued | $0 | 1,445 |
| 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) | $0 | 3,223 |
| Available-for-sale securities (fair market value) | $11,703,000 | 5,005 |
| Total debt securities | $11,702,000 | 5,424 |
| 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 | $12,103,000 | 5,444 |
| U.S. Government securities | $11,650,000 | 4,671 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,650,000 | 4,557 |
| Securities issued by states & political subdivisions | $453,000 | 5,299 |
| Other domestic debt securities | $0 | 3,203 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| 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 | $5,493,000 | 4,252 |
| Mortgage-backed securities | $11,650,000 | 3,002 |
| Certificates of participation in pools of residential mortgages | $3,820,000 | 3,781 |
| Issued or guaranteed by U.S. | $3,820,000 | 3,774 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $7,830,000 | 1,536 |
| CMOs issued by government agencies or sponsored agencies | $7,830,000 | 1,305 |
| Privately issued | $0 | 1,481 |
| 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) | $0 | 3,274 |
| Available-for-sale securities (fair market value) | $12,103,000 | 4,989 |
| Total debt securities | $12,103,000 | 5,404 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| 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 | $12,741,000 | 5,332 |
| U.S. Government securities | $12,288,000 | 4,544 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $12,288,000 | 4,453 |
| Securities issued by states & political subdivisions | $453,000 | 5,330 |
| Other domestic debt securities | $0 | 3,260 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $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 | $4,731,000 | 4,484 |
| Mortgage-backed securities | $12,288,000 | 2,976 |
| Certificates of participation in pools of residential mortgages | $4,072,000 | 3,779 |
| Issued or guaranteed by U.S. | $4,072,000 | 3,772 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $8,216,000 | 1,492 |
| CMOs issued by government agencies or sponsored agencies | $8,216,000 | 1,256 |
| Privately issued | $0 | 1,512 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $12,741,000 | 4,884 |
| Total debt securities | $12,741,000 | 5,287 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $14,309,000 | 5,146 |
| U.S. Government securities | $13,752,000 | 4,320 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $13,752,000 | 4,235 |
| Securities issued by states & political subdivisions | $557,000 | 5,246 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $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 | $6,471,000 | 4,014 |
| Mortgage-backed securities | $13,233,000 | 2,911 |
| Certificates of participation in pools of residential mortgages | $6,942,000 | 3,167 |
| Issued or guaranteed by U.S. | $6,942,000 | 3,157 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $6,291,000 | 1,688 |
| CMOs issued by government agencies or sponsored agencies | $6,291,000 | 1,393 |
| Privately issued | $0 | 1,566 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $14,309,000 | 4,718 |
| Total debt securities | $14,309,000 | 5,101 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $15,085,000 | 5,037 |
| U.S. Government securities | $14,534,000 | 4,170 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $14,534,000 | 4,076 |
| Securities issued by states & political subdivisions | $551,000 | 5,262 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $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 | $3,928,000 | 4,762 |
| Mortgage-backed securities | $14,013,000 | 2,868 |
| Certificates of participation in pools of residential mortgages | $7,274,000 | 3,150 |
| Issued or guaranteed by U.S. | $7,274,000 | 3,138 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $6,739,000 | 1,638 |
| CMOs issued by government agencies or sponsored agencies | $6,739,000 | 1,334 |
| Privately issued | $0 | 1,581 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $15,085,000 | 4,590 |
| Total debt securities | $15,085,000 | 4,986 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $13,558,000 | 5,297 |
| U.S. Government securities | $13,007,000 | 4,526 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $13,007,000 | 4,446 |
| Securities issued by states & political subdivisions | $551,000 | 5,200 |
| 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 | $2,514,000 | 5,345 |
| Mortgage-backed securities | $11,477,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $4,433,000 | 3,927 |
| Issued or guaranteed by U.S. | $4,433,000 | 3,915 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,044,000 | 1,602 |
| CMOs issued by government agencies or sponsored agencies | $7,044,000 | 1,276 |
| 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) | $13,558,000 | 4,816 |
| Total debt securities | $13,558,000 | 5,254 |
| 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 | $12,520,000 | 5,502 |
| U.S. Government securities | $11,973,000 | 4,783 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $11,973,000 | 4,693 |
| Securities issued by states & political subdivisions | $547,000 | 5,170 |
| 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 | $2,510,000 | 5,419 |
| Mortgage-backed securities | $8,388,000 | 3,619 |
