Home > ConnectOne Bank > Securities
ConnectOne Bank, Securities
| 2023-12-31 | Rank | |
| Total securities | $628,769,000 | 351 |
| U.S. Government securities | $471,504,000 | 321 |
| U.S. Treasury securities | $0 | 2,754 |
| U.S. Government agency obligations | $471,504,000 | 294 |
| Securities issued by states & political subdivisions | $132,705,000 | 323 |
| Other domestic debt securities | $7,980,000 | 1,142 |
| Privately issued residential mortgage-backed securities | $0 | 694 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,238,000 | 467 |
| Structured financial products - Total | $0 | 705 |
| Other domestic debt securities - All other | $166,000 | 1,831 |
| Foreign debt securities | $4,973,000 | 101 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $357,521,000 | 314 |
| Mortgage-backed securities | $477,394,000 | 244 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $411,190,000 | 178 |
| Privately issued | $0 | 241 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $44,639,000 | 415 |
| Privately issued | $0 | 529 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,419,000 | 377 |
| Other commercial mortgage-backed securities | $7,146,000 | 606 |
| Held to maturity securities (book value) | $0 | 1,750 |
| Available-for-sale securities (fair market value) | $617,162,000 | 287 |
| Total debt securities | $617,164,000 | 351 |
| Structured notes | ||
| Amortized cost | $0 | 1,104 |
| Fair value | $0 | 1,104 |
| Trading account assets | $0 | 214 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 164 |
| 2023-09-30 | Rank | |
| Total securities | $593,021,000 | 372 |
| U.S. Government securities | $447,308,000 | 329 |
| U.S. Treasury securities | $0 | 2,809 |
| U.S. Government agency obligations | $447,308,000 | 300 |
| Securities issued by states & political subdivisions | $122,899,000 | 333 |
| Other domestic debt securities | $8,699,000 | 1,086 |
| Privately issued residential mortgage-backed securities | $0 | 711 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,322,000 | 444 |
| Structured financial products - Total | $0 | 698 |
| Other domestic debt securities - All other | $1,362,000 | 1,475 |
| Foreign debt securities | $2,961,000 | 131 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $332,481,000 | 324 |
| Mortgage-backed securities | $452,658,000 | 248 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $389,427,000 | 181 |
| Privately issued | $0 | 237 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,304,000 | 423 |
| Privately issued | $0 | 527 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $13,351,000 | 380 |
| Other commercial mortgage-backed securities | $6,576,000 | 617 |
| Held to maturity securities (book value) | $0 | 1,776 |
| Available-for-sale securities (fair market value) | $581,867,000 | 306 |
| Total debt securities | $581,867,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 1,123 |
| Fair value | $0 | 1,123 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 162 |
| 2023-06-30 | Rank | |
| Total securities | $624,195,000 | 352 |
| U.S. Government securities | $467,085,000 | 319 |
| U.S. Treasury securities | $0 | 2,832 |
| U.S. Government agency obligations | $467,085,000 | 291 |
| Securities issued by states & political subdivisions | $133,839,000 | 322 |
| Other domestic debt securities | $7,936,000 | 1,136 |
| Privately issued residential mortgage-backed securities | $0 | 719 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,381,000 | 437 |
| Structured financial products - Total | $0 | 680 |
| Other domestic debt securities - All other | $150,000 | 1,861 |
| Foreign debt securities | $3,959,000 | 118 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $354,791,000 | 307 |
| Mortgage-backed securities | $472,754,000 | 240 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $409,126,000 | 177 |
| Privately issued | $0 | 240 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $42,418,000 | 436 |
| Privately issued | $0 | 526 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,246,000 | 365 |
| Other commercial mortgage-backed securities | $6,964,000 | 601 |
| Held to maturity securities (book value) | $0 | 1,792 |
| Available-for-sale securities (fair market value) | $612,819,000 | 297 |
| Total debt securities | $612,817,000 | 353 |
| Structured notes | ||
| Amortized cost | $0 | 1,169 |
| Fair value | $0 | 1,169 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 160 |
| 2023-03-31 | Rank | |
| Total securities | $642,533,000 | 367 |
| U.S. Government securities | $478,601,000 | 330 |
| U.S. Treasury securities | $0 | 2,901 |
| U.S. Government agency obligations | $478,601,000 | 280 |
| Securities issued by states & political subdivisions | $138,297,000 | 326 |
| Other domestic debt securities | $8,126,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $0 | 710 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,454,000 | 441 |
| Structured financial products - Total | $0 | 681 |
| Other domestic debt securities - All other | $132,000 | 1,901 |
| Foreign debt securities | $3,977,000 | 100 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $377,453,000 | 286 |
| Mortgage-backed securities | $484,395,000 | 249 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $419,667,000 | 182 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $42,769,000 | 459 |
| Privately issued | $0 | 541 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,853,000 | 375 |
| Other commercial mortgage-backed securities | $7,106,000 | 613 |
| Held to maturity securities (book value) | $0 | 1,851 |
| Available-for-sale securities (fair market value) | $629,001,000 | 304 |
| Total debt securities | $629,001,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 1,198 |
| Fair value | $0 | 1,198 |
| Trading account assets | $0 | 224 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2022-12-31 | Rank | |
| Total securities | $646,477,000 | 377 |
| U.S. Government securities | $476,755,000 | 336 |
| U.S. Treasury securities | $806,000 | 2,806 |
| U.S. Government agency obligations | $475,949,000 | 284 |
| Securities issued by states & political subdivisions | $142,896,000 | 330 |
| Other domestic debt securities | $11,258,000 | 1,032 |
| Privately issued residential mortgage-backed securities | $0 | 728 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,639,000 | 436 |
| Structured financial products - Total | $0 | 699 |
| Other domestic debt securities - All other | $3,240,000 | 1,190 |
| Foreign debt securities | $3,975,000 | 108 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,239,000 | 520 |
| Mortgage-backed securities | $482,328,000 | 251 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $417,578,000 | 191 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $43,645,000 | 460 |
| Privately issued | $0 | 545 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,163,000 | 390 |
| Other commercial mortgage-backed securities | $6,942,000 | 618 |
| Held to maturity securities (book value) | $0 | 1,877 |
| Available-for-sale securities (fair market value) | $634,884,000 | 314 |
| Total debt securities | $634,883,000 | 377 |
| Structured notes | ||
| Amortized cost | $0 | 1,229 |
| Fair value | $0 | 1,229 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2022-09-30 | Rank | |
| Total securities | $635,230,000 | 384 |
| U.S. Government securities | $467,406,000 | 343 |
| U.S. Treasury securities | $803,000 | 2,827 |
| U.S. Government agency obligations | $466,603,000 | 291 |
| Securities issued by states & political subdivisions | $141,107,000 | 334 |
| Other domestic debt securities | $11,116,000 | 998 |
| Privately issued residential mortgage-backed securities | $0 | 717 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $1,898,000 | 419 |
| Structured financial products - Total | $0 | 515 |
| Other domestic debt securities - All other | $3,125,000 | 1,208 |
| Foreign debt securities | $4,000,000 | 106 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,798,000 | 465 |
| Mortgage-backed securities | $472,696,000 | 257 |
| Certificates of participation in pools of residential mortgages | NA | NA |
| Issued or guaranteed by U.S. | $406,985,000 | 194 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | NA | NA |
| CMOs issued by government agencies or sponsored agencies | $44,816,000 | 452 |
| Privately issued | $0 | 550 |
| Commercial mortgage-backed securities | NA | NA |
| Commercial mortgage pass-through securities | $14,238,000 | 395 |
| Other commercial mortgage-backed securities | $6,657,000 | 663 |
| Held to maturity securities (book value) | $0 | 1,884 |
| Available-for-sale securities (fair market value) | $623,629,000 | 319 |
| Total debt securities | $623,629,000 | 382 |
| Structured notes | ||
| Amortized cost | $0 | 1,214 |
| Fair value | $0 | 1,214 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2022-06-30 | Rank | |
| Total securities | $688,050,000 | 362 |
| U.S. Government securities | $513,137,000 | 334 |
| U.S. Treasury securities | $0 | 2,920 |
| U.S. Government agency obligations | $513,137,000 | 285 |
| Securities issued by states & political subdivisions | $148,031,000 | 333 |
| Other domestic debt securities | $12,773,000 | 881 |
| Privately issued residential mortgage-backed securities | $0 | 732 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,117,000 | 411 |
| Structured financial products - Total | $0 | 168 |
| Other domestic debt securities - All other | $3,985,000 | 1,129 |
| Foreign debt securities | $2,000,000 | 142 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $191,283,000 | 420 |
| Mortgage-backed securities | $518,837,000 | 257 |
| Certificates of participation in pools of residential mortgages | $444,279,000 | 187 |
| Issued or guaranteed by U.S. | $444,279,000 | 187 |
| Privately issued | $0 | 231 |
| Collaterized mortgage obligations | $51,700,000 | 458 |
| CMOs issued by government agencies or sponsored agencies | $51,700,000 | 420 |
| Privately issued | $0 | 553 |
| Commercial mortgage-backed securities | $22,858,000 | 574 |
| Commercial mortgage pass-through securities | $15,584,000 | 383 |
| Other commercial mortgage-backed securities | $7,274,000 | 689 |
| Held to maturity securities (book value) | $0 | 1,824 |
| Available-for-sale securities (fair market value) | $675,941,000 | 312 |
| Total debt securities | $675,941,000 | 364 |
| Structured notes | ||
| Amortized cost | $0 | 1,186 |
| Fair value | $0 | 1,186 |
| Trading account assets | $0 | 253 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 133 |
| 2022-03-31 | Rank | |
| Total securities | $524,520,000 | 449 |
| U.S. Government securities | $366,933,000 | 432 |
| U.S. Treasury securities | $0 | 2,666 |
| U.S. Government agency obligations | $366,933,000 | 364 |
| Securities issued by states & political subdivisions | $137,051,000 | 380 |
| Other domestic debt securities | $6,046,000 | 1,206 |
| Privately issued residential mortgage-backed securities | $0 | 721 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,354,000 | 415 |
| Structured financial products - Total | $0 | 169 |
| Other domestic debt securities - All other | $3,692,000 | 1,152 |
| Foreign debt securities | $2,000,000 | 143 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,019,000 | 678 |
| Mortgage-backed securities | $365,950,000 | 336 |
| Certificates of participation in pools of residential mortgages | $300,977,000 | 258 |
| Issued or guaranteed by U.S. | $300,977,000 | 258 |
| Privately issued | $0 | 238 |
| Collaterized mortgage obligations | $47,565,000 | 482 |
| CMOs issued by government agencies or sponsored agencies | $47,565,000 | 441 |
| Privately issued | $0 | 536 |
| Commercial mortgage-backed securities | $17,408,000 | 670 |
| Commercial mortgage pass-through securities | $16,772,000 | 369 |
| Other commercial mortgage-backed securities | $636,000 | 1,295 |
| Held to maturity securities (book value) | $0 | 1,752 |
| Available-for-sale securities (fair market value) | $512,030,000 | 394 |
| Total debt securities | $512,030,000 | 454 |
| Structured notes | ||
| Amortized cost | $0 | 1,056 |
| Fair value | $0 | 1,056 |
| Trading account assets | $0 | 254 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-12-31 | Rank | |
| Total securities | $547,426,000 | 423 |
| U.S. Government securities | $376,925,000 | 403 |
| U.S. Treasury securities | $0 | 2,212 |
| U.S. Government agency obligations | $376,925,000 | 372 |
| Securities issued by states & political subdivisions | $145,625,000 | 368 |
| Other domestic debt securities | $7,302,000 | 1,105 |
| Privately issued residential mortgage-backed securities | $0 | 696 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,564,000 | 421 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $4,738,000 | 992 |
| Foreign debt securities | $4,505,000 | 95 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $71,205,000 | 867 |
| Mortgage-backed securities | $375,689,000 | 334 |
| Certificates of participation in pools of residential mortgages | $316,095,000 | 257 |
| Issued or guaranteed by U.S. | $316,095,000 | 257 |
| Privately issued | $0 | 246 |
| Collaterized mortgage obligations | $49,125,000 | 460 |
| CMOs issued by government agencies or sponsored agencies | $49,125,000 | 428 |
| Privately issued | $0 | 500 |
| Commercial mortgage-backed securities | $10,469,000 | 854 |
| Commercial mortgage pass-through securities | $9,804,000 | 496 |
| Other commercial mortgage-backed securities | $665,000 | 1,273 |
| Held to maturity securities (book value) | $0 | 1,677 |
| Available-for-sale securities (fair market value) | $534,357,000 | 378 |
| Total debt securities | $534,357,000 | 425 |
| Structured notes | ||
| Amortized cost | $0 | 1,002 |
| Fair value | $0 | 1,002 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-09-30 | Rank | |
| Total securities | $475,909,000 | 460 |
| U.S. Government securities | $317,630,000 | 449 |
| U.S. Treasury securities | $0 | 2,008 |
| U.S. Government agency obligations | $317,630,000 | 412 |
| Securities issued by states & political subdivisions | $130,274,000 | 397 |
| Other domestic debt securities | $10,323,000 | 876 |
| Privately issued residential mortgage-backed securities | $0 | 677 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,722,000 | 417 |
