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Prosperity Bank, Securities
| 2013-09-30 | Rank | |
| Total securities | $159,497,000 | 975 |
| U.S. Government securities | $159,209,000 | 661 |
| U.S. Treasury securities | $0 | 1,131 |
| U.S. Government agency obligations | $159,209,000 | 639 |
| Securities issued by states & political subdivisions | $0 | 5,540 |
| Other domestic debt securities | $74,000 | 2,637 |
| Privately issued residential mortgage-backed securities | $0 | 991 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $0 | 459 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $74,000 | 2,079 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $214,000 | 881 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,724,000 | 462 |
| Mortgage-backed securities | $159,209,000 | 472 |
| Certificates of participation in pools of residential mortgages | $148,226,000 | 300 |
| Issued or guaranteed by U.S. | $148,226,000 | 299 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $6,149,000 | 1,732 |
| CMOs issued by government agencies or sponsored agencies | $6,149,000 | 1,648 |
| Privately issued | $0 | 947 |
| Commercial mortgage-backed securities | $4,834,000 | 398 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $4,834,000 | 230 |
| Held to maturity securities (book value) | $0 | 2,651 |
| Available-for-sale securities (fair market value) | $159,497,000 | 848 |
| Total debt securities | $159,209,000 | 966 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $167,920,000 | 923 |
| U.S. Government securities | $167,641,000 | 630 |
| U.S. Treasury securities | $0 | 1,152 |
| U.S. Government agency obligations | $167,641,000 | 609 |
| Securities issued by states & political subdivisions | $0 | 5,545 |
| Other domestic debt securities | $74,000 | 2,704 |
| Privately issued residential mortgage-backed securities | $0 | 1,015 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $0 | 469 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $74,000 | 2,123 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $205,000 | 893 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,206,000 | 504 |
| Mortgage-backed securities | $167,641,000 | 457 |
| Certificates of participation in pools of residential mortgages | $155,876,000 | 287 |
| Issued or guaranteed by U.S. | $155,876,000 | 285 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $6,499,000 | 1,731 |
| CMOs issued by government agencies or sponsored agencies | $6,499,000 | 1,637 |
| Privately issued | $0 | 969 |
| Commercial mortgage-backed securities | $5,266,000 | 365 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $5,266,000 | 193 |
| Held to maturity securities (book value) | $0 | 2,603 |
| Available-for-sale securities (fair market value) | $167,920,000 | 813 |
| Total debt securities | $167,642,000 | 911 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $186,952,000 | 828 |
| U.S. Government securities | $186,691,000 | 583 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $186,691,000 | 567 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $70,000 | 2,706 |
| Privately issued residential mortgage-backed securities | $0 | 1,050 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $70,000 | 2,093 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $191,000 | 914 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $138,156,000 | 487 |
| Mortgage-backed securities | $186,691,000 | 439 |
| Certificates of participation in pools of residential mortgages | $172,689,000 | 268 |
| Issued or guaranteed by U.S. | $172,689,000 | 267 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $8,757,000 | 1,545 |
| CMOs issued by government agencies or sponsored agencies | $8,757,000 | 1,457 |
| Privately issued | $0 | 1,005 |
| Commercial mortgage-backed securities | $5,245,000 | 318 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $5,245,000 | 165 |
| Held to maturity securities (book value) | $0 | 2,608 |
| Available-for-sale securities (fair market value) | $186,952,000 | 737 |
| Total debt securities | $186,692,000 | 819 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $169,462,000 | 895 |
| U.S. Government securities | $169,145,000 | 617 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $169,145,000 | 591 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $147,000 | 2,639 |
| Privately issued residential mortgage-backed securities | $0 | 1,069 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $147,000 | 2,024 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $170,000 | 895 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,833,000 | 515 |
| Mortgage-backed securities | $169,145,000 | 455 |
| Certificates of participation in pools of residential mortgages | $154,716,000 | 297 |
| Issued or guaranteed by U.S. | $154,716,000 | 295 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $9,056,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $9,056,000 | 1,483 |
| Privately issued | $0 | 1,025 |
| Commercial mortgage-backed securities | $5,373,000 | 267 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $5,373,000 | 145 |
| Held to maturity securities (book value) | $0 | 2,639 |
| Available-for-sale securities (fair market value) | $169,462,000 | 796 |
| Total debt securities | $169,146,000 | 885 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $191,881,000 | 796 |
| U.S. Government securities | $191,637,000 | 570 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $191,637,000 | 552 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $93,000 | 2,768 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $93,000 | 2,132 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $151,000 | 917 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,126,000 | 489 |
| Mortgage-backed securities | $191,637,000 | 433 |
| Certificates of participation in pools of residential mortgages | $176,873,000 | 282 |
| Issued or guaranteed by U.S. | $176,873,000 | 280 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $9,458,000 | 1,629 |
| CMOs issued by government agencies or sponsored agencies | $9,458,000 | 1,530 |
| Privately issued | $0 | 1,068 |
| Commercial mortgage-backed securities | $5,306,000 | 252 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $5,306,000 | 147 |
| Held to maturity securities (book value) | $0 | 2,698 |
| Available-for-sale securities (fair market value) | $191,881,000 | 713 |
| Total debt securities | $191,638,000 | 786 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $198,643,000 | 765 |
| U.S. Government securities | $198,410,000 | 549 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $198,410,000 | 532 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $93,000 | 2,764 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $93,000 | 2,134 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $140,000 | 929 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,293,000 | 555 |
| Mortgage-backed securities | $198,410,000 | 420 |
| Certificates of participation in pools of residential mortgages | $183,141,000 | 269 |
| Issued or guaranteed by U.S. | $183,141,000 | 267 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $9,908,000 | 1,610 |
| CMOs issued by government agencies or sponsored agencies | $9,908,000 | 1,511 |
| Privately issued | $0 | 1,117 |
| Commercial mortgage-backed securities | $5,361,000 | 239 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $5,361,000 | 139 |
| Held to maturity securities (book value) | $0 | 2,724 |
| Available-for-sale securities (fair market value) | $198,643,000 | 684 |
| Total debt securities | $198,410,000 | 756 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $194,466,000 | 797 |
| U.S. Government securities | $194,239,000 | 581 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $194,239,000 | 562 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $93,000 | 2,756 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $93,000 | 2,135 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $134,000 | 910 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $128,477,000 | 519 |
| Mortgage-backed securities | $194,239,000 | 444 |
| Certificates of participation in pools of residential mortgages | $178,924,000 | 284 |
| Issued or guaranteed by U.S. | $178,924,000 | 282 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $15,315,000 | 1,302 |
| CMOs issued by government agencies or sponsored agencies | $15,315,000 | 1,213 |
| Privately issued | $0 | 1,155 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $0 | 2,785 |
| Available-for-sale securities (fair market value) | $194,466,000 | 718 |
| Total debt securities | $194,239,000 | 787 |
| Structured notes | ||
| Amortized cost | $0 | 3,105 |
| Fair value | $0 | 3,105 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $176,543,000 | 853 |
| U.S. Government securities | $176,319,000 | 606 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $176,319,000 | 588 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $92,000 | 2,758 |
| Privately issued residential mortgage-backed securities | $0 | 1,281 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $92,000 | 2,073 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $132,000 | 909 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $133,069,000 | 458 |
| Mortgage-backed securities | $176,319,000 | 465 |
| Certificates of participation in pools of residential mortgages | $171,477,000 | 286 |
| Issued or guaranteed by U.S. | $171,477,000 | 285 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $4,842,000 | 2,140 |
| CMOs issued by government agencies or sponsored agencies | $4,842,000 | 1,967 |
| Privately issued | $0 | 1,216 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $0 | 2,928 |
| Available-for-sale securities (fair market value) | $176,543,000 | 747 |
| Total debt securities | $176,319,000 | 841 |
| Structured notes | ||
| Amortized cost | $0 | 2,967 |
| Fair value | $0 | 2,967 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $183,001,000 | 806 |
| U.S. Government securities | $182,662,000 | 580 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $182,662,000 | 559 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $227,000 | 2,603 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $227,000 | 1,942 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $112,000 | 981 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $167,223,000 | 365 |
| Mortgage-backed securities | $182,662,000 | 433 |
| Certificates of participation in pools of residential mortgages | $177,702,000 | 264 |
| Issued or guaranteed by U.S. | $177,702,000 | 261 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $4,960,000 | 2,091 |
| CMOs issued by government agencies or sponsored agencies | $4,960,000 | 1,909 |
| Privately issued | $0 | 1,235 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $0 | 2,973 |
| Available-for-sale securities (fair market value) | $183,001,000 | 713 |
| Total debt securities | $182,662,000 | 797 |
| Structured notes | ||
| Amortized cost | $0 | 3,032 |
| Fair value | $0 | 3,032 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $165,019,000 | 878 |
| U.S. Government securities | $164,681,000 | 645 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $164,681,000 | 628 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $228,000 | 2,547 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $228,000 | 1,874 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $110,000 | 994 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $135,942,000 | 453 |
| Mortgage-backed securities | $164,681,000 | 463 |
| Certificates of participation in pools of residential mortgages | $164,681,000 | 278 |
| Issued or guaranteed by U.S. | $164,681,000 | 276 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $0 | 3,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
| Privately issued | $0 | 1,265 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $0 | 3,025 |
| Available-for-sale securities (fair market value) | $165,019,000 | 776 |
| Total debt securities | $164,681,000 | 868 |
| Structured notes | ||
| Amortized cost | $0 | 3,156 |
| Fair value | $0 | 3,156 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $150,467,000 | 947 |
| U.S. Government securities | $150,305,000 | 713 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $150,305,000 | 680 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $53,000 | 2,784 |
| 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 | $53,000 | 2,038 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $109,000 | 1,008 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $116,819,000 | 514 |
| Mortgage-backed securities | $150,305,000 | 480 |
| Certificates of participation in pools of residential mortgages | $150,305,000 | 305 |
| Issued or guaranteed by U.S. | $150,305,000 | 304 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $0 | 3,842 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| 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) | $150,467,000 | 846 |
| Total debt securities | $150,305,000 | 937 |
| 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 | $134,125,000 | 1,024 |
| U.S. Government securities | $133,883,000 | 750 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $133,883,000 | 711 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $54,000 | 2,935 |
| 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 | $54,000 | 2,046 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $188,000 | 923 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,575,000 | 548 |
| Mortgage-backed securities | $133,883,000 | 519 |
| Certificates of participation in pools of residential mortgages | $133,883,000 | 322 |
| Issued or guaranteed by U.S. | $133,883,000 | 319 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,850 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
| 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) | $134,125,000 | 904 |
| Total debt securities | $133,882,000 | 1,013 |
| 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 | $128,892,000 | 1,041 |
| U.S. Government securities | $128,641,000 | 757 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $128,641,000 | 723 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $53,000 | 3,014 |
