Home > Chevy Chase Bank, F.S.B. > Securities
Chevy Chase Bank, F.S.B., Securities
| 2009-06-30 | Rank | |
| Total securities | $1,210,663,000 | 137 |
| U.S. Government securities | $1,137,884,000 | 107 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,137,884,000 | 103 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $345,793,000 | 96 |
| Privately issued residential mortgage-backed securities | $345,793,000 | 54 |
| 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 | 2,390 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | $273,014,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,230,937,000 | 101 |
| Certificates of participation in pools of residential mortgages | $885,144,000 | 76 |
| Issued or guaranteed by U.S. | $885,144,000 | 75 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $345,793,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $345,793,000 | 49 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $57,634,000 | 320 |
| Available-for-sale securities (fair market value) | $1,153,029,000 | 120 |
| Total debt securities | $1,483,677,000 | 118 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $273,014,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2009-03-31 | Rank | |
| Total securities | $1,365,633,000 | 128 |
| U.S. Government securities | $1,301,475,000 | 102 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,301,475,000 | 98 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $349,104,000 | 94 |
| Privately issued residential mortgage-backed securities | $349,104,000 | 57 |
| 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 | 2,517 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | $284,946,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 1 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,336,517,000 | 94 |
| Certificates of participation in pools of residential mortgages | $987,413,000 | 70 |
| Issued or guaranteed by U.S. | $987,413,000 | 69 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $349,104,000 | 122 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $349,104,000 | 53 |
| 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) | $59,654,000 | 317 |
| Available-for-sale securities (fair market value) | $1,305,979,000 | 115 |
| Total debt securities | $1,650,579,000 | 111 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $284,946,000 | 44 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-12-31 | Rank | |
| Total securities | $1,490,067,000 | 111 |
| U.S. Government securities | $1,333,490,000 | 94 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,333,490,000 | 92 |
| Securities issued by states & political subdivisions | $8,350,000 | 2,362 |
| Other domestic debt securities | $516,396,000 | 65 |
| Privately issued residential mortgage-backed securities | $516,396,000 | 45 |
| 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 | 2,447 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | $368,169,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 2 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,540,843,000 | 83 |
| Certificates of participation in pools of residential mortgages | $1,024,447,000 | 71 |
| Issued or guaranteed by U.S. | $1,024,447,000 | 67 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $516,396,000 | 87 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $516,396,000 | 41 |
| 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) | $1,490,067,000 | 17 |
| Available-for-sale securities (fair market value) | $0 | 7,524 |
| Total debt securities | $1,858,236,000 | 95 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $368,169,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-09-30 | Rank | |
| Total securities | $1,535,699,000 | 105 |
| U.S. Government securities | $1,376,595,000 | 85 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,376,595,000 | 84 |
| Securities issued by states & political subdivisions | $8,351,000 | 2,331 |
| Other domestic debt securities | $489,812,000 | 69 |
| Privately issued residential mortgage-backed securities | $489,812,000 | 49 |
| 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 | 2,412 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | $339,059,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,556,367,000 | 75 |
| Certificates of participation in pools of residential mortgages | $1,066,555,000 | 67 |
| Issued or guaranteed by U.S. | $1,066,555,000 | 64 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $489,812,000 | 84 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $489,812,000 | 43 |
| 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) | $1,535,699,000 | 16 |
| Available-for-sale securities (fair market value) | $0 | 7,569 |
| Total debt securities | $1,874,758,000 | 95 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $339,059,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-06-30 | Rank | |
| Total securities | $1,084,166,000 | 142 |
| U.S. Government securities | $924,925,000 | 121 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $924,925,000 | 119 |
| Securities issued by states & political subdivisions | $8,354,000 | 2,356 |
| Other domestic debt securities | $458,123,000 | 77 |
| Privately issued residential mortgage-backed securities | $458,123,000 | 55 |
| 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 | 2,402 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | $307,236,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,181,043,000 | 90 |
| Certificates of participation in pools of residential mortgages | $722,920,000 | 84 |
| Issued or guaranteed by U.S. | $722,920,000 | 83 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $458,123,000 | 95 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $458,123,000 | 49 |
| 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) | $1,084,166,000 | 24 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $1,391,402,000 | 113 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $307,236,000 | 41 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $1,161,711,000 | 140 |
| U.S. Government securities | $982,005,000 | 114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $982,005,000 | 111 |
| Securities issued by states & political subdivisions | $8,356,000 | 2,349 |
| Other domestic debt securities | $441,953,000 | 77 |
| Privately issued residential mortgage-backed securities | $441,953,000 | 59 |
| 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 | 2,362 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | $270,603,000 | 8 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,221,950,000 | 97 |
| Certificates of participation in pools of residential mortgages | $779,997,000 | 79 |
| Issued or guaranteed by U.S. | $779,997,000 | 76 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $441,953,000 | 97 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $441,953,000 | 51 |
| 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) | $1,161,711,000 | 20 |
| Available-for-sale securities (fair market value) | $0 | 7,643 |
| Total debt securities | $1,432,314,000 | 118 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $270,603,000 | 49 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $1,216,362,000 | 138 |
| U.S. Government securities | $1,030,345,000 | 118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,030,345,000 | 114 |
| Securities issued by states & political subdivisions | $8,358,000 | 2,345 |
| Other domestic debt securities | $459,419,000 | 75 |
| Privately issued residential mortgage-backed securities | $459,419,000 | 58 |
| 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 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $281,760,000 | 6 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,287,757,000 | 90 |
| Certificates of participation in pools of residential mortgages | $828,338,000 | 74 |
| Issued or guaranteed by U.S. | $828,338,000 | 70 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $459,419,000 | 96 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $459,419,000 | 54 |
| 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) | $1,216,362,000 | 25 |
| Available-for-sale securities (fair market value) | $0 | 7,657 |
| Total debt securities | $1,498,122,000 | 120 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $281,760,000 | 42 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $1,227,400,000 | 144 |
| U.S. Government securities | $1,073,160,000 | 115 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,073,160,000 | 112 |
| Securities issued by states & political subdivisions | $8,360,000 | 2,302 |
| Other domestic debt securities | $459,991,000 | 80 |
| Privately issued residential mortgage-backed securities | $459,991,000 | 56 |
| 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 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $314,111,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,331,148,000 | 87 |
| Certificates of participation in pools of residential mortgages | $871,157,000 | 70 |
| Issued or guaranteed by U.S. | $871,157,000 | 67 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $459,991,000 | 93 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $459,991,000 | 50 |
| 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) | $1,227,400,000 | 27 |
| Available-for-sale securities (fair market value) | $0 | 7,682 |
| Total debt securities | $1,541,511,000 | 122 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $314,111,000 | 39 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $1,350,107,000 | 137 |
| U.S. Government securities | $1,195,373,000 | 116 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,195,373,000 | 113 |
| Securities issued by states & political subdivisions | $8,362,000 | 2,301 |
| Other domestic debt securities | $452,913,000 | 79 |
| Privately issued residential mortgage-backed securities | $452,913,000 | 62 |
| 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 | 2,192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | $306,541,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,446,342,000 | 91 |
| Certificates of participation in pools of residential mortgages | $993,429,000 | 69 |
| Issued or guaranteed by U.S. | $993,429,000 | 65 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $452,913,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $452,913,000 | 54 |
| 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) | $1,350,107,000 | 24 |
| Available-for-sale securities (fair market value) | $0 | 7,721 |
| Total debt securities | $1,656,648,000 | 123 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $306,541,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $1,401,689,000 | 139 |
| U.S. Government securities | $1,253,793,000 | 112 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,253,793,000 | 108 |
| Securities issued by states & political subdivisions | $6,361,000 | 2,732 |
| Other domestic debt securities | $441,051,000 | 78 |
| Privately issued residential mortgage-backed securities | $441,051,000 | 62 |
| 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 | 2,233 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | $299,516,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,492,823,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,051,772,000 | 67 |
| Issued or guaranteed by U.S. | $1,051,772,000 | 64 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $441,051,000 | 101 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $441,051,000 | 53 |
| 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) | $1,401,689,000 | 26 |
| Available-for-sale securities (fair market value) | $0 | 7,742 |
| Total debt securities | $1,701,205,000 | 119 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $299,516,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $1,422,818,000 | 138 |
| U.S. Government securities | $1,295,778,000 | 118 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,295,778,000 | 113 |
| Securities issued by states & political subdivisions | $6,362,000 | 2,736 |
| Other domestic debt securities | $457,342,000 | 74 |
| Privately issued residential mortgage-backed securities | $457,342,000 | 61 |
| 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 | 2,305 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | $336,664,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,551,259,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,093,917,000 | 67 |
| Issued or guaranteed by U.S. | $1,093,917,000 | 62 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $457,342,000 | 102 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $457,342,000 | 55 |
| 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) | $1,422,818,000 | 25 |
| Available-for-sale securities (fair market value) | $0 | 7,796 |
| Total debt securities | $1,759,482,000 | 116 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $336,664,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $1,441,453,000 | 140 |
| U.S. Government securities | $1,345,474,000 | 114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,345,474,000 | 112 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $440,296,000 | 81 |
| Privately issued residential mortgage-backed securities | $440,296,000 | 65 |
| 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 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $344,317,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,584,315,000 | 92 |
| Certificates of participation in pools of residential mortgages | $1,144,019,000 | 69 |
| Issued or guaranteed by U.S. | $1,144,019,000 | 63 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $440,296,000 | 107 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $440,296,000 | 56 |
| 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) | $1,441,453,000 | 23 |
| Available-for-sale securities (fair market value) | $0 | 7,856 |
| Total debt securities | $1,785,770,000 | 118 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $344,317,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $1,460,838,000 | 139 |
| U.S. Government securities | $1,397,494,000 | 113 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,397,494,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $411,118,000 | 86 |
| Privately issued residential mortgage-backed securities | $411,118,000 | 68 |
| 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 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $347,774,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,607,384,000 | 91 |
| Certificates of participation in pools of residential mortgages | $1,196,266,000 | 64 |
| Issued or guaranteed by U.S. | $1,196,266,000 | 59 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $411,118,000 | 112 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $411,118,000 | 59 |
| 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) | $1,460,838,000 | 21 |
| Available-for-sale securities (fair market value) | $0 | 7,901 |
| Total debt securities | $1,808,612,000 | 115 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $347,774,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $967,917,000 | 188 |
| U.S. Government securities | $946,172,000 | 150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $946,172,000 | 139 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $343,921,000 | 100 |
| Privately issued residential mortgage-backed securities | $343,921,000 | 75 |
| 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 | 2,544 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | $322,176,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,089,084,000 | 114 |
| Certificates of participation in pools of residential mortgages | $745,163,000 | 93 |
| Issued or guaranteed by U.S. | $745,163,000 | 89 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $343,921,000 | 126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $343,921,000 | 65 |
| 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) | $967,917,000 | 34 |
| Available-for-sale securities (fair market value) | $0 | 7,929 |
| Total debt securities | $1,290,093,000 | 148 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $322,176,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $957,537,000 | 191 |
| U.S. Government securities | $978,715,000 | 150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $978,715,000 | 141 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $332,856,000 | 99 |
| Privately issued residential mortgage-backed securities | $332,856,000 | 76 |
| 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 | 2,667 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | $354,034,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,110,778,000 | 113 |
| Certificates of participation in pools of residential mortgages | $777,922,000 | 89 |
| Issued or guaranteed by U.S. | $777,922,000 | 84 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $332,856,000 | 128 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $332,856,000 | 68 |
| 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) | $957,537,000 | 35 |
| Available-for-sale securities (fair market value) | $0 | 7,975 |
| Total debt securities | $1,311,571,000 | 147 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $354,034,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $983,943,000 | 187 |
| U.S. Government securities | $1,029,306,000 | 137 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,029,306,000 | 132 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $302,864,000 | 104 |
| Privately issued residential mortgage-backed securities | $302,864,000 | 77 |
| 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 | 2,738 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | $348,227,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,131,268,000 | 116 |
| Certificates of participation in pools of residential mortgages | $828,404,000 | 86 |
| Issued or guaranteed by U.S. | $828,404,000 | 84 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $302,864,000 | 132 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $302,864,000 | 68 |
| 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) | $983,943,000 | 34 |
| Available-for-sale securities (fair market value) | $0 | 8,010 |
| Total debt securities | $1,332,170,000 | 146 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $348,227,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $632,894,000 | 248 |
| U.S. Government securities | $706,136,000 | 189 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $706,136,000 | 180 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $281,750,000 | 111 |
| Privately issued residential mortgage-backed securities | $281,750,000 | 78 |
| 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 | 2,815 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | $354,992,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $787,107,000 | 146 |
| Certificates of participation in pools of residential mortgages | $505,357,000 | 134 |
| Issued or guaranteed by U.S. | $505,357,000 | 129 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $281,750,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $281,750,000 | 70 |
| 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) | $632,894,000 | 51 |
| Available-for-sale securities (fair market value) | $0 | 8,027 |
| Total debt securities | $987,886,000 | 191 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $354,992,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $649,054,000 | 244 |
| U.S. Government securities | $750,165,000 | 186 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $750,165,000 | 176 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $264,833,000 | 116 |
| Privately issued residential mortgage-backed securities | $264,833,000 | 80 |
| 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 | 2,887 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | $365,944,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $814,336,000 | 147 |
| Certificates of participation in pools of residential mortgages | $549,503,000 | 124 |
| Issued or guaranteed by U.S. | $549,503,000 | 121 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $264,833,000 | 146 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $264,833,000 | 71 |
| 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) | $649,054,000 | 49 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $1,014,998,000 | 186 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $365,944,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $638,950,000 | 252 |
| U.S. Government securities | $719,458,000 | 190 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $719,458,000 | 181 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $261,083,000 | 117 |
| Privately issued residential mortgage-backed securities | $261,083,000 | 85 |
| 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 | 2,966 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | $341,591,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $779,994,000 | 155 |
| Certificates of participation in pools of residential mortgages | $546,138,000 | 127 |
| Issued or guaranteed by U.S. | $518,911,000 | 129 |
| Privately issued | $27,227,000 | 40 |
| Collaterized mortgage obligations | $233,856,000 | 166 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $233,856,000 | 78 |
| 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) | $638,950,000 | 50 |
| Available-for-sale securities (fair market value) | $0 | 8,136 |
| Total debt securities | $980,541,000 | 190 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $341,591,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $376,960,000 | 378 |
| U.S. Government securities | $425,071,000 | 277 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $425,071,000 | 261 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $239,729,000 | 127 |
| Privately issued residential mortgage-backed securities | $239,729,000 | 85 |
| 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 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $287,840,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $593,608,000 | 176 |
| Certificates of participation in pools of residential mortgages | $409,303,000 | 157 |
| Issued or guaranteed by U.S. | $353,879,000 | 172 |
| Privately issued | $55,424,000 | 31 |
| Collaterized mortgage obligations | $184,305,000 | 196 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $184,305,000 | 87 |
| 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) | $376,960,000 | 68 |
| Available-for-sale securities (fair market value) | $0 | 8,182 |
| Total debt securities | $664,800,000 | 243 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $287,840,000 | 31 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $403,919,000 | 360 |
| U.S. Government securities | $446,049,000 | 276 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $446,049,000 | 261 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $194,575,000 | 141 |
| Privately issued residential mortgage-backed securities | $194,575,000 | 93 |
| 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 | 3,142 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | $236,705,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $569,471,000 | 185 |
| Certificates of participation in pools of residential mortgages | $436,512,000 | 153 |
| Issued or guaranteed by U.S. | $374,896,000 | 167 |
| Privately issued | $61,616,000 | 28 |
| Collaterized mortgage obligations | $132,959,000 | 241 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $132,959,000 | 94 |
| 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) | $403,919,000 | 63 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $640,624,000 | 255 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $236,705,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $429,581,000 | 349 |
| U.S. Government securities | $462,039,000 | 260 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $462,039,000 | 251 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $167,572,000 | 152 |
| Privately issued residential mortgage-backed securities | $167,572,000 | 104 |
| 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 | 3,226 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | $200,030,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $583,403,000 | 186 |
| Certificates of participation in pools of residential mortgages | $489,130,000 | 140 |
| Issued or guaranteed by U.S. | $415,831,000 | 152 |
| Privately issued | $73,299,000 | 26 |
| Collaterized mortgage obligations | $94,273,000 | 305 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,611 |
| Privately issued | $94,273,000 | 117 |
| 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) | $429,581,000 | 60 |
| Available-for-sale securities (fair market value) | $0 | 8,255 |
| Total debt securities | $629,611,000 | 260 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $200,030,000 | 36 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $516,266,000 | 308 |
| U.S. Government securities | $438,080,000 | 282 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $438,080,000 | 270 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $78,186,000 | 212 |
| Privately issued residential mortgage-backed securities | $78,186,000 | 106 |
| 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 | 3,361 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | $0 | 21 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $470,077,000 | 215 |
| Certificates of participation in pools of residential mortgages | $419,851,000 | 159 |
| Issued or guaranteed by U.S. | $341,665,000 | 176 |
| Privately issued | $78,186,000 | 28 |
| Collaterized mortgage obligations | $50,226,000 | 440 |
| CMOs issued by government agencies or sponsored agencies | $50,226,000 | 392 |
| Privately issued | NA | NA |
| 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) | $516,266,000 | 48 |
| Available-for-sale securities (fair market value) | $0 | 8,321 |
| Total debt securities | $516,266,000 | 299 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $552,202,000 | 286 |
| U.S. Government securities | $467,436,000 | 262 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $467,436,000 | 250 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $84,766,000 | 204 |
| Privately issued residential mortgage-backed securities | $84,766,000 | 98 |
| 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 | 3,464 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $505,857,000 | 200 |
| Certificates of participation in pools of residential mortgages | $478,392,000 | 140 |
| Issued or guaranteed by U.S. | $393,626,000 | 158 |
| Privately issued | $84,766,000 | 24 |
| Collaterized mortgage obligations | $27,465,000 | 625 |
| CMOs issued by government agencies or sponsored agencies | $27,465,000 | 573 |
| Privately issued | NA | NA |
| 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) | $552,202,000 | 45 |
| Available-for-sale securities (fair market value) | $0 | 8,370 |
| Total debt securities | $552,202,000 | 282 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $576,613,000 | 279 |
| U.S. Government securities | $481,853,000 | 258 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $481,853,000 | 245 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $94,760,000 | 187 |
| Privately issued residential mortgage-backed securities | $94,760,000 | 97 |
| 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 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,646,000 | 829 |
| Assets held in trading accounts for TFR Reporters | $3,646,000 | 17 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $530,243,000 | 195 |
| Certificates of participation in pools of residential mortgages | $530,243,000 | 126 |
| Issued or guaranteed by U.S. | $435,483,000 | 142 |
| Privately issued | $94,760,000 | 17 |
| Collaterized mortgage obligations | $0 | 4,324 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,065 |
| Privately issued | NA | NA |
| 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) | $576,613,000 | 39 |
| Available-for-sale securities (fair market value) | $0 | 8,383 |
| Total debt securities | $576,613,000 | 272 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,646,000 | 107 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $728,781,000 | 232 |
| U.S. Government securities | $621,903,000 | 215 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $621,903,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $106,878,000 | 176 |
| Privately issued residential mortgage-backed securities | $106,878,000 | 93 |
| 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 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,328,000 | 1,011 |
| Assets held in trading accounts for TFR Reporters | $2,328,000 | 14 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $682,386,000 | 167 |
| Certificates of participation in pools of residential mortgages | $682,386,000 | 103 |
| Issued or guaranteed by U.S. | $575,508,000 | 110 |
| Privately issued | $106,878,000 | 18 |
| Collaterized mortgage obligations | $0 | 4,407 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,155 |
| Privately issued | NA | NA |
| 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) | $728,781,000 | 39 |
| Available-for-sale securities (fair market value) | $0 | 8,426 |
| Total debt securities | $728,781,000 | 225 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,328,000 | 112 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $880,894,000 | 185 |
| U.S. Government securities | $758,944,000 | 172 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $758,944,000 | 164 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $121,950,000 | 149 |
| Privately issued residential mortgage-backed securities | $121,950,000 | 75 |
| 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 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,899,000 | 806 |
| Assets held in trading accounts for TFR Reporters | $3,899,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $834,471,000 | 140 |
| Certificates of participation in pools of residential mortgages | $834,471,000 | 86 |
| Issued or guaranteed by U.S. | $712,521,000 | 91 |
| Privately issued | $121,950,000 | 16 |
| Collaterized mortgage obligations | $0 | 4,451 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,203 |
| Privately issued | NA | NA |
| 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) | $880,894,000 | 29 |
| Available-for-sale securities (fair market value) | $0 | 8,446 |
| Total debt securities | $880,894,000 | 182 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $3,899,000 | 104 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,388,300,000 | 136 |
| U.S. Government securities | $1,168,558,000 | 129 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,168,558,000 | 123 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $227,922,000 | 107 |
| Privately issued residential mortgage-backed securities | $227,050,000 | 61 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $872,000 | 2,631 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $8,180,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,349,530,000 | 102 |
| Certificates of participation in pools of residential mortgages | $1,349,530,000 | 57 |
| Issued or guaranteed by U.S. | $1,122,480,000 | 67 |
| Privately issued | $227,050,000 | 13 |
| Collaterized mortgage obligations | $0 | 4,551 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,294 |
| Privately issued | NA | NA |
| 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) | $1,388,300,000 | 16 |
| Available-for-sale securities (fair market value) | $0 | 8,616 |
| Total debt securities | $1,396,480,000 | 136 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $8,180,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $1,015,173,000 | 167 |
| U.S. Government securities | $536,615,000 | 193 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $536,615,000 | 182 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $481,298,000 | 61 |
| Privately issued residential mortgage-backed securities | $478,558,000 | 32 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $2,740,000 | 1,413 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $2,740,000 | 12 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $969,507,000 | 109 |
| Certificates of participation in pools of residential mortgages | $969,507,000 | 68 |
| Issued or guaranteed by U.S. | $490,949,000 | 105 |
| Privately issued | $478,558,000 | 5 |
| Collaterized mortgage obligations | $0 | 4,311 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,024 |
| Privately issued | NA | NA |
| 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) | $1,015,173,000 | 36 |
| Available-for-sale securities (fair market value) | $0 | 9,343 |
| Total debt securities | $1,017,913,000 | 160 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,740,000 | 99 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $1,339,169,000 | 141 |
| U.S. Government securities | $639,213,000 | 183 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $639,213,000 | 169 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $705,881,000 | 48 |
| Privately issued residential mortgage-backed securities | $649,956,000 | 26 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $55,925,000 | 192 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,272 |
| Assets held in trading accounts for TFR Reporters | $5,925,000 | 16 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,243,713,000 | 99 |
| Certificates of participation in pools of residential mortgages | $1,243,713,000 | 60 |
| Issued or guaranteed by U.S. | $593,757,000 | 96 |
| Privately issued | $649,956,000 | 5 |
| Collaterized mortgage obligations | $0 | 4,588 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,288 |
| Privately issued | NA | NA |
| 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) | $1,339,169,000 | 26 |
| Available-for-sale securities (fair market value) | $0 | 9,616 |
| Total debt securities | $1,345,094,000 | 136 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $5,925,000 | 91 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $1,839,550,000 | 100 |
| U.S. Government securities | $832,271,000 | 150 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $832,271,000 | 134 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $1,016,854,000 | 28 |
| Privately issued residential mortgage-backed securities | $1,007,279,000 | 15 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $9,575,000 | 609 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,258 |
| Assets held in trading accounts for TFR Reporters | $9,575,000 | 11 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,795,552,000 | 66 |
| Certificates of participation in pools of residential mortgages | $1,795,552,000 | 39 |
| Issued or guaranteed by U.S. | $788,273,000 | 81 |
| Privately issued | $1,007,279,000 | 4 |
| Collaterized mortgage obligations | $0 | 4,866 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,565 |
| Privately issued | NA | NA |
| 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) | $1,839,550,000 | 19 |
| Available-for-sale securities (fair market value) | $0 | 9,801 |
| Total debt securities | $1,849,125,000 | 99 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $9,575,000 | 90 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $1,941,157,000 | 88 |
| U.S. Government securities | $1,079,328,000 | 130 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,079,328,000 | 109 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $878,573,000 | 20 |
| Privately issued residential mortgage-backed securities | $711,829,000 | 12 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $166,744,000 | 46 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,416 |
| Assets held in trading accounts for TFR Reporters | $16,744,000 | 10 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,752,149,000 | 61 |
| Certificates of participation in pools of residential mortgages | $1,752,149,000 | 41 |
| Issued or guaranteed by U.S. | $1,040,320,000 | 59 |
| Privately issued | $711,829,000 | 3 |
| Collaterized mortgage obligations | $0 | 5,126 |
| CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
| Privately issued | NA | NA |
| 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) | $1,941,157,000 | 19 |
| Available-for-sale securities (fair market value) | $0 | 10,178 |
| Total debt securities | $1,957,901,000 | 84 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $16,744,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $1,421,309,000 | 125 |
| U.S. Government securities | $1,288,205,000 | 109 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,288,205,000 | 89 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $117,921,000 | 111 |
| Privately issued residential mortgage-backed securities | $77,921,000 | 96 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $40,000,000 | 126 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,592 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-15,183,000 | 1,330 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,356,239,000 | 84 |
| Certificates of participation in pools of residential mortgages | $1,356,239,000 | 53 |
| Issued or guaranteed by U.S. | $1,278,318,000 | 51 |
| Privately issued | $77,921,000 | 37 |
| Collaterized mortgage obligations | $0 | 5,615 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
| Privately issued | NA | NA |
| 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) | $1,421,309,000 | 33 |
| Available-for-sale securities (fair market value) | $0 | 10,545 |
| Total debt securities | $1,406,126,000 | 119 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $1,252,370,000 | 155 |
| U.S. Government securities | $699,602,000 | 210 |
| U.S. Treasury securities | $4,386,000 | 4,984 |
| U.S. Government agency obligations | $695,216,000 | 161 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $546,038,000 | 41 |
| Privately issued residential mortgage-backed securities | $121,038,000 | 83 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $425,000,000 | 20 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-6,730,000 | 1,415 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $816,254,000 | 136 |
| Certificates of participation in pools of residential mortgages | $816,254,000 | 87 |
| Issued or guaranteed by U.S. | $695,216,000 | 93 |
| Privately issued | $121,038,000 | 33 |
| Collaterized mortgage obligations | $0 | 6,113 |
| CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
| Privately issued | NA | NA |
| 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) | $882,370,000 | 65 |
| Available-for-sale securities (fair market value) | $370,000,000 | 309 |
| Total debt securities | $1,245,640,000 | 151 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| 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 | $987,659,000 | 202 |
| U.S. Government securities | $810,727,000 | 192 |
| U.S. Treasury securities | $4,224,000 | 6,073 |
| U.S. Government agency obligations | $806,503,000 | 132 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $166,665,000 | 107 |
| Privately issued residential mortgage-backed securities | $166,665,000 | 65 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-10,267,000 | 1,527 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $973,168,000 | 119 |
| Certificates of participation in pools of residential mortgages | $973,168,000 | 79 |
| Issued or guaranteed by U.S. | $806,503,000 | 79 |
| Privately issued | $166,665,000 | 31 |
| Collaterized mortgage obligations | $0 | 6,600 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
| Privately issued | NA | NA |
| 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 | 11,523 |
| Available-for-sale securities (fair market value) | $987,659,000 | 72 |
| Total debt securities | $977,392,000 | 202 |
| 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 | $1,375,760,000 | 145 |
| U.S. Government securities | $1,091,037,000 | 148 |
| U.S. Treasury securities | $4,694,000 | 5,932 |
| U.S. Government agency obligations | $1,086,343,000 | 88 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $270,213,000 | 78 |
| Privately issued residential mortgage-backed securities | $250,213,000 | 53 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $20,000,000 | 360 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-14,510,000 | 1,713 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,336,556,000 | 78 |
| Certificates of participation in pools of residential mortgages | $1,336,556,000 | 43 |
| Issued or guaranteed by U.S. | $1,086,343,000 | 47 |
| Privately issued | $250,213,000 | 36 |
| Collaterized mortgage obligations | $0 | 7,006 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,361,250,000 | 144 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $1,695,794,000 | 87 |
| U.S. Government securities | $1,248,209,000 | 108 |
| U.S. Treasury securities | $173,160,000 | 224 |
| U.S. Government agency obligations | $1,075,049,000 | 78 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $437,636,000 | 42 |
| Privately issued residential mortgage-backed securities | $437,636,000 | 29 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-9,949,000 | 1,939 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,512,685,000 | 49 |
| Certificates of participation in pools of residential mortgages | $1,512,685,000 | 26 |
| Issued or guaranteed by U.S. | $1,075,049,000 | 36 |
| Privately issued | $437,636,000 | 19 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | NA | NA |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $1,685,845,000 | 89 |
| 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 |