| Certificates of participation in pools of residential mortgages | $2,692,000 | 4,473 |
| Issued or guaranteed by U.S. | $2,692,000 | 4,460 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $5,696,000 | 1,692 |
| CMOs issued by government agencies or sponsored agencies | $5,696,000 | 1,403 |
| 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) | $12,520,000 | 4,991 |
| Total debt securities | $12,520,000 | 5,456 |
| 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 | $12,675,000 | 5,410 |
| U.S. Government securities | $12,030,000 | 4,720 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $12,030,000 | 4,631 |
| Securities issued by states & political subdivisions | $645,000 | 5,080 |
| 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 | $2,483,000 | 5,447 |
| Mortgage-backed securities | $7,529,000 | 3,648 |
| Certificates of participation in pools of residential mortgages | $1,755,000 | 4,812 |
| Issued or guaranteed by U.S. | $1,755,000 | 4,797 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $5,774,000 | 1,619 |
| CMOs issued by government agencies or sponsored agencies | $5,774,000 | 1,324 |
| 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) | $12,675,000 | 4,892 |
| Total debt securities | $12,675,000 | 5,373 |
| 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 | $12,949,000 | 5,416 |
| U.S. Government securities | $12,308,000 | 4,692 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $12,308,000 | 4,610 |
| Securities issued by states & political subdivisions | $641,000 | 5,128 |
| 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 | $2,494,000 | 5,428 |
| Mortgage-backed securities | $7,783,000 | 3,596 |
| Certificates of participation in pools of residential mortgages | $1,812,000 | 4,793 |
| Issued or guaranteed by U.S. | $1,812,000 | 4,773 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,971,000 | 1,599 |
| CMOs issued by government agencies or sponsored agencies | $5,971,000 | 1,306 |
| 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) | $12,949,000 | 4,926 |
| Total debt securities | $12,951,000 | 5,365 |
| 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 | $13,526,000 | 5,334 |
| U.S. Government securities | $12,885,000 | 4,584 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $12,885,000 | 4,502 |
| Securities issued by states & political subdivisions | $641,000 | 5,152 |
| 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 | $2,580,000 | 5,353 |
| Mortgage-backed securities | $7,242,000 | 3,620 |
| Certificates of participation in pools of residential mortgages | $1,909,000 | 4,661 |
| Issued or guaranteed by U.S. | $1,909,000 | 4,640 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $5,333,000 | 1,647 |
| CMOs issued by government agencies or sponsored agencies | $5,333,000 | 1,363 |
| 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) | $13,526,000 | 4,831 |
| Total debt securities | $13,526,000 | 5,272 |
| 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 | $13,572,000 | 5,404 |
| U.S. Government securities | $12,946,000 | 4,691 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $12,946,000 | 4,591 |
| Securities issued by states & political subdivisions | $626,000 | 5,191 |
| 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 | $2,260,000 | 5,548 |
| Mortgage-backed securities | $4,563,000 | 3,960 |
| Certificates of participation in pools of residential mortgages | $2,044,000 | 4,334 |
| Issued or guaranteed by U.S. | $2,044,000 | 4,319 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,519,000 | 2,077 |
| CMOs issued by government agencies or sponsored agencies | $2,519,000 | 1,776 |
| 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) | $13,572,000 | 4,849 |
| Total debt securities | $13,572,000 | 5,352 |
| 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 | $14,823,000 | 5,217 |
| U.S. Government securities | $14,128,000 | 4,530 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $14,128,000 | 4,431 |
| Securities issued by states & political subdivisions | $695,000 | 5,161 |
| 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 | $2,138,000 | 5,617 |
| Mortgage-backed securities | $4,826,000 | 3,738 |
| Certificates of participation in pools of residential mortgages | $2,120,000 | 4,139 |
| Issued or guaranteed by U.S. | $2,120,000 | 4,126 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,706,000 | 1,973 |
| CMOs issued by government agencies or sponsored agencies | $2,706,000 | 1,682 |
| 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) | $14,823,000 | 4,651 |
| Total debt securities | $14,823,000 | 5,169 |
| 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 | $11,141,000 | 5,885 |
| U.S. Government securities | $10,448,000 | 5,296 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $10,448,000 | 5,182 |
| Securities issued by states & political subdivisions | $693,000 | 5,186 |
| 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 | $2,107,000 | 5,678 |
| Mortgage-backed securities | $3,219,000 | 4,234 |
| Certificates of participation in pools of residential mortgages | $1,413,000 | 4,517 |
| Issued or guaranteed by U.S. | $1,413,000 | 4,502 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $1,806,000 | 2,215 |
| CMOs issued by government agencies or sponsored agencies | $1,806,000 | 1,936 |
| 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) | $11,141,000 | 5,281 |
| Total debt securities | $11,141,000 | 5,830 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,776 |
| Fair value | $990,000 | 1,887 |
| 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 | $11,408,000 | 5,849 |
| U.S. Government securities | $10,708,000 | 5,262 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $10,708,000 | 5,143 |
| Securities issued by states & political subdivisions | $700,000 | 5,231 |
| 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 | $2,129,000 | 5,680 |
| Mortgage-backed securities | $3,448,000 | 4,133 |
| Certificates of participation in pools of residential mortgages | $1,492,000 | 4,475 |
| Issued or guaranteed by U.S. | $1,492,000 | 4,458 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $1,956,000 | 2,133 |
| CMOs issued by government agencies or sponsored agencies | $1,956,000 | 1,863 |
| 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) | $11,408,000 | 5,233 |
| Total debt securities | $11,408,000 | 5,792 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,848 |
| Fair value | $993,000 | 1,955 |
| 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 | $9,466,000 | 6,281 |
| U.S. Government securities | $8,765,000 | 5,759 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,765,000 | 5,636 |
| Securities issued by states & political subdivisions | $701,000 | 5,249 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,771,000 | 5,892 |
| Mortgage-backed securities | $2,539,000 | 4,470 |
| Certificates of participation in pools of residential mortgages | $1,560,000 | 4,428 |
| Issued or guaranteed by U.S. | $1,560,000 | 4,413 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $979,000 | 2,541 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,274 |
| 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) | $9,466,000 | 5,631 |
| Total debt securities | $9,466,000 | 6,223 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,951 |
| Fair value | $989,000 | 2,062 |
| 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 | $8,988,000 | 6,432 |
| U.S. Government securities | $8,762,000 | 5,813 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,762,000 | 5,696 |
| Securities issued by states & political subdivisions | $226,000 | 5,896 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,665,000 | 5,984 |
| Mortgage-backed securities | $2,559,000 | 4,459 |
| Certificates of participation in pools of residential mortgages | $1,583,000 | 4,424 |
| Issued or guaranteed by U.S. | $1,583,000 | 4,399 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $976,000 | 2,513 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 2,236 |
| 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) | $8,988,000 | 5,739 |
| Total debt securities | $8,988,000 | 6,370 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,056 |
| Fair value | $985,000 | 2,193 |
| 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 | $7,761,000 | 6,720 |
| U.S. Government securities | $7,761,000 | 6,080 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $7,761,000 | 5,946 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,643,000 | 6,020 |
| Mortgage-backed securities | $2,627,000 | 4,417 |
| Certificates of participation in pools of residential mortgages | $1,663,000 | 4,384 |
| Issued or guaranteed by U.S. | $1,663,000 | 4,367 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $964,000 | 2,510 |
| CMOs issued by government agencies or sponsored agencies | $964,000 | 2,234 |
| 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) | $7,761,000 | 6,011 |
| Total debt securities | $7,761,000 | 6,664 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,120 |
| Fair value | $964,000 | 2,329 |
| 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 | $7,904,000 | 6,751 |
| U.S. Government securities | $7,904,000 | 6,105 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $7,904,000 | 5,956 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,553,000 | 6,060 |
| Mortgage-backed securities | $2,738,000 | 4,407 |
| Certificates of participation in pools of residential mortgages | $1,768,000 | 4,352 |
| Issued or guaranteed by U.S. | $1,768,000 | 4,336 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $970,000 | 2,523 |
| CMOs issued by government agencies or sponsored agencies | $970,000 | 2,240 |
| 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) | $7,904,000 | 6,027 |
| Total debt securities | $7,903,000 | 6,701 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,107 |
| Fair value | $976,000 | 2,300 |
| 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 | $7,981,000 | 6,766 |
| U.S. Government securities | $7,981,000 | 6,068 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,981,000 | 5,923 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,116,000 | 6,330 |
| Mortgage-backed securities | $2,811,000 | 4,412 |
| Certificates of participation in pools of residential mortgages | $1,841,000 | 4,340 |
| Issued or guaranteed by U.S. | $1,841,000 | 4,322 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $970,000 | 2,524 |
| CMOs issued by government agencies or sponsored agencies | $970,000 | 2,247 |
| 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) | $7,981,000 | 6,041 |
| Total debt securities | $7,980,000 | 6,711 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,098 |
| Fair value | $978,000 | 2,304 |
| 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 | $8,185,000 | 6,728 |
| U.S. Government securities | $8,185,000 | 6,016 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $8,185,000 | 5,872 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| 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 | $863,000 | 6,561 |
| Mortgage-backed securities | $2,968,000 | 4,403 |
| Certificates of participation in pools of residential mortgages | $1,989,000 | 4,295 |
| Issued or guaranteed by U.S. | $1,989,000 | 4,279 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $979,000 | 2,532 |
| CMOs issued by government agencies or sponsored agencies | $979,000 | 2,260 |
| 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) | $8,185,000 | 5,998 |
| Total debt securities | $8,185,000 | 6,671 |
| Structured notes | ||
| Amortized cost | $998,000 | 2,258 |
| Fair value | $990,000 | 2,179 |
| 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 | $8,444,000 | 6,720 |
| U.S. Government securities | $8,444,000 | 5,993 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,444,000 | 5,851 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| 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 | $645,000 | 6,664 |
| Mortgage-backed securities | $3,202,000 | 4,397 |
| Certificates of participation in pools of residential mortgages | $2,218,000 | 4,243 |
| Issued or guaranteed by U.S. | $2,218,000 | 4,227 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $984,000 | 2,606 |
| CMOs issued by government agencies or sponsored agencies | $984,000 | 2,336 |
| 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) | $8,444,000 | 5,984 |
| Total debt securities | $8,444,000 | 6,660 |
| Structured notes | ||
| Amortized cost | $996,000 | 2,270 |
| Fair value | $996,000 | 2,120 |
| 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 | $8,555,000 | 6,744 |
| U.S. Government securities | $8,555,000 | 6,050 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,555,000 | 5,903 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| 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 | $349,000 | 6,934 |
| Mortgage-backed securities | $3,356,000 | 4,427 |
| Certificates of participation in pools of residential mortgages | $2,384,000 | 4,230 |
| Issued or guaranteed by U.S. | $2,384,000 | 4,217 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $972,000 | 2,654 |
| CMOs issued by government agencies or sponsored agencies | $972,000 | 2,401 |
| 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) | $8,555,000 | 6,001 |
| Total debt securities | $8,555,000 | 6,688 |
| Structured notes | ||
| Amortized cost | $994,000 | 2,282 |
| Fair value | $994,000 | 2,066 |
| 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 | $7,819,000 | 6,929 |
| U.S. Government securities | $7,819,000 | 6,228 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,819,000 | 6,090 |
| 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 | $353,000 | 6,937 |
| Mortgage-backed securities | $3,543,000 | 4,405 |
| Certificates of participation in pools of residential mortgages | $2,554,000 | 4,197 |
| Issued or guaranteed by U.S. | $2,554,000 | 4,184 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $989,000 | 2,675 |
| CMOs issued by government agencies or sponsored agencies | $989,000 | 2,426 |
| 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) | $7,819,000 | 6,155 |
| Total debt securities | $7,819,000 | 6,874 |
| 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 | $7,708,000 | 7,004 |
| U.S. Government securities | $7,708,000 | 6,300 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $7,708,000 | 6,146 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| 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 | $356,000 | 6,981 |
| Mortgage-backed securities | $3,722,000 | 4,369 |
| Certificates of participation in pools of residential mortgages | $2,730,000 | 4,140 |
| Issued or guaranteed by U.S. | $2,730,000 | 4,128 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $992,000 | 2,681 |
| CMOs issued by government agencies or sponsored agencies | $992,000 | 2,439 |
| 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) | $7,708,000 | 6,225 |
| Total debt securities | $7,708,000 | 6,945 |
| 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 | $7,739,000 | 7,091 |
| U.S. Government securities | $7,739,000 | 6,373 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $7,739,000 | 6,206 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| 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 | $107,000 | 7,183 |
| Mortgage-backed securities | $3,819,000 | 4,417 |
| Certificates of participation in pools of residential mortgages | $2,843,000 | 4,143 |
| Issued or guaranteed by U.S. | $2,843,000 | 4,134 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $976,000 | 2,729 |
| CMOs issued by government agencies or sponsored agencies | $976,000 | 2,485 |
| 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) | $7,739,000 | 6,308 |
| Total debt securities | $7,739,000 | 7,023 |
| 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 |