| 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 | $53,000 | 2,094 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $198,000 | 959 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,660,000 | 588 |
| Mortgage-backed securities | $128,641,000 | 533 |
| Certificates of participation in pools of residential mortgages | $128,641,000 | 314 |
| Issued or guaranteed by U.S. | $128,641,000 | 310 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $0 | 3,851 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
| 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) | $128,892,000 | 913 |
| Total debt securities | $128,695,000 | 1,028 |
| 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 | $131,880,000 | 1,005 |
| U.S. Government securities | $131,639,000 | 731 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $131,639,000 | 698 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $52,000 | 3,010 |
| 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 | $52,000 | 2,061 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $189,000 | 1,001 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $103,469,000 | 563 |
| Mortgage-backed securities | $131,639,000 | 512 |
| Certificates of participation in pools of residential mortgages | $131,639,000 | 303 |
| Issued or guaranteed by U.S. | $131,639,000 | 300 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $0 | 3,779 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
| 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) | $131,880,000 | 877 |
| Total debt securities | $131,691,000 | 998 |
| 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 | $175,284,000 | 765 |
| U.S. Government securities | $172,392,000 | 554 |
| U.S. Treasury securities | $19,951,000 | 192 |
| U.S. Government agency obligations | $152,441,000 | 605 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $2,649,000 | 1,589 |
| Privately issued residential mortgage-backed securities | $2,597,000 | 791 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $52,000 | 2,083 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $243,000 | 1,000 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,260,000 | 492 |
| Mortgage-backed securities | $155,038,000 | 457 |
| Certificates of participation in pools of residential mortgages | $132,930,000 | 318 |
| Issued or guaranteed by U.S. | $132,930,000 | 314 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $22,108,000 | 883 |
| CMOs issued by government agencies or sponsored agencies | $19,511,000 | 785 |
| Privately issued | $2,597,000 | 757 |
| 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) | $175,284,000 | 668 |
| Total debt securities | $175,041,000 | 752 |
| 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 | $137,119,000 | 934 |
| U.S. Government securities | $128,746,000 | 721 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $128,746,000 | 695 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $8,140,000 | 957 |
| Privately issued residential mortgage-backed securities | $8,088,000 | 530 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $52,000 | 2,136 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $233,000 | 1,028 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $136,834,000 | 443 |
| Mortgage-backed securities | $136,834,000 | 511 |
| Certificates of participation in pools of residential mortgages | $101,162,000 | 421 |
| Issued or guaranteed by U.S. | $101,162,000 | 418 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $35,672,000 | 654 |
| CMOs issued by government agencies or sponsored agencies | $27,584,000 | 617 |
| Privately issued | $8,088,000 | 509 |
| 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) | $137,119,000 | 807 |
| Total debt securities | $136,886,000 | 926 |
| 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 | $188,814,000 | 686 |
| U.S. Government securities | $179,963,000 | 505 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $179,963,000 | 489 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $8,667,000 | 972 |
| Privately issued residential mortgage-backed securities | $8,609,000 | 547 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $58,000 | 2,233 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $184,000 | 1,123 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $141,306,000 | 418 |
| Mortgage-backed securities | $188,572,000 | 399 |
| Certificates of participation in pools of residential mortgages | $152,051,000 | 301 |
| Issued or guaranteed by U.S. | $152,051,000 | 297 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $36,521,000 | 636 |
| CMOs issued by government agencies or sponsored agencies | $27,912,000 | 592 |
| Privately issued | $8,609,000 | 522 |
| 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) | $188,814,000 | 588 |
| Total debt securities | $188,630,000 | 672 |
| 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 | $187,936,000 | 675 |
| U.S. Government securities | $178,423,000 | 502 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $178,423,000 | 481 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $9,347,000 | 959 |
| Privately issued residential mortgage-backed securities | $9,082,000 | 546 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $265,000 | 2,078 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $166,000 | 1,176 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $145,312,000 | 402 |
| Mortgage-backed securities | $187,505,000 | 398 |
| Certificates of participation in pools of residential mortgages | $123,321,000 | 378 |
| Issued or guaranteed by U.S. | $123,321,000 | 372 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $64,184,000 | 404 |
| CMOs issued by government agencies or sponsored agencies | $55,102,000 | 332 |
| Privately issued | $9,082,000 | 521 |
| 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) | $187,936,000 | 578 |
| Total debt securities | $187,769,000 | 661 |
| 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 | $246,109,000 | 518 |
| U.S. Government securities | $236,245,000 | 388 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $236,245,000 | 378 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $9,716,000 | 894 |
| Privately issued residential mortgage-backed securities | $9,397,000 | 547 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $319,000 | 2,136 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $148,000 | 1,204 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $132,463,000 | 444 |
| Mortgage-backed securities | $239,936,000 | 326 |
| Certificates of participation in pools of residential mortgages | $158,995,000 | 316 |
| Issued or guaranteed by U.S. | $158,995,000 | 310 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $80,941,000 | 358 |
| CMOs issued by government agencies or sponsored agencies | $71,544,000 | 264 |
| Privately issued | $9,397,000 | 520 |
| 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) | $246,109,000 | 448 |
| Total debt securities | $245,961,000 | 505 |
| 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 | $203,154,000 | 606 |