| Structured financial products - Total | $0 | 173 |
| Other domestic debt securities - All other | $7,601,000 | 725 |
| Foreign debt securities | $4,506,000 | 91 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $88,118,000 | 723 |
| Mortgage-backed securities | $316,376,000 | 375 |
| Certificates of participation in pools of residential mortgages | $256,055,000 | 283 |
| Issued or guaranteed by U.S. | $256,055,000 | 283 |
| Privately issued | $0 | 234 |
| Collaterized mortgage obligations | $49,795,000 | 452 |
| CMOs issued by government agencies or sponsored agencies | $49,795,000 | 423 |
| Privately issued | $0 | 491 |
| Commercial mortgage-backed securities | $10,526,000 | 853 |
| Commercial mortgage pass-through securities | $9,843,000 | 492 |
| Other commercial mortgage-backed securities | $683,000 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,695 |
| Available-for-sale securities (fair market value) | $462,733,000 | 419 |
| Total debt securities | $462,731,000 | 465 |
| Structured notes | ||
| Amortized cost | $0 | 900 |
| Fair value | $0 | 901 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2021-06-30 | Rank | |
| Total securities | $472,005,000 | 433 |
| U.S. Government securities | $307,727,000 | 431 |
| U.S. Treasury securities | $0 | 1,913 |
| U.S. Government agency obligations | $307,727,000 | 400 |
| Securities issued by states & political subdivisions | $136,388,000 | 365 |
| Other domestic debt securities | $11,161,000 | 811 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $2,880,000 | 413 |
| Structured financial products - Total | $0 | 166 |
| Other domestic debt securities - All other | $8,281,000 | 636 |
| Foreign debt securities | $3,506,000 | 100 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $97,496,000 | 653 |
| Mortgage-backed securities | $306,281,000 | 371 |
| Certificates of participation in pools of residential mortgages | $263,158,000 | 263 |
| Issued or guaranteed by U.S. | $263,158,000 | 262 |
| Privately issued | $0 | 247 |
| Collaterized mortgage obligations | $34,327,000 | 549 |
| CMOs issued by government agencies or sponsored agencies | $34,327,000 | 517 |
| Privately issued | $0 | 478 |
| Commercial mortgage-backed securities | $8,796,000 | 916 |
| Commercial mortgage pass-through securities | $8,075,000 | 551 |
| Other commercial mortgage-backed securities | $721,000 | 1,250 |
| Held to maturity securities (book value) | $0 | 1,685 |
| Available-for-sale securities (fair market value) | $458,782,000 | 401 |
| Total debt securities | $458,781,000 | 439 |
| Structured notes | ||
| Amortized cost | $0 | 836 |
| Fair value | $0 | 838 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 139 |
| 2021-03-31 | Rank | |
| Total securities | $455,072,000 | 421 |
| U.S. Government securities | $288,068,000 | 422 |
| U.S. Treasury securities | $0 | 1,631 |
| U.S. Government agency obligations | $288,068,000 | 399 |
| Securities issued by states & political subdivisions | $130,503,000 | 364 |
| Other domestic debt securities | $19,796,000 | 580 |
| Privately issued residential mortgage-backed securities | $0 | 686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,360,000 | 396 |
| Structured financial products - Total | $0 | 158 |
| Other domestic debt securities - All other | $16,436,000 | 395 |
| Foreign debt securities | $3,505,000 | 101 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $112,190,000 | 560 |
| Mortgage-backed securities | $286,652,000 | 358 |
| Certificates of participation in pools of residential mortgages | $240,354,000 | 255 |
| Issued or guaranteed by U.S. | $240,354,000 | 254 |
| Privately issued | $0 | 261 |
| Collaterized mortgage obligations | $39,884,000 | 479 |
| CMOs issued by government agencies or sponsored agencies | $39,884,000 | 446 |
| Privately issued | $0 | 475 |
| Commercial mortgage-backed securities | $6,414,000 | 1,010 |
| Commercial mortgage pass-through securities | $5,670,000 | 640 |
| Other commercial mortgage-backed securities | $744,000 | 1,224 |
| Held to maturity securities (book value) | $0 | 1,684 |
| Available-for-sale securities (fair market value) | $441,872,000 | 388 |
| Total debt securities | $441,872,000 | 426 |
| Structured notes | ||
| Amortized cost | $0 | 636 |
| Fair value | $0 | 635 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-12-31 | Rank | |
| Total securities | $501,191,000 | 361 |
| U.S. Government securities | $316,262,000 | 351 |
| U.S. Treasury securities | $0 | 1,194 |
| U.S. Government agency obligations | $316,262,000 | 336 |
| Securities issued by states & political subdivisions | $142,808,000 | 303 |
| Other domestic debt securities | $24,728,000 | 477 |
| Privately issued residential mortgage-backed securities | $0 | 669 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $3,480,000 | 369 |
| Structured financial products - Total | $0 | 156 |
| Other domestic debt securities - All other | $21,248,000 | 327 |
| Foreign debt securities | $4,006,000 | 91 |
| Equity securities | NA | NA |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,596,000 | 562 |
| Mortgage-backed securities | $314,565,000 | 308 |
| Certificates of participation in pools of residential mortgages | $270,883,000 | 218 |
| Issued or guaranteed by U.S. | $270,883,000 | 217 |
| Privately issued | $0 | 245 |
| Collaterized mortgage obligations | $36,760,000 | 500 |
| CMOs issued by government agencies or sponsored agencies | $36,760,000 | 462 |
| Privately issued | $0 | 474 |
| Commercial mortgage-backed securities | $6,922,000 | 929 |
| Commercial mortgage pass-through securities | $6,166,000 | 571 |
| Other commercial mortgage-backed securities | $756,000 | 1,182 |
| Held to maturity securities (book value) | $0 | 1,678 |
| Available-for-sale securities (fair market value) | $487,804,000 | 337 |
| Total debt securities | $487,804,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 404 |
| Fair value | $0 | 404 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2020-09-30 | Rank | |
| Total securities | $466,264,000 | 363 |
| U.S. Government securities | $294,616,000 | 359 |
| U.S. Treasury securities | $0 | 1,216 |
| U.S. Government agency obligations | $294,616,000 | 343 |
| Securities issued by states & political subdivisions | $128,396,000 | 296 |
| Other domestic debt securities | $25,846,000 | 448 |
| Privately issued residential mortgage-backed securities | $0 | 670 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $4,868,000 | 323 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $20,978,000 | 312 |
| Foreign debt securities | $4,006,000 | 96 |
| Equity securities | $0 | 19 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $107,114,000 | 555 |
| Mortgage-backed securities | $292,913,000 | 309 |
| Certificates of participation in pools of residential mortgages | $242,224,000 | 224 |
| Issued or guaranteed by U.S. | $242,224,000 | 223 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $44,442,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $44,442,000 | 418 |
| Privately issued | $0 | 464 |
| Commercial mortgage-backed securities | $6,247,000 | 950 |
| Commercial mortgage pass-through securities | $6,247,000 | 555 |
| Other commercial mortgage-backed securities | $0 | 1,305 |
| Held to maturity securities (book value) | $0 | 1,682 |
| Available-for-sale securities (fair market value) | $452,864,000 | 333 |
| Total debt securities | $452,864,000 | 364 |
| Structured notes | ||
| Amortized cost | $0 | 394 |
| Fair value | $0 | 393 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 131 |
| 2020-06-30 | Rank | |
| Total securities | $431,683,000 | 377 |
| U.S. Government securities | $259,469,000 | 388 |
| U.S. Treasury securities | $0 | 1,251 |
| U.S. Government agency obligations | $259,469,000 | 369 |
| Securities issued by states & political subdivisions | $128,721,000 | 276 |
| Other domestic debt securities | $26,080,000 | 432 |
| Privately issued residential mortgage-backed securities | $0 | 660 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,066,000 | 286 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $21,014,000 | 299 |
| Foreign debt securities | $4,006,000 | 95 |
| Equity securities | $0 | 68 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $114,547,000 | 529 |
| Mortgage-backed securities | $257,655,000 | 342 |
| Certificates of participation in pools of residential mortgages | $210,569,000 | 237 |
| Issued or guaranteed by U.S. | $210,569,000 | 236 |
| Privately issued | $0 | 251 |
| Collaterized mortgage obligations | $44,855,000 | 454 |
| CMOs issued by government agencies or sponsored agencies | $44,855,000 | 423 |
| Privately issued | $0 | 454 |
| Commercial mortgage-backed securities | $2,231,000 | 1,327 |
| Commercial mortgage pass-through securities | $2,231,000 | 891 |
| Other commercial mortgage-backed securities | $0 | 1,279 |
| Held to maturity securities (book value) | $0 | 1,699 |
| Available-for-sale securities (fair market value) | $418,276,000 | 342 |
| Total debt securities | $418,272,000 | 377 |
| Structured notes | ||
| Amortized cost | $0 | 423 |
| Fair value | $0 | 423 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 132 |
| 2020-03-31 | Rank | |
| Total securities | $459,955,000 | 352 |
| U.S. Government securities | $279,259,000 | 364 |
| U.S. Treasury securities | $0 | 1,297 |
| U.S. Government agency obligations | $279,259,000 | 350 |
| Securities issued by states & political subdivisions | $136,896,000 | 238 |
| Other domestic debt securities | $26,451,000 | 413 |
| Privately issued residential mortgage-backed securities | $0 | 679 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $5,363,000 | 259 |
| Structured financial products - Total | $0 | 155 |
| Other domestic debt securities - All other | $21,088,000 | 281 |
| Foreign debt securities | $3,986,000 | 102 |
| Equity securities | $0 | 317 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $122,361,000 | 487 |
| Mortgage-backed securities | $277,480,000 | 313 |
| Certificates of participation in pools of residential mortgages | $238,620,000 | 217 |
| Issued or guaranteed by U.S. | $238,620,000 | 214 |
| Privately issued | $0 | 267 |
| Collaterized mortgage obligations | $36,668,000 | 533 |
| CMOs issued by government agencies or sponsored agencies | $36,668,000 | 499 |
| Privately issued | $0 | 460 |
| Commercial mortgage-backed securities | $2,192,000 | 1,325 |
| Commercial mortgage pass-through securities | $2,192,000 | 872 |
| Other commercial mortgage-backed securities | $0 | 1,254 |
| Held to maturity securities (book value) | $0 | 1,718 |
| Available-for-sale securities (fair market value) | $446,592,000 | 319 |
| Total debt securities | $446,592,000 | 354 |
| Structured notes | ||
| Amortized cost | $0 | 586 |
| Fair value | $0 | 586 |
| Trading account assets | $0 | 217 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 129 |
| 2019-12-31 | Rank | |
| Total securities | $415,736,000 | 371 |
| U.S. Government securities | $233,729,000 | 421 |
| U.S. Treasury securities | $0 | 1,363 |
| U.S. Government agency obligations | $233,729,000 | 400 |
| Securities issued by states & political subdivisions | $136,518,000 | 212 |
| Other domestic debt securities | $30,326,000 | 363 |
| Privately issued residential mortgage-backed securities | $1,000 | 646 |
| Commercial mortgage-backed securities - Total | $0 | 179 |
| Asset backed securities | $5,780,000 | 231 |
| Structured financial products - Total | $0 | 159 |
| Other domestic debt securities - All other | $24,545,000 | 231 |
| Foreign debt securities | $3,978,000 | 92 |
| Equity securities | $0 | 374 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $111,547,000 | 503 |
| Mortgage-backed securities | $231,777,000 | 348 |
| Certificates of participation in pools of residential mortgages | $200,496,000 | 242 |
| Issued or guaranteed by U.S. | $200,496,000 | 238 |
| Privately issued | $0 | 249 |
| Collaterized mortgage obligations | $26,284,000 | 673 |
| CMOs issued by government agencies or sponsored agencies | $26,283,000 | 649 |
| Privately issued | $1,000 | 448 |
| Commercial mortgage-backed securities | $4,997,000 | 978 |
| Commercial mortgage pass-through securities | $4,997,000 | 598 |
| Other commercial mortgage-backed securities | $0 | 1,222 |
| Held to maturity securities (book value) | $0 | 1,765 |
| Available-for-sale securities (fair market value) | $404,551,000 | 331 |
| Total debt securities | $404,551,000 | 368 |
| Structured notes | ||
| Amortized cost | $0 | 739 |
| Fair value | $0 | 739 |
| Trading account assets | $0 | 219 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2019-09-30 | Rank | |
| Total securities | $436,930,000 | 352 |
| U.S. Government securities | $245,429,000 | 403 |
| U.S. Treasury securities | $0 | 1,429 |
| U.S. Government agency obligations | $245,429,000 | 386 |
| Securities issued by states & political subdivisions | $143,656,000 | 192 |
| Other domestic debt securities | $32,651,000 | 342 |
| Privately issued residential mortgage-backed securities | $1,000 | 691 |
| Commercial mortgage-backed securities - Total | $0 | 182 |
| Asset backed securities | $6,094,000 | 221 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $26,556,000 | 209 |
| Foreign debt securities | $3,963,000 | 94 |
| Equity securities | $0 | 472 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,594,000 | 471 |
| Mortgage-backed securities | $243,455,000 | 329 |
| Certificates of participation in pools of residential mortgages | $215,804,000 | 217 |
| Issued or guaranteed by U.S. | $215,804,000 | 216 |
| Privately issued | $0 | 287 |
| Collaterized mortgage obligations | $22,560,000 | 751 |
| CMOs issued by government agencies or sponsored agencies | $22,559,000 | 720 |
| Privately issued | $1,000 | 454 |
| Commercial mortgage-backed securities | $5,091,000 | 957 |
| Commercial mortgage pass-through securities | $5,091,000 | 597 |
| Other commercial mortgage-backed securities | $0 | 1,187 |
| Held to maturity securities (book value) | $0 | 1,838 |
| Available-for-sale securities (fair market value) | $425,699,000 | 318 |
| Total debt securities | $425,699,000 | 349 |
| Structured notes | ||
| Amortized cost | $0 | 889 |
| Fair value | $0 | 889 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 127 |
| 2019-06-30 | Rank | |
| Total securities | $452,913,000 | 342 |
| U.S. Government securities | $260,829,000 | 390 |
| U.S. Treasury securities | $0 | 1,467 |
| U.S. Government agency obligations | $260,829,000 | 373 |
| Securities issued by states & political subdivisions | $144,119,000 | 198 |
| Other domestic debt securities | $32,813,000 | 321 |
| Privately issued residential mortgage-backed securities | $1,000 | 667 |
| Commercial mortgage-backed securities - Total | $0 | 177 |
| Asset backed securities | $7,746,000 | 185 |
| Structured financial products - Total | $0 | 152 |
| Other domestic debt securities - All other | $25,066,000 | 214 |
| Foreign debt securities | $4,000,000 | 100 |
| Equity securities | $0 | 505 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $125,376,000 | 466 |
| Mortgage-backed securities | $258,687,000 | 312 |
| Certificates of participation in pools of residential mortgages | $229,542,000 | 208 |
| Issued or guaranteed by U.S. | $229,542,000 | 208 |
| Privately issued | $0 | 244 |
| Collaterized mortgage obligations | $23,319,000 | 715 |
| CMOs issued by government agencies or sponsored agencies | $23,318,000 | 680 |
| Privately issued | $1,000 | 469 |
| Commercial mortgage-backed securities | $5,826,000 | 881 |
| Commercial mortgage pass-through securities | $5,826,000 | 560 |
| Other commercial mortgage-backed securities | $0 | 1,163 |
| Held to maturity securities (book value) | $0 | 1,880 |
| Available-for-sale securities (fair market value) | $441,761,000 | 304 |
| Total debt securities | $441,762,000 | 341 |
| Structured notes | ||
| Amortized cost | $0 | 951 |
| Fair value | $0 | 951 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 135 |
| 2019-03-31 | Rank | |
| Total securities | $527,360,000 | 309 |
| U.S. Government securities | $303,391,000 | 346 |
| U.S. Treasury securities | $0 | 1,516 |
| U.S. Government agency obligations | $303,391,000 | 329 |
| Securities issued by states & political subdivisions | $168,170,000 | 173 |
| Other domestic debt securities | $40,806,000 | 269 |
| Privately issued residential mortgage-backed securities | $3,000 | 674 |
| Commercial mortgage-backed securities - Total | $0 | 171 |
| Asset backed securities | $8,187,000 | 167 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $32,616,000 | 176 |
| Foreign debt securities | $4,000,000 | 101 |
| Equity securities | $0 | 520 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,948,000 | 426 |
| Mortgage-backed securities | $301,044,000 | 279 |
| Certificates of participation in pools of residential mortgages | $253,201,000 | 196 |
| Issued or guaranteed by U.S. | $253,201,000 | 196 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $40,927,000 | 453 |
| CMOs issued by government agencies or sponsored agencies | $40,924,000 | 422 |
| Privately issued | $3,000 | 478 |
| Commercial mortgage-backed securities | $6,916,000 | 772 |
| Commercial mortgage pass-through securities | $6,916,000 | 505 |
| Other commercial mortgage-backed securities | $0 | 1,074 |
| Held to maturity securities (book value) | $0 | 1,908 |
| Available-for-sale securities (fair market value) | $516,367,000 | 274 |
| Total debt securities | $516,369,000 | 307 |
| Structured notes | ||
| Amortized cost | $0 | 972 |
| Fair value | $0 | 972 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-12-31 | Rank | |
| Total securities | $422,545,000 | 364 |
| U.S. Government securities | $234,026,000 | 425 |
| U.S. Treasury securities | $0 | 1,513 |
| U.S. Government agency obligations | $234,026,000 | 404 |
| Securities issued by states & political subdivisions | $139,185,000 | 227 |
| Other domestic debt securities | $34,481,000 | 288 |
| Privately issued residential mortgage-backed securities | $4,000 | 636 |
| Commercial mortgage-backed securities - Total | $0 | 160 |
| Asset backed securities | $9,691,000 | 152 |
| Structured financial products - Total | $0 | 154 |
| Other domestic debt securities - All other | $24,786,000 | 212 |
| Foreign debt securities | $4,000,000 | 97 |
| Equity securities | $0 | 696 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $151,501,000 | 403 |
| Mortgage-backed securities | $230,960,000 | 335 |
| Certificates of participation in pools of residential mortgages | $185,203,000 | 238 |
| Issued or guaranteed by U.S. | $185,203,000 | 237 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $41,884,000 | 447 |
| CMOs issued by government agencies or sponsored agencies | $41,880,000 | 418 |
| Privately issued | $4,000 | 474 |
| Commercial mortgage-backed securities | $3,873,000 | 960 |
| Commercial mortgage pass-through securities | $3,873,000 | 661 |
| Other commercial mortgage-backed securities | $0 | 1,033 |
| Held to maturity securities (book value) | $0 | 1,959 |
| Available-for-sale securities (fair market value) | $411,692,000 | 329 |
| Total debt securities | $411,693,000 | 364 |
| Structured notes | ||
| Amortized cost | $0 | 995 |
| Fair value | $0 | 995 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 138 |
| 2018-09-30 | Rank | |
| Total securities | $420,350,000 | 366 |
| U.S. Government securities | $241,922,000 | 408 |
| U.S. Treasury securities | $0 | 1,500 |
| U.S. Government agency obligations | $241,922,000 | 383 |
| Securities issued by states & political subdivisions | $130,388,000 | 245 |
| Other domestic debt securities | $33,304,000 | 291 |
| Privately issued residential mortgage-backed securities | $5,000 | 591 |
| Commercial mortgage-backed securities - Total | $0 | 150 |
| Asset backed securities | $10,364,000 | 139 |
| Structured financial products - Total | $0 | 171 |
| Other domestic debt securities - All other | $22,935,000 | 224 |
| Foreign debt securities | $3,984,000 | 94 |
| Equity securities | $0 | 721 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,959,000 | 393 |
| Mortgage-backed securities | $238,905,000 | 321 |
| Certificates of participation in pools of residential mortgages | $190,551,000 | 234 |
| Issued or guaranteed by U.S. | $190,551,000 | 232 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $42,897,000 | 437 |
| CMOs issued by government agencies or sponsored agencies | $42,892,000 | 410 |
| Privately issued | $5,000 | 484 |
| Commercial mortgage-backed securities | $5,457,000 | 824 |
| Commercial mortgage pass-through securities | $3,842,000 | 648 |
| Other commercial mortgage-backed securities | $1,615,000 | 741 |
| Held to maturity securities (book value) | $0 | 1,995 |
| Available-for-sale securities (fair market value) | $409,598,000 | 328 |
| Total debt securities | $409,598,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 976 |
| Fair value | $0 | 976 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 141 |
| 2018-06-30 | Rank | |
| Total securities | $410,416,000 | 377 |
| U.S. Government securities | $235,473,000 | 415 |
| U.S. Treasury securities | $0 | 1,475 |
| U.S. Government agency obligations | $235,473,000 | 395 |
| Securities issued by states & political subdivisions | $123,629,000 | 267 |
| Other domestic debt securities | $36,499,000 | 283 |
| Privately issued residential mortgage-backed securities | $6,000 | 878 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $10,947,000 | 138 |
| Structured financial products - Total | $0 | 186 |
| Other domestic debt securities - All other | $25,546,000 | 204 |
| Foreign debt securities | $3,974,000 | 95 |
| Equity securities | $0 | 754 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,870,000 | 385 |
| Mortgage-backed securities | $232,210,000 | 328 |
| Certificates of participation in pools of residential mortgages | $180,103,000 | 253 |
| Issued or guaranteed by U.S. | $180,103,000 | 252 |
| Privately issued | $0 | 453 |
| Collaterized mortgage obligations | $45,719,000 | 415 |
| CMOs issued by government agencies or sponsored agencies | $45,713,000 | 393 |
| Privately issued | $6,000 | 506 |
| Commercial mortgage-backed securities | $6,388,000 | 757 |
| Commercial mortgage pass-through securities | $3,893,000 | 623 |
| Other commercial mortgage-backed securities | $2,495,000 | 637 |
| Held to maturity securities (book value) | $0 | 2,026 |
| Available-for-sale securities (fair market value) | $399,575,000 | 339 |
| Total debt securities | $399,575,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 980 |
| Trading account assets | $0 | 229 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2018-03-31 | Rank | |
| Total securities | $434,610,000 | 367 |
| U.S. Government securities | $245,180,000 | 419 |
| U.S. Treasury securities | $0 | 1,426 |
| U.S. Government agency obligations | $245,180,000 | 396 |
| Securities issued by states & political subdivisions | $127,370,000 | 252 |
| Other domestic debt securities | $46,145,000 | 221 |
| Privately issued residential mortgage-backed securities | $7,000 | 563 |
| Commercial mortgage-backed securities - Total | $0 | 147 |
| Asset backed securities | $11,494,000 | 128 |
| Structured financial products - Total | $0 | 193 |
| Other domestic debt securities - All other | $34,644,000 | 174 |
| Foreign debt securities | $4,989,000 | 86 |
| Equity securities | $0 | 789 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $174,936,000 | 379 |
| Mortgage-backed securities | $241,886,000 | 321 |
| Certificates of participation in pools of residential mortgages | $188,757,000 | 254 |
| Issued or guaranteed by U.S. | $188,757,000 | 253 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $46,677,000 | 412 |
| CMOs issued by government agencies or sponsored agencies | $46,670,000 | 389 |
| Privately issued | $7,000 | 523 |
| Commercial mortgage-backed securities | $6,452,000 | 659 |
| Commercial mortgage pass-through securities | $3,959,000 | 492 |
| Other commercial mortgage-backed securities | $2,493,000 | 621 |
| Held to maturity securities (book value) | $0 | 2,061 |
| Available-for-sale securities (fair market value) | $423,684,000 | 328 |
| Total debt securities | $423,684,000 | 367 |
| Structured notes | ||
| Amortized cost | $0 | 955 |
| Fair value | $0 | 956 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-12-31 | Rank | |
| Total securities | $434,035,000 | 366 |
| U.S. Government securities | $241,959,000 | 421 |
| U.S. Treasury securities | $0 | 1,328 |
| U.S. Government agency obligations | $241,959,000 | 403 |
| Securities issued by states & political subdivisions | $131,128,000 | 258 |
| Other domestic debt securities | $44,832,000 | 229 |
| Privately issued residential mortgage-backed securities | $8,000 | 564 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $12,051,000 | 126 |
| Structured financial products - Total | $0 | 204 |
| Other domestic debt securities - All other | $32,773,000 | 176 |
| Foreign debt securities | $5,000,000 | 85 |
| Equity securities | $11,116,000 | 130 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $157,808,000 | 408 |
| Mortgage-backed securities | $238,435,000 | 325 |
| Certificates of participation in pools of residential mortgages | $181,892,000 | 256 |
| Issued or guaranteed by U.S. | $181,892,000 | 255 |
| Privately issued | $0 | 64 |
| Collaterized mortgage obligations | $49,986,000 | 402 |
| CMOs issued by government agencies or sponsored agencies | $49,978,000 | 377 |
| Privately issued | $8,000 | 531 |
| Commercial mortgage-backed securities | $6,557,000 | 643 |
| Commercial mortgage pass-through securities | $4,054,000 | 489 |
| Other commercial mortgage-backed securities | $2,503,000 | 602 |
| Held to maturity securities (book value) | $0 | 2,094 |
| Available-for-sale securities (fair market value) | $434,035,000 | 321 |
| Total debt securities | $422,918,000 | 364 |
| Structured notes | ||
| Amortized cost | $0 | 980 |
| Fair value | $0 | 981 |
| Trading account assets | $0 | 231 |
| Revaluation gains on off-balance sheet contracts | $0 | 147 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2017-09-30 | Rank | |
| Total securities | $399,248,000 | 395 |
| U.S. Government securities | $193,223,000 | 496 |
| U.S. Treasury securities | $0 | 1,313 |
| U.S. Government agency obligations | $193,223,000 | 472 |
| Securities issued by states & political subdivisions | $144,976,000 | 217 |
| Other domestic debt securities | $44,873,000 | 226 |
| Privately issued residential mortgage-backed securities | $9,000 | 579 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $12,633,000 | 117 |
| Structured financial products - Total | $0 | 214 |
| Other domestic debt securities - All other | $32,231,000 | 179 |
| Foreign debt securities | $4,982,000 | 90 |
| Equity securities | $11,194,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $139,714,000 | 453 |
| Mortgage-backed securities | $189,672,000 | 384 |
| Certificates of participation in pools of residential mortgages | $133,165,000 | 327 |
| Issued or guaranteed by U.S. | $133,165,000 | 326 |
| Privately issued | $0 | 69 |
| Collaterized mortgage obligations | $49,867,000 | 401 |
| CMOs issued by government agencies or sponsored agencies | $49,858,000 | 377 |
| Privately issued | $9,000 | 543 |
| Commercial mortgage-backed securities | $6,640,000 | 627 |
| Commercial mortgage pass-through securities | $4,130,000 | 485 |
| Other commercial mortgage-backed securities | $2,510,000 | 584 |
| Held to maturity securities (book value) | $0 | 2,147 |
| Available-for-sale securities (fair market value) | $399,248,000 | 338 |
| Total debt securities | $388,055,000 | 395 |
| Structured notes | ||
| Amortized cost | $0 | 1,014 |
| Fair value | $0 | 1,015 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2017-06-30 | Rank | |
| Total securities | $400,888,000 | 392 |
| U.S. Government securities | $204,208,000 | 480 |
| U.S. Treasury securities | $0 | 1,351 |
| U.S. Government agency obligations | $204,208,000 | 460 |
| Securities issued by states & political subdivisions | $136,354,000 | 255 |
| Other domestic debt securities | $44,166,000 | 228 |
| Privately issued residential mortgage-backed securities | $10,000 | 600 |
| Commercial mortgage-backed securities - Total | $0 | 138 |
| Asset backed securities | $13,281,000 | 107 |
| Structured financial products - Total | $0 | 219 |
| Other domestic debt securities - All other | $30,875,000 | 191 |
| Foreign debt securities | $4,977,000 | 95 |
| Equity securities | $11,183,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $105,998,000 | 576 |
| Mortgage-backed securities | $200,454,000 | 380 |
| Certificates of participation in pools of residential mortgages | $140,400,000 | 321 |
| Issued or guaranteed by U.S. | $140,400,000 | 320 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $53,364,000 | 385 |
| CMOs issued by government agencies or sponsored agencies | $53,354,000 | 362 |
| Privately issued | $10,000 | 564 |
| Commercial mortgage-backed securities | $6,690,000 | 613 |
| Commercial mortgage pass-through securities | $4,173,000 | 468 |
| Other commercial mortgage-backed securities | $2,517,000 | 566 |
| Held to maturity securities (book value) | $0 | 2,178 |
| Available-for-sale securities (fair market value) | $400,888,000 | 342 |
| Total debt securities | $389,705,000 | 393 |
| Structured notes | ||
| Amortized cost | $0 | 1,085 |
| Fair value | $0 | 1,086 |
| Trading account assets | $0 | 233 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2017-03-31 | Rank | |
| Total securities | $350,879,000 | 444 |
| U.S. Government securities | $165,293,000 | 587 |
| U.S. Treasury securities | $0 | 1,390 |
| U.S. Government agency obligations | $165,293,000 | 549 |
| Securities issued by states & political subdivisions | $125,006,000 | 290 |
| Other domestic debt securities | $44,197,000 | 234 |
| Privately issued residential mortgage-backed securities | $11,000 | 631 |
| Commercial mortgage-backed securities - Total | $0 | 146 |
| Asset backed securities | $13,969,000 | 109 |
| Structured financial products - Total | $0 | 221 |
| Other domestic debt securities - All other | $30,217,000 | 196 |
| Foreign debt securities | $5,251,000 | 94 |
| Equity securities | $11,132,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $119,193,000 | 531 |
| Mortgage-backed securities | $161,539,000 | 440 |
| Certificates of participation in pools of residential mortgages | $104,470,000 | 420 |
| Issued or guaranteed by U.S. | $104,470,000 | 419 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $50,364,000 | 419 |
| CMOs issued by government agencies or sponsored agencies | $50,353,000 | 387 |
| Privately issued | $11,000 | 597 |
| Commercial mortgage-backed securities | $6,705,000 | 606 |
| Commercial mortgage pass-through securities | $4,185,000 | 459 |
| Other commercial mortgage-backed securities | $2,520,000 | 557 |
| Held to maturity securities (book value) | $0 | 2,223 |
| Available-for-sale securities (fair market value) | $350,879,000 | 382 |
| Total debt securities | $339,747,000 | 452 |
| Structured notes | ||
| Amortized cost | $0 | 1,166 |
| Fair value | $0 | 1,167 |
| Trading account assets | $0 | 232 |
| Revaluation gains on off-balance sheet contracts | $0 | 139 |
| Revaluation losses on off-balance sheet contracts | $0 | 142 |
| 2016-12-31 | Rank | |
| Total securities | $351,734,000 | 434 |
| U.S. Government securities | $129,528,000 | 728 |
| U.S. Treasury securities | $0 | 1,367 |
| U.S. Government agency obligations | $129,528,000 | 692 |
| Securities issued by states & political subdivisions | $150,605,000 | 214 |
| Other domestic debt securities | $55,206,000 | 189 |
| Privately issued residential mortgage-backed securities | $16,000 | 647 |
| Commercial mortgage-backed securities - Total | $0 | 137 |
| Asset backed securities | $14,583,000 | 106 |
| Structured financial products - Total | $0 | 226 |
| Other domestic debt securities - All other | $40,607,000 | 160 |
| Foreign debt securities | $5,253,000 | 92 |
| Equity securities | $11,142,000 | 135 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $121,932,000 | 506 |
| Mortgage-backed securities | $125,601,000 | 532 |
| Certificates of participation in pools of residential mortgages | $72,497,000 | 559 |
| Issued or guaranteed by U.S. | $72,497,000 | 559 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $46,367,000 | 439 |
| CMOs issued by government agencies or sponsored agencies | $46,351,000 | 410 |
| Privately issued | $16,000 | 611 |
| Commercial mortgage-backed securities | $6,737,000 | 582 |
| Commercial mortgage pass-through securities | $4,209,000 | 442 |
| Other commercial mortgage-backed securities | $2,528,000 | 536 |
| Held to maturity securities (book value) | $0 | 2,250 |
| Available-for-sale securities (fair market value) | $351,734,000 | 375 |
| Total debt securities | $340,592,000 | 441 |
| Structured notes | ||
| Amortized cost | $0 | 1,171 |
| Fair value | $0 | 1,171 |
| Trading account assets | $0 | 239 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2016-09-30 | Rank | |
| Total securities | $337,042,000 | 453 |
| U.S. Government securities | $123,856,000 | 745 |
| U.S. Treasury securities | $0 | 1,214 |
| U.S. Government agency obligations | $123,856,000 | 713 |
| Securities issued by states & political subdivisions | $141,361,000 | 226 |
| Other domestic debt securities | $54,094,000 | 200 |
| Privately issued residential mortgage-backed securities | $17,000 | 647 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $15,503,000 | 99 |
| Structured financial products - Total | $0 | 228 |
| Other domestic debt securities - All other | $38,574,000 | 170 |
| Foreign debt securities | $6,253,000 | 84 |
| Equity securities | $11,478,000 | 133 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $104,215,000 | 576 |
| Mortgage-backed securities | $119,800,000 | 570 |
| Certificates of participation in pools of residential mortgages | $63,404,000 | 643 |
| Issued or guaranteed by U.S. | $63,404,000 | 643 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $49,480,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $49,463,000 | 396 |
| Privately issued | $17,000 | 615 |
| Commercial mortgage-backed securities | $6,916,000 | 542 |
| Commercial mortgage pass-through securities | $4,370,000 | 404 |
| Other commercial mortgage-backed securities | $2,546,000 | 527 |
| Held to maturity securities (book value) | $0 | 2,275 |
| Available-for-sale securities (fair market value) | $337,042,000 | 393 |
| Total debt securities | $325,564,000 | 465 |
| Structured notes | ||
| Amortized cost | $0 | 1,157 |
| Fair value | $0 | 1,159 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-06-30 | Rank | |
| Total securities | $421,381,000 | 370 |
| U.S. Government securities | $142,965,000 | 663 |
| U.S. Treasury securities | $28,575,000 | 186 |
| U.S. Government agency obligations | $114,390,000 | 775 |
| Securities issued by states & political subdivisions | $153,575,000 | 204 |
| Other domestic debt securities | $107,065,000 | 135 |
| Privately issued residential mortgage-backed securities | $24,000 | 662 |
| Commercial mortgage-backed securities - Total | $0 | 142 |
| Asset backed securities | $16,712,000 | 97 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $90,329,000 | 87 |
| Foreign debt securities | $6,252,000 | 82 |
| Equity securities | $11,524,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $165,627,000 | 410 |
| Mortgage-backed securities | $110,154,000 | 603 |
| Certificates of participation in pools of residential mortgages | $50,178,000 | 788 |
| Issued or guaranteed by U.S. | $50,178,000 | 785 |
| Privately issued | $0 | 71 |
| Collaterized mortgage obligations | $53,036,000 | 431 |
| CMOs issued by government agencies or sponsored agencies | $53,012,000 | 395 |
| Privately issued | $24,000 | 626 |
| Commercial mortgage-backed securities | $6,940,000 | 521 |
| Commercial mortgage pass-through securities | $4,376,000 | 372 |
| Other commercial mortgage-backed securities | $2,564,000 | 518 |
| Held to maturity securities (book value) | $214,718,000 | 149 |
| Available-for-sale securities (fair market value) | $206,663,000 | 618 |
| Total debt securities | $409,857,000 | 374 |
| Structured notes | ||
| Amortized cost | $0 | 1,289 |
| Fair value | $0 | 1,290 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 146 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2016-03-31 | Rank | |
| Total securities | $408,807,000 | 387 |
| U.S. Government securities | $148,294,000 | 666 |
| U.S. Treasury securities | $28,523,000 | 193 |
| U.S. Government agency obligations | $119,771,000 | 755 |
| Securities issued by states & political subdivisions | $127,223,000 | 250 |
| Other domestic debt securities | $115,575,000 | 124 |
| Privately issued residential mortgage-backed securities | $26,000 | 665 |
| Commercial mortgage-backed securities - Total | $0 | 153 |
| Asset backed securities | $18,154,000 | 96 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $97,395,000 | 83 |
| Foreign debt securities | $6,252,000 | 80 |
| Equity securities | $11,463,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $156,401,000 | 441 |
| Mortgage-backed securities | $115,542,000 | 578 |
| Certificates of participation in pools of residential mortgages | $52,034,000 | 769 |
| Issued or guaranteed by U.S. | $52,034,000 | 769 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $56,582,000 | 405 |
| CMOs issued by government agencies or sponsored agencies | $56,556,000 | 377 |
| Privately issued | $26,000 | 633 |
| Commercial mortgage-backed securities | $6,926,000 | 509 |
| Commercial mortgage pass-through securities | $4,370,000 | 355 |
| Other commercial mortgage-backed securities | $2,556,000 | 493 |
| Held to maturity securities (book value) | $219,373,000 | 149 |
| Available-for-sale securities (fair market value) | $189,434,000 | 683 |
| Total debt securities | $397,345,000 | 393 |
| Structured notes | ||
| Amortized cost | $0 | 1,470 |
| Fair value | $0 | 1,471 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 143 |
| 2015-12-31 | Rank | |
| Total securities | $417,543,000 | 384 |
| U.S. Government securities | $147,002,000 | 681 |
| U.S. Treasury securities | $28,471,000 | 215 |
| U.S. Government agency obligations | $118,531,000 | 784 |
| Securities issued by states & political subdivisions | $126,372,000 | 241 |
| Other domestic debt securities | $124,794,000 | 122 |
| Privately issued residential mortgage-backed securities | $28,000 | 662 |
| Commercial mortgage-backed securities - Total | $0 | 131 |
| Asset backed securities | $19,725,000 | 96 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $105,041,000 | 75 |
| Foreign debt securities | $8,061,000 | 71 |
| Equity securities | $11,314,000 | 136 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,967,000 | 471 |
| Mortgage-backed securities | $112,669,000 | 588 |
| Certificates of participation in pools of residential mortgages | $48,714,000 | 817 |
| Issued or guaranteed by U.S. | $48,714,000 | 816 |
| Privately issued | $0 | 66 |
| Collaterized mortgage obligations | $54,353,000 | 415 |
| CMOs issued by government agencies or sponsored agencies | $54,325,000 | 389 |
| Privately issued | $28,000 | 632 |
| Commercial mortgage-backed securities | $9,602,000 | 405 |
| Commercial mortgage pass-through securities | $7,081,000 | 259 |
| Other commercial mortgage-backed securities | $2,521,000 | 461 |
| Held to maturity securities (book value) | $224,056,000 | 148 |
| Available-for-sale securities (fair market value) | $193,487,000 | 667 |
| Total debt securities | $406,229,000 | 387 |
| Structured notes | ||
| Amortized cost | $250,000 | 1,470 |
| Fair value | $248,000 | 1,504 |
| Trading account assets | $0 | 243 |
| Revaluation gains on off-balance sheet contracts | $0 | 142 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2015-09-30 | Rank | |
| Total securities | $449,174,000 | 346 |
| U.S. Government securities | $154,349,000 | 657 |
| U.S. Treasury securities | $28,419,000 | 194 |
| U.S. Government agency obligations | $125,930,000 | 741 |
| Securities issued by states & political subdivisions | $127,259,000 | 243 |
| Other domestic debt securities | $148,042,000 | 109 |
| Privately issued residential mortgage-backed securities | $30,000 | 680 |
| Commercial mortgage-backed securities - Total | $0 | 140 |
| Asset backed securities | $21,130,000 | 94 |
| Structured financial products - Total | $0 | 235 |
| Other domestic debt securities - All other | $126,882,000 | 65 |
| Foreign debt securities | $8,088,000 | 74 |
| Equity securities | $11,436,000 | 132 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $142,827,000 | 479 |
| Mortgage-backed securities | $120,030,000 | 551 |
| Certificates of participation in pools of residential mortgages | $52,331,000 | 753 |
| Issued or guaranteed by U.S. | $52,331,000 | 752 |
| Privately issued | $0 | 65 |
| Collaterized mortgage obligations | $57,934,000 | 395 |
| CMOs issued by government agencies or sponsored agencies | $57,904,000 | 370 |
| Privately issued | $30,000 | 649 |
| Commercial mortgage-backed securities | $9,765,000 | 379 |
| Commercial mortgage pass-through securities | $7,204,000 | 256 |
| Other commercial mortgage-backed securities | $2,561,000 | 439 |
| Held to maturity securities (book value) | $227,221,000 | 146 |
| Available-for-sale securities (fair market value) | $221,953,000 | 586 |
| Total debt securities | $437,737,000 | 348 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,684 |
| Fair value | $250,000 | 1,659 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 148 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2015-06-30 | Rank | |
| Total securities | $494,185,000 | 314 |
| U.S. Government securities | $161,149,000 | 646 |
| U.S. Treasury securities | $28,366,000 | 190 |
| U.S. Government agency obligations | $132,783,000 | 729 |
| Securities issued by states & political subdivisions | $127,489,000 | 235 |
| Other domestic debt securities | $182,027,000 | 94 |
| Privately issued residential mortgage-backed securities | $31,000 | 703 |
| Commercial mortgage-backed securities - Total | $0 | 123 |
| Asset backed securities | $24,681,000 | 86 |
| Structured financial products - Total | $0 | 242 |
| Other domestic debt securities - All other | $157,315,000 | 54 |
| Foreign debt securities | $12,162,000 | 62 |
| Equity securities | $11,358,000 | 134 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $192,596,000 | 373 |
| Mortgage-backed securities | $126,742,000 | 541 |
| Certificates of participation in pools of residential mortgages | $59,484,000 | 703 |
| Issued or guaranteed by U.S. | $59,484,000 | 703 |
| Privately issued | $0 | 67 |
| Collaterized mortgage obligations | $57,490,000 | 407 |
| CMOs issued by government agencies or sponsored agencies | $57,459,000 | 384 |
| Privately issued | $31,000 | 671 |
| Commercial mortgage-backed securities | $9,768,000 | 354 |
| Commercial mortgage pass-through securities | $7,211,000 | 234 |
| Other commercial mortgage-backed securities | $2,557,000 | 425 |
| Held to maturity securities (book value) | $232,558,000 | 142 |
| Available-for-sale securities (fair market value) | $261,627,000 | 504 |
| Total debt securities | $482,828,000 | 316 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,826 |
| Fair value | $246,000 | 1,832 |
| Trading account assets | $0 | 255 |
| Revaluation gains on off-balance sheet contracts | $0 | 150 |
| Revaluation losses on off-balance sheet contracts | $0 | 151 |
| 2015-03-31 | Rank | |
| Total securities | $505,396,000 | 307 |
| U.S. Government securities | $166,685,000 | 638 |
| U.S. Treasury securities | $28,315,000 | 191 |
| U.S. Government agency obligations | $138,370,000 | 707 |
| Securities issued by states & political subdivisions | $127,819,000 | 227 |
| Other domestic debt securities | $188,176,000 | 93 |
| Privately issued residential mortgage-backed securities | $32,000 | 744 |
| Commercial mortgage-backed securities - Total | $0 | 117 |
| Asset backed securities | $26,091,000 | 80 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $162,053,000 | 56 |
| Foreign debt securities | $10,205,000 | 70 |
| Equity securities | $12,511,000 | 129 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $211,225,000 | 343 |
| Mortgage-backed securities | $134,539,000 | 528 |
| Certificates of participation in pools of residential mortgages | $64,468,000 | 660 |
| Issued or guaranteed by U.S. | $64,468,000 | 659 |
| Privately issued | $0 | 70 |
| Collaterized mortgage obligations | $60,193,000 | 399 |
| CMOs issued by government agencies or sponsored agencies | $60,161,000 | 376 |
| Privately issued | $32,000 | 708 |
| Commercial mortgage-backed securities | $9,878,000 | 340 |
| Commercial mortgage pass-through securities | $7,308,000 | 219 |
| Other commercial mortgage-backed securities | $2,570,000 | 412 |
| Held to maturity securities (book value) | $231,720,000 | 144 |
| Available-for-sale securities (fair market value) | $273,676,000 | 487 |
| Total debt securities | $492,885,000 | 306 |
| Structured notes | ||
| Amortized cost | $249,000 | 1,934 |
| Fair value | $250,000 | 1,917 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 145 |
| Revaluation losses on off-balance sheet contracts | $0 | 147 |
| 2014-12-31 | Rank | |
| Total securities | $510,309,000 | 296 |
| U.S. Government securities | $161,762,000 | 643 |
| U.S. Treasury securities | $28,264,000 | 191 |
| U.S. Government agency obligations | $133,498,000 | 732 |
| Securities issued by states & political subdivisions | $128,549,000 | 220 |
| Other domestic debt securities | $208,564,000 | 87 |
| Privately issued residential mortgage-backed securities | $46,000 | 730 |
| Commercial mortgage-backed securities - Total | $0 | 120 |
| Asset backed securities | $27,502,000 | 71 |
| Structured financial products - Total | $0 | 236 |
| Other domestic debt securities - All other | $181,016,000 | 48 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $11,434,000 | 137 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $227,843,000 | 315 |
| Mortgage-backed securities | $129,626,000 | 532 |
| Certificates of participation in pools of residential mortgages | $66,310,000 | 671 |
| Issued or guaranteed by U.S. | $66,310,000 | 667 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $53,466,000 | 446 |
| CMOs issued by government agencies or sponsored agencies | $53,420,000 | 420 |
| Privately issued | $46,000 | 693 |
| Commercial mortgage-backed securities | $9,850,000 | 335 |
| Commercial mortgage pass-through securities | $7,311,000 | 228 |
| Other commercial mortgage-backed securities | $2,539,000 | 392 |
| Held to maturity securities (book value) | $224,682,000 | 147 |
| Available-for-sale securities (fair market value) | $285,627,000 | 462 |
| Total debt securities | $498,875,000 | 299 |
| Structured notes | ||
| Amortized cost | $249,000 | 2,032 |
| Fair value | $249,000 | 2,019 |
| Trading account assets | $0 | 249 |
| Revaluation gains on off-balance sheet contracts | $0 | 141 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-09-30 | Rank | |
| Total securities | $525,070,000 | 289 |
| U.S. Government securities | $163,287,000 | 642 |
| U.S. Treasury securities | $39,597,000 | 142 |
| U.S. Government agency obligations | $123,690,000 | 798 |
| Securities issued by states & political subdivisions | $131,808,000 | 207 |
| Other domestic debt securities | $218,560,000 | 90 |
| Privately issued residential mortgage-backed securities | $48,000 | 762 |
| Commercial mortgage-backed securities - Total | $0 | 141 |
| Asset backed securities | $21,753,000 | 88 |
| Structured financial products - Total | $4,545,000 | 85 |
| Other domestic debt securities - All other | $192,214,000 | 48 |
| Foreign debt securities | $0 | 309 |
| Equity securities | $11,415,000 | 139 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $232,909,000 | 304 |
| Mortgage-backed securities | $119,883,000 | 576 |
| Certificates of participation in pools of residential mortgages | $62,306,000 | 702 |
| Issued or guaranteed by U.S. | $62,306,000 | 701 |
| Privately issued | $0 | 73 |
| Collaterized mortgage obligations | $47,731,000 | 497 |
| CMOs issued by government agencies or sponsored agencies | $47,683,000 | 473 |
| Privately issued | $48,000 | 727 |
| Commercial mortgage-backed securities | $9,846,000 | 332 |
| Commercial mortgage pass-through securities | $7,320,000 | 224 |
| Other commercial mortgage-backed securities | $2,526,000 | 359 |
| Held to maturity securities (book value) | $217,568,000 | 152 |
| Available-for-sale securities (fair market value) | $307,502,000 | 426 |
| Total debt securities | $513,654,000 | 290 |
| Structured notes | ||
| Amortized cost | $249,000 | 2,135 |
| Fair value | $244,000 | 2,136 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 145 |
| 2014-06-30 | Rank | |
| Total securities | $28,477,000 | 3,783 |
| U.S. Government securities | $14,834,000 | 4,009 |
| U.S. Treasury securities | $1,894,000 | 823 |
| U.S. Government agency obligations | $12,940,000 | 4,130 |
| Securities issued by states & political subdivisions | $3,403,000 | 4,103 |
| Other domestic debt securities | $4,323,000 | 1,000 |
| Privately issued residential mortgage-backed securities | $51,000 | 779 |
| Commercial mortgage-backed securities - Total | $0 | 128 |
| Asset backed securities | $4,272,000 | 204 |
| Structured financial products - Total | $0 | 259 |
| Other domestic debt securities - All other | $0 | 1,954 |
| Foreign debt securities | $0 | 311 |
| Equity securities | $5,917,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $173,000 | 5,629 |
| Mortgage-backed securities | $11,616,000 | 2,992 |
| Certificates of participation in pools of residential mortgages | $9,573,000 | 2,695 |
| Issued or guaranteed by U.S. | $9,573,000 | 2,695 |
| Privately issued | $0 | 75 |
| Collaterized mortgage obligations | $2,043,000 | 2,469 |
| CMOs issued by government agencies or sponsored agencies | $1,992,000 | 2,407 |
| Privately issued | $51,000 | 746 |
| Commercial mortgage-backed securities | $0 | 1,029 |
| Commercial mortgage pass-through securities | $0 | 746 |
| Other commercial mortgage-backed securities | $0 | 556 |
| Held to maturity securities (book value) | $763,000 | 2,059 |
| Available-for-sale securities (fair market value) | $27,714,000 | 3,492 |
| Total debt securities | $22,560,000 | 4,205 |
| Structured notes | ||
| Amortized cost | $0 | 2,363 |
| Fair value | $0 | 2,363 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 140 |
| Revaluation losses on off-balance sheet contracts | $0 | 146 |
| 2014-03-31 | Rank | |
| Total securities | $28,097,000 | 3,830 |
| U.S. Government securities | $13,307,000 | 4,221 |
| U.S. Treasury securities | $1,853,000 | 743 |
| U.S. Government agency obligations | $11,454,000 | 4,363 |
| Securities issued by states & political subdivisions | $4,382,000 | 3,885 |
| Other domestic debt securities | $4,519,000 | 1,018 |
| Privately issued residential mortgage-backed securities | $71,000 | 781 |
| Commercial mortgage-backed securities - Total | $0 | 127 |
| Asset backed securities | $4,448,000 | 208 |
| Structured financial products - Total | $0 | 268 |
| Other domestic debt securities - All other | $0 | 2,008 |
| Foreign debt securities | $0 | 314 |
| Equity securities | $5,889,000 | 231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,000 | 5,667 |
| Mortgage-backed securities | $10,182,000 | 3,178 |
| Certificates of participation in pools of residential mortgages | $10,070,000 | 2,642 |
| Issued or guaranteed by U.S. | $10,070,000 | 2,642 |
| Privately issued | $0 | 76 |
| Collaterized mortgage obligations | $112,000 | 3,413 |
| CMOs issued by government agencies or sponsored agencies | $41,000 | 3,358 |
| Privately issued | $71,000 | 748 |
| Commercial mortgage-backed securities | $0 | 1,020 |
| Commercial mortgage pass-through securities | $0 | 748 |
| Other commercial mortgage-backed securities | $0 | 525 |
| Held to maturity securities (book value) | $898,000 | 2,022 |
| Available-for-sale securities (fair market value) | $27,199,000 | 3,551 |
| Total debt securities | $22,208,000 | 4,258 |
| Structured notes | ||
| Amortized cost | $0 | 2,410 |
| Fair value | $0 | 2,410 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 143 |
| Revaluation losses on off-balance sheet contracts | $0 | 144 |
| 2013-12-31 | Rank | |
| Total securities | $28,617,000 | 3,792 |
| U.S. Government securities | $13,800,000 | 4,160 |
| U.S. Treasury securities | $1,803,000 | 712 |
| U.S. Government agency obligations | $11,997,000 | 4,284 |
| Securities issued by states & political subdivisions | $4,335,000 | 3,909 |
| Other domestic debt securities | $4,627,000 | 1,038 |
| Privately issued residential mortgage-backed securities | $78,000 | 809 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $4,549,000 | 204 |
| Structured financial products - Total | $0 | 292 |
| Other domestic debt securities - All other | $0 | 2,056 |
| Foreign debt securities | $0 | 320 |
| Equity securities | $5,855,000 | 235 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $215,000 | 5,744 |
| Mortgage-backed securities | $10,684,000 | 3,117 |
| Certificates of participation in pools of residential mortgages | $10,513,000 | 2,589 |
| Issued or guaranteed by U.S. | $10,513,000 | 2,589 |
| Privately issued | $0 | 81 |
| Collaterized mortgage obligations | $171,000 | 3,365 |
| CMOs issued by government agencies or sponsored agencies | $93,000 | 3,305 |
| Privately issued | $78,000 | 772 |
| Commercial mortgage-backed securities | $0 | 964 |
| Commercial mortgage pass-through securities | $0 | 699 |
| Other commercial mortgage-backed securities | $0 | 502 |
| Held to maturity securities (book value) | $1,027,000 | 1,970 |
| Available-for-sale securities (fair market value) | $27,590,000 | 3,530 |
| Total debt securities | $22,760,000 | 4,196 |
| Structured notes | ||
| Amortized cost | $0 | 2,397 |
| Fair value | $0 | 2,397 |
| Trading account assets | $0 | 246 |
| Revaluation gains on off-balance sheet contracts | $0 | 144 |
| Revaluation losses on off-balance sheet contracts | $0 | 140 |
| 2013-09-30 | Rank | |
| Total securities | $24,666,000 | 4,113 |
| U.S. Government securities | $13,238,000 | 4,250 |
| U.S. Treasury securities | $1,853,000 | 685 |
| U.S. Government agency obligations | $11,385,000 | 4,408 |
| Securities issued by states & political subdivisions | $3,847,000 | 4,047 |
| Other domestic debt securities | $1,637,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $142,000 | 783 |
| Commercial mortgage-backed securities - Total | $0 | 126 |
| Asset backed securities | $1,495,000 | 296 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,104 |
| Foreign debt securities | $0 | 328 |
| Equity securities | $5,944,000 | 237 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $231,000 | 5,805 |
| Mortgage-backed securities | $11,527,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | $11,237,000 | 2,510 |
| Issued or guaranteed by U.S. | $11,237,000 | 2,508 |
| Privately issued | $0 | 80 |
| Collaterized mortgage obligations | $290,000 | 3,313 |
| CMOs issued by government agencies or sponsored agencies | $148,000 | 3,292 |
| Privately issued | $142,000 | 751 |
| Commercial mortgage-backed securities | $0 | 950 |
| Commercial mortgage pass-through securities | $0 | 679 |
| Other commercial mortgage-backed securities | $0 | 496 |
| Held to maturity securities (book value) | $1,217,000 | 1,916 |
| Available-for-sale securities (fair market value) | $23,449,000 | 3,847 |
| Total debt securities | $18,725,000 | 4,595 |
| Structured notes | ||
| Amortized cost | $0 | 2,389 |
| Fair value | $0 | 2,389 |
| Trading account assets | $0 | 250 |
| Revaluation gains on off-balance sheet contracts | $0 | 135 |
| Revaluation losses on off-balance sheet contracts | $0 | 137 |
| 2013-06-30 | Rank | |
| Total securities | $25,830,000 | 4,014 |
| U.S. Government securities | $15,370,000 | 3,997 |
| U.S. Treasury securities | $1,873,000 | 700 |
| U.S. Government agency obligations | $13,497,000 | 4,108 |
| Securities issued by states & political subdivisions | $2,844,000 | 4,319 |
| Other domestic debt securities | $1,644,000 | 1,708 |
| Privately issued residential mortgage-backed securities | $168,000 | 785 |
| Commercial mortgage-backed securities - Total | $0 | 134 |
| Asset backed securities | $1,476,000 | 301 |
| Structured financial products - Total | $0 | 318 |
| Other domestic debt securities - All other | $0 | 2,151 |
| Foreign debt securities | $0 | 316 |
| Equity securities | $5,972,000 | 232 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $256,000 | 5,815 |
| Mortgage-backed securities | $13,665,000 | 2,841 |
| Certificates of participation in pools of residential mortgages | $13,287,000 | 2,287 |
| Issued or guaranteed by U.S. | $13,287,000 | 2,286 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $378,000 | 3,282 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 3,263 |
| Privately issued | $168,000 | 752 |
| Commercial mortgage-backed securities | $0 | 927 |
| Commercial mortgage pass-through securities | $0 | 680 |
| Other commercial mortgage-backed securities | $0 | 456 |
| Held to maturity securities (book value) | $1,421,000 | 1,797 |
| Available-for-sale securities (fair market value) | $24,409,000 | 3,785 |
| Total debt securities | $19,858,000 | 4,483 |
| Structured notes | ||
| Amortized cost | $0 | 2,378 |
| Fair value | $0 | 2,378 |
| Trading account assets | $0 | 247 |
| Revaluation gains on off-balance sheet contracts | $0 | 131 |
| Revaluation losses on off-balance sheet contracts | $0 | 130 |
| 2013-03-31 | Rank | |
| Total securities | $19,244,000 | 4,587 |
| U.S. Government securities | $12,895,000 | 4,320 |
| U.S. Treasury securities | $0 | 1,161 |
| U.S. Government agency obligations | $12,895,000 | 4,213 |
| Securities issued by states & political subdivisions | $0 | 5,582 |
| Other domestic debt securities | $177,000 | 2,619 |
| Privately issued residential mortgage-backed securities | $177,000 | 827 |
| Commercial mortgage-backed securities - Total | $0 | 135 |
| Asset backed securities | $0 | 464 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,120 |
| Foreign debt securities | $0 | 322 |
| Equity securities | $6,172,000 | 229 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $294,000 | 5,874 |
| Mortgage-backed securities | $12,070,000 | 3,044 |
| Certificates of participation in pools of residential mortgages | $11,610,000 | 2,459 |
| Issued or guaranteed by U.S. | $11,610,000 | 2,458 |
| Privately issued | $0 | 83 |
| Collaterized mortgage obligations | $460,000 | 3,272 |
| CMOs issued by government agencies or sponsored agencies | $283,000 | 3,237 |
| Privately issued | $177,000 | 794 |
| Commercial mortgage-backed securities | $0 | 850 |
| Commercial mortgage pass-through securities | $0 | 638 |
| Other commercial mortgage-backed securities | $0 | 383 |
| Held to maturity securities (book value) | $1,680,000 | 1,719 |
| Available-for-sale securities (fair market value) | $17,564,000 | 4,374 |
| Total debt securities | $13,072,000 | 5,177 |
| Structured notes | ||
| Amortized cost | $0 | 2,420 |
| Fair value | $0 | 2,419 |
| Trading account assets | $0 | 241 |
| Revaluation gains on off-balance sheet contracts | $0 | 126 |
| Revaluation losses on off-balance sheet contracts | $0 | 128 |
| 2012-12-31 | Rank | |
| Total securities | $21,237,000 | 4,367 |
| U.S. Government securities | $14,810,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,135 |
| U.S. Government agency obligations | $14,810,000 | 3,927 |
| Securities issued by states & political subdivisions | $0 | 5,626 |
| Other domestic debt securities | $210,000 | 2,578 |
| Privately issued residential mortgage-backed securities | $210,000 | 839 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 438 |
| Structured financial products - Total | $0 | 329 |
| Other domestic debt securities - All other | $0 | 2,093 |
| Foreign debt securities | $0 | 317 |
| Equity securities | $6,217,000 | 221 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $322,000 | 5,895 |
| Mortgage-backed securities | $14,015,000 | 2,876 |
| Certificates of participation in pools of residential mortgages | $13,437,000 | 2,274 |
| Issued or guaranteed by U.S. | $13,437,000 | 2,273 |
| Privately issued | $0 | 85 |
| Collaterized mortgage obligations | $578,000 | 3,236 |
| CMOs issued by government agencies or sponsored agencies | $368,000 | 3,228 |
| Privately issued | $210,000 | 807 |
| Commercial mortgage-backed securities | $0 | 744 |
| Commercial mortgage pass-through securities | $0 | 571 |
| Other commercial mortgage-backed securities | $0 | 317 |
| Held to maturity securities (book value) | $1,985,000 | 1,681 |
| Available-for-sale securities (fair market value) | $19,252,000 | 4,198 |
| Total debt securities | $15,019,000 | 4,926 |
| Structured notes | ||
| Amortized cost | $0 | 2,454 |
| Fair value | $0 | 2,454 |
| Trading account assets | $0 | 242 |
| Revaluation gains on off-balance sheet contracts | $0 | 124 |
| Revaluation losses on off-balance sheet contracts | $0 | 126 |
| 2012-09-30 | Rank | |
| Total securities | $24,287,000 | 4,135 |
| U.S. Government securities | $17,755,000 | 3,807 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,755,000 | 3,726 |
| Securities issued by states & political subdivisions | $0 | 5,673 |
| Other domestic debt securities | $242,000 | 2,634 |
| Privately issued residential mortgage-backed securities | $242,000 | 866 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $0 | 2,173 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $6,290,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $348,000 | 5,970 |
| Mortgage-backed securities | $15,987,000 | 2,814 |
| Certificates of participation in pools of residential mortgages | $15,271,000 | 2,217 |
| Issued or guaranteed by U.S. | $15,271,000 | 2,216 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $716,000 | 3,259 |
| CMOs issued by government agencies or sponsored agencies | $474,000 | 3,238 |
| Privately issued | $242,000 | 833 |
| Commercial mortgage-backed securities | $0 | 715 |
| Commercial mortgage pass-through securities | $0 | 537 |
| Other commercial mortgage-backed securities | $0 | 310 |
| Held to maturity securities (book value) | $2,305,000 | 1,647 |
| Available-for-sale securities (fair market value) | $21,982,000 | 3,992 |
| Total debt securities | $17,996,000 | 4,697 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,762 |
| Fair value | $1,001,000 | 1,845 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 122 |
| Revaluation losses on off-balance sheet contracts | $0 | 121 |
| 2012-06-30 | Rank | |
| Total securities | $26,226,000 | 3,997 |
| U.S. Government securities | $19,740,000 | 3,665 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $19,740,000 | 3,590 |
| Securities issued by states & political subdivisions | $0 | 5,701 |
| Other domestic debt securities | $276,000 | 2,578 |
| Privately issued residential mortgage-backed securities | $276,000 | 901 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $0 | 2,174 |
| Foreign debt securities | $0 | 295 |
| Equity securities | $6,210,000 | 209 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $391,000 | 6,020 |
| Mortgage-backed securities | $17,999,000 | 2,690 |
| Certificates of participation in pools of residential mortgages | $17,111,000 | 2,105 |
| Issued or guaranteed by U.S. | $17,111,000 | 2,103 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $888,000 | 3,204 |
| CMOs issued by government agencies or sponsored agencies | $612,000 | 3,167 |
| Privately issued | $276,000 | 867 |
| Commercial mortgage-backed securities | $0 | 679 |
| Commercial mortgage pass-through securities | $0 | 499 |
| Other commercial mortgage-backed securities | $0 | 292 |
| Held to maturity securities (book value) | $2,733,000 | 1,578 |
| Available-for-sale securities (fair market value) | $23,493,000 | 3,930 |
| Total debt securities | $20,018,000 | 4,550 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 1,971 |
| Fair value | $1,004,000 | 2,016 |
| Trading account assets | $0 | 226 |
| Revaluation gains on off-balance sheet contracts | $0 | 111 |
| Revaluation losses on off-balance sheet contracts | $0 | 119 |
| 2012-03-31 | Rank | |
| Total securities | $27,599,000 | 3,912 |
| U.S. Government securities | $21,152,000 | 3,600 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,152,000 | 3,521 |
| Securities issued by states & political subdivisions | $0 | 5,702 |
| Other domestic debt securities | $286,000 | 2,552 |
| Privately issued residential mortgage-backed securities | $286,000 | 931 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $0 | 2,176 |
| Foreign debt securities | $0 | 227 |
| Equity securities | $6,161,000 | 203 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $428,000 | 6,031 |
| Mortgage-backed securities | $19,414,000 | 2,594 |
| Certificates of participation in pools of residential mortgages | $18,356,000 | 1,995 |
| Issued or guaranteed by U.S. | $18,356,000 | 1,993 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $1,058,000 | 3,125 |
| CMOs issued by government agencies or sponsored agencies | $772,000 | 3,128 |
| Privately issued | $286,000 | 898 |
| Commercial mortgage-backed securities | $0 | 643 |
| Commercial mortgage pass-through securities | $0 | 474 |
| Other commercial mortgage-backed securities | $0 | 265 |
| Held to maturity securities (book value) | $3,145,000 | 1,539 |
| Available-for-sale securities (fair market value) | $24,454,000 | 3,871 |
| Total debt securities | $21,439,000 | 4,455 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,204 |
| Fair value | $1,008,000 | 2,209 |
| Trading account assets | $0 | 230 |
| Revaluation gains on off-balance sheet contracts | $0 | 115 |
| Revaluation losses on off-balance sheet contracts | $0 | 115 |
| 2011-12-31 | Rank | |
| Total securities | $31,129,000 | 3,603 |
| U.S. Government securities | $24,605,000 | 3,207 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $24,605,000 | 3,143 |
| Securities issued by states & political subdivisions | $0 | 5,698 |
| Other domestic debt securities | $351,000 | 2,477 |
| Privately issued residential mortgage-backed securities | $351,000 | 984 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $0 | 2,125 |
| Foreign debt securities | $0 | 182 |
| Equity securities | $6,173,000 | 194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $466,000 | 5,732 |
| Mortgage-backed securities | $20,920,000 | 2,410 |
| Certificates of participation in pools of residential mortgages | $19,598,000 | 1,805 |
| Issued or guaranteed by U.S. | $19,598,000 | 1,804 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $1,322,000 | 2,998 |
| CMOs issued by government agencies or sponsored agencies | $971,000 | 2,894 |
| Privately issued | $351,000 | 932 |
| Commercial mortgage-backed securities | $0 | 561 |
| Commercial mortgage pass-through securities | $0 | 410 |
| Other commercial mortgage-backed securities | $0 | 215 |
| Held to maturity securities (book value) | $3,694,000 | 1,516 |
| Available-for-sale securities (fair market value) | $27,435,000 | 3,583 |
| Total debt securities | $24,957,000 | 4,067 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 2,154 |
| Fair value | $1,012,000 | 2,157 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 90 |
| Revaluation losses on off-balance sheet contracts | $0 | 92 |
| 2011-09-30 | Rank | |
| Total securities | $35,519,000 | 3,269 |
| U.S. Government securities | $28,917,000 | 2,815 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $28,917,000 | 2,747 |
| Securities issued by states & political subdivisions | $0 | 5,727 |
| Other domestic debt securities | $396,000 | 2,444 |
| Privately issued residential mortgage-backed securities | $396,000 | 998 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $0 | 2,094 |
| Foreign debt securities | $0 | 176 |
| Equity securities | $6,206,000 | 200 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $15,768,000 | 2,483 |
| Mortgage-backed securities | $17,261,000 | 2,637 |
| Certificates of participation in pools of residential mortgages | $15,676,000 | 2,052 |
| Issued or guaranteed by U.S. | $15,676,000 | 2,046 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $1,585,000 | 2,897 |
| CMOs issued by government agencies or sponsored agencies | $1,189,000 | 2,797 |
| Privately issued | $396,000 | 944 |
| Commercial mortgage-backed securities | $0 | 499 |
| Commercial mortgage pass-through securities | $0 | 374 |
| Other commercial mortgage-backed securities | $0 | 176 |
| Held to maturity securities (book value) | $4,287,000 | 1,455 |
| Available-for-sale securities (fair market value) | $31,232,000 | 3,242 |
| Total debt securities | $29,312,000 | 3,630 |
| Structured notes | ||
| Amortized cost | $4,000,000 | 1,202 |
| Fair value | $4,012,000 | 1,217 |
| Trading account assets | $0 | 212 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 89 |
| 2011-06-30 | Rank | |
| Total securities | $42,066,000 | 2,897 |
| U.S. Government securities | $35,567,000 | 2,454 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $35,567,000 | 2,386 |
| Securities issued by states & political subdivisions | $0 | 5,731 |
| Other domestic debt securities | $449,000 | 2,354 |
| Privately issued residential mortgage-backed securities | $449,000 | 996 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $0 | 2,028 |
| Foreign debt securities | $0 | 168 |
| Equity securities | $6,050,000 | 208 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,554,000 | 1,715 |
| Mortgage-backed securities | $18,453,000 | 2,466 |
| Certificates of participation in pools of residential mortgages | $16,600,000 | 1,923 |
| Issued or guaranteed by U.S. | $16,600,000 | 1,921 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,853,000 | 2,772 |
| CMOs issued by government agencies or sponsored agencies | $1,404,000 | 2,682 |
| Privately issued | $449,000 | 942 |
| Commercial mortgage-backed securities | $0 | 483 |
| Commercial mortgage pass-through securities | $0 | 373 |
| Other commercial mortgage-backed securities | $0 | 155 |
| Held to maturity securities (book value) | $8,355,000 | 1,117 |
| Available-for-sale securities (fair market value) | $33,711,000 | 3,094 |
| Total debt securities | $36,016,000 | 3,216 |
| Structured notes | ||
| Amortized cost | $6,000,000 | 1,014 |
| Fair value | $6,012,000 | 1,029 |
| Trading account assets | $0 | 216 |
| Revaluation gains on off-balance sheet contracts | $0 | 89 |
| Revaluation losses on off-balance sheet contracts | $0 | 91 |
| 2011-03-31 | Rank | |
| Total securities | $46,230,000 | 2,681 |
| U.S. Government securities | $39,742,000 | 2,226 |
| U.S. Treasury securities | $4,666,000 | 525 |
| U.S. Government agency obligations | $35,076,000 | 2,396 |
| Securities issued by states & political subdivisions | $0 | 5,757 |
| Other domestic debt securities | $521,000 | 2,275 |
| Privately issued residential mortgage-backed securities | $521,000 | 1,009 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $0 | 2,072 |
| Foreign debt securities | $0 | 165 |
| Equity securities | $5,967,000 | 213 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $25,868,000 | 1,801 |
| Mortgage-backed securities | $19,592,000 | 2,327 |
| Certificates of participation in pools of residential mortgages | $17,458,000 | 1,821 |
| Issued or guaranteed by U.S. | $17,458,000 | 1,818 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $2,134,000 | 2,612 |
| CMOs issued by government agencies or sponsored agencies | $1,613,000 | 2,547 |
| Privately issued | $521,000 | 957 |
| Commercial mortgage-backed securities | $0 | 474 |
| Commercial mortgage pass-through securities | $0 | 367 |
| Other commercial mortgage-backed securities | $0 | 152 |
| Held to maturity securities (book value) | $15,369,000 | 812 |
| Available-for-sale securities (fair market value) | $30,861,000 | 3,272 |
| Total debt securities | $40,263,000 | 2,941 |
| Structured notes | ||
| Amortized cost | $5,000,000 | 1,209 |
| Fair value | $4,983,000 | 1,227 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2010-12-31 | Rank | |
| Total securities | $44,103,000 | 2,690 |
| U.S. Government securities | $37,505,000 | 2,219 |
| U.S. Treasury securities | $4,716,000 | 525 |
| U.S. Government agency obligations | $32,789,000 | 2,394 |
| Securities issued by states & political subdivisions | $0 | 5,791 |
| Other domestic debt securities | $609,000 | 2,351 |
| Privately issued residential mortgage-backed securities | $609,000 | 1,027 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $0 | 2,087 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $5,989,000 | 217 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $18,289,000 | 2,261 |
| Mortgage-backed securities | $17,307,000 | 2,408 |
| Certificates of participation in pools of residential mortgages | $14,816,000 | 1,938 |
| Issued or guaranteed by U.S. | $14,816,000 | 1,932 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,491,000 | 2,482 |
| CMOs issued by government agencies or sponsored agencies | $1,882,000 | 2,422 |
| Privately issued | $609,000 | 974 |
| Commercial mortgage-backed securities | $0 | 438 |
| Commercial mortgage pass-through securities | $0 | 352 |
| Other commercial mortgage-backed securities | $0 | 118 |
| Held to maturity securities (book value) | $20,079,000 | 666 |
| Available-for-sale securities (fair market value) | $24,024,000 | 3,684 |
| Total debt securities | $38,115,000 | 2,975 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,519 |
| Fair value | $3,045,000 | 1,506 |
| Trading account assets | $0 | 209 |
| Revaluation gains on off-balance sheet contracts | $0 | 86 |
| Revaluation losses on off-balance sheet contracts | $0 | 86 |
| 2010-09-30 | Rank | |
| Total securities | $44,760,000 | 2,617 |
| U.S. Government securities | $37,923,000 | 2,183 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $37,923,000 | 2,109 |
| Securities issued by states & political subdivisions | $0 | 5,786 |
| Other domestic debt securities | $709,000 | 2,378 |
| Privately issued residential mortgage-backed securities | $709,000 | 1,067 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $0 | 2,145 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,128,000 | 220 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,378,000 | 1,882 |
| Mortgage-backed securities | $19,493,000 | 2,232 |
| Certificates of participation in pools of residential mortgages | $16,551,000 | 1,751 |
| Issued or guaranteed by U.S. | $16,551,000 | 1,746 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,942,000 | 2,332 |
| CMOs issued by government agencies or sponsored agencies | $2,233,000 | 2,264 |
| Privately issued | $709,000 | 1,018 |
| Commercial mortgage-backed securities | $0 | 411 |
| Commercial mortgage pass-through securities | $0 | 327 |
| Other commercial mortgage-backed securities | $0 | 110 |
| Held to maturity securities (book value) | $20,980,000 | 670 |
| Available-for-sale securities (fair market value) | $23,780,000 | 3,656 |
| Total debt securities | $38,633,000 | 2,903 |
| Structured notes | ||
| Amortized cost | $3,000,000 | 1,542 |
| Fair value | $3,045,000 | 1,542 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 81 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2010-06-30 | Rank | |
| Total securities | $47,694,000 | 2,471 |
| U.S. Government securities | $40,814,000 | 2,091 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $40,814,000 | 2,019 |
| Securities issued by states & political subdivisions | $0 | 5,780 |
| Other domestic debt securities | $796,000 | 2,321 |
| Privately issued residential mortgage-backed securities | $796,000 | 1,077 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $0 | 2,114 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $6,084,000 | 223 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,472,000 | 1,883 |
| Mortgage-backed securities | $21,422,000 | 2,105 |
| Certificates of participation in pools of residential mortgages | $17,964,000 | 1,680 |
| Issued or guaranteed by U.S. | $17,964,000 | 1,674 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $3,458,000 | 2,163 |
| CMOs issued by government agencies or sponsored agencies | $2,662,000 | 2,086 |
| Privately issued | $796,000 | 1,037 |
| Commercial mortgage-backed securities | $0 | 407 |
| Commercial mortgage pass-through securities | $0 | 324 |
| Other commercial mortgage-backed securities | $0 | 105 |
| Held to maturity securities (book value) | $22,781,000 | 632 |
| Available-for-sale securities (fair market value) | $24,913,000 | 3,558 |
| Total debt securities | $41,611,000 | 2,733 |
| Structured notes | ||
| Amortized cost | $4,996,000 | 1,198 |
| Fair value | $5,052,000 | 1,152 |
| Trading account assets | $0 | 210 |
| Revaluation gains on off-balance sheet contracts | $0 | 77 |
| Revaluation losses on off-balance sheet contracts | $0 | 79 |
| 2010-03-31 | Rank | |
| Total securities | $46,389,000 | 2,544 |
| U.S. Government securities | $39,533,000 | 2,185 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $39,533,000 | 2,114 |
| Securities issued by states & political subdivisions | $0 | 5,814 |
| Other domestic debt securities | $878,000 | 2,332 |
| Privately issued residential mortgage-backed securities | $878,000 | 1,101 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $0 | 2,133 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $5,978,000 | 226 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $23,540,000 | 1,993 |
| Mortgage-backed securities | $21,193,000 | 2,187 |
| Certificates of participation in pools of residential mortgages | $17,207,000 | 1,813 |
| Issued or guaranteed by U.S. | $17,207,000 | 1,810 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $3,986,000 | 2,029 |
| CMOs issued by government agencies or sponsored agencies | $3,108,000 | 1,921 |
| Privately issued | $878,000 | 1,057 |
| Commercial mortgage-backed securities | $0 | 422 |
| Commercial mortgage pass-through securities | $0 | 334 |
| Other commercial mortgage-backed securities | $0 | 112 |
| Held to maturity securities (book value) | $22,521,000 | 639 |
| Available-for-sale securities (fair market value) | $23,868,000 | 3,649 |
| Total debt securities | $40,411,000 | 2,819 |
| Structured notes | ||
| Amortized cost | $7,996,000 | 664 |
| Fair value | $7,997,000 | 658 |
| Trading account assets | $0 | 225 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 87 |
| 2009-12-31 | Rank | |
| Total securities | $45,801,000 | 2,564 |
| U.S. Government securities | $38,841,000 | 2,161 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $38,841,000 | 2,096 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $960,000 | 2,340 |
| Privately issued residential mortgage-backed securities | $960,000 | 1,112 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $0 | 2,182 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $6,000,000 | 252 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $27,636,000 | 1,782 |
| Mortgage-backed securities | $21,548,000 | 2,183 |
| Certificates of participation in pools of residential mortgages | $17,021,000 | 1,893 |
| Issued or guaranteed by U.S. | $17,021,000 | 1,887 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $4,527,000 | 1,922 |
| CMOs issued by government agencies or sponsored agencies | $3,567,000 | 1,799 |
| Privately issued | $960,000 | 1,070 |
| Commercial mortgage-backed securities | $0 | 408 |
| Commercial mortgage pass-through securities | $0 | 323 |
| Other commercial mortgage-backed securities | $0 | 109 |
| Held to maturity securities (book value) | $18,264,000 | 767 |
| Available-for-sale securities (fair market value) | $27,537,000 | 3,307 |
| Total debt securities | $39,800,000 | 2,857 |
| Structured notes | ||
| Amortized cost | $11,000,000 | 380 |
| Fair value | $10,967,000 | 381 |
| Trading account assets | $0 | 223 |
| Revaluation gains on off-balance sheet contracts | $0 | 83 |
| Revaluation losses on off-balance sheet contracts | $0 | 85 |
| 2009-09-30 | Rank | |
| Total securities | $45,756,000 | 2,556 |
| U.S. Government securities | $38,707,000 | 2,159 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $38,707,000 | 2,098 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $1,049,000 | 2,359 |
| Privately issued residential mortgage-backed securities | $1,049,000 | 1,151 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $6,000,000 | 282 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $21,709,000 | 2,099 |
| Mortgage-backed securities | $23,555,000 | 2,110 |
| Certificates of participation in pools of residential mortgages | $18,485,000 | 1,842 |
| Issued or guaranteed by U.S. | $18,485,000 | 1,835 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $5,070,000 | 1,832 |
| CMOs issued by government agencies or sponsored agencies | $4,021,000 | 1,706 |
| Privately issued | $1,049,000 | 1,103 |
| Commercial mortgage-backed securities | $0 | 419 |
| Commercial mortgage pass-through securities | $0 | 320 |
| Other commercial mortgage-backed securities | $0 | 123 |
| Held to maturity securities (book value) | $14,865,000 | 897 |
| Available-for-sale securities (fair market value) | $30,891,000 | 3,082 |
| Total debt securities | $39,756,000 | 2,852 |
| Structured notes | ||
| Amortized cost | $7,000,000 | 385 |
| Fair value | $7,021,000 | 382 |
| Trading account assets | $0 | 238 |
| Revaluation gains on off-balance sheet contracts | $0 | 82 |
| Revaluation losses on off-balance sheet contracts | $0 | 82 |
| 2009-06-30 | Rank | |
| Total securities | $44,867,000 | 2,538 |
| U.S. Government securities | $43,733,000 | 1,888 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $43,733,000 | 1,848 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $1,134,000 | 2,350 |
| Privately issued residential mortgage-backed securities | $1,134,000 | 1,153 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $22,468,000 | 2,052 |
| Mortgage-backed securities | $25,662,000 | 2,010 |
| Certificates of participation in pools of residential mortgages | $20,023,000 | 1,756 |
| Issued or guaranteed by U.S. | $20,023,000 | 1,749 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $5,639,000 | 1,742 |
| CMOs issued by government agencies or sponsored agencies | $4,505,000 | 1,598 |
| Privately issued | $1,134,000 | 1,102 |
| Commercial mortgage-backed securities | $0 | 346 |
| Commercial mortgage pass-through securities | $0 | 245 |
| Other commercial mortgage-backed securities | $0 | 120 |
| Held to maturity securities (book value) | $20,004,000 | 748 |
| Available-for-sale securities (fair market value) | $24,863,000 | 3,488 |
| Total debt securities | $44,867,000 | 2,509 |
| Structured notes | ||
| Amortized cost | $6,144,000 | 249 |
| Fair value | $6,150,000 | 251 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 79 |
| Revaluation losses on off-balance sheet contracts | $0 | 81 |
| 2009-03-31 | Rank | |
| Total securities | $38,730,000 | 2,861 |
| U.S. Government securities | $37,515,000 | 2,192 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $37,515,000 | 2,143 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $1,215,000 | 2,215 |
| Privately issued residential mortgage-backed securities | $1,215,000 | 1,166 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $24,339,000 | 1,980 |
| Mortgage-backed securities | $25,604,000 | 2,037 |
| Certificates of participation in pools of residential mortgages | $19,180,000 | 1,878 |
| Issued or guaranteed by U.S. | $19,180,000 | 1,866 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $6,424,000 | 1,671 |
| CMOs issued by government agencies or sponsored agencies | $5,209,000 | 1,491 |
| Privately issued | $1,215,000 | 1,114 |
| 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) | $14,150,000 | 948 |
| Available-for-sale securities (fair market value) | $24,580,000 | 3,534 |
| Total debt securities | $38,730,000 | 2,834 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $40,755,000 | 2,718 |
| U.S. Government securities | $39,487,000 | 2,108 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $39,487,000 | 2,062 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $1,268,000 | 2,139 |
| Privately issued residential mortgage-backed securities | $1,268,000 | 1,109 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,309,000 | 2,622 |
| Mortgage-backed securities | $27,125,000 | 1,906 |
| Certificates of participation in pools of residential mortgages | $20,349,000 | 1,752 |
| Issued or guaranteed by U.S. | $20,349,000 | 1,742 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $6,776,000 | 1,581 |
| CMOs issued by government agencies or sponsored agencies | $5,508,000 | 1,432 |
| Privately issued | $1,268,000 | 1,060 |
| 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) | $13,068,000 | 985 |
| Available-for-sale securities (fair market value) | $27,687,000 | 3,251 |
| Total debt securities | $40,756,000 | 2,694 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $45,064,000 | 2,470 |
| U.S. Government securities | $43,763,000 | 1,868 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $43,763,000 | 1,833 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $1,301,000 | 2,078 |
| Privately issued residential mortgage-backed securities | $1,301,000 | 1,084 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,654,000 | 2,561 |
| Mortgage-backed securities | $27,493,000 | 1,799 |
| Certificates of participation in pools of residential mortgages | $20,460,000 | 1,659 |
| Issued or guaranteed by U.S. | $20,460,000 | 1,649 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $7,033,000 | 1,487 |
| CMOs issued by government agencies or sponsored agencies | $5,732,000 | 1,329 |
| Privately issued | $1,301,000 | 1,036 |
| 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) | $15,420,000 | 896 |
| Available-for-sale securities (fair market value) | $29,644,000 | 3,035 |
| Total debt securities | $45,064,000 | 2,437 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 926 |
| Fair value | $1,003,000 | 947 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $50,598,000 | 2,288 |
| U.S. Government securities | $49,262,000 | 1,699 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $49,262,000 | 1,672 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,336,000 | 2,092 |
| Privately issued residential mortgage-backed securities | $1,336,000 | 1,057 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $16,852,000 | 2,499 |
| Mortgage-backed securities | $27,462,000 | 1,792 |
| Certificates of participation in pools of residential mortgages | $20,128,000 | 1,676 |
| Issued or guaranteed by U.S. | $20,128,000 | 1,667 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $7,334,000 | 1,458 |
| CMOs issued by government agencies or sponsored agencies | $5,998,000 | 1,302 |
| Privately issued | $1,336,000 | 1,004 |
| 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) | $20,328,000 | 734 |
| Available-for-sale securities (fair market value) | $30,270,000 | 3,048 |
| Total debt securities | $50,597,000 | 2,239 |
| Structured notes | ||
| Amortized cost | $1,000,000 | 979 |
| Fair value | $1,003,000 | 1,022 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $39,877,000 | 2,774 |
| U.S. Government securities | $38,500,000 | 2,129 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $38,500,000 | 2,090 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $1,377,000 | 2,001 |
| Privately issued residential mortgage-backed securities | $1,377,000 | 1,033 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,517,000 | 2,838 |
| Mortgage-backed securities | $20,251,000 | 2,158 |
| Certificates of participation in pools of residential mortgages | $12,532,000 | 2,229 |
| Issued or guaranteed by U.S. | $12,532,000 | 2,218 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,719,000 | 1,392 |
| CMOs issued by government agencies or sponsored agencies | $6,342,000 | 1,250 |
| Privately issued | $1,377,000 | 982 |
| 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) | $23,286,000 | 653 |
| Available-for-sale securities (fair market value) | $16,591,000 | 4,396 |
| Total debt securities | $39,876,000 | 2,737 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $26,113,000 | 3,776 |
| U.S. Government securities | $24,683,000 | 3,089 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $24,683,000 | 3,024 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $1,430,000 | 1,824 |
| Privately issued residential mortgage-backed securities | $1,430,000 | 928 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,723,000 | 2,966 |
| Mortgage-backed securities | $14,604,000 | 2,365 |
| Certificates of participation in pools of residential mortgages | $9,246,000 | 2,384 |
| Issued or guaranteed by U.S. | $9,246,000 | 2,371 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $5,358,000 | 1,578 |
| CMOs issued by government agencies or sponsored agencies | $3,928,000 | 1,502 |
| Privately issued | $1,430,000 | 884 |
| 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) | $12,959,000 | 1,042 |
| Available-for-sale securities (fair market value) | $13,154,000 | 4,911 |
| Total debt securities | $26,113,000 | 3,725 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $31,438,000 | 3,339 |
| U.S. Government securities | $29,976,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $29,976,000 | 2,643 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $1,462,000 | 1,772 |
| Privately issued residential mortgage-backed securities | $1,462,000 | 887 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,654,000 | 3,313 |
| Mortgage-backed securities | $14,954,000 | 2,180 |
| Certificates of participation in pools of residential mortgages | $9,440,000 | 2,199 |
| Issued or guaranteed by U.S. | $9,440,000 | 2,190 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $5,514,000 | 1,516 |
| CMOs issued by government agencies or sponsored agencies | $4,052,000 | 1,440 |
| Privately issued | $1,462,000 | 846 |
| 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) | $15,203,000 | 966 |
| Available-for-sale securities (fair market value) | $16,235,000 | 4,430 |
| Total debt securities | $31,438,000 | 3,296 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $31,841,000 | 3,293 |
| U.S. Government securities | $30,316,000 | 2,657 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $30,316,000 | 2,591 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $1,525,000 | 1,651 |
| Privately issued residential mortgage-backed securities | $1,525,000 | 829 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,500,000 | 4,136 |
| Mortgage-backed securities | $15,448,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $9,688,000 | 2,117 |
| Issued or guaranteed by U.S. | $9,688,000 | 2,109 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $5,760,000 | 1,449 |
| CMOs issued by government agencies or sponsored agencies | $4,235,000 | 1,395 |
| Privately issued | $1,525,000 | 783 |
| 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) | $15,552,000 | 969 |
| Available-for-sale securities (fair market value) | $16,289,000 | 4,421 |
| Total debt securities | $31,841,000 | 3,251 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $29,671,000 | 3,482 |
| U.S. Government securities | $28,103,000 | 2,839 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $28,103,000 | 2,773 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $1,568,000 | 1,655 |
| Privately issued residential mortgage-backed securities | $1,568,000 | 789 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,500,000 | 4,419 |
| Mortgage-backed securities | $14,235,000 | 2,179 |
| Certificates of participation in pools of residential mortgages | $8,196,000 | 2,321 |
| Issued or guaranteed by U.S. | $8,196,000 | 2,310 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $6,039,000 | 1,388 |
| CMOs issued by government agencies or sponsored agencies | $4,471,000 | 1,350 |
| Privately issued | $1,568,000 | 740 |
| 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) | $14,919,000 | 1,008 |
| Available-for-sale securities (fair market value) | $14,752,000 | 4,681 |
| Total debt securities | $29,670,000 | 3,446 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $30,199,000 | 3,451 |
| U.S. Government securities | $28,577,000 | 2,839 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $28,577,000 | 2,761 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $1,622,000 | 1,646 |
| Privately issued residential mortgage-backed securities | $1,622,000 | 780 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,500,000 | 5,108 |
| Mortgage-backed securities | $14,797,000 | 2,122 |
| Certificates of participation in pools of residential mortgages | $8,521,000 | 2,296 |
| Issued or guaranteed by U.S. | $8,521,000 | 2,282 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $6,276,000 | 1,354 |
| CMOs issued by government agencies or sponsored agencies | $4,654,000 | 1,340 |
| Privately issued | $1,622,000 | 735 |
| 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) | $15,255,000 | 1,022 |
| Available-for-sale securities (fair market value) | $14,944,000 | 4,693 |
| Total debt securities | $30,200,000 | 3,409 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $32,768,000 | 3,299 |
| U.S. Government securities | $31,108,000 | 2,699 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $31,108,000 | 2,631 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $1,660,000 | 1,639 |
| Privately issued residential mortgage-backed securities | $1,660,000 | 764 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,981,000 | 5,366 |
| Mortgage-backed securities | $15,381,000 | 2,076 |
| Certificates of participation in pools of residential mortgages | $8,881,000 | 2,259 |
| Issued or guaranteed by U.S. | $8,881,000 | 2,244 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $6,500,000 | 1,293 |
| CMOs issued by government agencies or sponsored agencies | $4,840,000 | 1,279 |
| Privately issued | $1,660,000 | 712 |
| 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) | $15,592,000 | 1,039 |
| Available-for-sale securities (fair market value) | $17,176,000 | 4,378 |
| Total debt securities | $32,769,000 | 3,257 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $33,103,000 | 3,268 |
| U.S. Government securities | $31,406,000 | 2,654 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $31,406,000 | 2,580 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $1,697,000 | 1,644 |
| Privately issued residential mortgage-backed securities | $1,697,000 | 743 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $980,000 | 6,407 |
| Mortgage-backed securities | $15,843,000 | 2,042 |
| Certificates of participation in pools of residential mortgages | $9,097,000 | 2,226 |
| Issued or guaranteed by U.S. | $9,097,000 | 2,213 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $6,746,000 | 1,261 |
| CMOs issued by government agencies or sponsored agencies | $5,049,000 | 1,252 |
| Privately issued | $1,697,000 | 695 |
| 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) | $15,949,000 | 1,036 |
| Available-for-sale securities (fair market value) | $17,154,000 | 4,338 |
| Total debt securities | $33,102,000 | 3,222 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $33,939,000 | 3,231 |
| U.S. Government securities | $32,186,000 | 2,635 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $32,186,000 | 2,559 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $1,753,000 | 1,678 |
| Privately issued residential mortgage-backed securities | $1,753,000 | 733 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $985,000 | 6,420 |
| Mortgage-backed securities | $16,615,000 | 2,021 |
| Certificates of participation in pools of residential mortgages | $9,564,000 | 2,207 |
| Issued or guaranteed by U.S. | $9,564,000 | 2,196 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $7,051,000 | 1,240 |
| CMOs issued by government agencies or sponsored agencies | $5,298,000 | 1,222 |
| Privately issued | $1,753,000 | 684 |
| 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) | $16,369,000 | 1,036 |
| Available-for-sale securities (fair market value) | $17,570,000 | 4,328 |
| Total debt securities | $33,939,000 | 3,182 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $34,717,000 | 3,166 |
| U.S. Government securities | $32,918,000 | 2,568 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $32,918,000 | 2,486 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $1,799,000 | 1,716 |
| Privately issued residential mortgage-backed securities | $1,799,000 | 703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $990,000 | 6,437 |
| Mortgage-backed securities | $17,322,000 | 1,986 |
| Certificates of participation in pools of residential mortgages | $10,024,000 | 2,156 |
| Issued or guaranteed by U.S. | $10,024,000 | 2,144 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $7,298,000 | 1,206 |
| CMOs issued by government agencies or sponsored agencies | $5,499,000 | 1,206 |
| Privately issued | $1,799,000 | 659 |
| 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) | $16,716,000 | 1,035 |
| Available-for-sale securities (fair market value) | $18,001,000 | 4,241 |
| Total debt securities | $34,717,000 | 3,122 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $23,491,000 | 4,161 |
| U.S. Government securities | $22,609,000 | 3,428 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $22,609,000 | 3,305 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $882,000 | 2,247 |
| Privately issued residential mortgage-backed securities | $882,000 | 832 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $994,000 | 6,458 |
| Mortgage-backed securities | $11,035,000 | 2,596 |
| Certificates of participation in pools of residential mortgages | $7,437,000 | 2,595 |
| Issued or guaranteed by U.S. | $7,437,000 | 2,583 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $3,598,000 | 1,699 |
| CMOs issued by government agencies or sponsored agencies | $2,716,000 | 1,657 |
| Privately issued | $882,000 | 778 |
| 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) | $12,120,000 | 1,293 |
| Available-for-sale securities (fair market value) | $11,371,000 | 5,331 |
| Total debt securities | $23,491,000 | 4,110 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $15,459,000 | 5,329 |
| U.S. Government securities | $15,459,000 | 4,476 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $15,459,000 | 4,348 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,004,000 | 6,416 |
| Mortgage-backed securities | $6,939,000 | 3,335 |
| Certificates of participation in pools of residential mortgages | $5,139,000 | 3,161 |
| Issued or guaranteed by U.S. | $5,139,000 | 3,151 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $1,800,000 | 2,189 |
| CMOs issued by government agencies or sponsored agencies | $1,800,000 | 1,956 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,472,000 | 1,577 |
| Available-for-sale securities (fair market value) | $6,987,000 | 6,285 |
| Total debt securities | $15,460,000 | 5,275 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $0 | 8,768 |
| U.S. Government securities | $0 | 8,658 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $0 | 8,569 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $0 | 7,121 |
| Certificates of participation in pools of residential mortgages | $0 | 6,864 |
| Issued or guaranteed by U.S. | $0 | 6,845 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $0 | 8,105 |
| Total debt securities | $0 | 8,720 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |