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Prosperan Bank, Securities
| 2009-09-30 | Rank | |
| Total securities | $24,812,000 | 3,928 |
| U.S. Government securities | $0 | 7,692 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $0 | 7,608 |
| Securities issued by states & political subdivisions | $150,000 | 5,722 |
| Other domestic debt securities | $24,662,000 | 498 |
| Privately issued residential mortgage-backed securities | $12,671,000 | 449 |
| Commercial mortgage-backed securities - Total | $5,617,000 | 98 |
| Asset backed securities | $6,374,000 | 80 |
| 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 | $15,108,000 | 2,661 |
| Mortgage-backed securities | $18,288,000 | 2,474 |
| Certificates of participation in pools of residential mortgages | $0 | 6,212 |
| Issued or guaranteed by U.S. | $0 | 6,192 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $12,671,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $12,671,000 | 430 |
| Commercial mortgage-backed securities | $5,617,000 | 98 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $5,617,000 | 57 |
| Held to maturity securities (book value) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $24,812,000 | 3,550 |
| Total debt securities | $24,812,000 | 3,889 |
| 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 | $25,995,000 | 3,788 |
| U.S. Government securities | $0 | 7,759 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $0 | 7,687 |
| Securities issued by states & political subdivisions | $150,000 | 5,764 |
| Other domestic debt securities | $25,845,000 | 502 |
| Privately issued residential mortgage-backed securities | $14,191,000 | 428 |
| Commercial mortgage-backed securities - Total | $5,301,000 | 101 |
| Asset backed securities | $6,353,000 | 91 |
| 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 | $18,341,000 | 2,379 |
| Mortgage-backed securities | $19,492,000 | 2,401 |
| Certificates of participation in pools of residential mortgages | $0 | 6,269 |
| Issued or guaranteed by U.S. | $0 | 6,247 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $14,191,000 | 1,117 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $14,191,000 | 413 |
| Commercial mortgage-backed securities | $5,301,000 | 101 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $5,301,000 | 65 |
| Held to maturity securities (book value) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $25,995,000 | 3,412 |
| Total debt securities | $25,995,000 | 3,751 |
| 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 | $28,093,000 | 3,623 |
| U.S. Government securities | $0 | 7,829 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $0 | 7,762 |
| Securities issued by states & political subdivisions | $150,000 | 5,713 |
| Other domestic debt securities | $27,943,000 | 457 |
| Privately issued residential mortgage-backed securities | $21,063,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,880,000 | 108 |
| 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 | $19,946,000 | 2,274 |
| Mortgage-backed securities | $21,063,000 | 2,320 |
| Certificates of participation in pools of residential mortgages | $0 | 6,333 |
| Issued or guaranteed by U.S. | $0 | 6,315 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $21,063,000 | 876 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $21,063,000 | 334 |
| 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) | $28,093,000 | 3,254 |
| Total debt securities | $28,093,000 | 3,593 |
| 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 | $36,307,000 | 3,012 |
| U.S. Government securities | $6,302,000 | 6,050 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $6,302,000 | 5,965 |
| Securities issued by states & political subdivisions | $150,000 | 5,680 |
| Other domestic debt securities | $29,855,000 | 427 |
| Privately issued residential mortgage-backed securities | $22,038,000 | 318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,817,000 | 98 |
| 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 | $29,063,000 | 1,733 |
| Mortgage-backed securities | $28,340,000 | 1,845 |
| Certificates of participation in pools of residential mortgages | $1,471,000 | 4,946 |
| Issued or guaranteed by U.S. | $1,471,000 | 4,931 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $26,869,000 | 719 |
| CMOs issued by government agencies or sponsored agencies | $4,831,000 | 1,524 |
| Privately issued | $22,038,000 | 309 |
| 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) | $36,307,000 | 2,669 |
| Total debt securities | $36,307,000 | 2,974 |
| 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 | $34,891,000 | 3,042 |
| U.S. Government securities | $6,579,000 | 5,939 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $6,579,000 | 5,854 |
| Securities issued by states & political subdivisions | $250,000 | 5,540 |
| Other domestic debt securities | $28,062,000 | 438 |
| Privately issued residential mortgage-backed securities | $20,782,000 | 346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,280,000 | 101 |
| 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 | $33,390,000 | 1,524 |
| Mortgage-backed securities | $27,361,000 | 1,805 |
| Certificates of participation in pools of residential mortgages | $1,489,000 | 4,912 |
| Issued or guaranteed by U.S. | $1,489,000 | 4,896 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $25,872,000 | 703 |
| CMOs issued by government agencies or sponsored agencies | $5,090,000 | 1,409 |
| Privately issued | $20,782,000 | 332 |
| 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) | $34,891,000 | 2,688 |
| Total debt securities | $34,891,000 | 3,007 |
| 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 | $37,328,000 | 2,932 |
| U.S. Government securities | $6,963,000 | 5,879 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $6,963,000 | 5,796 |
| Securities issued by states & political subdivisions | $251,000 | 5,596 |
| Other domestic debt securities | $30,114,000 | 429 |
| Privately issued residential mortgage-backed securities | $22,278,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,836,000 | 95 |
| 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 | $34,903,000 | 1,446 |
| Mortgage-backed securities | $29,241,000 | 1,716 |
| Certificates of participation in pools of residential mortgages | $1,524,000 | 4,904 |
| Issued or guaranteed by U.S. | $1,524,000 | 4,884 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $27,717,000 | 658 |
| CMOs issued by government agencies or sponsored agencies | $5,439,000 | 1,365 |
| Privately issued | $22,278,000 | 314 |
| 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) | $37,328,000 | 2,607 |
| Total debt securities | $37,328,000 | 2,900 |
| 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 | $36,314,000 | 2,986 |
| U.S. Government securities | $6,204,000 | 6,093 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $6,204,000 | 5,998 |
| Securities issued by states & political subdivisions | $251,000 | 5,601 |
| Other domestic debt securities | $29,859,000 | 429 |
| Privately issued residential mortgage-backed securities | $23,277,000 | 318 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $6,582,000 | 114 |
| 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 | $23,313,000 | 2,003 |
| Mortgage-backed securities | $29,481,000 | 1,625 |
| Certificates of participation in pools of residential mortgages | $0 | 6,441 |
| Issued or guaranteed by U.S. | $0 | 6,412 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $29,481,000 | 622 |
| CMOs issued by government agencies or sponsored agencies | $6,204,000 | 1,266 |
| Privately issued | $23,277,000 | 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 | 3,628 |
| Available-for-sale securities (fair market value) | $36,314,000 | 2,658 |
| Total debt securities | $36,315,000 | 2,944 |
| 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 | $22,869,000 | 4,104 |
| U.S. Government securities | $6,565,000 | 6,129 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $6,565,000 | 6,021 |
| Securities issued by states & political subdivisions | $246,000 | 5,635 |
| Other domestic debt securities | $16,058,000 | 591 |
| Privately issued residential mortgage-backed securities | $12,301,000 | 407 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,757,000 | 138 |
| 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 | $22,234,000 | 2,038 |
| Mortgage-backed securities | $18,866,000 | 1,994 |
| Certificates of participation in pools of residential mortgages | $0 | 6,400 |
| Issued or guaranteed by U.S. | $0 | 6,379 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $18,866,000 | 755 |
| CMOs issued by government agencies or sponsored agencies | $6,565,000 | 1,183 |
| Privately issued | $12,301,000 | 379 |
| 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) | $22,869,000 | 3,647 |
| Total debt securities | $22,869,000 | 4,048 |
| 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 | $27,612,000 | 3,630 |
| U.S. Government securities | $10,787,000 | 5,192 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $10,787,000 | 5,097 |
| Securities issued by states & political subdivisions | $444,000 | 5,410 |
| Other domestic debt securities | $16,381,000 | 558 |
| Privately issued residential mortgage-backed securities | $12,551,000 | 379 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,830,000 | 131 |
| 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 | $22,130,000 | 2,031 |
| Mortgage-backed securities | $22,347,000 | 1,668 |
| Certificates of participation in pools of residential mortgages | $1,903,000 | 4,253 |
| Issued or guaranteed by U.S. | $1,903,000 | 4,241 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $20,444,000 | 702 |
| CMOs issued by government agencies or sponsored agencies | $7,893,000 | 1,028 |
| Privately issued | $12,551,000 | 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 | 3,749 |
| Available-for-sale securities (fair market value) | $27,612,000 | 3,211 |
| Total debt securities | $27,612,000 | 3,586 |
| 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 | $21,323,000 | 4,309 |
| U.S. Government securities | $11,307,000 | 5,128 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $11,307,000 | 5,022 |
| Securities issued by states & political subdivisions | $441,000 | 5,437 |
| Other domestic debt securities | $9,575,000 | 728 |
| Privately issued residential mortgage-backed securities | $5,731,000 | 523 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,844,000 | 122 |
| 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 | $8,856,000 | 3,611 |
| Mortgage-backed securities | $16,056,000 | 2,022 |
| Certificates of participation in pools of residential mortgages | $1,915,000 | 4,225 |
| Issued or guaranteed by U.S. | $1,915,000 | 4,212 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $14,141,000 | 861 |
| CMOs issued by government agencies or sponsored agencies | $8,410,000 | 954 |
| Privately issued | $5,731,000 | 492 |
| 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) | $21,323,000 | 3,797 |
| Total debt securities | $21,323,000 | 4,262 |
| 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 | $23,647,000 | 4,026 |
| U.S. Government securities | $14,027,000 | 4,592 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $14,027,000 | 4,468 |
| Securities issued by states & political subdivisions | $440,000 | 5,490 |
| Other domestic debt securities | $9,180,000 | 759 |
| Privately issued residential mortgage-backed securities | $3,883,000 | 588 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,297,000 | 112 |
| 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 | $9,321,000 | 3,544 |
| Mortgage-backed securities | $15,177,000 | 2,108 |
| Certificates of participation in pools of residential mortgages | $1,993,000 | 4,179 |
| Issued or guaranteed by U.S. | $1,993,000 | 4,162 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $13,184,000 | 894 |
| CMOs issued by government agencies or sponsored agencies | $9,301,000 | 891 |
| Privately issued | $3,883,000 | 549 |
| 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) | $23,647,000 | 3,540 |
| Total debt securities | $23,647,000 | 3,978 |
| 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 | $18,341,000 | 4,786 |
| U.S. Government securities | $8,415,000 | 5,829 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $8,415,000 | 5,706 |
| Securities issued by states & political subdivisions | $594,000 | 5,356 |
| Other domestic debt securities | $9,332,000 | 737 |
| Privately issued residential mortgage-backed securities | $3,897,000 | 577 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,435,000 | 103 |
| 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 | $12,426,000 | 3,035 |
| Mortgage-backed securities | $9,584,000 | 2,709 |
| Certificates of participation in pools of residential mortgages | $0 | 6,471 |
| Issued or guaranteed by U.S. | $0 | 6,445 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $9,584,000 | 1,072 |
| CMOs issued by government agencies or sponsored agencies | $5,687,000 | 1,196 |
| Privately issued | $3,897,000 | 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) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $18,341,000 | 4,213 |
| Total debt securities | $18,341,000 | 4,737 |
| 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 | $19,148,000 | 4,699 |
| U.S. Government securities | $8,874,000 | 5,785 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $8,874,000 | 5,669 |
| Securities issued by states & political subdivisions | $728,000 | 5,256 |
| Other domestic debt securities | $9,546,000 | 729 |
| Privately issued residential mortgage-backed securities | $3,918,000 | 567 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,628,000 | 106 |
| 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 | $17,569,000 | 2,399 |
| Mortgage-backed securities | $10,069,000 | 2,634 |
| Certificates of participation in pools of residential mortgages | $0 | 6,527 |
| Issued or guaranteed by U.S. | $0 | 6,500 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $10,069,000 | 1,015 |
| CMOs issued by government agencies or sponsored agencies | $6,151,000 | 1,121 |
| Privately issued | $3,918,000 | 533 |
| 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) | $19,148,000 | 4,114 |
| Total debt securities | $19,148,000 | 4,650 |
| 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 | $16,677,000 | 5,065 |
| U.S. Government securities | $6,259,000 | 6,507 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,259,000 | 6,374 |
| Securities issued by states & political subdivisions | $724,000 | 5,294 |
| Other domestic debt securities | $9,694,000 | 725 |
| Privately issued residential mortgage-backed securities | $3,848,000 | 561 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,846,000 | 107 |
| 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 | $6,263,000 | 4,251 |
| Mortgage-backed securities | $7,397,000 | 3,050 |
| Certificates of participation in pools of residential mortgages | $0 | 6,593 |
| Issued or guaranteed by U.S. | $0 | 6,571 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $7,397,000 | 1,205 |
| CMOs issued by government agencies or sponsored agencies | $3,549,000 | 1,477 |
| Privately issued | $3,848,000 | 527 |
| 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) | $16,677,000 | 4,417 |
| Total debt securities | $16,677,000 | 5,011 |
| 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 | $10,845,000 | 6,112 |
| U.S. Government securities | $6,997,000 | 6,341 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $6,997,000 | 6,198 |
| Securities issued by states & political subdivisions | $725,000 | 5,312 |
| Other domestic debt securities | $3,123,000 | 1,295 |
| Privately issued residential mortgage-backed securities | $982,000 | 847 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,141,000 | 137 |
| 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 | $9,542,000 | 3,492 |
| Mortgage-backed securities | $2,262,000 | 4,611 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,262,000 | 2,002 |
| CMOs issued by government agencies or sponsored agencies | $1,280,000 | 2,066 |
| Privately issued | $982,000 | 790 |
| 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) | $10,845,000 | 5,423 |
| Total debt securities | $10,844,000 | 6,060 |
| 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 | $11,219,000 | 6,071 |
| U.S. Government securities | $7,150,000 | 6,301 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $7,150,000 | 6,165 |
| Securities issued by states & political subdivisions | $720,000 | 5,346 |
| Other domestic debt securities | $3,349,000 | 1,283 |
| Privately issued residential mortgage-backed securities | $3,349,000 | 567 |
| 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 | $9,753,000 | 3,428 |
| Mortgage-backed securities | $4,779,000 | 3,749 |
| Certificates of participation in pools of residential mortgages | $0 | 6,692 |
| Issued or guaranteed by U.S. | $0 | 6,674 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $4,779,000 | 1,509 |
| CMOs issued by government agencies or sponsored agencies | $1,430,000 | 2,018 |
| Privately issued | $3,349,000 | 531 |
| 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) | $11,219,000 | 5,369 |
| Total debt securities | $11,220,000 | 6,016 |
| 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 | $11,488,000 | 6,031 |
| U.S. Government securities | $7,273,000 | 6,264 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $7,273,000 | 6,133 |
| Securities issued by states & political subdivisions | $471,000 | 5,650 |
| Other domestic debt securities | $3,744,000 | 1,248 |
| Privately issued residential mortgage-backed securities | $3,744,000 | 542 |
| 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 | $5,035,000 | 4,582 |
| Mortgage-backed securities | $5,293,000 | 3,652 |
| Certificates of participation in pools of residential mortgages | $0 | 6,735 |
| Issued or guaranteed by U.S. | $0 | 6,715 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $5,293,000 | 1,440 |
| CMOs issued by government agencies or sponsored agencies | $1,549,000 | 1,984 |
| Privately issued | $3,744,000 | 506 |
| 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) | $11,488,000 | 5,311 |
| Total debt securities | $11,490,000 | 5,967 |
| 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 | $12,566,000 | 5,845 |
| U.S. Government securities | $8,809,000 | 5,896 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $8,809,000 | 5,757 |
| Securities issued by states & political subdivisions | $472,000 | 5,655 |
| Other domestic debt securities | $3,285,000 | 1,337 |
| Privately issued residential mortgage-backed securities | $3,285,000 | 562 |
| 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 | $5,362,000 | 4,480 |
| Mortgage-backed securities | $4,957,000 | 3,804 |
| Certificates of participation in pools of residential mortgages | $0 | 6,783 |
| Issued or guaranteed by U.S. | $0 | 6,762 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $4,957,000 | 1,517 |
| CMOs issued by government agencies or sponsored agencies | $1,672,000 | 1,995 |
| Privately issued | $3,285,000 | 527 |
| 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) | $12,566,000 | 5,135 |
| Total debt securities | $12,566,000 | 5,781 |
| 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 | $15,046,000 | 5,463 |
| U.S. Government securities | $8,898,000 | 5,966 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $8,898,000 | 5,817 |
| Securities issued by states & political subdivisions | $2,218,000 | 4,220 |
| Other domestic debt securities | $3,930,000 | 1,285 |
| Privately issued residential mortgage-backed securities | $3,930,000 | 519 |
| 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 | $5,785,000 | 4,372 |
| Mortgage-backed securities | $5,703,000 | 3,711 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,703,000 | 1,441 |
| CMOs issued by government agencies or sponsored agencies | $1,773,000 | 1,996 |
| Privately issued | $3,930,000 | 484 |
| 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) | $15,046,000 | 4,791 |
| Total debt securities | $15,046,000 | 5,400 |
| 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 | $8,011,000 | 6,881 |
| U.S. Government securities | $2,896,000 | 7,781 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,896,000 | 7,627 |
| Securities issued by states & political subdivisions | $474,000 | 5,706 |
| Other domestic debt securities | $4,641,000 | 1,201 |
| Privately issued residential mortgage-backed securities | $4,641,000 | 485 |
| 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 | $6,295,000 | 4,200 |
| Mortgage-backed securities | $6,537,000 | 3,562 |
| Certificates of participation in pools of residential mortgages | $0 | 6,906 |
| Issued or guaranteed by U.S. | $0 | 6,892 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $6,537,000 | 1,361 |
| CMOs issued by government agencies or sponsored agencies | $1,896,000 | 1,993 |
| Privately issued | $4,641,000 | 452 |
| 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) | $8,011,000 | 6,103 |
| Total debt securities | $8,011,000 | 6,823 |
| 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 | $8,566,000 | 6,804 |
| U.S. Government securities | $2,490,000 | 7,954 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $2,490,000 | 7,798 |
| Securities issued by states & political subdivisions | $477,000 | 5,748 |
| Other domestic debt securities | $5,599,000 | 1,088 |
| Privately issued residential mortgage-backed securities | $5,599,000 | 427 |
| 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 | $3,810,000 | 5,052 |
| Mortgage-backed securities | $7,080,000 | 3,472 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,080,000 | 1,306 |
| CMOs issued by government agencies or sponsored agencies | $1,481,000 | 2,177 |
| Privately issued | $5,599,000 | 394 |
| 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) | $8,566,000 | 6,036 |
| Total debt securities | $8,566,000 | 6,743 |
| 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 | $9,846,000 | 6,611 |
| U.S. Government securities | $3,007,000 | 7,853 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $3,007,000 | 7,685 |
| Securities issued by states & political subdivisions | $486,000 | 5,768 |
| Other domestic debt securities | $6,353,000 | 1,046 |
| Privately issued residential mortgage-backed securities | $6,353,000 | 400 |
| 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 | $4,240,000 | 4,875 |
| Mortgage-backed securities | $7,612,000 | 3,398 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $7,612,000 | 1,283 |
| CMOs issued by government agencies or sponsored agencies | $1,259,000 | 2,333 |
| Privately issued | $6,353,000 | 375 |
| 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) | $9,846,000 | 5,849 |
| Total debt securities | $9,846,000 | 6,534 |
| 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 | $9,457,000 | 6,687 |
| U.S. Government securities | $3,707,000 | 7,586 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $3,707,000 | 7,430 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $5,750,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $5,750,000 | 420 |
| 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 | $4,293,000 | 4,805 |
| Mortgage-backed securities | $7,676,000 | 3,422 |
| Certificates of participation in pools of residential mortgages | $0 | 7,041 |
| Issued or guaranteed by U.S. | $0 | 7,023 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $7,676,000 | 1,315 |
| CMOs issued by government agencies or sponsored agencies | $1,926,000 | 2,101 |
| Privately issued | $5,750,000 | 392 |
| 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) | $9,457,000 | 5,942 |
| Total debt securities | $9,457,000 | 6,605 |
| 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 | $14,141,000 | 5,765 |
| U.S. Government securities | $9,455,000 | 5,923 |
| U.S. Treasury securities | $995,000 | 1,550 |
| U.S. Government agency obligations | $8,460,000 | 6,019 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $4,686,000 | 1,322 |
| Privately issued residential mortgage-backed securities | $4,686,000 | 385 |
| 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 | $5,599,000 | 4,251 |
| Mortgage-backed securities | $8,933,000 | 3,188 |
| Certificates of participation in pools of residential mortgages | $31,000 | 6,695 |
| Issued or guaranteed by U.S. | $0 | 7,078 |
| Privately issued | $31,000 | 218 |
| Collaterized mortgage obligations | $8,902,000 | 1,200 |
| CMOs issued by government agencies or sponsored agencies | $4,247,000 | 1,618 |
| Privately issued | $4,655,000 | 343 |
| 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) | $14,141,000 | 5,034 |
| Total debt securities | $14,141,000 | 5,678 |
| 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 | $14,739,000 | 5,587 |
| U.S. Government securities | $9,804,000 | 5,670 |
| U.S. Treasury securities | $994,000 | 1,599 |
| U.S. Government agency obligations | $8,810,000 | 5,757 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $4,935,000 | 1,358 |
| Privately issued residential mortgage-backed securities | $4,935,000 | 384 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,393,000 | 2,837 |
| Mortgage-backed securities | $9,151,000 | 3,129 |
| Certificates of participation in pools of residential mortgages | $326,000 | 6,030 |
| Issued or guaranteed by U.S. | $326,000 | 6,003 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $8,825,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $3,890,000 | 1,683 |
| Privately issued | $4,935,000 | 342 |
| 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) | $14,739,000 | 4,884 |
| Total debt securities | $14,739,000 | 5,499 |
| 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 | $18,067,000 | 4,959 |
| U.S. Government securities | $14,854,000 | 4,530 |
| U.S. Treasury securities | $8,000,000 | 481 |
| U.S. Government agency obligations | $6,854,000 | 6,275 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $3,213,000 | 1,798 |
| Privately issued residential mortgage-backed securities | $3,213,000 | 455 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,214,000 | 4,304 |
| Mortgage-backed securities | $8,452,000 | 3,320 |
| Certificates of participation in pools of residential mortgages | $643,000 | 5,687 |
| Issued or guaranteed by U.S. | $643,000 | 5,666 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $7,809,000 | 1,397 |
| CMOs issued by government agencies or sponsored agencies | $4,596,000 | 1,699 |
| Privately issued | $3,213,000 | 402 |
| 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) | $18,067,000 | 4,339 |
| Total debt securities | $18,067,000 | 4,867 |
| 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 | $10,767,000 | 6,345 |
| U.S. Government securities | $6,641,000 | 6,564 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $6,641,000 | 6,369 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $4,126,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $4,126,000 | 428 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,934,000 | 3,773 |
| Mortgage-backed securities | $9,112,000 | 3,207 |
| Certificates of participation in pools of residential mortgages | $1,022,000 | 5,346 |
| Issued or guaranteed by U.S. | $1,022,000 | 5,326 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $8,090,000 | 1,411 |
| CMOs issued by government agencies or sponsored agencies | $3,964,000 | 1,877 |
| Privately issued | $4,126,000 | 377 |
| 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) | $10,767,000 | 5,571 |
| Total debt securities | $10,767,000 | 6,251 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $13,377,000 | 5,771 |
| U.S. Government securities | $11,393,000 | 5,258 |
| U.S. Treasury securities | $3,997,000 | 837 |
| U.S. Government agency obligations | $7,396,000 | 6,155 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $1,984,000 | 2,230 |
| Privately issued residential mortgage-backed securities | $1,984,000 | 538 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,297,000 | 3,661 |
| Mortgage-backed securities | $7,648,000 | 3,445 |
| Certificates of participation in pools of residential mortgages | $1,028,000 | 5,314 |
| Issued or guaranteed by U.S. | $1,028,000 | 5,295 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $6,620,000 | 1,595 |
| CMOs issued by government agencies or sponsored agencies | $4,636,000 | 1,791 |
| Privately issued | $1,984,000 | 478 |
| 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) | $13,377,000 | 5,005 |
| Total debt securities | $13,377,000 | 5,676 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $6,248,000 | 7,551 |
| U.S. Government securities | $4,353,000 | 7,499 |
| U.S. Treasury securities | $502,000 | 2,576 |
| U.S. Government agency obligations | $3,851,000 | 7,469 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $1,895,000 | 2,327 |
| Privately issued residential mortgage-backed securities | $1,895,000 | 638 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,432,000 | 5,112 |
| Mortgage-backed securities | $2,959,000 | 4,736 |
| Certificates of participation in pools of residential mortgages | $1,037,000 | 5,166 |
| Issued or guaranteed by U.S. | $0 | 7,167 |
| Privately issued | $1,037,000 | 131 |
| Collaterized mortgage obligations | $1,922,000 | 2,775 |
| CMOs issued by government agencies or sponsored agencies | $1,064,000 | 3,058 |
| Privately issued | $858,000 | 774 |
| 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) | $6,248,000 | 6,611 |
| Total debt securities | $6,248,000 | 7,450 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $5,724,000 | 8,111 |
| U.S. Government securities | $2,892,000 | 8,656 |
| U.S. Treasury securities | $605,000 | 3,134 |
| U.S. Government agency obligations | $2,287,000 | 8,573 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $2,506,000 | 1,727 |
| Privately issued residential mortgage-backed securities | $2,506,000 | 515 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $326,000 | 4,800 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,600,000 | 5,908 |
| Mortgage-backed securities | $2,506,000 | 4,481 |
| Certificates of participation in pools of residential mortgages | $0 | 7,213 |
| Issued or guaranteed by U.S. | $0 | 7,184 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $2,506,000 | 2,095 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | $2,506,000 | 457 |
| 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) | $5,724,000 | 6,998 |
| Total debt securities | $5,398,000 | 8,100 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $2,835,000 | 9,372 |
| U.S. Government securities | $2,536,000 | 9,114 |
| U.S. Treasury securities | $99,000 | 5,359 |
| U.S. Government agency obligations | $2,437,000 | 8,707 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $299,000 | 4,858 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,536,000 | 5,989 |
| Mortgage-backed securities | $2,437,000 | 4,796 |
| Certificates of participation in pools of residential mortgages | $1,449,000 | 4,625 |
| Issued or guaranteed by U.S. | $1,449,000 | 4,612 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $988,000 | 3,021 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,873 |
| 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) | $2,835,000 | 8,141 |
| Total debt securities | $2,536,000 | 9,373 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |