Home > IndyMac Bank, F.S.B. > Securities
IndyMac Bank, F.S.B., Securities
| 2008-06-30 | Rank | |
| Total securities | $5,831,044,000 | 46 |
| U.S. Government securities | $35,884,000 | 2,257 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $35,884,000 | 2,211 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $5,795,160,000 | 18 |
| Privately issued residential mortgage-backed securities | $5,795,160,000 | 16 |
| 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 | $0 | 29 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,831,044,000 | 35 |
| Certificates of participation in pools of residential mortgages | $4,935,000 | 3,660 |
| Issued or guaranteed by U.S. | $4,935,000 | 3,646 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $5,826,109,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $30,949,000 | 445 |
| Privately issued | $5,795,160,000 | 16 |
| 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) | $5,831,044,000 | 4 |
| Available-for-sale securities (fair market value) | $0 | 7,617 |
| Total debt securities | $5,831,044,000 | 46 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2008-03-31 | Rank | |
| Total securities | $5,311,510,000 | 47 |
| U.S. Government securities | $40,622,000 | 2,023 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $40,622,000 | 1,983 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $6,384,307,000 | 18 |
| Privately issued residential mortgage-backed securities | $6,384,307,000 | 16 |
| 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 | $1,113,419,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $6,424,929,000 | 32 |
| Certificates of participation in pools of residential mortgages | $5,232,000 | 3,466 |
| Issued or guaranteed by U.S. | $5,232,000 | 3,451 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $6,419,697,000 | 23 |
| CMOs issued by government agencies or sponsored agencies | $35,390,000 | 393 |
| Privately issued | $6,384,307,000 | 16 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,628 |
| Available-for-sale securities (fair market value) | $5,311,510,000 | 43 |
| Total debt securities | $6,424,929,000 | 42 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,113,419,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-12-31 | Rank | |
| Total securities | $5,892,727,000 | 43 |
| U.S. Government securities | $45,296,000 | 1,818 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $45,296,000 | 1,778 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $7,068,750,000 | 17 |
| Privately issued residential mortgage-backed securities | $7,068,750,000 | 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 | $0 | 2,243 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | $1,221,319,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $7,114,046,000 | 28 |
| Certificates of participation in pools of residential mortgages | $5,350,000 | 3,141 |
| Issued or guaranteed by U.S. | $5,350,000 | 3,125 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $7,108,696,000 | 18 |
| CMOs issued by government agencies or sponsored agencies | $39,946,000 | 358 |
| Privately issued | $7,068,750,000 | 14 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,689 |
| Available-for-sale securities (fair market value) | $5,892,727,000 | 41 |
| Total debt securities | $7,114,046,000 | 38 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,221,319,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-09-30 | Rank | |
| Total securities | $4,080,829,000 | 59 |
| U.S. Government securities | $443,515,000 | 216 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $443,515,000 | 211 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $5,043,730,000 | 19 |
| Privately issued residential mortgage-backed securities | $5,043,730,000 | 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 | $0 | 2,218 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | $1,406,416,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,487,245,000 | 35 |
| Certificates of participation in pools of residential mortgages | $401,482,000 | 115 |
| Issued or guaranteed by U.S. | $401,482,000 | 111 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,085,763,000 | 24 |
| CMOs issued by government agencies or sponsored agencies | $42,033,000 | 338 |
| Privately issued | $5,043,730,000 | 15 |
| 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 | 8,564 |
| Available-for-sale securities (fair market value) | $4,080,830,000 | 50 |
| Total debt securities | $5,487,245,000 | 47 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,406,416,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-06-30 | Rank | |
| Total securities | $4,166,432,000 | 60 |
| U.S. Government securities | $272,468,000 | 341 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $272,468,000 | 335 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $5,001,143,000 | 17 |
| Privately issued residential mortgage-backed securities | $5,001,143,000 | 14 |
| 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 | $1,107,179,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $5,273,611,000 | 34 |
| Certificates of participation in pools of residential mortgages | $227,574,000 | 185 |
| Issued or guaranteed by U.S. | $227,574,000 | 179 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,046,037,000 | 19 |
| CMOs issued by government agencies or sponsored agencies | $44,894,000 | 328 |
| Privately issued | $5,001,143,000 | 11 |
| 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 | 3,757 |
| Available-for-sale securities (fair market value) | $4,166,431,000 | 52 |
| Total debt securities | $5,273,611,000 | 48 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $1,107,179,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2007-03-31 | Rank | |
| Total securities | $4,032,736,000 | 59 |
| U.S. Government securities | $57,947,000 | 1,473 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $57,947,000 | 1,439 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $4,603,981,000 | 18 |
| Privately issued residential mortgage-backed securities | $4,603,981,000 | 14 |
| 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 | $629,192,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,661,928,000 | 38 |
| Certificates of participation in pools of residential mortgages | $6,119,000 | 2,716 |
| Issued or guaranteed by U.S. | $6,119,000 | 2,706 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $4,655,809,000 | 21 |
| CMOs issued by government agencies or sponsored agencies | $51,828,000 | 287 |
| Privately issued | $4,603,981,000 | 11 |
| 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 | 8,653 |
| Available-for-sale securities (fair market value) | $4,032,737,000 | 52 |
| Total debt securities | $4,661,928,000 | 51 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $629,192,000 | 22 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-12-31 | Rank | |
| Total securities | $4,183,629,000 | 60 |
| U.S. Government securities | $65,174,000 | 1,361 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $65,174,000 | 1,331 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $4,659,630,000 | 18 |
| Privately issued residential mortgage-backed securities | $4,659,630,000 | 13 |
| 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 | $541,175,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,724,804,000 | 39 |
| Certificates of participation in pools of residential mortgages | $6,742,000 | 2,600 |
| Issued or guaranteed by U.S. | $6,742,000 | 2,586 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $4,718,062,000 | 22 |
| CMOs issued by government agencies or sponsored agencies | $58,432,000 | 271 |
| Privately issued | $4,659,630,000 | 10 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 3,949 |
| Available-for-sale securities (fair market value) | $4,183,629,000 | 53 |
| Total debt securities | $4,724,804,000 | 52 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $541,175,000 | 25 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-09-30 | Rank | |
| Total securities | $3,550,483,000 | 69 |
| U.S. Government securities | $50,084,000 | 1,776 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $50,084,000 | 1,733 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $4,025,634,000 | 19 |
| Privately issued residential mortgage-backed securities | $4,025,634,000 | 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 | $0 | 2,350 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | $525,235,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $4,075,718,000 | 47 |
| Certificates of participation in pools of residential mortgages | $7,155,000 | 2,526 |
| Issued or guaranteed by U.S. | $7,155,000 | 2,512 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $4,068,563,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $42,929,000 | 349 |
| Privately issued | $4,025,634,000 | 13 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,052 |
| Available-for-sale securities (fair market value) | $3,550,483,000 | 62 |
| Total debt securities | $4,075,718,000 | 67 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $525,235,000 | 21 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-06-30 | Rank | |
| Total securities | $3,322,797,000 | 68 |
| U.S. Government securities | $52,700,000 | 1,700 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $52,700,000 | 1,652 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $3,873,435,000 | 21 |
| Privately issued residential mortgage-backed securities | $3,873,435,000 | 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 | $0 | 2,433 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | $603,338,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,926,135,000 | 43 |
| Certificates of participation in pools of residential mortgages | $7,489,000 | 2,474 |
| Issued or guaranteed by U.S. | $7,489,000 | 2,466 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $3,918,646,000 | 27 |
| CMOs issued by government agencies or sponsored agencies | $45,211,000 | 327 |
| Privately issued | $3,873,435,000 | 14 |
| 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 | 8,781 |
| Available-for-sale securities (fair market value) | $3,322,798,000 | 61 |
| Total debt securities | $3,926,135,000 | 64 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $603,338,000 | 23 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2006-03-31 | Rank | |
| Total securities | $3,142,060,000 | 73 |
| U.S. Government securities | $63,435,000 | 1,452 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $63,435,000 | 1,405 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $3,443,833,000 | 21 |
| Privately issued residential mortgage-backed securities | $3,443,833,000 | 17 |
| 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 | $365,208,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 5 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,507,268,000 | 48 |
| Certificates of participation in pools of residential mortgages | $7,808,000 | 2,463 |
| Issued or guaranteed by U.S. | $7,808,000 | 2,453 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $3,499,460,000 | 30 |
| CMOs issued by government agencies or sponsored agencies | $55,627,000 | 282 |
| Privately issued | $3,443,833,000 | 17 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,162 |
| Available-for-sale securities (fair market value) | $3,142,060,000 | 65 |
| Total debt securities | $3,507,268,000 | 68 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $365,208,000 | 28 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-12-31 | Rank | |
| Total securities | $2,681,262,000 | 93 |
| U.S. Government securities | $68,399,000 | 1,326 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $68,399,000 | 1,286 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $2,955,408,000 | 24 |
| Privately issued residential mortgage-backed securities | $2,955,408,000 | 20 |
| 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 | $342,545,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $3,023,807,000 | 54 |
| Certificates of participation in pools of residential mortgages | $8,532,000 | 2,368 |
| Issued or guaranteed by U.S. | $8,532,000 | 2,359 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $3,015,275,000 | 32 |
| CMOs issued by government agencies or sponsored agencies | $59,867,000 | 276 |
| Privately issued | $2,955,408,000 | 19 |
| 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) | $307,000 | 3,604 |
| Available-for-sale securities (fair market value) | $2,680,955,000 | 77 |
| Total debt securities | $3,023,807,000 | 79 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $342,545,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-09-30 | Rank | |
| Total securities | $2,387,368,000 | 102 |
| U.S. Government securities | $73,867,000 | 1,212 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $73,867,000 | 1,165 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $2,568,093,000 | 25 |
| Privately issued residential mortgage-backed securities | $2,568,093,000 | 20 |
| 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 | $254,592,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,641,960,000 | 60 |
| Certificates of participation in pools of residential mortgages | $9,333,000 | 2,282 |
| Issued or guaranteed by U.S. | $9,333,000 | 2,271 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,632,627,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $64,534,000 | 260 |
| Privately issued | $2,568,093,000 | 19 |
| 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) | $312,000 | 3,647 |
| Available-for-sale securities (fair market value) | $2,387,056,000 | 84 |
| Total debt securities | $2,641,960,000 | 93 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $254,592,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-06-30 | Rank | |
| Total securities | $2,304,756,000 | 107 |
| U.S. Government securities | $38,440,000 | 2,285 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $38,440,000 | 2,208 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $2,482,889,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,482,889,000 | 20 |
| 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 | $216,573,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,521,329,000 | 69 |
| Certificates of participation in pools of residential mortgages | $9,921,000 | 2,281 |
| Issued or guaranteed by U.S. | $9,921,000 | 2,270 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $2,511,408,000 | 35 |
| CMOs issued by government agencies or sponsored agencies | $28,519,000 | 455 |
| Privately issued | $2,482,889,000 | 19 |
| 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) | $318,000 | 3,693 |
| Available-for-sale securities (fair market value) | $2,304,438,000 | 90 |
| Total debt securities | $2,521,329,000 | 98 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $216,573,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2005-03-31 | Rank | |
| Total securities | $2,272,982,000 | 106 |
| U.S. Government securities | $51,250,000 | 1,801 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,250,000 | 1,732 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $2,429,264,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,429,264,000 | 20 |
| 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 | $207,532,000 | 4 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,480,514,000 | 73 |
| Certificates of participation in pools of residential mortgages | $10,569,000 | 2,249 |
| Issued or guaranteed by U.S. | $10,569,000 | 2,239 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,469,945,000 | 36 |
| CMOs issued by government agencies or sponsored agencies | $40,681,000 | 373 |
| Privately issued | $2,429,264,000 | 18 |
| 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) | $322,000 | 3,740 |
| Available-for-sale securities (fair market value) | $2,272,660,000 | 89 |
| Total debt securities | $2,480,514,000 | 98 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $207,532,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-12-31 | Rank | |
| Total securities | $2,362,435,000 | 106 |
| U.S. Government securities | $54,204,000 | 1,713 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,204,000 | 1,641 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $2,523,711,000 | 22 |
| Privately issued residential mortgage-backed securities | $2,523,711,000 | 17 |
| 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 | $215,480,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,577,915,000 | 70 |
| Certificates of participation in pools of residential mortgages | $11,707,000 | 2,159 |
| Issued or guaranteed by U.S. | $11,707,000 | 2,149 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $2,566,208,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $42,497,000 | 367 |
| Privately issued | $2,523,711,000 | 16 |
| 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) | $327,000 | 3,800 |
| Available-for-sale securities (fair market value) | $2,362,108,000 | 91 |
| Total debt securities | $2,577,915,000 | 101 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $215,480,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-09-30 | Rank | |
| Total securities | $2,252,629,000 | 106 |
| U.S. Government securities | $70,179,000 | 1,314 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $70,179,000 | 1,264 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $2,411,039,000 | 21 |
| Privately issued residential mortgage-backed securities | $2,411,039,000 | 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 | $0 | 3,039 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | $228,589,000 | 5 |
| General valuation allowances for securities for TFR Reporters | $0 | 4 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,481,218,000 | 70 |
| Certificates of participation in pools of residential mortgages | $12,380,000 | 2,091 |
| Issued or guaranteed by U.S. | $12,380,000 | 2,082 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,468,838,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $57,799,000 | 311 |
| Privately issued | $2,411,039,000 | 13 |
| 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) | $332,000 | 3,857 |
| Available-for-sale securities (fair market value) | $2,252,297,000 | 94 |
| Total debt securities | $2,481,218,000 | 96 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $228,589,000 | 35 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-06-30 | Rank | |
| Total securities | $2,094,306,000 | 117 |
| U.S. Government securities | $223,818,000 | 486 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $223,818,000 | 466 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $2,173,438,000 | 23 |
| Privately issued residential mortgage-backed securities | $2,173,438,000 | 14 |
| 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 | $302,950,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,349,553,000 | 75 |
| Certificates of participation in pools of residential mortgages | $13,361,000 | 2,010 |
| Issued or guaranteed by U.S. | $13,361,000 | 2,002 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $2,336,192,000 | 34 |
| CMOs issued by government agencies or sponsored agencies | $162,754,000 | 167 |
| Privately issued | $2,173,438,000 | 12 |
| 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) | $48,040,000 | 489 |
| Available-for-sale securities (fair market value) | $2,046,266,000 | 107 |
| Total debt securities | $2,397,256,000 | 104 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $302,950,000 | 27 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2004-03-31 | Rank | |
| Total securities | $2,057,358,000 | 120 |
| U.S. Government securities | $109,014,000 | 888 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $109,014,000 | 854 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $2,185,368,000 | 26 |
| Privately issued residential mortgage-backed securities | $2,185,368,000 | 17 |
| 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 | $237,024,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 3 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $2,294,382,000 | 74 |
| Certificates of participation in pools of residential mortgages | $14,721,000 | 1,907 |
| Issued or guaranteed by U.S. | $14,721,000 | 1,899 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $2,279,661,000 | 37 |
| CMOs issued by government agencies or sponsored agencies | $94,293,000 | 247 |
| Privately issued | $2,185,368,000 | 13 |
| 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) | $342,000 | 3,935 |
| Available-for-sale securities (fair market value) | $2,057,016,000 | 103 |
| Total debt securities | $2,294,382,000 | 107 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $237,024,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-12-31 | Rank | |
| Total securities | $1,612,303,000 | 133 |
| U.S. Government securities | $1,818,787,000 | 106 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,818,787,000 | 97 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $206,484,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,675,098,000 | 91 |
| Certificates of participation in pools of residential mortgages | $16,416,000 | 1,774 |
| Issued or guaranteed by U.S. | $16,416,000 | 1,761 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,658,682,000 | 48 |
| CMOs issued by government agencies or sponsored agencies | $1,658,682,000 | 33 |
| 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) | $144,034,000 | 156 |
| Available-for-sale securities (fair market value) | $1,468,269,000 | 131 |
| Total debt securities | $1,818,787,000 | 127 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $206,484,000 | 34 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-09-30 | Rank | |
| Total securities | $1,515,571,000 | 138 |
| U.S. Government securities | $1,724,112,000 | 104 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,724,112,000 | 95 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | 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 | $208,541,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 12 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,577,480,000 | 93 |
| Certificates of participation in pools of residential mortgages | $17,906,000 | 1,659 |
| Issued or guaranteed by U.S. | $17,906,000 | 1,649 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,559,574,000 | 50 |
| CMOs issued by government agencies or sponsored agencies | $1,559,574,000 | 35 |
| 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) | $351,000 | 4,003 |
| Available-for-sale securities (fair market value) | $1,515,220,000 | 122 |
| Total debt securities | $1,724,112,000 | 127 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $208,541,000 | 33 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-06-30 | Rank | |
| Total securities | $1,156,249,000 | 160 |
| U.S. Government securities | $1,401,179,000 | 121 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,401,179,000 | 114 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $244,930,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 14 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,350,765,000 | 108 |
| Certificates of participation in pools of residential mortgages | $15,633,000 | 1,793 |
| Issued or guaranteed by U.S. | $15,633,000 | 1,782 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,335,132,000 | 57 |
| CMOs issued by government agencies or sponsored agencies | $1,335,132,000 | 43 |
| 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) | $375,000 | 4,026 |
| Available-for-sale securities (fair market value) | $1,155,874,000 | 145 |
| Total debt securities | $1,401,179,000 | 145 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $244,930,000 | 30 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2003-03-31 | Rank | |
| Total securities | $1,383,094,000 | 149 |
| U.S. Government securities | $1,607,780,000 | 114 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,607,780,000 | 105 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | $224,686,000 | 2 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,607,780,000 | 99 |
| Certificates of participation in pools of residential mortgages | $18,270,000 | 1,593 |
| Issued or guaranteed by U.S. | $18,270,000 | 1,587 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,589,510,000 | 51 |
| CMOs issued by government agencies or sponsored agencies | $1,589,510,000 | 33 |
| 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) | $381,000 | 4,093 |
| Available-for-sale securities (fair market value) | $1,382,713,000 | 133 |
| Total debt securities | $1,607,780,000 | 136 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $224,686,000 | 29 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2002-12-31 | Rank | |
| Total securities | $1,574,478,000 | 138 |
| U.S. Government securities | $2,305,203,000 | 78 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $2,305,203,000 | 74 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | $730,725,000 | 1 |
| General valuation allowances for securities for TFR Reporters | $0 | 13 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,997,929,000 | 79 |
| Certificates of participation in pools of residential mortgages | $19,697,000 | 1,482 |
| Issued or guaranteed by U.S. | $19,697,000 | 1,476 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $1,978,232,000 | 41 |
| CMOs issued by government agencies or sponsored agencies | $1,978,232,000 | 26 |
| 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) | $1,268,000 | 3,404 |
| Available-for-sale securities (fair market value) | $1,573,210,000 | 125 |
| Total debt securities | $2,305,203,000 | 106 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $730,725,000 | 19 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2001-12-31 | Rank | |
| Total securities | $1,324,570,000 | 142 |
| U.S. Government securities | $1,539,770,000 | 99 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,539,770,000 | 94 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | $215,200,000 | 3 |
| General valuation allowances for securities for TFR Reporters | $0 | 15 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,539,770,000 | 91 |
| Certificates of participation in pools of residential mortgages | $26,142,000 | 1,058 |
| Issued or guaranteed by U.S. | $26,142,000 | 1,052 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $1,513,628,000 | 47 |
| CMOs issued by government agencies or sponsored agencies | $1,513,628,000 | 30 |
| 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) | $1,477,000 | 3,496 |
| Available-for-sale securities (fair market value) | $1,323,093,000 | 127 |
| Total debt securities | $1,539,770,000 | 131 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $215,200,000 | 32 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 2000-12-31 | Rank | |
| Total securities | $1,156,392,000 | 149 |
| U.S. Government securities | $1,148,834,000 | 119 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $1,148,834,000 | 107 |
| Securities issued by states & political subdivisions | $0 | 7,238 |
| Other domestic debt securities | $7,558,000 | 950 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $7,558,000 | 775 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,187 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 19 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $1,138,005,000 | 95 |
| Certificates of participation in pools of residential mortgages | $83,022,000 | 382 |
| Issued or guaranteed by U.S. | $83,022,000 | 378 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $1,054,983,000 | 52 |
| CMOs issued by government agencies or sponsored agencies | $1,054,983,000 | 32 |
| 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) | $20,476,000 | 1,114 |
| Available-for-sale securities (fair market value) | $1,135,916,000 | 126 |
| Total debt securities | $1,156,392,000 | 145 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $88,562,000 | 1,287 |
| U.S. Government securities | $58,094,000 | 1,458 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $58,094,000 | 1,316 |
| Securities issued by states & political subdivisions | $0 | 7,587 |
| Other domestic debt securities | $13,009,000 | 707 |
| Privately issued residential mortgage-backed securities | $9,207,000 | 311 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,802,000 | 1,123 |
| Foreign debt securities | NA | NA |
| Equity securities | $17,952,000 | 324 |
| Assets held in trading accounts for TFR Reporters | $493,000 | 22 |
| General valuation allowances for securities for TFR Reporters | $0 | 18 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $57,601,000 | 773 |
| Certificates of participation in pools of residential mortgages | $57,601,000 | 531 |
| Issued or guaranteed by U.S. | $48,394,000 | 611 |
| Privately issued | $9,207,000 | 66 |
| 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) | $34,735,000 | 770 |
| Available-for-sale securities (fair market value) | $53,827,000 | 1,606 |
| Total debt securities | $71,103,000 | 1,550 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $493,000 | 128 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $85,105,000 | 1,379 |
| U.S. Government securities | $54,628,000 | 1,602 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $54,628,000 | 1,358 |
| Securities issued by states & political subdivisions | $0 | 7,833 |
| Other domestic debt securities | $14,501,000 | 621 |
| Privately issued residential mortgage-backed securities | $10,740,000 | 267 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,761,000 | 1,055 |
| Foreign debt securities | NA | NA |
| Equity securities | $15,976,000 | 347 |
| Assets held in trading accounts for TFR Reporters | $0 | 28 |
| General valuation allowances for securities for TFR Reporters | $0 | 31 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $60,371,000 | 783 |
| Certificates of participation in pools of residential mortgages | $60,371,000 | 558 |
| Issued or guaranteed by U.S. | $49,631,000 | 632 |
| Privately issued | $10,740,000 | 68 |
| 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) | $33,748,000 | 857 |
| Available-for-sale securities (fair market value) | $51,357,000 | 1,691 |
| Total debt securities | $69,129,000 | 1,644 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $66,368,000 | 1,727 |
| U.S. Government securities | $56,020,000 | 1,632 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $56,020,000 | 1,301 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $2,354,000 | 1,252 |
| Privately issued residential mortgage-backed securities | $2,354,000 | 426 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $7,994,000 | 531 |
| Assets held in trading accounts for TFR Reporters | $0 | 25 |
| General valuation allowances for securities for TFR Reporters | $0 | 43 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $54,380,000 | 822 |
| Certificates of participation in pools of residential mortgages | $54,380,000 | 603 |
| Issued or guaranteed by U.S. | $52,026,000 | 613 |
| Privately issued | $2,354,000 | 151 |
| 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) | $36,062,000 | 975 |
| Available-for-sale securities (fair market value) | $30,306,000 | 2,594 |
| Total debt securities | $58,374,000 | 1,915 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $58,244,000 | 2,084 |
| U.S. Government securities | $51,137,000 | 1,916 |
| U.S. Treasury securities | NA | NA |
| U.S. Government agency obligations | $51,137,000 | 1,433 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $3,406,000 | 1,120 |
| Privately issued residential mortgage-backed securities | $3,406,000 | 434 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $2,985,000 | 1,111 |
| Assets held in trading accounts for TFR Reporters | $0 | 34 |
| General valuation allowances for securities for TFR Reporters | $-716,000 | 1,241 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $48,528,000 | 957 |
| Certificates of participation in pools of residential mortgages | $48,528,000 | 705 |
| Issued or guaranteed by U.S. | $45,122,000 | 723 |
| Privately issued | $3,406,000 | 173 |
| 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) | $25,647,000 | 1,550 |
| Available-for-sale securities (fair market value) | $32,597,000 | 2,547 |
| Total debt securities | $54,543,000 | 2,166 |
| 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 | $35,694,000 | 3,544 |
| U.S. Government securities | $27,988,000 | 3,551 |
| U.S. Treasury securities | $0 | 10,180 |
| U.S. Government agency obligations | $27,988,000 | 2,499 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $4,060,000 | 1,194 |
| Privately issued residential mortgage-backed securities | $4,060,000 | 435 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $3,000,000 | 1,078 |
| Assets held in trading accounts for TFR Reporters | $0 | 22 |
| General valuation allowances for securities for TFR Reporters | $-646,000 | 1,318 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $31,044,000 | 1,381 |
| Certificates of participation in pools of residential mortgages | $31,044,000 | 973 |
| Issued or guaranteed by U.S. | $26,984,000 | 1,066 |
| Privately issued | $4,060,000 | 181 |
| 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) | $14,426,000 | 2,590 |
| Available-for-sale securities (fair market value) | $21,268,000 | 3,759 |
| Total debt securities | $32,048,000 | 3,786 |
| 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 | $25,004,000 | 4,977 |
| U.S. Government securities | $24,483,000 | 4,161 |
| U.S. Treasury securities | $0 | 11,131 |
| U.S. Government agency obligations | $24,483,000 | 2,704 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | $0 | 36 |
| General valuation allowances for securities for TFR Reporters | $-521,000 | 1,382 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $20,314,000 | 2,008 |
| Certificates of participation in pools of residential mortgages | $20,314,000 | 1,365 |
| Issued or guaranteed by U.S. | $20,314,000 | 1,347 |
| Privately issued | $0 | 564 |
| 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) | $20,390,000 | 3,398 |
| Available-for-sale securities (fair market value) | $4,614,000 | 7,107 |
| Total debt securities | $24,483,000 | 4,982 |
| 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 | $31,888,000 | 4,267 |
| U.S. Government securities | $26,228,000 | 4,063 |
| U.S. Treasury securities | $3,974,000 | 6,549 |
| U.S. Government agency obligations | $22,254,000 | 3,016 |
| Securities issued by states & political subdivisions | $0 | 9,845 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $4,988,000 | 735 |
| Assets held in trading accounts for TFR Reporters | $0 | 57 |
| General valuation allowances for securities for TFR Reporters | $-672,000 | 1,536 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $22,254,000 | 2,107 |
| Certificates of participation in pools of residential mortgages | $22,254,000 | 1,374 |
| Issued or guaranteed by U.S. | $22,254,000 | 1,353 |
| Privately issued | $0 | 731 |
| 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 | $26,228,000 | 4,903 |
| 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 | $41,512,000 | 3,302 |
| U.S. Government securities | $38,629,000 | 2,785 |
| U.S. Treasury securities | $0 | 12,156 |
| U.S. Government agency obligations | $38,629,000 | 1,757 |
| Securities issued by states & political subdivisions | $0 | 9,981 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $1,988,000 | 1,285 |
| Assets held in trading accounts for TFR Reporters | $0 | 43 |
| General valuation allowances for securities for TFR Reporters | $-895,000 | 1,811 |
| Memoranda: | ||
| Pledged securities | NA | NA |
| Mortgage-backed securities | $38,629,000 | 1,380 |
| Certificates of participation in pools of residential mortgages | $38,629,000 | 916 |
| Issued or guaranteed by U.S. | $38,629,000 | 885 |
| Privately issued | $0 | 831 |
| 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 | $38,629,000 | 3,490 |
| 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 |