| U.S. Government securities | $192,788,000 | 453 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $192,788,000 | 443 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $10,226,000 | 819 |
| Privately issued residential mortgage-backed securities | $9,892,000 | 506 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $334,000 | 2,084 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $140,000 | 1,186 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,510,000 | 394 |
| Mortgage-backed securities | $196,948,000 | 373 |
| Certificates of participation in pools of residential mortgages | $113,190,000 | 416 |
| Issued or guaranteed by U.S. | $113,190,000 | 413 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $83,758,000 | 341 |
| CMOs issued by government agencies or sponsored agencies | $73,866,000 | 263 |
| Privately issued | $9,892,000 | 481 |
| 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) | $203,154,000 | 517 |
| Total debt securities | $203,014,000 | 596 |
| 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 | $174,023,000 | 681 |
| U.S. Government securities | $162,361,000 | 525 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $162,361,000 | 513 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $11,346,000 | 763 |
| Privately issued residential mortgage-backed securities | $9,992,000 | 505 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,354,000 | 175 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $316,000 | 1,093 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $134,228,000 | 430 |
| Mortgage-backed securities | $166,694,000 | 407 |
| Certificates of participation in pools of residential mortgages | $66,534,000 | 600 |
| Issued or guaranteed by U.S. | $66,534,000 | 593 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $100,160,000 | 284 |
| CMOs issued by government agencies or sponsored agencies | $90,168,000 | 213 |
| Privately issued | $9,992,000 | 482 |
| 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) | $174,023,000 | 577 |
| Total debt securities | $173,707,000 | 671 |
| 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 | $212,680,000 | 586 |
| U.S. Government securities | $197,318,000 | 437 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $197,318,000 | 426 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $15,128,000 | 675 |
| Privately issued residential mortgage-backed securities | $10,289,000 | 507 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $4,839,000 | 714 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $234,000 | 1,497 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,241,000 | 531 |
| Mortgage-backed securities | $201,975,000 | 347 |
| Certificates of participation in pools of residential mortgages | $96,125,000 | 450 |
| Issued or guaranteed by U.S. | $96,125,000 | 445 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $105,850,000 | 277 |
| CMOs issued by government agencies or sponsored agencies | $95,561,000 | 205 |
| Privately issued | $10,289,000 | 480 |
| 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) | $212,680,000 | 498 |
| Total debt securities | $212,446,000 | 571 |
| 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 | $264,345,000 | 479 |
| U.S. Government securities | $247,713,000 | 346 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $247,713,000 | 338 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $16,632,000 | 606 |
| Privately issued residential mortgage-backed securities | $11,413,000 | 465 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $5,219,000 | 682 |
| 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 | $107,151,000 | 511 |
| Mortgage-backed securities | $253,348,000 | 294 |
| Certificates of participation in pools of residential mortgages | $125,237,000 | 348 |
| Issued or guaranteed by U.S. | $125,237,000 | 342 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $128,111,000 | 239 |
| CMOs issued by government agencies or sponsored agencies | $116,698,000 | 182 |
| Privately issued | $11,413,000 | 440 |
| 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) | $264,345,000 | 418 |
| Total debt securities | $264,345,000 | 460 |
| 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 | $282,917,000 | 444 |
| U.S. Government securities | $262,842,000 | 333 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $262,842,000 | 325 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $20,075,000 | 512 |
| Privately issued residential mortgage-backed securities | $11,514,000 | 418 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,561,000 | 491 |
| 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 | $82,283,000 | 651 |
| Mortgage-backed securities | $255,693,000 | 269 |
| Certificates of participation in pools of residential mortgages | $116,580,000 | 333 |
| Issued or guaranteed by U.S. | $116,580,000 | 328 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $139,113,000 | 221 |
| CMOs issued by government agencies or sponsored agencies | $127,599,000 | 167 |
| Privately issued | $11,514,000 | 390 |
| 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) | $282,917,000 | 378 |
| Total debt securities | $282,917,000 | 427 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 796 |
| Fair value | $2,987,000 | 816 |
| 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 | $344,990,000 | 379 |
| U.S. Government securities | $322,197,000 | 289 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $322,197,000 | 282 |
| Securities issued by states & political subdivisions | $2,002,000 | 4,262 |
| Other domestic debt securities | $20,791,000 | 474 |
| Privately issued residential mortgage-backed securities | $11,800,000 | 387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,991,000 | 460 |
| 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 | $88,968,000 | 602 |
| Mortgage-backed securities | $283,884,000 | 248 |
| Certificates of participation in pools of residential mortgages | $143,743,000 | 273 |
| Issued or guaranteed by U.S. | $143,743,000 | 266 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $140,141,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $128,341,000 | 160 |
| Privately issued | $11,800,000 | 364 |
| 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) | $344,990,000 | 323 |
| Total debt securities | $344,989,000 | 367 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 960 |
| Fair value | $2,961,000 | 981 |
| 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 | $353,280,000 | 378 |
| U.S. Government securities | $330,804,000 | 290 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $330,804,000 | 280 |
| Securities issued by states & political subdivisions | $1,948,000 | 4,289 |
| Other domestic debt securities | $20,528,000 | 472 |
| Privately issued residential mortgage-backed securities | $11,877,000 | 378 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,651,000 | 441 |
| 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 | $69,824,000 | 749 |
| Mortgage-backed securities | $293,176,000 | 241 |
| Certificates of participation in pools of residential mortgages | $147,345,000 | 270 |
| Issued or guaranteed by U.S. | $147,345,000 | 262 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $145,831,000 | 212 |
| CMOs issued by government agencies or sponsored agencies | $133,954,000 | 159 |
| Privately issued | $11,877,000 | 358 |
| 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) | $353,280,000 | 325 |
| Total debt securities | $353,280,000 | 365 |
| Structured notes | ||
| Amortized cost | $2,999,000 | 1,022 |
| Fair value | $2,925,000 | 1,045 |
| 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 | $319,963,000 | 405 |
| U.S. Government securities | $296,725,000 | 326 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $296,725,000 | 318 |
| Securities issued by states & political subdivisions | $2,008,000 | 4,269 |
| Other domestic debt securities | $21,230,000 | 467 |
| Privately issued residential mortgage-backed securities | $12,598,000 | 364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $8,632,000 | 454 |
| 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 | $60,631,000 | 834 |
| Mortgage-backed securities | $258,983,000 | 269 |
| Certificates of participation in pools of residential mortgages | $121,662,000 | 329 |
| Issued or guaranteed by U.S. | $121,662,000 | 322 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $137,321,000 | 217 |
| CMOs issued by government agencies or sponsored agencies | $124,723,000 | 160 |
| Privately issued | $12,598,000 | 341 |
| 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) | $319,963,000 | 339 |
| Total debt securities | $319,963,000 | 391 |
| Structured notes | ||
| Amortized cost | $4,999,000 | 701 |
| Fair value | $4,919,000 | 710 |
| 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 | $293,866,000 | 437 |
| U.S. Government securities | $269,955,000 | 355 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $269,955,000 | 348 |
| Securities issued by states & political subdivisions | $2,003,000 | 4,296 |
| Other domestic debt securities | $21,908,000 | 454 |
| Privately issued residential mortgage-backed securities | $12,908,000 | 339 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000,000 | 440 |
| 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 | $64,614,000 | 791 |
| Mortgage-backed securities | $253,307,000 | 276 |
| Certificates of participation in pools of residential mortgages | $112,158,000 | 350 |
| Issued or guaranteed by U.S. | $112,158,000 | 345 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $141,149,000 | 215 |
| CMOs issued by government agencies or sponsored agencies | $128,241,000 | 164 |
| Privately issued | $12,908,000 | 324 |
| 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) | $293,866,000 | 375 |
| Total debt securities | $293,866,000 | 426 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 743 |
| Fair value | $4,895,000 | 746 |
| 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 | $271,580,000 | 480 |
| U.S. Government securities | $232,988,000 | 407 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $232,988,000 | 396 |
| Securities issued by states & political subdivisions | $16,444,000 | 1,227 |
| Other domestic debt securities | $22,148,000 | 462 |
| Privately issued residential mortgage-backed securities | $13,148,000 | 349 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000,000 | 436 |
| 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 | $102,308,000 | 534 |
| Mortgage-backed securities | $216,767,000 | 306 |
| Certificates of participation in pools of residential mortgages | $116,351,000 | 352 |
| Issued or guaranteed by U.S. | $116,351,000 | 345 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $100,416,000 | 259 |
| CMOs issued by government agencies or sponsored agencies | $87,268,000 | 214 |
| Privately issued | $13,148,000 | 330 |
| 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) | $271,580,000 | 410 |
| Total debt securities | $271,579,000 | 467 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 803 |
| Fair value | $4,869,000 | 822 |
| 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 | $246,985,000 | 530 |
| U.S. Government securities | $200,530,000 | 476 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $200,530,000 | 465 |
| Securities issued by states & political subdivisions | $24,063,000 | 796 |
| Other domestic debt securities | $22,392,000 | 463 |
| Privately issued residential mortgage-backed securities | $13,392,000 | 342 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000,000 | 442 |
| 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 | $121,008,000 | 454 |
| Mortgage-backed securities | $185,068,000 | 354 |
| Certificates of participation in pools of residential mortgages | $120,307,000 | 348 |
| Issued or guaranteed by U.S. | $120,307,000 | 344 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $64,761,000 | 336 |
| CMOs issued by government agencies or sponsored agencies | $51,369,000 | 294 |
| Privately issued | $13,392,000 | 325 |
| 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) | $246,985,000 | 446 |
| Total debt securities | $246,984,000 | 515 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 866 |
| Fair value | $4,805,000 | 878 |
| 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 | $243,170,000 | 541 |
| U.S. Government securities | $195,676,000 | 508 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $195,676,000 | 485 |
| Securities issued by states & political subdivisions | $24,466,000 | 779 |
| Other domestic debt securities | $23,028,000 | 460 |
| Privately issued residential mortgage-backed securities | $14,028,000 | 332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,000,000 | 469 |
| 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 | $135,651,000 | 405 |
| Mortgage-backed securities | $180,278,000 | 369 |
| Certificates of participation in pools of residential mortgages | $110,916,000 | 378 |
| Issued or guaranteed by U.S. | $110,916,000 | 372 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $69,362,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $55,334,000 | 285 |
| Privately issued | $14,028,000 | 315 |
| 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) | $243,170,000 | 459 |
| Total debt securities | $243,169,000 | 531 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 877 |
| Fair value | $4,841,000 | 896 |
| 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 | $232,037,000 | 579 |
| U.S. Government securities | $171,097,000 | 575 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $171,097,000 | 559 |
| Securities issued by states & political subdivisions | $24,300,000 | 779 |
| Other domestic debt securities | $36,640,000 | 354 |
| Privately issued residential mortgage-backed securities | $14,615,000 | 333 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $19,500,000 | 64 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,525,000 | 1,033 |
| 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 | $118,894,000 | 461 |
| Mortgage-backed securities | $156,185,000 | 421 |
| Certificates of participation in pools of residential mortgages | $105,464,000 | 397 |
| Issued or guaranteed by U.S. | $105,464,000 | 392 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $50,721,000 | 389 |
| CMOs issued by government agencies or sponsored agencies | $36,106,000 | 381 |
| Privately issued | $14,615,000 | 315 |
| 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) | $232,037,000 | 483 |
| Total debt securities | $232,038,000 | 560 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 890 |
| Fair value | $4,847,000 | 904 |
| 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 | $165,241,000 | 769 |
| U.S. Government securities | $127,521,000 | 731 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $127,521,000 | 702 |
| Securities issued by states & political subdivisions | $24,673,000 | 762 |
| Other domestic debt securities | $13,047,000 | 641 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,525,000 | 87 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,522,000 | 1,077 |
| 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 | $67,165,000 | 755 |
| Mortgage-backed securities | $117,795,000 | 514 |
| Certificates of participation in pools of residential mortgages | $108,348,000 | 401 |
| Issued or guaranteed by U.S. | $108,348,000 | 398 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $9,447,000 | 1,049 |
| CMOs issued by government agencies or sponsored agencies | $9,447,000 | 893 |
| 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) | $165,241,000 | 640 |
| Total debt securities | $165,241,000 | 748 |
| Structured notes | ||
| Amortized cost | $4,998,000 | 871 |
| Fair value | $4,899,000 | 891 |
| 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 | $109,791,000 | 1,144 |
| U.S. Government securities | $77,186,000 | 1,162 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $77,186,000 | 1,117 |
| Securities issued by states & political subdivisions | $24,586,000 | 755 |
| Other domestic debt securities | $8,019,000 | 857 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,500,000 | 109 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,519,000 | 1,121 |
| 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 | $56,613,000 | 853 |
| Mortgage-backed securities | $67,419,000 | 767 |
| Certificates of participation in pools of residential mortgages | $67,419,000 | 571 |
| Issued or guaranteed by U.S. | $67,419,000 | 563 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $109,791,000 | 966 |
| Total debt securities | $109,791,000 | 1,106 |
| Structured notes | ||
| Amortized cost | $4,997,000 | 854 |
| Fair value | $4,921,000 | 876 |
| 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 | $163,243,000 | 780 |
| U.S. Government securities | $120,806,000 | 775 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $120,806,000 | 741 |
| Securities issued by states & political subdivisions | $39,898,000 | 431 |
| Other domestic debt securities | $2,539,000 | 1,563 |
| 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 | $2,539,000 | 1,183 |
| 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 | $51,280,000 | 945 |
| Mortgage-backed securities | $111,189,000 | 554 |
| Certificates of participation in pools of residential mortgages | $111,189,000 | 406 |
| Issued or guaranteed by U.S. | $111,189,000 | 402 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $39,898,000 | 559 |
| Available-for-sale securities (fair market value) | $123,345,000 | 862 |
| Total debt securities | $163,245,000 | 761 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 866 |
| Fair value | $4,838,000 | 887 |
| 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 | $154,889,000 | 837 |
| U.S. Government securities | $113,050,000 | 847 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $113,050,000 | 813 |
| Securities issued by states & political subdivisions | $38,843,000 | 441 |
| 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 | $2,996,000 | 758 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $43,405,000 | 1,072 |
| Mortgage-backed securities | $103,244,000 | 592 |
| Certificates of participation in pools of residential mortgages | $103,244,000 | 434 |
| Issued or guaranteed by U.S. | $103,244,000 | 432 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $38,843,000 | 584 |
| Available-for-sale securities (fair market value) | $116,046,000 | 944 |
| Total debt securities | $151,894,000 | 833 |
| Structured notes | ||
| Amortized cost | $4,994,000 | 840 |
| Fair value | $4,921,000 | 852 |
| 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 | $143,926,000 | 896 |
| U.S. Government securities | $105,497,000 | 885 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $105,497,000 | 858 |
| Securities issued by states & political subdivisions | $37,439,000 | 461 |
| 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 | $990,000 | 1,254 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $49,291,000 | 958 |
| Mortgage-backed securities | $93,648,000 | 652 |
| Certificates of participation in pools of residential mortgages | $93,648,000 | 473 |
| Issued or guaranteed by U.S. | $93,648,000 | 470 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,439,000 | 607 |
| Available-for-sale securities (fair market value) | $106,487,000 | 1,021 |
| Total debt securities | $142,936,000 | 873 |
| Structured notes | ||
| Amortized cost | $6,990,000 | 629 |
| Fair value | $6,931,000 | 634 |
| 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 | $152,697,000 | 860 |
| U.S. Government securities | $114,259,000 | 855 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $114,259,000 | 818 |
| Securities issued by states & political subdivisions | $37,448,000 | 449 |
| 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 | $990,000 | 1,266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $48,596,000 | 940 |
| Mortgage-backed securities | $102,752,000 | 615 |
| Certificates of participation in pools of residential mortgages | $102,752,000 | 452 |
| Issued or guaranteed by U.S. | $102,752,000 | 450 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $37,448,000 | 610 |
| Available-for-sale securities (fair market value) | $115,249,000 | 961 |
| Total debt securities | $151,707,000 | 835 |
| Structured notes | ||
| Amortized cost | $6,988,000 | 617 |
| Fair value | $6,732,000 | 630 |
| 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 | $156,642,000 | 844 |
| U.S. Government securities | $120,568,000 | 814 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $120,568,000 | 779 |
| Securities issued by states & political subdivisions | $35,074,000 | 485 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $1,000,000 | 1,324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $47,915,000 | 943 |
| Mortgage-backed securities | $107,591,000 | 617 |
| Certificates of participation in pools of residential mortgages | $107,591,000 | 443 |
| Issued or guaranteed by U.S. | $107,591,000 | 439 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $0 | 4,008 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $36,596,000 | 599 |
| Available-for-sale securities (fair market value) | $120,046,000 | 929 |
| Total debt securities | $155,642,000 | 822 |
| Structured notes | ||
| Amortized cost | $6,985,000 | 544 |
| Fair value | $6,974,000 | 546 |
| 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 | $144,839,000 | 925 |
| U.S. Government securities | $129,662,000 | 794 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $129,662,000 | 763 |
| Securities issued by states & political subdivisions | $14,175,000 | 1,395 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $1,002,000 | 100 |
| 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 | $41,932,000 | 1,043 |
| Mortgage-backed securities | $113,748,000 | 594 |
| Certificates of participation in pools of residential mortgages | $109,710,000 | 444 |
| Issued or guaranteed by U.S. | $109,710,000 | 440 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $4,038,000 | 1,769 |
| CMOs issued by government agencies or sponsored agencies | $4,038,000 | 1,657 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $14,175,000 | 1,193 |
| Available-for-sale securities (fair market value) | $130,664,000 | 885 |
| Total debt securities | $144,839,000 | 901 |
| Structured notes | ||
| Amortized cost | $6,984,000 | 462 |
| Fair value | $6,836,000 | 465 |
| 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 | $134,192,000 | 1,003 |
| U.S. Government securities | $126,100,000 | 808 |
| U.S. Treasury securities | $0 | 2,287 |
| U.S. Government agency obligations | $126,100,000 | 778 |
| Securities issued by states & political subdivisions | $7,099,000 | 2,511 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $993,000 | 1,390 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $38,785,000 | 1,070 |
| Mortgage-backed securities | $109,190,000 | 614 |
| Certificates of participation in pools of residential mortgages | $104,988,000 | 463 |
| Issued or guaranteed by U.S. | $104,988,000 | 460 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $4,202,000 | 1,752 |
| CMOs issued by government agencies or sponsored agencies | $4,202,000 | 1,627 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,099,000 | 1,769 |
| Available-for-sale securities (fair market value) | $127,093,000 | 905 |
| Total debt securities | $133,199,000 | 975 |
| Structured notes | ||
| Amortized cost | $6,984,000 | 374 |
| Fair value | $6,809,000 | 377 |
| 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 | $127,562,000 | 1,016 |
| U.S. Government securities | $121,571,000 | 809 |
| U.S. Treasury securities | $0 | 2,322 |
| U.S. Government agency obligations | $121,571,000 | 776 |
| Securities issued by states & political subdivisions | $4,986,000 | 3,048 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,005,000 | 1,381 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $37,817,000 | 1,057 |
| Mortgage-backed securities | $98,841,000 | 665 |
| Certificates of participation in pools of residential mortgages | $94,107,000 | 477 |
| Issued or guaranteed by U.S. | $94,107,000 | 471 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $4,734,000 | 1,782 |
| CMOs issued by government agencies or sponsored agencies | $4,734,000 | 1,672 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,986,000 | 2,083 |
| Available-for-sale securities (fair market value) | $122,576,000 | 906 |
| Total debt securities | $126,557,000 | 999 |
| Structured notes | ||
| Amortized cost | $4,988,000 | 414 |
| Fair value | $4,988,000 | 419 |
| 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 | $120,571,000 | 1,071 |
| U.S. Government securities | $114,890,000 | 825 |
| U.S. Treasury securities | $0 | 2,382 |
| U.S. Government agency obligations | $114,890,000 | 789 |
| Securities issued by states & political subdivisions | $4,679,000 | 3,069 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $1,002,000 | 1,389 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $32,187,000 | 1,198 |
| Mortgage-backed securities | $102,131,000 | 648 |
| Certificates of participation in pools of residential mortgages | $100,142,000 | 460 |
| Issued or guaranteed by U.S. | $100,142,000 | 454 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,989,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $1,989,000 | 2,481 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,679,000 | 2,188 |
| Available-for-sale securities (fair market value) | $115,892,000 | 949 |
| Total debt securities | $119,568,000 | 1,042 |
| 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 | $112,287,000 | 1,115 |
| U.S. Government securities | $107,805,000 | 855 |
| U.S. Treasury securities | $0 | 2,544 |
| U.S. Government agency obligations | $107,805,000 | 811 |
| Securities issued by states & political subdivisions | $3,482,000 | 3,538 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $1,000,000 | 1,395 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $28,634,000 | 1,353 |
| Mortgage-backed securities | $93,658,000 | 657 |
| Certificates of participation in pools of residential mortgages | $91,207,000 | 449 |
| Issued or guaranteed by U.S. | $91,207,000 | 443 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $2,451,000 | 2,456 |
| CMOs issued by government agencies or sponsored agencies | $2,451,000 | 2,342 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,482,000 | 2,510 |
| Available-for-sale securities (fair market value) | $108,805,000 | 968 |
| Total debt securities | $111,279,000 | 1,075 |
| 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 | $89,909,000 | 1,273 |
| U.S. Government securities | $86,529,000 | 935 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $86,529,000 | 880 |
| Securities issued by states & political subdivisions | $3,380,000 | 3,546 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,112,000 | 2,201 |
| Mortgage-backed securities | $40,482,000 | 1,116 |
| Certificates of participation in pools of residential mortgages | $39,459,000 | 768 |
| Issued or guaranteed by U.S. | $39,459,000 | 761 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,023,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $1,023,000 | 3,102 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,380,000 | 2,664 |
| Available-for-sale securities (fair market value) | $86,529,000 | 1,097 |
| Total debt securities | $89,909,000 | 1,232 |
| 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 | $55,060,000 | 2,003 |
| U.S. Government securities | $51,509,000 | 1,552 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $51,509,000 | 1,447 |
| Securities issued by states & political subdivisions | $508,000 | 6,059 |
| Other domestic debt securities | $1,496,000 | 2,176 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,496,000 | 1,875 |
| Foreign debt securities | $0 | 313 |
| Equity securities | $1,547,000 | 1,876 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,939,000 | 3,940 |
| Mortgage-backed securities | $12,607,000 | 2,025 |
| Certificates of participation in pools of residential mortgages | $11,619,000 | 1,574 |
| Issued or guaranteed by U.S. | $11,619,000 | 1,562 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $988,000 | 2,870 |
| CMOs issued by government agencies or sponsored agencies | $988,000 | 2,716 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $508,000 | 4,924 |
| Available-for-sale securities (fair market value) | $54,552,000 | 1,571 |
| Total debt securities | $53,513,000 | 1,970 |
| 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 | $44,697,000 | 2,527 |
| U.S. Government securities | $43,290,000 | 1,947 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $43,290,000 | 1,751 |
| Securities issued by states & political subdivisions | $473,000 | 6,439 |
| 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 | $0 | 343 |
| Equity securities | $934,000 | 2,550 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $956,000 | 7,276 |
| Mortgage-backed securities | $7,763,000 | 2,901 |
| Certificates of participation in pools of residential mortgages | $6,826,000 | 2,363 |
| Issued or guaranteed by U.S. | $6,826,000 | 2,350 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $937,000 | 3,102 |
| CMOs issued by government agencies or sponsored agencies | $937,000 | 2,953 |
| 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) | $473,000 | 5,391 |
| Available-for-sale securities (fair market value) | $44,224,000 | 1,961 |
| Total debt securities | $43,763,000 | 2,494 |
| 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 |
| 1998-12-31 | Rank | |
| Total securities | $23,139,000 | 4,384 |
| U.S. Government securities | $22,166,000 | 3,630 |
| U.S. Treasury securities | $0 | 6,820 |
| U.S. Government agency obligations | $22,166,000 | 3,078 |
| Securities issued by states & political subdivisions | $478,000 | 6,634 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $495,000 | 3,602 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,269,000 | 4,152 |
| Mortgage-backed securities | $6,964,000 | 3,295 |
| Certificates of participation in pools of residential mortgages | $5,962,000 | 2,707 |
| Issued or guaranteed by U.S. | $5,962,000 | 2,691 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,002,000 | 3,255 |
| CMOs issued by government agencies or sponsored agencies | $1,002,000 | 3,115 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $478,000 | 5,929 |
| Available-for-sale securities (fair market value) | $22,661,000 | 3,451 |
| Total debt securities | $22,644,000 | 4,337 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $27,298,000 | 3,929 |
| U.S. Government securities | $23,655,000 | 3,599 |
| U.S. Treasury securities | $3,517,000 | 3,941 |
| U.S. Government agency obligations | $20,138,000 | 3,211 |
| Securities issued by states & political subdivisions | $209,000 | 7,470 |
| Other domestic debt securities | $2,939,000 | 1,125 |
| Privately issued residential mortgage-backed securities | $2,939,000 | 383 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $495,000 | 3,652 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,026,000 | 7,439 |
| Mortgage-backed securities | $2,939,000 | 4,818 |
| Certificates of participation in pools of residential mortgages | $0 | 8,022 |
| Issued or guaranteed by U.S. | $0 | 7,996 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $2,939,000 | 2,273 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | $2,939,000 | 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) | $209,000 | 7,062 |
| Available-for-sale securities (fair market value) | $27,089,000 | 2,846 |
| Total debt securities | $26,803,000 | 3,878 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $22,537,000 | 4,888 |
| U.S. Government securities | $22,318,000 | 4,095 |
| U.S. Treasury securities | $7,056,000 | 2,925 |
| U.S. Government agency obligations | $15,262,000 | 4,139 |
| Securities issued by states & political subdivisions | $210,000 | 7,882 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,085 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,986,000 | 6,775 |
| Mortgage-backed securities | $3,207,000 | 5,099 |
| Certificates of participation in pools of residential mortgages | $3,207,000 | 3,985 |
| Issued or guaranteed by U.S. | $3,207,000 | 3,962 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $210,000 | 7,729 |
| Available-for-sale securities (fair market value) | $22,327,000 | 3,502 |
| Total debt securities | $22,528,000 | 4,779 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $11,305,000 | 7,827 |
| U.S. Government securities | $11,084,000 | 6,884 |
| U.S. Treasury securities | $1,490,000 | 7,848 |
| U.S. Government agency obligations | $9,594,000 | 5,628 |
| Securities issued by states & political subdivisions | $212,000 | 8,190 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,986,000 | 6,925 |
| Mortgage-backed securities | $0 | 9,533 |
| Certificates of participation in pools of residential mortgages | $0 | 8,904 |
| Issued or guaranteed by U.S. | $0 | 8,868 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $212,000 | 8,132 |
| Available-for-sale securities (fair market value) | $11,093,000 | 5,823 |
| Total debt securities | $11,296,000 | 7,703 |
| Structured notes | ||
| Amortized cost | $469,000 | 3,786 |
| Fair value | $496,000 | 3,593 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $10,245,000 | 8,666 |
| U.S. Government securities | $8,159,000 | 8,584 |
| U.S. Treasury securities | $3,468,000 | 6,692 |
| U.S. Government agency obligations | $4,691,000 | 7,902 |
| Securities issued by states & political subdivisions | $278,000 | 8,369 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,808,000 | 1,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,853,000 | 7,256 |
| Mortgage-backed securities | $0 | 10,072 |
| Certificates of participation in pools of residential mortgages | $0 | 9,378 |
| Issued or guaranteed by U.S. | $0 | 9,346 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $278,000 | 11,265 |
| Available-for-sale securities (fair market value) | $9,967,000 | 4,773 |
| Total debt securities | $8,437,000 | 9,270 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $7,473,000 | 10,097 |
| U.S. Government securities | $4,026,000 | 11,073 |
| U.S. Treasury securities | $0 | 11,566 |
| U.S. Government agency obligations | $4,026,000 | 8,587 |
| Securities issued by states & political subdivisions | $412,000 | 8,124 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,035,000 | 1,071 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,000,000 | 8,553 |
| Mortgage-backed securities | $0 | 10,693 |
| Certificates of participation in pools of residential mortgages | $0 | 9,937 |
| Issued or guaranteed by U.S. | $0 | 9,878 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $4,438,000 | 11,401 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $5,939,000 | 11,097 |
| U.S. Government securities | $3,000,000 | 12,104 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $3,000,000 | 9,555 |
| Securities issued by states & political subdivisions | $370,000 | 8,098 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,569,000 | 1,055 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $500,000 | 9,719 |
| Mortgage-backed securities | $0 | 11,133 |
| Certificates of participation in pools of residential mortgages | $0 | 10,234 |
| Issued or guaranteed by U.S. | $0 | 10,148 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $3,370,000 | 12,293 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |