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NewAlliance Bank, Securities
| 2011-03-31 | Rank | |
| Total securities | $2,827,568,000 | 77 |
| U.S. Government securities | $2,724,542,000 | 67 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $2,724,542,000 | 62 |
| Securities issued by states & political subdivisions | $14,366,000 | 1,951 |
| Other domestic debt securities | $70,514,000 | 200 |
| Privately issued residential mortgage-backed securities | $17,794,000 | 257 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $52,720,000 | 116 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $18,146,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,052,528,000 | 86 |
| Mortgage-backed securities | $2,233,966,000 | 68 |
| Certificates of participation in pools of residential mortgages | $2,012,109,000 | 44 |
| Issued or guaranteed by U.S. | $1,994,315,000 | 44 |
| Privately issued | $17,794,000 | 19 |
| Collaterized mortgage obligations | $221,857,000 | 176 |
| CMOs issued by government agencies or sponsored agencies | $221,857,000 | 151 |
| 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) | $247,130,000 | 93 |
| Available-for-sale securities (fair market value) | $2,580,438,000 | 73 |
| Total debt securities | $2,809,422,000 | 77 |
| 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 | $2,852,755,000 | 76 |
| U.S. Government securities | $2,735,095,000 | 67 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $2,735,095,000 | 59 |
| Securities issued by states & political subdivisions | $14,379,000 | 1,913 |
| Other domestic debt securities | $70,140,000 | 209 |
| Privately issued residential mortgage-backed securities | $18,458,000 | 272 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $51,682,000 | 120 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $33,141,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,058,644,000 | 83 |
| Mortgage-backed securities | $2,275,651,000 | 63 |
| Certificates of participation in pools of residential mortgages | $2,029,429,000 | 41 |
| Issued or guaranteed by U.S. | $2,010,971,000 | 41 |
| Privately issued | $18,458,000 | 23 |
| Collaterized mortgage obligations | $246,222,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $246,222,000 | 134 |
| 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) | $275,872,000 | 80 |
| Available-for-sale securities (fair market value) | $2,576,883,000 | 74 |
| Total debt securities | $2,819,614,000 | 77 |
| 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 | $2,683,857,000 | 77 |
| U.S. Government securities | $2,539,657,000 | 67 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $2,539,657,000 | 63 |
| Securities issued by states & political subdivisions | $14,339,000 | 1,833 |
| Other domestic debt securities | $71,740,000 | 204 |
| Privately issued residential mortgage-backed securities | $19,379,000 | 276 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $52,361,000 | 115 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $58,121,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $863,565,000 | 97 |
| Mortgage-backed securities | $2,104,272,000 | 63 |
| Certificates of participation in pools of residential mortgages | $1,840,652,000 | 44 |
| Issued or guaranteed by U.S. | $1,821,273,000 | 44 |
| Privately issued | $19,379,000 | 26 |
| Collaterized mortgage obligations | $263,620,000 | 145 |
| CMOs issued by government agencies or sponsored agencies | $263,620,000 | 117 |
| 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) | $298,495,000 | 69 |
| Available-for-sale securities (fair market value) | $2,385,362,000 | 75 |
| Total debt securities | $2,625,736,000 | 77 |
| 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 | $2,746,571,000 | 74 |
| U.S. Government securities | $2,620,008,000 | 67 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $2,620,008,000 | 62 |
| Securities issued by states & political subdivisions | $14,314,000 | 1,753 |
| Other domestic debt securities | $83,445,000 | 183 |
| Privately issued residential mortgage-backed securities | $20,226,000 | 286 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $63,219,000 | 98 |
| Foreign debt securities | $25,000 | 146 |
| Equity securities | $28,779,000 | 67 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $911,617,000 | 93 |
| Mortgage-backed securities | $2,235,055,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,953,806,000 | 40 |
| Issued or guaranteed by U.S. | $1,933,580,000 | 40 |
| Privately issued | $20,226,000 | 25 |
| Collaterized mortgage obligations | $281,249,000 | 142 |
| CMOs issued by government agencies or sponsored agencies | $281,249,000 | 108 |
| 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) | $323,254,000 | 66 |
| Available-for-sale securities (fair market value) | $2,423,317,000 | 67 |
| Total debt securities | $2,717,792,000 | 76 |
| 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 | $2,592,755,000 | 73 |
| U.S. Government securities | $2,418,333,000 | 66 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $2,418,333,000 | 62 |
| Securities issued by states & political subdivisions | $15,843,000 | 1,598 |
| Other domestic debt securities | $89,719,000 | 173 |
| Privately issued residential mortgage-backed securities | $20,215,000 | 294 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $69,504,000 | 89 |
| Foreign debt securities | $25,000 | 159 |
| Equity securities | $68,835,000 | 38 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $801,849,000 | 98 |
| Mortgage-backed securities | $2,132,717,000 | 62 |
| Certificates of participation in pools of residential mortgages | $2,034,825,000 | 39 |
| Issued or guaranteed by U.S. | $2,014,610,000 | 38 |
| Privately issued | $20,215,000 | 25 |
| Collaterized mortgage obligations | $97,892,000 | 331 |
| CMOs issued by government agencies or sponsored agencies | $97,892,000 | 262 |
| Privately issued | $0 | 1,481 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $270,839,000 | 80 |
| Available-for-sale securities (fair market value) | $2,321,916,000 | 68 |
| Total debt securities | $2,523,920,000 | 75 |
| 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 | $2,618,621,000 | 76 |
| U.S. Government securities | $2,448,970,000 | 64 |
| U.S. Treasury securities | $597,000 | 853 |
| U.S. Government agency obligations | $2,448,373,000 | 64 |
| Securities issued by states & political subdivisions | $15,821,000 | 1,589 |
| Other domestic debt securities | $95,022,000 | 179 |
| Privately issued residential mortgage-backed securities | $20,856,000 | 308 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $74,166,000 | 85 |
| Foreign debt securities | $25,000 | 160 |
| Equity securities | $58,783,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $758,692,000 | 100 |
| Mortgage-backed securities | $2,269,500,000 | 61 |
| Certificates of participation in pools of residential mortgages | $2,224,652,000 | 36 |
| Issued or guaranteed by U.S. | $2,203,796,000 | 37 |
| Privately issued | $20,856,000 | 24 |
| Collaterized mortgage obligations | $44,848,000 | 572 |
| CMOs issued by government agencies or sponsored agencies | $44,848,000 | 448 |
| Privately issued | $0 | 1,512 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $240,766,000 | 87 |
| Available-for-sale securities (fair market value) | $2,377,855,000 | 70 |
| Total debt securities | $2,559,838,000 | 78 |
| 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 | $2,694,363,000 | 81 |
| U.S. Government securities | $2,531,486,000 | 68 |
| U.S. Treasury securities | $597,000 | 798 |
| U.S. Government agency obligations | $2,530,889,000 | 65 |
| Securities issued by states & political subdivisions | $18,700,000 | 1,344 |
| Other domestic debt securities | $102,892,000 | 184 |
| Privately issued residential mortgage-backed securities | $22,810,000 | 315 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $80,082,000 | 83 |
| Foreign debt securities | $25,000 | 163 |
| Equity securities | $41,260,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $879,949,000 | 94 |
| Mortgage-backed securities | $2,357,508,000 | 60 |
| Certificates of participation in pools of residential mortgages | $2,306,979,000 | 39 |
| Issued or guaranteed by U.S. | $2,284,169,000 | 40 |
| Privately issued | $22,810,000 | 25 |
| Collaterized mortgage obligations | $50,529,000 | 506 |
| CMOs issued by government agencies or sponsored agencies | $50,529,000 | 387 |
| Privately issued | $0 | 1,566 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $263,103,000 | 90 |
| Available-for-sale securities (fair market value) | $2,431,260,000 | 69 |
| Total debt securities | $2,653,103,000 | 82 |
| 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 | $2,641,454,000 | 83 |
| U.S. Government securities | $2,455,938,000 | 64 |
| U.S. Treasury securities | $597,000 | 787 |
| U.S. Government agency obligations | $2,455,341,000 | 61 |
| Securities issued by states & political subdivisions | $17,709,000 | 1,349 |
| Other domestic debt securities | $104,606,000 | 189 |
| Privately issued residential mortgage-backed securities | $22,991,000 | 325 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $81,615,000 | 81 |
| Foreign debt securities | $25,000 | 169 |
| Equity securities | $63,176,000 | 56 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,059,755,000 | 85 |
| Mortgage-backed securities | $2,295,769,000 | 64 |
| Certificates of participation in pools of residential mortgages | $2,237,772,000 | 37 |
| Issued or guaranteed by U.S. | $2,214,781,000 | 37 |
| Privately issued | $22,991,000 | 25 |
| Collaterized mortgage obligations | $57,997,000 | 445 |
| CMOs issued by government agencies or sponsored agencies | $57,997,000 | 325 |
| Privately issued | $0 | 1,581 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $288,104,000 | 82 |
| Available-for-sale securities (fair market value) | $2,353,350,000 | 75 |
| Total debt securities | $2,578,278,000 | 83 |
| 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 | $2,478,053,000 | 86 |
| U.S. Government securities | $2,271,678,000 | 69 |
| U.S. Treasury securities | $596,000 | 734 |
| U.S. Government agency obligations | $2,271,082,000 | 66 |
| Securities issued by states & political subdivisions | $18,736,000 | 1,212 |
| Other domestic debt securities | $100,214,000 | 193 |
| Privately issued residential mortgage-backed securities | $23,826,000 | 328 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $76,388,000 | 84 |
| Foreign debt securities | $50,000 | 151 |
| Equity securities | $87,375,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,154,495,000 | 83 |
| Mortgage-backed securities | $2,085,324,000 | 67 |
| Certificates of participation in pools of residential mortgages | $2,018,506,000 | 41 |
| Issued or guaranteed by U.S. | $1,994,680,000 | 41 |
| Privately issued | $23,826,000 | 33 |
| Collaterized mortgage obligations | $66,818,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $66,818,000 | 286 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $312,095,000 | 74 |
| Available-for-sale securities (fair market value) | $2,165,958,000 | 81 |
| Total debt securities | $2,390,678,000 | 86 |
| 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 | $2,293,345,000 | 83 |
| U.S. Government securities | $2,112,682,000 | 68 |
| U.S. Treasury securities | $597,000 | 699 |
| U.S. Government agency obligations | $2,112,085,000 | 66 |
| Securities issued by states & political subdivisions | $18,700,000 | 1,187 |
| Other domestic debt securities | $99,220,000 | 192 |
| Privately issued residential mortgage-backed securities | $17,830,000 | 364 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $81,390,000 | 78 |
| Foreign debt securities | $50,000 | 147 |
| Equity securities | $62,693,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,229,815,000 | 79 |
| Mortgage-backed securities | $1,896,565,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,823,606,000 | 46 |
| Issued or guaranteed by U.S. | $1,805,776,000 | 45 |
| Privately issued | $17,830,000 | 39 |
| Collaterized mortgage obligations | $72,959,000 | 380 |
| CMOs issued by government agencies or sponsored agencies | $72,959,000 | 266 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $309,782,000 | 75 |
| Available-for-sale securities (fair market value) | $1,983,563,000 | 78 |
| Total debt securities | $2,230,652,000 | 83 |
| 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 | $2,210,623,000 | 82 |
| U.S. Government securities | $2,043,512,000 | 63 |
| U.S. Treasury securities | $594,000 | 743 |
| U.S. Government agency obligations | $2,042,918,000 | 62 |
| Securities issued by states & political subdivisions | $16,913,000 | 1,309 |
| Other domestic debt securities | $116,609,000 | 177 |
| Privately issued residential mortgage-backed securities | $23,776,000 | 313 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $92,833,000 | 73 |
| Foreign debt securities | $200,000 | 119 |
| Equity securities | $33,389,000 | 78 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,240,599,000 | 72 |
| Mortgage-backed securities | $1,871,771,000 | 67 |
| Certificates of participation in pools of residential mortgages | $1,794,874,000 | 44 |
| Issued or guaranteed by U.S. | $1,771,098,000 | 43 |
| Privately issued | $23,776,000 | 35 |
| Collaterized mortgage obligations | $76,897,000 | 337 |
| CMOs issued by government agencies or sponsored agencies | $76,897,000 | 228 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $299,622,000 | 72 |
| Available-for-sale securities (fair market value) | $1,911,001,000 | 78 |
| Total debt securities | $2,177,234,000 | 83 |
| 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 | $2,251,795,000 | 84 |
| U.S. Government securities | $2,050,244,000 | 66 |
| U.S. Treasury securities | $596,000 | 743 |
| U.S. Government agency obligations | $2,049,648,000 | 64 |
| Securities issued by states & political subdivisions | $16,855,000 | 1,329 |
| Other domestic debt securities | $122,513,000 | 184 |
| Privately issued residential mortgage-backed securities | $27,222,000 | 301 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $95,291,000 | 83 |
| Foreign debt securities | $225,000 | 122 |
| Equity securities | $61,958,000 | 69 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,277,922,000 | 72 |
| Mortgage-backed securities | $1,904,808,000 | 70 |
| Certificates of participation in pools of residential mortgages | $1,823,497,000 | 44 |
| Issued or guaranteed by U.S. | $1,796,275,000 | 44 |
| Privately issued | $27,222,000 | 40 |
| Collaterized mortgage obligations | $81,311,000 | 318 |
| CMOs issued by government agencies or sponsored agencies | $81,311,000 | 220 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $314,113,000 | 67 |
| Available-for-sale securities (fair market value) | $1,937,682,000 | 81 |
| Total debt securities | $2,189,837,000 | 88 |
| 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 | $2,352,664,000 | 88 |
| U.S. Government securities | $2,147,132,000 | 60 |
| U.S. Treasury securities | $1,094,000 | 605 |
| U.S. Government agency obligations | $2,146,038,000 | 59 |
| Securities issued by states & political subdivisions | $14,037,000 | 1,594 |
| Other domestic debt securities | $153,403,000 | 157 |
| Privately issued residential mortgage-backed securities | $30,474,000 | 281 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $122,929,000 | 65 |
| Foreign debt securities | $225,000 | 133 |
| Equity securities | $37,867,000 | 106 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,203,152,000 | 76 |
| Mortgage-backed securities | $1,995,042,000 | 69 |
| Certificates of participation in pools of residential mortgages | $1,907,608,000 | 44 |
| Issued or guaranteed by U.S. | $1,877,134,000 | 41 |
| Privately issued | $30,474,000 | 41 |
| Collaterized mortgage obligations | $87,434,000 | 312 |
| CMOs issued by government agencies or sponsored agencies | $87,434,000 | 213 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $334,583,000 | 52 |
| Available-for-sale securities (fair market value) | $2,018,081,000 | 86 |
| Total debt securities | $2,314,797,000 | 88 |
| 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 | $2,429,696,000 | 82 |
| U.S. Government securities | $2,178,671,000 | 62 |
| U.S. Treasury securities | $1,095,000 | 684 |
| U.S. Government agency obligations | $2,177,576,000 | 59 |
| Securities issued by states & political subdivisions | $13,974,000 | 1,575 |
| Other domestic debt securities | $182,540,000 | 142 |
| Privately issued residential mortgage-backed securities | $32,862,000 | 250 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,667,000 | 139 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $146,011,000 | 56 |
| Foreign debt securities | $225,000 | 140 |
| Equity securities | $54,286,000 | 77 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,270,296,000 | 72 |
| Mortgage-backed securities | $2,008,380,000 | 65 |
| Certificates of participation in pools of residential mortgages | $1,915,695,000 | 43 |
| Issued or guaranteed by U.S. | $1,882,833,000 | 41 |
| Privately issued | $32,862,000 | 39 |
| Collaterized mortgage obligations | $92,685,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $92,685,000 | 199 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $290,472,000 | 75 |
| Available-for-sale securities (fair market value) | $2,139,224,000 | 78 |
| Total debt securities | $2,375,410,000 | 83 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $2,433,417,000 | 84 |
| U.S. Government securities | $2,151,857,000 | 62 |
| U.S. Treasury securities | $1,086,000 | 720 |
| U.S. Government agency obligations | $2,150,771,000 | 60 |
| Securities issued by states & political subdivisions | $13,465,000 | 1,584 |
| Other domestic debt securities | $200,163,000 | 137 |
| Privately issued residential mortgage-backed securities | $34,620,000 | 235 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,468,000 | 128 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $161,075,000 | 52 |
| Foreign debt securities | $225,000 | 141 |
| Equity securities | $67,707,000 | 66 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,290,877,000 | 75 |
| Mortgage-backed securities | $1,977,128,000 | 68 |
| Certificates of participation in pools of residential mortgages | $1,879,698,000 | 44 |
| Issued or guaranteed by U.S. | $1,845,078,000 | 42 |
| Privately issued | $34,620,000 | 43 |
| Collaterized mortgage obligations | $97,430,000 | 264 |
| CMOs issued by government agencies or sponsored agencies | $97,430,000 | 187 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $284,613,000 | 81 |
| Available-for-sale securities (fair market value) | $2,148,804,000 | 82 |
| Total debt securities | $2,365,710,000 | 84 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $2,252,964,000 | 95 |
| U.S. Government securities | $1,888,867,000 | 78 |
| U.S. Treasury securities | $8,654,000 | 269 |
| U.S. Government agency obligations | $1,880,213,000 | 77 |
| Securities issued by states & political subdivisions | $33,981,000 | 559 |
| Other domestic debt securities | $250,021,000 | 120 |
| Privately issued residential mortgage-backed securities | $82,773,000 | 147 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,642,000 | 107 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $161,606,000 | 47 |
| Foreign debt securities | $225,000 | 141 |
| Equity securities | $79,870,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $970,099,000 | 92 |
| Mortgage-backed securities | $1,745,554,000 | 79 |
| Certificates of participation in pools of residential mortgages | $1,212,482,000 | 59 |
| Issued or guaranteed by U.S. | $1,175,122,000 | 56 |
| Privately issued | $37,360,000 | 48 |
| Collaterized mortgage obligations | $533,072,000 | 94 |
| CMOs issued by government agencies or sponsored agencies | $487,659,000 | 70 |
| Privately issued | $45,413,000 | 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) | $278,442,000 | 82 |
| Available-for-sale securities (fair market value) | $1,974,522,000 | 93 |
| Total debt securities | $2,173,094,000 | 98 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,408,143,000 | 89 |
| U.S. Government securities | $2,014,712,000 | 75 |
| U.S. Treasury securities | $8,670,000 | 301 |
| U.S. Government agency obligations | $2,006,042,000 | 74 |
| Securities issued by states & political subdivisions | $35,137,000 | 532 |
| Other domestic debt securities | $279,556,000 | 112 |
| Privately issued residential mortgage-backed securities | $89,108,000 | 138 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $7,879,000 | 95 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $182,569,000 | 42 |
| Foreign debt securities | $225,000 | 148 |
| Equity securities | $78,513,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,081,668,000 | 87 |
| Mortgage-backed securities | $1,848,400,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,277,056,000 | 58 |
| Issued or guaranteed by U.S. | $1,236,102,000 | 54 |
| Privately issued | $40,954,000 | 47 |
| Collaterized mortgage obligations | $571,344,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $523,190,000 | 66 |
| Privately issued | $48,154,000 | 178 |
| 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) | $293,869,000 | 86 |
| Available-for-sale securities (fair market value) | $2,114,274,000 | 85 |
| Total debt securities | $2,329,630,000 | 91 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,414,945,000 | 95 |
| U.S. Government securities | $2,075,152,000 | 75 |
| U.S. Treasury securities | $8,657,000 | 321 |
| U.S. Government agency obligations | $2,066,495,000 | 71 |
| Securities issued by states & political subdivisions | $35,195,000 | 524 |
| Other domestic debt securities | $278,582,000 | 108 |
| Privately issued residential mortgage-backed securities | $93,252,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $10,235,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,095,000 | 47 |
| Foreign debt securities | $225,000 | 147 |
| Equity securities | $25,791,000 | 126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $933,127,000 | 100 |
| Mortgage-backed securities | $1,930,997,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,330,319,000 | 55 |
| Issued or guaranteed by U.S. | $1,287,147,000 | 52 |
| Privately issued | $43,172,000 | 41 |
| Collaterized mortgage obligations | $600,678,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $550,598,000 | 65 |
| Privately issued | $50,080,000 | 172 |
| 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) | $307,447,000 | 79 |
| Available-for-sale securities (fair market value) | $2,107,498,000 | 90 |
| Total debt securities | $2,389,154,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,468,792,000 | 95 |
| U.S. Government securities | $2,063,098,000 | 78 |
| U.S. Treasury securities | $8,673,000 | 325 |
| U.S. Government agency obligations | $2,054,425,000 | 77 |
| Securities issued by states & political subdivisions | $37,260,000 | 477 |
| Other domestic debt securities | $299,746,000 | 105 |
| Privately issued residential mortgage-backed securities | $98,294,000 | 130 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $15,187,000 | 72 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $186,265,000 | 48 |
| Foreign debt securities | $225,000 | 149 |
| Equity securities | $68,463,000 | 50 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $926,264,000 | 102 |
| Mortgage-backed securities | $1,981,939,000 | 80 |
| Certificates of participation in pools of residential mortgages | $1,355,350,000 | 60 |
| Issued or guaranteed by U.S. | $1,309,538,000 | 56 |
| Privately issued | $45,812,000 | 44 |
| Collaterized mortgage obligations | $626,589,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $574,107,000 | 67 |
| Privately issued | $52,482,000 | 165 |
| 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) | $320,556,000 | 76 |
| Available-for-sale securities (fair market value) | $2,148,236,000 | 91 |
| Total debt securities | $2,400,329,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,500,617,000 | 95 |
| U.S. Government securities | $2,090,477,000 | 76 |
| U.S. Treasury securities | $8,609,000 | 342 |
| U.S. Government agency obligations | $2,081,868,000 | 75 |
| Securities issued by states & political subdivisions | $35,180,000 | 504 |
| Other domestic debt securities | $313,607,000 | 103 |
| Privately issued residential mortgage-backed securities | $95,642,000 | 133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $18,082,000 | 67 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $199,883,000 | 38 |
| Foreign debt securities | $375,000 | 130 |
| Equity securities | $60,978,000 | 54 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $868,919,000 | 111 |
| Mortgage-backed securities | $2,006,914,000 | 77 |
| Certificates of participation in pools of residential mortgages | $1,405,734,000 | 55 |
| Issued or guaranteed by U.S. | $1,357,340,000 | 51 |
| Privately issued | $48,394,000 | 43 |
| Collaterized mortgage obligations | $601,180,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $553,932,000 | 67 |
| Privately issued | $47,248,000 | 174 |
| 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) | $333,078,000 | 77 |
| Available-for-sale securities (fair market value) | $2,167,539,000 | 92 |
| Total debt securities | $2,439,639,000 | 95 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $2,453,119,000 | 97 |
| U.S. Government securities | $1,960,196,000 | 81 |
| U.S. Treasury securities | $8,659,000 | 370 |
| U.S. Government agency obligations | $1,951,537,000 | 79 |
| Securities issued by states & political subdivisions | $37,935,000 | 456 |
| Other domestic debt securities | $356,070,000 | 96 |
| Privately issued residential mortgage-backed securities | $101,067,000 | 134 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,106,000 | 59 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $229,897,000 | 37 |
| Foreign debt securities | $375,000 | 131 |
| Equity securities | $98,543,000 | 36 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $694,589,000 | 120 |
| Mortgage-backed securities | $1,865,687,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,313,410,000 | 59 |
| Issued or guaranteed by U.S. | $1,262,111,000 | 57 |
| Privately issued | $51,299,000 | 41 |
| Collaterized mortgage obligations | $552,277,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $502,509,000 | 69 |
| Privately issued | $49,768,000 | 172 |
| 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) | $109,066,000 | 199 |
| Available-for-sale securities (fair market value) | $2,344,053,000 | 87 |
| Total debt securities | $2,354,576,000 | 97 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $2,435,089,000 | 101 |
| U.S. Government securities | $2,009,155,000 | 86 |
| U.S. Treasury securities | $8,745,000 | 378 |
| U.S. Government agency obligations | $2,000,410,000 | 82 |
| Securities issued by states & political subdivisions | $38,182,000 | 450 |
| Other domestic debt securities | $330,260,000 | 100 |
| Privately issued residential mortgage-backed securities | $107,032,000 | 128 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,690,000 | 58 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $195,538,000 | 40 |
| Foreign debt securities | $300,000 | 136 |
| Equity securities | $57,192,000 | 61 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $644,566,000 | 127 |
| Mortgage-backed securities | $1,950,056,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,362,370,000 | 61 |
| Issued or guaranteed by U.S. | $1,307,898,000 | 57 |
| Privately issued | $54,472,000 | 35 |
| Collaterized mortgage obligations | $587,686,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $535,126,000 | 70 |
| Privately issued | $52,560,000 | 167 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $91,734,000 | 252 |
| Available-for-sale securities (fair market value) | $2,343,355,000 | 90 |
| Total debt securities | $2,377,897,000 | 104 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $2,493,442,000 | 97 |
| U.S. Government securities | $1,989,517,000 | 86 |
| U.S. Treasury securities | $8,802,000 | 370 |
| U.S. Government agency obligations | $1,980,715,000 | 83 |
| Securities issued by states & political subdivisions | $39,189,000 | 446 |
| Other domestic debt securities | $360,997,000 | 92 |
| Privately issued residential mortgage-backed securities | $114,620,000 | 122 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $35,944,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $210,433,000 | 39 |
| Foreign debt securities | $300,000 | 141 |
| Equity securities | $103,439,000 | 32 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $670,073,000 | 126 |
| Mortgage-backed securities | $1,939,169,000 | 81 |
| Certificates of participation in pools of residential mortgages | $1,370,074,000 | 59 |
| Issued or guaranteed by U.S. | $1,311,265,000 | 55 |
| Privately issued | $58,809,000 | 36 |
| Collaterized mortgage obligations | $569,095,000 | 91 |
| CMOs issued by government agencies or sponsored agencies | $513,284,000 | 70 |
| Privately issued | $55,811,000 | 156 |
| 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) | $65,455,000 | 363 |
| Available-for-sale securities (fair market value) | $2,427,987,000 | 82 |
| Total debt securities | $2,390,003,000 | 102 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,581,082,000 | 97 |
| U.S. Government securities | $2,086,844,000 | 85 |
| U.S. Treasury securities | $8,876,000 | 374 |
| U.S. Government agency obligations | $2,077,968,000 | 81 |
| Securities issued by states & political subdivisions | $39,647,000 | 438 |
| Other domestic debt securities | $385,749,000 | 89 |
| Privately issued residential mortgage-backed securities | $118,473,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $46,760,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $220,516,000 | 36 |
| Foreign debt securities | $300,000 | 142 |
| Equity securities | $68,542,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $716,354,000 | 123 |
| Mortgage-backed securities | $2,030,246,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,429,205,000 | 58 |
| Issued or guaranteed by U.S. | $1,363,809,000 | 55 |
| Privately issued | $65,396,000 | 34 |
| Collaterized mortgage obligations | $601,041,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $547,964,000 | 70 |
| Privately issued | $53,077,000 | 164 |
| 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) | $58,358,000 | 403 |
| Available-for-sale securities (fair market value) | $2,522,724,000 | 81 |
| Total debt securities | $2,512,540,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,524,750,000 | 98 |
| U.S. Government securities | $1,967,909,000 | 92 |
| U.S. Treasury securities | $13,334,000 | 306 |
| U.S. Government agency obligations | $1,954,575,000 | 88 |
| Securities issued by states & political subdivisions | $39,730,000 | 433 |
| Other domestic debt securities | $422,061,000 | 86 |
| Privately issued residential mortgage-backed securities | $125,929,000 | 118 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $52,726,000 | 48 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $243,406,000 | 34 |
| Foreign debt securities | $300,000 | 146 |
| Equity securities | $94,750,000 | 37 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $538,893,000 | 139 |
| Mortgage-backed securities | $1,919,625,000 | 89 |
| Certificates of participation in pools of residential mortgages | $1,302,507,000 | 70 |
| Issued or guaranteed by U.S. | $1,232,623,000 | 69 |
| Privately issued | $69,884,000 | 28 |
| Collaterized mortgage obligations | $617,118,000 | 92 |
| CMOs issued by government agencies or sponsored agencies | $561,073,000 | 68 |
| Privately issued | $56,045,000 | 156 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,375,000 | 1,952 |
| Available-for-sale securities (fair market value) | $2,519,375,000 | 83 |
| Total debt securities | $2,430,000,000 | 99 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,324,780,000 | 107 |
| U.S. Government securities | $1,717,687,000 | 105 |
| U.S. Treasury securities | $13,489,000 | 314 |
| U.S. Government agency obligations | $1,704,198,000 | 101 |
| Securities issued by states & political subdivisions | $39,107,000 | 436 |
| Other domestic debt securities | $447,762,000 | 85 |
| Privately issued residential mortgage-backed securities | $135,366,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $58,499,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $253,897,000 | 32 |
| Foreign debt securities | $300,000 | 145 |
| Equity securities | $119,924,000 | 34 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $270,621,000 | 232 |
| Mortgage-backed securities | $1,671,086,000 | 96 |
| Certificates of participation in pools of residential mortgages | $1,122,502,000 | 78 |
| Issued or guaranteed by U.S. | $1,047,101,000 | 77 |
| Privately issued | $75,401,000 | 26 |
| Collaterized mortgage obligations | $548,584,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $488,619,000 | 72 |
| Privately issued | $59,965,000 | 149 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,750,000 | 2,528 |
| Available-for-sale securities (fair market value) | $2,322,030,000 | 93 |
| Total debt securities | $2,204,856,000 | 109 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $2,265,738,000 | 105 |
| U.S. Government securities | $1,693,511,000 | 106 |
| U.S. Treasury securities | $13,662,000 | 310 |
| U.S. Government agency obligations | $1,679,849,000 | 101 |
| Securities issued by states & political subdivisions | $38,147,000 | 454 |
| Other domestic debt securities | $456,086,000 | 80 |
| Privately issued residential mortgage-backed securities | $137,755,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $63,254,000 | 52 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $255,077,000 | 33 |
| Foreign debt securities | $300,000 | 148 |
| Equity securities | $77,694,000 | 55 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $281,664,000 | 232 |
| Mortgage-backed securities | $1,586,700,000 | 97 |
| Certificates of participation in pools of residential mortgages | $1,209,397,000 | 73 |
| Issued or guaranteed by U.S. | $1,117,182,000 | 71 |
| Privately issued | $92,215,000 | 23 |
| Collaterized mortgage obligations | $377,303,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $331,763,000 | 89 |
| Privately issued | $45,540,000 | 162 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,250,000 | 2,727 |
| Available-for-sale securities (fair market value) | $2,263,488,000 | 93 |
| Total debt securities | $2,188,044,000 | 106 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $2,319,356,000 | 108 |
| U.S. Government securities | $1,781,734,000 | 105 |
| U.S. Treasury securities | $13,750,000 | 321 |
| U.S. Government agency obligations | $1,767,984,000 | 100 |
| Securities issued by states & political subdivisions | $37,368,000 | 451 |
| Other domestic debt securities | $409,780,000 | 89 |
| Privately issued residential mortgage-backed securities | $129,729,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $56,182,000 | 55 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $223,869,000 | 36 |
| Foreign debt securities | $300,000 | 151 |
| Equity securities | $90,174,000 | 49 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $238,218,000 | 256 |
| Mortgage-backed securities | $1,563,422,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,192,852,000 | 76 |
| Issued or guaranteed by U.S. | $1,105,316,000 | 78 |
| Privately issued | $87,536,000 | 22 |
| Collaterized mortgage obligations | $370,570,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $328,377,000 | 90 |
| Privately issued | $42,193,000 | 154 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,400,000 | 3,087 |
| Available-for-sale securities (fair market value) | $2,317,956,000 | 95 |
| Total debt securities | $2,229,182,000 | 110 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $2,083,538,000 | 118 |
| U.S. Government securities | $1,734,033,000 | 102 |
| U.S. Treasury securities | $366,094,000 | 26 |
| U.S. Government agency obligations | $1,367,939,000 | 116 |
| Securities issued by states & political subdivisions | $14,348,000 | 1,368 |
| Other domestic debt securities | $226,669,000 | 127 |
| Privately issued residential mortgage-backed securities | $49,052,000 | 171 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,892,000 | 82 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $156,725,000 | 51 |
| Foreign debt securities | $300,000 | 158 |
| Equity securities | $108,188,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $96,581,000 | 503 |
| Mortgage-backed securities | $794,936,000 | 153 |
| Certificates of participation in pools of residential mortgages | $544,667,000 | 129 |
| Issued or guaranteed by U.S. | $544,667,000 | 124 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $250,269,000 | 163 |
| CMOs issued by government agencies or sponsored agencies | $201,217,000 | 144 |
| Privately issued | $49,052,000 | 159 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,331 |
| Available-for-sale securities (fair market value) | $2,082,538,000 | 99 |
| Total debt securities | $1,975,350,000 | 125 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,121,280,000 | 174 |
| U.S. Government securities | $851,974,000 | 174 |
| U.S. Treasury securities | $1,096,000 | 1,354 |
| U.S. Government agency obligations | $850,878,000 | 166 |
| Securities issued by states & political subdivisions | $14,159,000 | 1,400 |
| Other domestic debt securities | $238,611,000 | 101 |
| Privately issued residential mortgage-backed securities | $51,977,000 | 127 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $21,151,000 | 85 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $165,483,000 | 56 |
| Foreign debt securities | $300,000 | 166 |
| Equity securities | $16,236,000 | 263 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $69,445,000 | 665 |
| Mortgage-backed securities | $846,030,000 | 148 |
| Certificates of participation in pools of residential mortgages | $578,510,000 | 128 |
| Issued or guaranteed by U.S. | $578,510,000 | 122 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $267,520,000 | 143 |
| CMOs issued by government agencies or sponsored agencies | $215,543,000 | 145 |
| Privately issued | $51,977,000 | 110 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,377 |
| Available-for-sale securities (fair market value) | $1,120,280,000 | 159 |
| Total debt securities | $1,105,044,000 | 173 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $1,097,619,000 | 169 |
| U.S. Government securities | $818,189,000 | 170 |
| U.S. Treasury securities | $1,093,000 | 1,381 |
| U.S. Government agency obligations | $817,096,000 | 161 |
| Securities issued by states & political subdivisions | $7,008,000 | 2,536 |
| Other domestic debt securities | $239,696,000 | 102 |
| Privately issued residential mortgage-backed securities | $44,345,000 | 132 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $25,850,000 | 79 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $169,501,000 | 53 |
| Foreign debt securities | $300,000 | 174 |
| Equity securities | $32,426,000 | 140 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,024,000 | 640 |
| Mortgage-backed securities | $803,393,000 | 149 |
| Certificates of participation in pools of residential mortgages | $544,603,000 | 128 |
| Issued or guaranteed by U.S. | $544,603,000 | 124 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $258,790,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $214,445,000 | 150 |
| Privately issued | $44,345,000 | 115 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,000,000 | 3,400 |
| Available-for-sale securities (fair market value) | $1,096,619,000 | 157 |
| Total debt securities | $1,065,193,000 | 171 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,124,694,000 | 163 |
| U.S. Government securities | $849,336,000 | 162 |
| U.S. Treasury securities | $500,000 | 1,919 |
| U.S. Government agency obligations | $848,836,000 | 157 |
| Securities issued by states & political subdivisions | $9,100,000 | 2,075 |
| Other domestic debt securities | $254,610,000 | 95 |
| Privately issued residential mortgage-backed securities | $35,100,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $14,332,000 | 91 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $205,178,000 | 48 |
| Foreign debt securities | $300,000 | 173 |
| Equity securities | $11,348,000 | 383 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $56,858,000 | 753 |
| Mortgage-backed securities | $825,287,000 | 144 |
| Certificates of participation in pools of residential mortgages | $510,675,000 | 129 |
| Issued or guaranteed by U.S. | $510,675,000 | 125 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $314,612,000 | 139 |
| CMOs issued by government agencies or sponsored agencies | $279,512,000 | 130 |
| Privately issued | $35,100,000 | 135 |
| 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) | $650,000 | 3,738 |
| Available-for-sale securities (fair market value) | $1,124,044,000 | 149 |
| Total debt securities | $1,113,346,000 | 163 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $1,101,208,000 | 162 |
| U.S. Government securities | $778,048,000 | 172 |
| U.S. Treasury securities | $498,000 | 1,984 |
| U.S. Government agency obligations | $777,550,000 | 166 |
| Securities issued by states & political subdivisions | $9,099,000 | 1,994 |
| Other domestic debt securities | $192,733,000 | 112 |
| Privately issued residential mortgage-backed securities | $55,154,000 | 129 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $20,163,000 | 83 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $117,416,000 | 84 |
| Foreign debt securities | $300,000 | 170 |
| Equity securities | $121,028,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $63,055,000 | 694 |
| Mortgage-backed securities | $768,003,000 | 152 |
| Certificates of participation in pools of residential mortgages | $472,542,000 | 127 |
| Issued or guaranteed by U.S. | $472,542,000 | 125 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $295,461,000 | 150 |
| CMOs issued by government agencies or sponsored agencies | $240,307,000 | 153 |
| Privately issued | $55,154,000 | 116 |
| 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) | $650,000 | 3,786 |
| Available-for-sale securities (fair market value) | $1,100,558,000 | 144 |
| Total debt securities | $980,180,000 | 175 |
| 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 | $1,093,293,000 | 166 |
| U.S. Government securities | $714,796,000 | 182 |
| U.S. Treasury securities | $500,000 | 2,092 |
| U.S. Government agency obligations | $714,296,000 | 172 |
| Securities issued by states & political subdivisions | $9,424,000 | 1,907 |
| Other domestic debt securities | $263,052,000 | 88 |
| Privately issued residential mortgage-backed securities | $115,584,000 | 81 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $27,177,000 | 75 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $120,291,000 | 80 |
| Foreign debt securities | $300,000 | 173 |
| Equity securities | $105,721,000 | 52 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $70,757,000 | 614 |
| Mortgage-backed securities | $759,804,000 | 149 |
| Certificates of participation in pools of residential mortgages | $421,945,000 | 140 |
| Issued or guaranteed by U.S. | $421,945,000 | 137 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $337,859,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $222,275,000 | 159 |
| Privately issued | $115,584,000 | 75 |
| 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) | $650,000 | 3,873 |
| Available-for-sale securities (fair market value) | $1,092,643,000 | 150 |
| Total debt securities | $987,572,000 | 173 |
| 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 | $919,546,000 | 177 |
| U.S. Government securities | $429,607,000 | 242 |
| U.S. Treasury securities | $500,000 | 2,593 |
| U.S. Government agency obligations | $429,107,000 | 226 |
| Securities issued by states & political subdivisions | $8,975,000 | 1,885 |
| Other domestic debt securities | $378,834,000 | 77 |
| Privately issued residential mortgage-backed securities | $167,152,000 | 72 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $53,804,000 | 51 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $157,878,000 | 60 |
| Foreign debt securities | $800,000 | 119 |
| Equity securities | $101,330,000 | 43 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $58,803,000 | 685 |
| Mortgage-backed securities | $516,746,000 | 175 |
| Certificates of participation in pools of residential mortgages | $64,259,000 | 523 |
| Issued or guaranteed by U.S. | $64,259,000 | 518 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $452,487,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $285,335,000 | 110 |
| Privately issued | $167,152,000 | 62 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,150,000 | 3,716 |
| Available-for-sale securities (fair market value) | $918,396,000 | 157 |
| Total debt securities | $818,216,000 | 184 |
| 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 | $937,207,000 | 172 |
| U.S. Government securities | $396,216,000 | 254 |
| U.S. Treasury securities | $499,000 | 3,515 |
| U.S. Government agency obligations | $395,717,000 | 235 |
| Securities issued by states & political subdivisions | $8,789,000 | 1,846 |
| Other domestic debt securities | $439,947,000 | 67 |
| Privately issued residential mortgage-backed securities | $103,197,000 | 82 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $336,750,000 | 33 |
| Foreign debt securities | $650,000 | 123 |
| Equity securities | $91,605,000 | 84 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $57,998,000 | 698 |
| Mortgage-backed securities | $449,364,000 | 170 |
| Certificates of participation in pools of residential mortgages | $187,599,000 | 207 |
| Issued or guaranteed by U.S. | $187,599,000 | 205 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $261,765,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $158,568,000 | 153 |
| Privately issued | $103,197,000 | 73 |
| 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) | $127,436,000 | 212 |
| Available-for-sale securities (fair market value) | $809,771,000 | 154 |
| Total debt securities | $845,602,000 | 177 |
| 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 | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $794,067,000 | 206 |
| U.S. Government securities | $456,155,000 | 238 |
| U.S. Treasury securities | $50,210,000 | 203 |
| U.S. Government agency obligations | $405,945,000 | 241 |
| Securities issued by states & political subdivisions | $8,473,000 | 1,955 |
| Other domestic debt securities | $267,984,000 | 95 |
| Privately issued residential mortgage-backed securities | $107,018,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $160,966,000 | 76 |
| Foreign debt securities | $650,000 | 137 |
| Equity securities | $60,805,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,543,000 | 303 |
| Mortgage-backed securities | $474,857,000 | 184 |
| Certificates of participation in pools of residential mortgages | $216,300,000 | 202 |
| Issued or guaranteed by U.S. | $216,300,000 | 199 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $258,557,000 | 148 |
| CMOs issued by government agencies or sponsored agencies | $151,539,000 | 179 |
| Privately issued | $107,018,000 | 84 |
| 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) | $65,659,000 | 421 |
| Available-for-sale securities (fair market value) | $728,408,000 | 179 |
| Total debt securities | $733,262,000 | 210 |
| 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 | $0 | 50 |
| 1998-12-31 | Rank | |
| Total securities | $715,658,000 | 209 |
| U.S. Government securities | $338,891,000 | 322 |
| U.S. Treasury securities | $9,820,000 | 1,321 |
| U.S. Government agency obligations | $329,071,000 | 288 |
| Securities issued by states & political subdivisions | $11,339,000 | 1,490 |
| Other domestic debt securities | $200,265,000 | 106 |
| Privately issued residential mortgage-backed securities | $25,119,000 | 182 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $175,146,000 | 51 |
| Foreign debt securities | $500,000 | 156 |
| Equity securities | $164,663,000 | 31 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,313,000 | 2,742 |
| Mortgage-backed securities | $324,313,000 | 249 |
| Certificates of participation in pools of residential mortgages | $196,833,000 | 237 |
| Issued or guaranteed by U.S. | $196,833,000 | 230 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $127,480,000 | 230 |
| CMOs issued by government agencies or sponsored agencies | $102,361,000 | 224 |
| Privately issued | $25,119,000 | 151 |
| 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) | $71,877,000 | 398 |
| Available-for-sale securities (fair market value) | $643,781,000 | 190 |
| Total debt securities | $550,995,000 | 252 |
| 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 | $0 | 53 |
| 1997-12-31 | Rank | |
| Total securities | $638,182,000 | 230 |
| U.S. Government securities | $421,712,000 | 276 |
| U.S. Treasury securities | $9,785,000 | 1,894 |
| U.S. Government agency obligations | $411,927,000 | 234 |
| Securities issued by states & political subdivisions | $10,034,000 | 1,466 |
| Other domestic debt securities | $93,737,000 | 135 |
| Privately issued residential mortgage-backed securities | $23,929,000 | 164 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $69,808,000 | 93 |
| Foreign debt securities | $500,000 | 164 |
| Equity securities | $112,199,000 | 41 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,111,000 | 6,334 |
| Mortgage-backed securities | $431,723,000 | 192 |
| Certificates of participation in pools of residential mortgages | $367,748,000 | 150 |
| Issued or guaranteed by U.S. | $367,748,000 | 144 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $63,975,000 | 327 |
| CMOs issued by government agencies or sponsored agencies | $40,046,000 | 400 |
| Privately issued | $23,929,000 | 108 |
| 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) | $41,951,000 | 836 |
| Available-for-sale securities (fair market value) | $596,231,000 | 193 |
| Total debt securities | $525,983,000 | 264 |
| 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 | $0 | 57 |
| 1996-12-31 | Rank | |
| Total securities | $448,286,000 | 332 |
| U.S. Government securities | $234,940,000 | 486 |
| U.S. Treasury securities | $10,040,000 | 2,229 |
| U.S. Government agency obligations | $224,900,000 | 423 |
| Securities issued by states & political subdivisions | $12,557,000 | 1,122 |
| Other domestic debt securities | $59,181,000 | 189 |
| Privately issued residential mortgage-backed securities | $36,130,000 | 152 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $23,051,000 | 187 |
| Foreign debt securities | $500,000 | 189 |
| Equity securities | $141,108,000 | 27 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,145,000 | 6,567 |
| Mortgage-backed securities | $259,434,000 | 308 |
| Certificates of participation in pools of residential mortgages | $199,339,000 | 256 |
| Issued or guaranteed by U.S. | $199,339,000 | 248 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $60,095,000 | 360 |
| CMOs issued by government agencies or sponsored agencies | $23,965,000 | 588 |
| Privately issued | $36,130,000 | 103 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,100,000 | 6,205 |
| Available-for-sale securities (fair market value) | $446,186,000 | 252 |
| Total debt securities | $304,373,000 | 450 |
| 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 | $0 | 72 |
| 1995-12-31 | Rank | |
| Total securities | $355,289,000 | 426 |
| U.S. Government securities | $126,435,000 | 838 |
| U.S. Treasury securities | $10,184,000 | 2,630 |
| U.S. Government agency obligations | $116,251,000 | 684 |
| Securities issued by states & political subdivisions | $13,262,000 | 1,047 |
| Other domestic debt securities | $80,120,000 | 175 |
| Privately issued residential mortgage-backed securities | $35,303,000 | 169 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $44,817,000 | 142 |
| Foreign debt securities | $500,000 | 219 |
| Equity securities | $134,972,000 | 20 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,160,000 | 6,711 |
| Mortgage-backed securities | $151,554,000 | 460 |
| Certificates of participation in pools of residential mortgages | $90,479,000 | 444 |
| Issued or guaranteed by U.S. | $90,479,000 | 434 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $61,075,000 | 394 |
| CMOs issued by government agencies or sponsored agencies | $25,772,000 | 628 |
| Privately issued | $35,303,000 | 108 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,120,000 | 6,545 |
| Available-for-sale securities (fair market value) | $353,169,000 | 320 |
| Total debt securities | $216,946,000 | 611 |
| Structured notes | ||
| Amortized cost | $0 | 4,562 |
| Fair value | $0 | 4,561 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 1994-12-31 | Rank | |
| Total securities | $295,441,000 | 510 |
| U.S. Government securities | $134,197,000 | 816 |
| U.S. Treasury securities | $9,747,000 | 3,491 |
| U.S. Government agency obligations | $124,450,000 | 643 |
| Securities issued by states & political subdivisions | $8,751,000 | 1,745 |
| Other domestic debt securities | $66,340,000 | 209 |
| Privately issued residential mortgage-backed securities | $35,418,000 | 158 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $30,922,000 | 213 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $86,153,000 | 26 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,195,000 | 6,842 |
| Mortgage-backed securities | $158,878,000 | 463 |
| Certificates of participation in pools of residential mortgages | $87,100,000 | 481 |
| Issued or guaranteed by U.S. | $87,100,000 | 465 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $71,778,000 | 356 |
| CMOs issued by government agencies or sponsored agencies | $36,360,000 | 566 |
| Privately issued | $35,418,000 | 101 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,620,000 | 10,319 |
| Available-for-sale securities (fair market value) | $293,821,000 | 226 |
| Total debt securities | $215,413,000 | 635 |
| 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 | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $243,625,000 | 613 |
| U.S. Government securities | $43,637,000 | 2,526 |
| U.S. Treasury securities | $9,961,000 | 3,532 |
| U.S. Government agency obligations | $33,676,000 | 2,074 |
| Securities issued by states & political subdivisions | $6,348,000 | 2,430 |
| Other domestic debt securities | $57,816,000 | 256 |
| Privately issued residential mortgage-backed securities | $28,767,000 | 213 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $29,049,000 | 273 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $135,824,000 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,235,000 | 6,703 |
| Mortgage-backed securities | $62,443,000 | 944 |
| Certificates of participation in pools of residential mortgages | $17,342,000 | 1,660 |
| Issued or guaranteed by U.S. | $17,342,000 | 1,637 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $45,101,000 | 560 |
| CMOs issued by government agencies or sponsored agencies | $16,334,000 | 1,110 |
| Privately issued | $28,767,000 | 106 |
| 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 | $107,801,000 | 1,244 |
| 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 | $196,322,000 | 701 |
| U.S. Government securities | $34,074,000 | 3,151 |
| U.S. Treasury securities | $9,948,000 | 3,545 |
| U.S. Government agency obligations | $24,126,000 | 2,763 |
| Securities issued by states & political subdivisions | $7,069,000 | 1,986 |
| Other domestic debt securities | $14,286,000 | 801 |
| 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 | $14,286,000 | 533 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $140,893,000 | 10 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,520,000 | 6,472 |
| Mortgage-backed securities | $24,126,000 | 1,996 |
| Certificates of participation in pools of residential mortgages | $22,093,000 | 1,396 |
| Issued or guaranteed by U.S. | $22,093,000 | 1,362 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $2,033,000 | 4,019 |
| CMOs issued by government agencies or sponsored agencies | $2,033,000 | 3,699 |
| 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 | $53,919,000 | 2,462 |
| 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 |