Home > Horizon Bank > Securities
Horizon Bank, Securities
2024-09-30 | Rank | |
Total securities | $2,429,102,000 | 131 |
U.S. Government securities | $787,793,000 | 227 |
U.S. Treasury securities | $0 | 2,583 |
U.S. Government agency obligations | $787,793,000 | 204 |
Securities issued by states & political subdivisions | $1,362,861,000 | 29 |
Other domestic debt securities | $261,785,000 | 137 |
Privately issued residential mortgage-backed securities | $29,975,000 | 134 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 561 |
Structured financial products - Total | $50,662,000 | 131 |
Other domestic debt securities - All other | $181,148,000 | 82 |
Foreign debt securities | $16,821,000 | 54 |
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 | $1,785,723,000 | 99 |
Mortgage-backed securities | $470,119,000 | 252 |
Certificates of participation in pools of residential mortgages | NA | NA |
Issued or guaranteed by U.S. | $311,940,000 | 213 |
Privately issued | $0 | 200 |
Collaterized mortgage obligations | NA | NA |
CMOs issued by government agencies or sponsored agencies | $50,385,000 | 418 |
Privately issued | $29,975,000 | 162 |
Commercial mortgage-backed securities | NA | NA |
Commercial mortgage pass-through securities | $77,819,000 | 129 |
Other commercial mortgage-backed securities | $0 | 1,344 |
Held to maturity securities (book value) | $1,888,538,000 | 66 |
Available-for-sale securities (fair market value) | $540,722,000 | 321 |
Total debt securities | $2,429,260,000 | 129 |
Structured notes | ||
Amortized cost | $52,662,000 | 26 |
Fair value | $47,001,000 | 30 |
Trading account assets | $0 | 215 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $0 | 161 |
2024-06-30 | Rank | |
Total securities | $2,430,895,000 | 128 |
U.S. Government securities | $791,713,000 | 222 |
U.S. Treasury securities | $0 | 2,648 |
U.S. Government agency obligations | $791,713,000 | 198 |
Securities issued by states & political subdivisions | $1,359,285,000 | 27 |
Other domestic debt securities | $262,997,000 | 136 |
Privately issued residential mortgage-backed securities | $30,781,000 | 128 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 551 |
Structured financial products - Total | $51,014,000 | 134 |
Other domestic debt securities - All other | $181,202,000 | 85 |
Foreign debt securities | $16,900,000 | 50 |
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 | $1,785,467,000 | 96 |
Mortgage-backed securities | $476,158,000 | 244 |
Certificates of participation in pools of residential mortgages | NA | NA |
Issued or guaranteed by U.S. | $316,030,000 | 205 |
Privately issued | $0 | 187 |
Collaterized mortgage obligations | NA | NA |
CMOs issued by government agencies or sponsored agencies | $52,002,000 | 391 |
Privately issued | $30,781,000 | 162 |
Commercial mortgage-backed securities | NA | NA |
Commercial mortgage pass-through securities | $77,345,000 | 130 |
Other commercial mortgage-backed securities | $0 | 1,337 |
Held to maturity securities (book value) | $1,904,282,000 | 63 |
Available-for-sale securities (fair market value) | $526,613,000 | 326 |
Total debt securities | $2,430,895,000 | 126 |
Structured notes | ||
Amortized cost | $53,014,000 | 29 |
Fair value | $45,456,000 | 30 |
Trading account assets | $0 | 220 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $0 | 159 |
2024-03-31 | Rank | |
Total securities | $2,460,206,000 | 128 |
U.S. Government securities | $800,782,000 | 224 |
U.S. Treasury securities | $0 | 2,737 |
U.S. Government agency obligations | $800,782,000 | 209 |
Securities issued by states & political subdivisions | $1,377,453,000 | 27 |
Other domestic debt securities | $264,991,000 | 135 |
Privately issued residential mortgage-backed securities | $31,712,000 | 126 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 557 |
Structured financial products - Total | $51,228,000 | 128 |
Other domestic debt securities - All other | $182,051,000 | 56 |
Foreign debt securities | $16,980,000 | 50 |
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 | $1,805,932,000 | 96 |
Mortgage-backed securities | $486,171,000 | 243 |
Certificates of participation in pools of residential mortgages | NA | NA |
Issued or guaranteed by U.S. | $323,742,000 | 206 |
Privately issued | $0 | 224 |
Collaterized mortgage obligations | NA | NA |
CMOs issued by government agencies or sponsored agencies | $53,363,000 | 384 |
Privately issued | $31,712,000 | 114 |
Commercial mortgage-backed securities | NA | NA |
Commercial mortgage pass-through securities | $77,354,000 | 128 |
Other commercial mortgage-backed securities | $0 | 1,356 |
Held to maturity securities (book value) | $1,925,727,000 | 63 |
Available-for-sale securities (fair market value) | $534,479,000 | 328 |
Total debt securities | $2,460,206,000 | 126 |
Structured notes | ||
Amortized cost | $53,228,000 | 29 |
Fair value | $45,447,000 | 32 |
Trading account assets | $0 | 215 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $0 | 161 |
2023-12-31 | Rank | |
Total securities | $2,490,083,000 | 126 |
U.S. Government securities | $814,201,000 | 219 |
U.S. Treasury securities | $0 | 2,754 |
U.S. Government agency obligations | $814,201,000 | 203 |
Securities issued by states & political subdivisions | $1,392,530,000 | 27 |
Other domestic debt securities | $266,294,000 | 135 |
Privately issued residential mortgage-backed securities | $32,329,000 | 137 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 557 |
Structured financial products - Total | $51,458,000 | 125 |
Other domestic debt securities - All other | $182,507,000 | 59 |
Foreign debt securities | $17,058,000 | 51 |
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 | $1,816,536,000 | 98 |
Mortgage-backed securities | $496,722,000 | 241 |
Certificates of participation in pools of residential mortgages | NA | NA |
Issued or guaranteed by U.S. | $331,931,000 | 201 |
Privately issued | $0 | 241 |
Collaterized mortgage obligations | NA | NA |
CMOs issued by government agencies or sponsored agencies | $54,905,000 | 370 |
Privately issued | $32,329,000 | 117 |
Commercial mortgage-backed securities | NA | NA |
Commercial mortgage pass-through securities | $77,557,000 | 128 |
Other commercial mortgage-backed securities | $0 | 1,355 |
Held to maturity securities (book value) | $1,945,639,000 | 61 |
Available-for-sale securities (fair market value) | $544,444,000 | 327 |
Total debt securities | $2,490,083,000 | 124 |
Structured notes | ||
Amortized cost | $2,000,000 | 539 |
Fair value | $1,727,000 | 616 |
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 | $2,827,581,000 | 115 |
U.S. Government securities | $1,066,723,000 | 182 |
U.S. Treasury securities | $162,548,000 | 190 |
U.S. Government agency obligations | $904,175,000 | 183 |
Securities issued by states & political subdivisions | $1,442,757,000 | 27 |
Other domestic debt securities | $298,576,000 | 131 |
Privately issued residential mortgage-backed securities | $32,992,000 | 132 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 539 |
Structured financial products - Total | $51,692,000 | 122 |
Other domestic debt securities - All other | $213,892,000 | 50 |
Foreign debt securities | $19,525,000 | 47 |
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 | $2,105,678,000 | 87 |
Mortgage-backed securities | $549,486,000 | 221 |
Certificates of participation in pools of residential mortgages | NA | NA |
Issued or guaranteed by U.S. | $353,993,000 | 191 |
Privately issued | $0 | 237 |
Collaterized mortgage obligations | NA | NA |
CMOs issued by government agencies or sponsored agencies | $73,886,000 | 300 |
Privately issued | $32,992,000 | 117 |
Commercial mortgage-backed securities | NA | NA |
Commercial mortgage pass-through securities | $88,615,000 | 118 |
Other commercial mortgage-backed securities | $0 | 1,349 |
Held to maturity securities (book value) | $1,966,483,000 | 59 |
Available-for-sale securities (fair market value) | $861,098,000 | 219 |
Total debt securities | $2,827,581,000 | 113 |
Structured notes | ||
Amortized cost | $2,000,000 | 558 |
Fair value | $1,638,000 | 637 |
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 | $2,884,581,000 | 115 |
U.S. Government securities | $1,140,905,000 | 170 |
U.S. Treasury securities | $163,615,000 | 182 |
U.S. Government agency obligations | $977,290,000 | 182 |
Securities issued by states & political subdivisions | $1,475,011,000 | 26 |
Other domestic debt securities | $261,103,000 | 136 |
Privately issued residential mortgage-backed securities | $33,848,000 | 136 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 535 |
Structured financial products - Total | $0 | 680 |
Other domestic debt securities - All other | $227,255,000 | 46 |
Foreign debt securities | $7,562,000 | 87 |
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 | $2,152,896,000 | 85 |
Mortgage-backed securities | $622,231,000 | 202 |
Certificates of participation in pools of residential mortgages | NA | NA |
Issued or guaranteed by U.S. | $369,987,000 | 186 |
Privately issued | $0 | 240 |
Collaterized mortgage obligations | NA | NA |
CMOs issued by government agencies or sponsored agencies | $76,962,000 | 296 |
Privately issued | $33,848,000 | 117 |
Commercial mortgage-backed securities | NA | NA |
Commercial mortgage pass-through securities | $105,788,000 | 105 |
Other commercial mortgage-backed securities | $35,646,000 | 238 |
Held to maturity securities (book value) | $1,983,496,000 | 57 |
Available-for-sale securities (fair market value) | $901,085,000 | 219 |
Total debt securities | $2,884,581,000 | 113 |
Structured notes | ||
Amortized cost | $2,000,000 | 597 |
Fair value | $1,682,000 | 670 |
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 | $2,954,825,000 | 119 |
U.S. Government securities | $1,165,068,000 | 182 |
U.S. Treasury securities | $165,061,000 | 191 |
U.S. Government agency obligations | $1,000,007,000 | 176 |
Securities issued by states & political subdivisions | $1,518,900,000 | 28 |
Other domestic debt securities | $263,265,000 | 146 |
Privately issued residential mortgage-backed securities | $34,835,000 | 146 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 543 |
Structured financial products - Total | $0 | 681 |
Other domestic debt securities - All other | $228,430,000 | 47 |
Foreign debt securities | $7,592,000 | 75 |
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 | $2,209,702,000 | 81 |
Mortgage-backed securities | $637,759,000 | 211 |
Certificates of participation in pools of residential mortgages | NA | NA |
Issued or guaranteed by U.S. | $381,050,000 | 195 |
Privately issued | $0 | 218 |
Collaterized mortgage obligations | NA | NA |
CMOs issued by government agencies or sponsored agencies | $79,939,000 | 305 |
Privately issued | $34,835,000 | 117 |
Commercial mortgage-backed securities | NA | NA |
Commercial mortgage pass-through securities | $106,159,000 | 108 |
Other commercial mortgage-backed securities | $35,776,000 | 248 |
Held to maturity securities (book value) | $2,015,537,000 | 61 |
Available-for-sale securities (fair market value) | $939,288,000 | 219 |
Total debt securities | $2,954,825,000 | 117 |
Structured notes | ||
Amortized cost | $2,000,000 | 626 |
Fair value | $1,665,000 | 711 |
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 | $3,016,454,000 | 125 |
U.S. Government securities | $1,181,533,000 | 182 |
U.S. Treasury securities | $163,007,000 | 200 |
U.S. Government agency obligations | $1,018,526,000 | 175 |
Securities issued by states & political subdivisions | $1,544,751,000 | 32 |
Other domestic debt securities | $282,539,000 | 137 |
Privately issued residential mortgage-backed securities | $40,907,000 | 133 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 546 |
Structured financial products - Total | $0 | 699 |
Other domestic debt securities - All other | $230,610,000 | 54 |
Foreign debt securities | $7,631,000 | 78 |
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 | $635,868,000 | 173 |
Mortgage-backed securities | $674,317,000 | 213 |
Certificates of participation in pools of residential mortgages | NA | NA |
Issued or guaranteed by U.S. | $392,217,000 | 196 |
Privately issued | $5,441,000 | 108 |
Collaterized mortgage obligations | NA | NA |
CMOs issued by government agencies or sponsored agencies | $87,779,000 | 293 |
Privately issued | $35,466,000 | 115 |
Commercial mortgage-backed securities | NA | NA |
Commercial mortgage pass-through securities | $117,085,000 | 105 |
Other commercial mortgage-backed securities | $36,329,000 | 246 |
Held to maturity securities (book value) | $2,022,749,000 | 64 |
Available-for-sale securities (fair market value) | $993,705,000 | 219 |
Total debt securities | $3,016,454,000 | 123 |
Structured notes | ||
Amortized cost | $2,000,000 | 654 |
Fair value | $1,626,000 | 744 |
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 | $3,013,841,000 | 125 |
U.S. Government securities | $1,195,873,000 | 182 |
U.S. Treasury securities | $162,637,000 | 207 |
U.S. Government agency obligations | $1,033,236,000 | 176 |
Securities issued by states & political subdivisions | $1,526,825,000 | 34 |
Other domestic debt securities | $283,482,000 | 138 |
Privately issued residential mortgage-backed securities | $41,589,000 | 122 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 536 |
Structured financial products - Total | $0 | 515 |
Other domestic debt securities - All other | $230,856,000 | 54 |
Foreign debt securities | $7,661,000 | 76 |
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 | $616,105,000 | 169 |
Mortgage-backed securities | $689,739,000 | 215 |
Certificates of participation in pools of residential mortgages | NA | NA |
Issued or guaranteed by U.S. | $400,915,000 | 195 |
Privately issued | $5,418,000 | 91 |
Collaterized mortgage obligations | NA | NA |
CMOs issued by government agencies or sponsored agencies | $92,597,000 | 287 |
Privately issued | $36,171,000 | 114 |
Commercial mortgage-backed securities | NA | NA |
Commercial mortgage pass-through securities | $117,274,000 | 104 |
Other commercial mortgage-backed securities | $37,364,000 | 265 |
Held to maturity securities (book value) | $2,031,537,000 | 65 |
Available-for-sale securities (fair market value) | $982,304,000 | 222 |
Total debt securities | $3,013,841,000 | 123 |
Structured notes | ||
Amortized cost | $2,000,000 | 642 |
Fair value | $1,616,000 | 735 |
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 | $3,090,486,000 | 122 |
U.S. Government securities | $1,238,441,000 | 184 |
U.S. Treasury securities | $166,570,000 | 194 |
U.S. Government agency obligations | $1,071,871,000 | 179 |
Securities issued by states & political subdivisions | $1,557,334,000 | 34 |
Other domestic debt securities | $286,974,000 | 127 |
Privately issued residential mortgage-backed securities | $42,633,000 | 119 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 536 |
Structured financial products - Total | $0 | 168 |
Other domestic debt securities - All other | $233,290,000 | 55 |
Foreign debt securities | $7,737,000 | 83 |
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 | $639,788,000 | 163 |
Mortgage-backed securities | $724,596,000 | 214 |
Certificates of participation in pools of residential mortgages | $425,139,000 | 191 |
Issued or guaranteed by U.S. | $419,607,000 | 195 |
Privately issued | $5,532,000 | 93 |
Collaterized mortgage obligations | $137,081,000 | 249 |
CMOs issued by government agencies or sponsored agencies | $99,980,000 | 277 |
Privately issued | $37,101,000 | 111 |
Commercial mortgage-backed securities | $162,376,000 | 176 |
Commercial mortgage pass-through securities | $124,901,000 | 104 |
Other commercial mortgage-backed securities | $37,475,000 | 293 |
Held to maturity securities (book value) | $2,052,773,000 | 62 |
Available-for-sale securities (fair market value) | $1,037,713,000 | 220 |
Total debt securities | $3,090,486,000 | 121 |
Structured notes | ||
Amortized cost | $2,000,000 | 622 |
Fair value | $1,704,000 | 719 |
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 | $3,115,437,000 | 128 |
U.S. Government securities | $1,272,141,000 | 181 |
U.S. Treasury securities | $169,993,000 | 165 |
U.S. Government agency obligations | $1,102,148,000 | 179 |
Securities issued by states & political subdivisions | $1,543,403,000 | 34 |
Other domestic debt securities | $292,057,000 | 122 |
Privately issued residential mortgage-backed securities | $44,055,000 | 117 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 542 |
Structured financial products - Total | $0 | 169 |
Other domestic debt securities - All other | $236,936,000 | 57 |
Foreign debt securities | $7,836,000 | 83 |
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 | $644,073,000 | 160 |
Mortgage-backed securities | $755,312,000 | 209 |
Certificates of participation in pools of residential mortgages | $443,854,000 | 195 |
Issued or guaranteed by U.S. | $438,234,000 | 197 |
Privately issued | $5,620,000 | 94 |
Collaterized mortgage obligations | $144,868,000 | 246 |
CMOs issued by government agencies or sponsored agencies | $106,433,000 | 272 |
Privately issued | $38,435,000 | 103 |
Commercial mortgage-backed securities | $166,590,000 | 175 |
Commercial mortgage pass-through securities | $129,026,000 | 103 |
Other commercial mortgage-backed securities | $37,564,000 | 290 |
Held to maturity securities (book value) | $2,003,658,000 | 57 |
Available-for-sale securities (fair market value) | $1,111,779,000 | 217 |
Total debt securities | $3,115,437,000 | 126 |
Structured notes | ||
Amortized cost | $2,000,000 | 544 |
Fair value | $1,810,000 | 624 |
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 | $2,712,580,000 | 139 |
U.S. Government securities | $927,593,000 | 219 |
U.S. Treasury securities | $0 | 2,212 |
U.S. Government agency obligations | $927,593,000 | 202 |
Securities issued by states & political subdivisions | $1,485,561,000 | 34 |
Other domestic debt securities | $291,451,000 | 115 |
Privately issued residential mortgage-backed securities | $46,024,000 | 103 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 548 |
Structured financial products - Total | $0 | 173 |
Other domestic debt securities - All other | $234,357,000 | 55 |
Foreign debt securities | $7,975,000 | 78 |
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 | $662,324,000 | 156 |
Mortgage-backed securities | $672,780,000 | 221 |
Certificates of participation in pools of residential mortgages | $353,072,000 | 230 |
Issued or guaranteed by U.S. | $347,495,000 | 236 |
Privately issued | $5,577,000 | 105 |
Collaterized mortgage obligations | $150,505,000 | 237 |
CMOs issued by government agencies or sponsored agencies | $110,058,000 | 267 |
Privately issued | $40,447,000 | 87 |
Commercial mortgage-backed securities | $169,203,000 | 175 |
Commercial mortgage pass-through securities | $130,548,000 | 104 |
Other commercial mortgage-backed securities | $38,655,000 | 290 |
Held to maturity securities (book value) | $1,550,532,000 | 53 |
Available-for-sale securities (fair market value) | $1,162,048,000 | 214 |
Total debt securities | $2,712,580,000 | 138 |
Structured notes | ||
Amortized cost | $2,000,000 | 475 |
Fair value | $1,927,000 | 545 |
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 | $2,437,849,000 | 146 |
U.S. Government securities | $783,407,000 | 237 |
U.S. Treasury securities | $0 | 2,008 |
U.S. Government agency obligations | $783,407,000 | 217 |
Securities issued by states & political subdivisions | $1,402,983,000 | 35 |
Other domestic debt securities | $243,422,000 | 118 |
Privately issued residential mortgage-backed securities | $32,151,000 | 111 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 556 |
Structured financial products - Total | $0 | 173 |
Other domestic debt securities - All other | $211,271,000 | 56 |
Foreign debt securities | $8,037,000 | 72 |
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 | $671,782,000 | 149 |
Mortgage-backed securities | $594,066,000 | 236 |
Certificates of participation in pools of residential mortgages | $295,850,000 | 256 |
Issued or guaranteed by U.S. | $295,850,000 | 256 |
Privately issued | $0 | 234 |
Collaterized mortgage obligations | $141,941,000 | 243 |
CMOs issued by government agencies or sponsored agencies | $109,790,000 | 266 |
Privately issued | $32,151,000 | 86 |
Commercial mortgage-backed securities | $156,275,000 | 185 |
Commercial mortgage pass-through securities | $86,857,000 | 127 |
Other commercial mortgage-backed securities | $69,418,000 | 206 |
Held to maturity securities (book value) | $769,239,000 | 79 |
Available-for-sale securities (fair market value) | $1,668,610,000 | 163 |
Total debt securities | $2,437,849,000 | 145 |
Structured notes | ||
Amortized cost | $2,000,000 | 418 |
Fair value | $1,956,000 | 477 |
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 | $1,843,526,000 | 167 |
U.S. Government securities | $499,656,000 | 301 |
U.S. Treasury securities | $0 | 1,913 |
U.S. Government agency obligations | $499,656,000 | 281 |
Securities issued by states & political subdivisions | $1,257,923,000 | 36 |
Other domestic debt securities | $84,278,000 | 252 |
Privately issued residential mortgage-backed securities | $0 | 679 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 564 |
Structured financial products - Total | $0 | 166 |
Other domestic debt securities - All other | $84,278,000 | 120 |
Foreign debt securities | $1,669,000 | 140 |
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 | $660,137,000 | 143 |
Mortgage-backed securities | $308,555,000 | 370 |
Certificates of participation in pools of residential mortgages | $171,243,000 | 347 |
Issued or guaranteed by U.S. | $171,243,000 | 343 |
Privately issued | $0 | 247 |
Collaterized mortgage obligations | $98,905,000 | 288 |
CMOs issued by government agencies or sponsored agencies | $98,905,000 | 270 |
Privately issued | $0 | 478 |
Commercial mortgage-backed securities | $38,407,000 | 393 |
Commercial mortgage pass-through securities | $37,683,000 | 199 |
Other commercial mortgage-backed securities | $724,000 | 1,249 |
Held to maturity securities (book value) | $153,285,000 | 175 |
Available-for-sale securities (fair market value) | $1,690,241,000 | 155 |
Total debt securities | $1,843,526,000 | 166 |
Structured notes | ||
Amortized cost | $2,000,000 | 366 |
Fair value | $1,934,000 | 440 |
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 | $1,422,920,000 | 183 |
U.S. Government securities | $255,313,000 | 457 |
U.S. Treasury securities | $0 | 1,631 |
U.S. Government agency obligations | $255,313,000 | 432 |
Securities issued by states & political subdivisions | $1,156,524,000 | 37 |
Other domestic debt securities | $9,428,000 | 861 |
Privately issued residential mortgage-backed securities | $0 | 686 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 565 |
Structured financial products - Total | $0 | 158 |
Other domestic debt securities - All other | $9,428,000 | 557 |
Foreign debt securities | $1,655,000 | 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 | $654,672,000 | 137 |
Mortgage-backed securities | $211,591,000 | 438 |
Certificates of participation in pools of residential mortgages | $84,533,000 | 567 |
Issued or guaranteed by U.S. | $84,533,000 | 556 |
Privately issued | $0 | 261 |
Collaterized mortgage obligations | $120,261,000 | 246 |
CMOs issued by government agencies or sponsored agencies | $120,261,000 | 227 |
Privately issued | $0 | 475 |
Commercial mortgage-backed securities | $6,797,000 | 988 |
Commercial mortgage pass-through securities | $6,011,000 | 624 |
Other commercial mortgage-backed securities | $786,000 | 1,212 |
Held to maturity securities (book value) | $161,843,000 | 164 |
Available-for-sale securities (fair market value) | $1,261,077,000 | 177 |
Total debt securities | $1,422,920,000 | 180 |
Structured notes | ||
Amortized cost | $2,000,000 | 247 |
Fair value | $1,965,000 | 276 |
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 | $1,302,701,000 | 185 |
U.S. Government securities | $297,223,000 | 371 |
U.S. Treasury securities | $0 | 1,194 |
U.S. Government agency obligations | $297,223,000 | 352 |
Securities issued by states & political subdivisions | $995,263,000 | 39 |
Other domestic debt securities | $8,510,000 | 853 |
Privately issued residential mortgage-backed securities | $0 | 669 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 536 |
Structured financial products - Total | $0 | 156 |
Other domestic debt securities - All other | $8,510,000 | 568 |
Foreign debt securities | $1,705,000 | 138 |
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 | $675,604,000 | 135 |
Mortgage-backed securities | $271,505,000 | 337 |
Certificates of participation in pools of residential mortgages | $115,284,000 | 402 |
Issued or guaranteed by U.S. | $115,284,000 | 398 |
Privately issued | $0 | 245 |
Collaterized mortgage obligations | $149,323,000 | 214 |
CMOs issued by government agencies or sponsored agencies | $149,323,000 | 197 |
Privately issued | $0 | 474 |
Commercial mortgage-backed securities | $6,898,000 | 931 |
Commercial mortgage pass-through securities | $6,107,000 | 575 |
Other commercial mortgage-backed securities | $791,000 | 1,173 |
Held to maturity securities (book value) | $168,871,000 | 146 |
Available-for-sale securities (fair market value) | $1,133,830,000 | 188 |
Total debt securities | $1,302,701,000 | 181 |
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 | $1,195,613,000 | 180 |
U.S. Government securities | $338,972,000 | 319 |
U.S. Treasury securities | $0 | 1,216 |
U.S. Government agency obligations | $338,972,000 | 302 |
Securities issued by states & political subdivisions | $844,316,000 | 45 |
Other domestic debt securities | $10,656,000 | 728 |
Privately issued residential mortgage-backed securities | $0 | 670 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 520 |
Structured financial products - Total | $0 | 152 |
Other domestic debt securities - All other | $10,656,000 | 474 |
Foreign debt securities | $1,669,000 | 144 |
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 | $684,102,000 | 135 |
Mortgage-backed securities | $326,640,000 | 279 |
Certificates of participation in pools of residential mortgages | $131,760,000 | 343 |
Issued or guaranteed by U.S. | $131,760,000 | 340 |
Privately issued | $0 | 251 |
Collaterized mortgage obligations | $187,892,000 | 178 |
CMOs issued by government agencies or sponsored agencies | $187,892,000 | 165 |
Privately issued | $0 | 464 |
Commercial mortgage-backed securities | $6,988,000 | 909 |
Commercial mortgage pass-through securities | $6,192,000 | 557 |
Other commercial mortgage-backed securities | $796,000 | 1,147 |
Held to maturity securities (book value) | $180,468,000 | 131 |
Available-for-sale securities (fair market value) | $1,015,145,000 | 196 |
Total debt securities | $1,195,613,000 | 178 |
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 | $1,126,075,000 | 189 |
U.S. Government securities | $389,574,000 | 290 |
U.S. Treasury securities | $0 | 1,251 |
U.S. Government agency obligations | $389,574,000 | 275 |
Securities issued by states & political subdivisions | $724,184,000 | 47 |
Other domestic debt securities | $10,638,000 | 693 |
Privately issued residential mortgage-backed securities | $0 | 660 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 475 |
Structured financial products - Total | $0 | 154 |
Other domestic debt securities - All other | $10,638,000 | 466 |
Foreign debt securities | $1,679,000 | 148 |
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 | $678,030,000 | 134 |
Mortgage-backed securities | $382,462,000 | 246 |
Certificates of participation in pools of residential mortgages | $147,427,000 | 317 |
Issued or guaranteed by U.S. | $147,427,000 | 313 |
Privately issued | $0 | 251 |
Collaterized mortgage obligations | $228,012,000 | 161 |
CMOs issued by government agencies or sponsored agencies | $228,012,000 | 150 |
Privately issued | $0 | 454 |
Commercial mortgage-backed securities | $7,023,000 | 882 |
Commercial mortgage pass-through securities | $6,223,000 | 555 |
Other commercial mortgage-backed securities | $800,000 | 1,126 |
Held to maturity securities (book value) | $191,136,000 | 127 |
Available-for-sale securities (fair market value) | $934,939,000 | 195 |
Total debt securities | $1,126,075,000 | 187 |
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 | $1,099,943,000 | 186 |
U.S. Government securities | $433,852,000 | 268 |
U.S. Treasury securities | $0 | 1,297 |
U.S. Government agency obligations | $433,852,000 | 254 |
Securities issued by states & political subdivisions | $654,681,000 | 47 |
Other domestic debt securities | $9,691,000 | 701 |
Privately issued residential mortgage-backed securities | $0 | 679 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 454 |
Structured financial products - Total | $0 | 155 |
Other domestic debt securities - All other | $9,691,000 | 451 |
Foreign debt securities | $1,527,000 | 160 |
Equity securities | $192,000 | 130 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $366,078,000 | 209 |
Mortgage-backed securities | $426,741,000 | 234 |
Certificates of participation in pools of residential mortgages | $158,882,000 | 299 |
Issued or guaranteed by U.S. | $158,882,000 | 292 |
Privately issued | $0 | 267 |
Collaterized mortgage obligations | $260,032,000 | 153 |
CMOs issued by government agencies or sponsored agencies | $260,032,000 | 145 |
Privately issued | $0 | 460 |
Commercial mortgage-backed securities | $7,827,000 | 828 |
Commercial mortgage pass-through securities | $6,352,000 | 541 |
Other commercial mortgage-backed securities | $1,475,000 | 944 |
Held to maturity securities (book value) | $199,671,000 | 124 |
Available-for-sale securities (fair market value) | $900,272,000 | 194 |
Total debt securities | $1,099,751,000 | 185 |
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 | $1,048,978,000 | 192 |
U.S. Government securities | $434,369,000 | 270 |
U.S. Treasury securities | $0 | 1,363 |
U.S. Government agency obligations | $434,369,000 | 252 |
Securities issued by states & political subdivisions | $596,536,000 | 46 |
Other domestic debt securities | $9,866,000 | 663 |
Privately issued residential mortgage-backed securities | $0 | 657 |
Commercial mortgage-backed securities - Total | $0 | 179 |
Asset backed securities | $0 | 432 |
Structured financial products - Total | $0 | 159 |
Other domestic debt securities - All other | $9,866,000 | 428 |
Foreign debt securities | $1,609,000 | 144 |
Equity securities | $6,598,000 | 20 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $244,869,000 | 257 |
Mortgage-backed securities | $425,036,000 | 232 |
Certificates of participation in pools of residential mortgages | $145,082,000 | 304 |
Issued or guaranteed by U.S. | $145,082,000 | 297 |
Privately issued | $0 | 249 |
Collaterized mortgage obligations | $271,503,000 | 147 |
CMOs issued by government agencies or sponsored agencies | $271,503,000 | 141 |
Privately issued | $0 | 457 |
Commercial mortgage-backed securities | $8,451,000 | 778 |
Commercial mortgage pass-through securities | $6,142,000 | 536 |
Other commercial mortgage-backed securities | $2,309,000 | 804 |
Held to maturity securities (book value) | $208,108,000 | 127 |
Available-for-sale securities (fair market value) | $840,870,000 | 203 |
Total debt securities | $1,042,380,000 | 189 |
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 | $977,536,000 | 202 |
U.S. Government securities | $419,159,000 | 277 |
U.S. Treasury securities | $0 | 1,429 |
U.S. Government agency obligations | $419,159,000 | 263 |
Securities issued by states & political subdivisions | $539,838,000 | 51 |
Other domestic debt securities | $9,864,000 | 655 |
Privately issued residential mortgage-backed securities | $0 | 702 |
Commercial mortgage-backed securities - Total | $0 | 182 |
Asset backed securities | $0 | 426 |
Structured financial products - Total | $0 | 154 |
Other domestic debt securities - All other | $9,864,000 | 420 |
Foreign debt securities | $1,601,000 | 147 |
Equity securities | $7,074,000 | 30 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $251,851,000 | 250 |
Mortgage-backed securities | $401,187,000 | 240 |
Certificates of participation in pools of residential mortgages | $144,136,000 | 295 |
Issued or guaranteed by U.S. | $144,136,000 | 288 |
Privately issued | $0 | 287 |
Collaterized mortgage obligations | $248,311,000 | 158 |
CMOs issued by government agencies or sponsored agencies | $248,311,000 | 152 |
Privately issued | $0 | 463 |
Commercial mortgage-backed securities | $8,740,000 | 762 |
Commercial mortgage pass-through securities | $6,255,000 | 540 |
Other commercial mortgage-backed securities | $2,485,000 | 765 |
Held to maturity securities (book value) | $210,516,000 | 133 |
Available-for-sale securities (fair market value) | $767,020,000 | 206 |
Total debt securities | $970,462,000 | 197 |
Structured notes | ||
Amortized cost | $2,000,000 | 357 |
Fair value | $2,001,000 | 367 |
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 | $887,186,000 | 214 |
U.S. Government securities | $412,995,000 | 284 |
U.S. Treasury securities | $0 | 1,467 |
U.S. Government agency obligations | $412,995,000 | 267 |
Securities issued by states & political subdivisions | $455,883,000 | 56 |
Other domestic debt securities | $9,698,000 | 637 |
Privately issued residential mortgage-backed securities | $0 | 674 |
Commercial mortgage-backed securities - Total | $0 | 177 |
Asset backed securities | $0 | 413 |
Structured financial products - Total | $0 | 152 |
Other domestic debt securities - All other | $9,698,000 | 431 |
Foreign debt securities | $1,575,000 | 153 |
Equity securities | $7,035,000 | 30 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $234,698,000 | 268 |
Mortgage-backed securities | $394,185,000 | 240 |
Certificates of participation in pools of residential mortgages | $152,609,000 | 286 |
Issued or guaranteed by U.S. | $152,609,000 | 286 |
Privately issued | $0 | 244 |
Collaterized mortgage obligations | $233,875,000 | 157 |
CMOs issued by government agencies or sponsored agencies | $233,875,000 | 153 |
Privately issued | $0 | 476 |
Commercial mortgage-backed securities | $7,701,000 | 785 |
Commercial mortgage pass-through securities | $5,171,000 | 607 |
Other commercial mortgage-backed securities | $2,530,000 | 731 |
Held to maturity securities (book value) | $213,981,000 | 136 |
Available-for-sale securities (fair market value) | $673,205,000 | 232 |
Total debt securities | $880,151,000 | 209 |
Structured notes | ||
Amortized cost | $2,000,000 | 391 |
Fair value | $2,000,000 | 402 |
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 | $893,468,000 | 212 |
U.S. Government securities | $444,085,000 | 273 |
U.S. Treasury securities | $0 | 1,516 |
U.S. Government agency obligations | $444,085,000 | 257 |
Securities issued by states & political subdivisions | $437,607,000 | 60 |
Other domestic debt securities | $9,486,000 | 646 |
Privately issued residential mortgage-backed securities | $0 | 700 |
Commercial mortgage-backed securities - Total | $0 | 171 |
Asset backed securities | $0 | 408 |
Structured financial products - Total | $0 | 154 |
Other domestic debt securities - All other | $9,486,000 | 440 |
Foreign debt securities | $1,535,000 | 156 |
Equity securities | $755,000 | 177 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $188,581,000 | 327 |
Mortgage-backed securities | $416,984,000 | 233 |
Certificates of participation in pools of residential mortgages | $187,312,000 | 233 |
Issued or guaranteed by U.S. | $187,312,000 | 232 |
Privately issued | $0 | 248 |
Collaterized mortgage obligations | $213,975,000 | 166 |
CMOs issued by government agencies or sponsored agencies | $213,975,000 | 162 |
Privately issued | $0 | 499 |
Commercial mortgage-backed securities | $15,697,000 | 514 |
Commercial mortgage pass-through securities | $11,610,000 | 370 |
Other commercial mortgage-backed securities | $4,087,000 | 546 |
Held to maturity securities (book value) | $206,544,000 | 143 |
Available-for-sale securities (fair market value) | $686,924,000 | 228 |
Total debt securities | $892,713,000 | 208 |
Structured notes | ||
Amortized cost | $2,666,000 | 369 |
Fair value | $2,641,000 | 368 |
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 | $810,462,000 | 224 |
U.S. Government securities | $399,191,000 | 291 |
U.S. Treasury securities | $0 | 1,513 |
U.S. Government agency obligations | $399,191,000 | 274 |
Securities issued by states & political subdivisions | $400,572,000 | 70 |
Other domestic debt securities | $9,126,000 | 640 |
Privately issued residential mortgage-backed securities | $0 | 667 |
Commercial mortgage-backed securities - Total | $0 | 160 |
Asset backed securities | $0 | 413 |
Structured financial products - Total | $0 | 154 |
Other domestic debt securities - All other | $9,126,000 | 445 |
Foreign debt securities | $1,460,000 | 163 |
Equity securities | $113,000 | 403 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $172,730,000 | 354 |
Mortgage-backed securities | $373,371,000 | 242 |
Certificates of participation in pools of residential mortgages | $175,378,000 | 252 |
Issued or guaranteed by U.S. | $175,378,000 | 251 |
Privately issued | $0 | 211 |
Collaterized mortgage obligations | $185,835,000 | 178 |
CMOs issued by government agencies or sponsored agencies | $185,835,000 | 172 |
Privately issued | $0 | 498 |
Commercial mortgage-backed securities | $12,158,000 | 566 |
Commercial mortgage pass-through securities | $7,846,000 | 454 |
Other commercial mortgage-backed securities | $4,312,000 | 519 |
Held to maturity securities (book value) | $210,332,000 | 149 |
Available-for-sale securities (fair market value) | $600,130,000 | 250 |
Total debt securities | $810,349,000 | 221 |
Structured notes | ||
Amortized cost | $2,000,000 | 420 |
Fair value | $1,968,000 | 457 |
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 | $766,153,000 | 233 |
U.S. Government securities | $394,447,000 | 289 |
U.S. Treasury securities | $0 | 1,500 |
U.S. Government agency obligations | $394,447,000 | 270 |
Securities issued by states & political subdivisions | $361,294,000 | 76 |
Other domestic debt securities | $8,811,000 | 620 |
Privately issued residential mortgage-backed securities | $0 | 628 |
Commercial mortgage-backed securities - Total | $0 | 150 |
Asset backed securities | $0 | 406 |
Structured financial products - Total | $0 | 171 |
Other domestic debt securities - All other | $8,811,000 | 448 |
Foreign debt securities | $1,469,000 | 164 |
Equity securities | $132,000 | 428 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $175,304,000 | 360 |
Mortgage-backed securities | $368,787,000 | 243 |
Certificates of participation in pools of residential mortgages | $182,571,000 | 247 |
Issued or guaranteed by U.S. | $182,571,000 | 245 |
Privately issued | $0 | 145 |
Collaterized mortgage obligations | $168,435,000 | 190 |
CMOs issued by government agencies or sponsored agencies | $168,435,000 | 184 |
Privately issued | $0 | 515 |
Commercial mortgage-backed securities | $17,781,000 | 462 |
Commercial mortgage pass-through securities | $8,282,000 | 434 |
Other commercial mortgage-backed securities | $9,499,000 | 371 |
Held to maturity securities (book value) | $224,071,000 | 147 |
Available-for-sale securities (fair market value) | $542,082,000 | 267 |
Total debt securities | $766,021,000 | 228 |
Structured notes | ||
Amortized cost | $2,221,000 | 409 |
Fair value | $2,155,000 | 408 |
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 | $735,961,000 | 240 |
U.S. Government securities | $405,036,000 | 288 |
U.S. Treasury securities | $0 | 1,475 |
U.S. Government agency obligations | $405,036,000 | 270 |
Securities issued by states & political subdivisions | $325,059,000 | 83 |
Other domestic debt securities | $5,229,000 | 915 |
Privately issued residential mortgage-backed securities | $0 | 929 |
Commercial mortgage-backed securities - Total | $0 | 147 |
Asset backed securities | $0 | 403 |
Structured financial products - Total | $0 | 186 |
Other domestic debt securities - All other | $5,229,000 | 598 |
Foreign debt securities | $475,000 | 264 |
Equity securities | $162,000 | 440 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $180,147,000 | 356 |
Mortgage-backed securities | $371,112,000 | 247 |
Certificates of participation in pools of residential mortgages | $193,172,000 | 239 |
Issued or guaranteed by U.S. | $193,172,000 | 237 |
Privately issued | $0 | 453 |
Collaterized mortgage obligations | $159,908,000 | 195 |
CMOs issued by government agencies or sponsored agencies | $159,908,000 | 188 |
Privately issued | $0 | 544 |
Commercial mortgage-backed securities | $18,032,000 | 442 |
Commercial mortgage pass-through securities | $8,396,000 | 415 |
Other commercial mortgage-backed securities | $9,636,000 | 357 |
Held to maturity securities (book value) | $209,994,000 | 150 |
Available-for-sale securities (fair market value) | $525,967,000 | 275 |
Total debt securities | $735,799,000 | 235 |
Structured notes | ||
Amortized cost | $2,233,000 | 415 |
Fair value | $2,178,000 | 415 |
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 | $714,425,000 | 251 |
U.S. Government securities | $394,134,000 | 294 |
U.S. Treasury securities | $0 | 1,426 |
U.S. Government agency obligations | $394,134,000 | 279 |
Securities issued by states & political subdivisions | $319,901,000 | 89 |
Other domestic debt securities | $228,000 | 1,882 |
Privately issued residential mortgage-backed securities | $0 | 599 |
Commercial mortgage-backed securities - Total | $0 | 147 |
Asset backed securities | $0 | 393 |
Structured financial products - Total | $0 | 193 |
Other domestic debt securities - All other | $228,000 | 1,533 |
Foreign debt securities | $0 | 319 |
Equity securities | $162,000 | 478 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $179,808,000 | 365 |
Mortgage-backed securities | $359,970,000 | 249 |
Certificates of participation in pools of residential mortgages | $206,896,000 | 234 |
Issued or guaranteed by U.S. | $206,896,000 | 232 |
Privately issued | $0 | 67 |
Collaterized mortgage obligations | $132,346,000 | 215 |
CMOs issued by government agencies or sponsored agencies | $132,346,000 | 207 |
Privately issued | $0 | 557 |
Commercial mortgage-backed securities | $20,728,000 | 354 |
Commercial mortgage pass-through securities | $9,990,000 | 295 |
Other commercial mortgage-backed securities | $10,738,000 | 331 |
Held to maturity securities (book value) | $206,918,000 | 154 |
Available-for-sale securities (fair market value) | $507,507,000 | 285 |
Total debt securities | $714,263,000 | 245 |
Structured notes | ||
Amortized cost | $2,247,000 | 404 |
Fair value | $2,199,000 | 405 |
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 | $710,113,000 | 248 |
U.S. Government securities | $380,328,000 | 302 |
U.S. Treasury securities | $0 | 1,328 |
U.S. Government agency obligations | $380,328,000 | 286 |
Securities issued by states & political subdivisions | $329,399,000 | 87 |
Other domestic debt securities | $240,000 | 1,873 |
Privately issued residential mortgage-backed securities | $0 | 609 |
Commercial mortgage-backed securities - Total | $0 | 146 |
Asset backed securities | $0 | 366 |
Structured financial products - Total | $0 | 204 |
Other domestic debt securities - All other | $240,000 | 1,538 |
Foreign debt securities | $0 | 316 |
Equity securities | $146,000 | 735 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $188,836,000 | 345 |
Mortgage-backed securities | $352,893,000 | 247 |
Certificates of participation in pools of residential mortgages | $209,502,000 | 227 |
Issued or guaranteed by U.S. | $209,502,000 | 225 |
Privately issued | $0 | 64 |
Collaterized mortgage obligations | $129,432,000 | 220 |
CMOs issued by government agencies or sponsored agencies | $129,432,000 | 210 |
Privately issued | $0 | 573 |
Commercial mortgage-backed securities | $13,959,000 | 436 |
Commercial mortgage pass-through securities | $5,650,000 | 415 |
Other commercial mortgage-backed securities | $8,309,000 | 358 |
Held to maturity securities (book value) | $200,688,000 | 157 |
Available-for-sale securities (fair market value) | $509,425,000 | 285 |
Total debt securities | $709,967,000 | 241 |
Structured notes | ||
Amortized cost | $2,260,000 | 398 |
Fair value | $2,235,000 | 398 |
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 | $708,449,000 | 242 |
U.S. Government securities | $387,100,000 | 301 |
U.S. Treasury securities | $0 | 1,313 |
U.S. Government agency obligations | $387,100,000 | 287 |
Securities issued by states & political subdivisions | $320,956,000 | 91 |
Other domestic debt securities | $243,000 | 1,899 |
Privately issued residential mortgage-backed securities | $0 | 623 |
Commercial mortgage-backed securities - Total | $0 | 146 |
Asset backed securities | $0 | 365 |
Structured financial products - Total | $0 | 214 |
Other domestic debt securities - All other | $243,000 | 1,573 |
Foreign debt securities | $0 | 334 |
Equity securities | $150,000 | 743 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $194,204,000 | 344 |
Mortgage-backed securities | $360,609,000 | 245 |
Certificates of participation in pools of residential mortgages | $212,911,000 | 229 |
Issued or guaranteed by U.S. | $212,911,000 | 228 |
Privately issued | $0 | 69 |
Collaterized mortgage obligations | $133,560,000 | 213 |
CMOs issued by government agencies or sponsored agencies | $133,560,000 | 202 |
Privately issued | $0 | 584 |
Commercial mortgage-backed securities | $14,138,000 | 426 |
Commercial mortgage pass-through securities | $5,764,000 | 411 |
Other commercial mortgage-backed securities | $8,374,000 | 352 |
Held to maturity securities (book value) | $198,848,000 | 158 |
Available-for-sale securities (fair market value) | $509,601,000 | 277 |
Total debt securities | $708,299,000 | 236 |
Structured notes | ||
Amortized cost | $2,278,000 | 416 |
Fair value | $2,268,000 | 415 |
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 | $702,963,000 | 249 |
U.S. Government securities | $386,322,000 | 302 |
U.S. Treasury securities | $0 | 1,351 |
U.S. Government agency obligations | $386,322,000 | 289 |
Securities issued by states & political subdivisions | $316,268,000 | 94 |
Other domestic debt securities | $245,000 | 1,936 |
Privately issued residential mortgage-backed securities | $0 | 645 |
Commercial mortgage-backed securities - Total | $0 | 138 |
Asset backed securities | $0 | 352 |
Structured financial products - Total | $0 | 219 |
Other domestic debt securities - All other | $245,000 | 1,605 |
Foreign debt securities | $0 | 346 |
Equity securities | $128,000 | 772 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $173,274,000 | 390 |
Mortgage-backed securities | $360,438,000 | 245 |
Certificates of participation in pools of residential mortgages | $214,734,000 | 231 |
Issued or guaranteed by U.S. | $214,734,000 | 230 |
Privately issued | $0 | 67 |
Collaterized mortgage obligations | $131,405,000 | 222 |
CMOs issued by government agencies or sponsored agencies | $131,405,000 | 208 |
Privately issued | $0 | 606 |
Commercial mortgage-backed securities | $14,299,000 | 425 |
Commercial mortgage pass-through securities | $5,819,000 | 396 |
Other commercial mortgage-backed securities | $8,480,000 | 340 |
Held to maturity securities (book value) | $199,720,000 | 165 |
Available-for-sale securities (fair market value) | $503,243,000 | 279 |
Total debt securities | $702,835,000 | 244 |
Structured notes | ||
Amortized cost | $3,798,000 | 324 |
Fair value | $3,794,000 | 320 |
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 | $671,596,000 | 256 |
U.S. Government securities | $367,500,000 | 307 |
U.S. Treasury securities | $0 | 1,390 |
U.S. Government agency obligations | $367,500,000 | 292 |
Securities issued by states & political subdivisions | $303,736,000 | 98 |
Other domestic debt securities | $360,000 | 1,918 |
Privately issued residential mortgage-backed securities | $0 | 679 |
Commercial mortgage-backed securities - Total | $0 | 146 |
Asset backed securities | $0 | 358 |
Structured financial products - Total | $0 | 221 |
Other domestic debt securities - All other | $360,000 | 1,588 |
Foreign debt securities | $0 | 350 |
Equity securities | $0 | 1,112 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $175,944,000 | 391 |
Mortgage-backed securities | $354,020,000 | 249 |
Certificates of participation in pools of residential mortgages | $209,651,000 | 238 |
Issued or guaranteed by U.S. | $209,651,000 | 237 |
Privately issued | $0 | 66 |
Collaterized mortgage obligations | $135,861,000 | 218 |
CMOs issued by government agencies or sponsored agencies | $135,861,000 | 203 |
Privately issued | $0 | 642 |
Commercial mortgage-backed securities | $8,508,000 | 540 |
Commercial mortgage pass-through securities | $8,508,000 | 310 |
Other commercial mortgage-backed securities | $0 | 904 |
Held to maturity securities (book value) | $199,116,000 | 164 |
Available-for-sale securities (fair market value) | $472,480,000 | 289 |
Total debt securities | $671,596,000 | 251 |
Structured notes | ||
Amortized cost | $1,500,000 | 551 |
Fair value | $1,499,000 | 553 |
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 | $632,069,000 | 261 |
U.S. Government securities | $349,497,000 | 314 |
U.S. Treasury securities | $0 | 1,367 |
U.S. Government agency obligations | $349,497,000 | 303 |
Securities issued by states & political subdivisions | $282,198,000 | 103 |
Other domestic debt securities | $374,000 | 1,934 |
Privately issued residential mortgage-backed securities | $0 | 708 |
Commercial mortgage-backed securities - Total | $0 | 137 |
Asset backed securities | $0 | 358 |
Structured financial products - Total | $0 | 226 |
Other domestic debt securities - All other | $374,000 | 1,595 |
Foreign debt securities | $0 | 347 |
Equity securities | $0 | 1,116 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $181,133,000 | 365 |
Mortgage-backed securities | $341,508,000 | 250 |
Certificates of participation in pools of residential mortgages | $197,783,000 | 244 |
Issued or guaranteed by U.S. | $197,783,000 | 243 |
Privately issued | $0 | 71 |
Collaterized mortgage obligations | $135,205,000 | 214 |
CMOs issued by government agencies or sponsored agencies | $135,205,000 | 200 |
Privately issued | $0 | 666 |
Commercial mortgage-backed securities | $8,520,000 | 517 |
Commercial mortgage pass-through securities | $8,520,000 | 297 |
Other commercial mortgage-backed securities | $0 | 857 |
Held to maturity securities (book value) | $193,445,000 | 165 |
Available-for-sale securities (fair market value) | $438,624,000 | 309 |
Total debt securities | $632,069,000 | 254 |
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 | $744,240,000 | 227 |
U.S. Government securities | $513,345,000 | 228 |
U.S. Treasury securities | $0 | 1,214 |
U.S. Government agency obligations | $513,345,000 | 217 |
Securities issued by states & political subdivisions | $222,582,000 | 132 |
Other domestic debt securities | $8,313,000 | 661 |
Privately issued residential mortgage-backed securities | $8,218,000 | 146 |
Commercial mortgage-backed securities - Total | $0 | 131 |
Asset backed securities | $0 | 360 |
Structured financial products - Total | $0 | 228 |
Other domestic debt securities - All other | $95,000 | 1,723 |
Foreign debt securities | $0 | 338 |
Equity securities | $0 | 1,131 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $292,307,000 | 239 |
Mortgage-backed securities | $494,142,000 | 202 |
Certificates of participation in pools of residential mortgages | $259,557,000 | 182 |
Issued or guaranteed by U.S. | $259,557,000 | 181 |
Privately issued | $0 | 67 |
Collaterized mortgage obligations | $180,942,000 | 177 |
CMOs issued by government agencies or sponsored agencies | $172,724,000 | 171 |
Privately issued | $8,218,000 | 141 |
Commercial mortgage-backed securities | $53,643,000 | 183 |
Commercial mortgage pass-through securities | $53,643,000 | 89 |
Other commercial mortgage-backed securities | $0 | 824 |
Held to maturity securities (book value) | $187,028,000 | 164 |
Available-for-sale securities (fair market value) | $557,212,000 | 245 |
Total debt securities | $744,240,000 | 223 |
Structured notes | ||
Amortized cost | $9,375,000 | 149 |
Fair value | $9,378,000 | 147 |
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 | $628,935,000 | 261 |
U.S. Government securities | $409,249,000 | 274 |
U.S. Treasury securities | $0 | 1,253 |
U.S. Government agency obligations | $409,249,000 | 260 |
Securities issued by states & political subdivisions | $205,706,000 | 140 |
Other domestic debt securities | $13,980,000 | 502 |
Privately issued residential mortgage-backed securities | $13,908,000 | 120 |
Commercial mortgage-backed securities - Total | $0 | 142 |
Asset backed securities | $0 | 370 |
Structured financial products - Total | $0 | 235 |
Other domestic debt securities - All other | $72,000 | 1,744 |
Foreign debt securities | $0 | 339 |
Equity securities | $0 | 1,149 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $287,014,000 | 244 |
Mortgage-backed securities | $404,687,000 | 225 |
Certificates of participation in pools of residential mortgages | $202,672,000 | 231 |
Issued or guaranteed by U.S. | $202,672,000 | 230 |
Privately issued | $0 | 71 |
Collaterized mortgage obligations | $153,499,000 | 211 |
CMOs issued by government agencies or sponsored agencies | $139,591,000 | 207 |
Privately issued | $13,908,000 | 111 |
Commercial mortgage-backed securities | $48,516,000 | 181 |
Commercial mortgage pass-through securities | $46,473,000 | 90 |
Other commercial mortgage-backed securities | $2,043,000 | 552 |
Held to maturity securities (book value) | $173,697,000 | 177 |
Available-for-sale securities (fair market value) | $455,238,000 | 287 |
Total debt securities | $628,935,000 | 253 |
Structured notes | ||
Amortized cost | $8,000,000 | 187 |
Fair value | $8,008,000 | 188 |
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 | $642,767,000 | 254 |
U.S. Government securities | $411,945,000 | 277 |
U.S. Treasury securities | $0 | 1,296 |
U.S. Government agency obligations | $411,945,000 | 263 |
Securities issued by states & political subdivisions | $216,563,000 | 133 |
Other domestic debt securities | $14,259,000 | 499 |
Privately issued residential mortgage-backed securities | $14,184,000 | 119 |
Commercial mortgage-backed securities - Total | $0 | 153 |
Asset backed securities | $0 | 367 |
Structured financial products - Total | $0 | 235 |
Other domestic debt securities - All other | $75,000 | 1,756 |
Foreign debt securities | $0 | 334 |
Equity securities | $0 | 1,159 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $289,900,000 | 253 |
Mortgage-backed securities | $410,659,000 | 223 |
Certificates of participation in pools of residential mortgages | $203,487,000 | 227 |
Issued or guaranteed by U.S. | $203,487,000 | 226 |
Privately issued | $0 | 66 |
Collaterized mortgage obligations | $156,748,000 | 207 |
CMOs issued by government agencies or sponsored agencies | $142,564,000 | 209 |
Privately issued | $14,184,000 | 113 |
Commercial mortgage-backed securities | $50,424,000 | 163 |
Commercial mortgage pass-through securities | $48,379,000 | 81 |
Other commercial mortgage-backed securities | $2,045,000 | 533 |
Held to maturity securities (book value) | $180,292,000 | 173 |
Available-for-sale securities (fair market value) | $462,475,000 | 286 |
Total debt securities | $642,767,000 | 249 |
Structured notes | ||
Amortized cost | $8,000,000 | 222 |
Fair value | $8,000,000 | 225 |
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 | $632,611,000 | 260 |
U.S. Government securities | $396,890,000 | 285 |
U.S. Treasury securities | $0 | 1,367 |
U.S. Government agency obligations | $396,890,000 | 275 |
Securities issued by states & political subdivisions | $221,426,000 | 120 |
Other domestic debt securities | $14,295,000 | 481 |
Privately issued residential mortgage-backed securities | $14,241,000 | 109 |
Commercial mortgage-backed securities - Total | $0 | 131 |
Asset backed securities | $0 | 376 |
Structured financial products - Total | $0 | 235 |
Other domestic debt securities - All other | $54,000 | 1,756 |
Foreign debt securities | $0 | 322 |
Equity securities | $0 | 1,170 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $282,332,000 | 261 |
Mortgage-backed securities | $399,346,000 | 227 |
Certificates of participation in pools of residential mortgages | $191,527,000 | 237 |
Issued or guaranteed by U.S. | $191,527,000 | 236 |
Privately issued | $0 | 66 |
Collaterized mortgage obligations | $155,940,000 | 206 |
CMOs issued by government agencies or sponsored agencies | $141,699,000 | 211 |
Privately issued | $14,241,000 | 103 |
Commercial mortgage-backed securities | $51,879,000 | 146 |
Commercial mortgage pass-through securities | $49,833,000 | 71 |
Other commercial mortgage-backed securities | $2,046,000 | 494 |
Held to maturity securities (book value) | $187,629,000 | 173 |
Available-for-sale securities (fair market value) | $444,982,000 | 294 |
Total debt securities | $632,611,000 | 255 |
Structured notes | ||
Amortized cost | $0 | 1,623 |
Fair value | $0 | 1,624 |
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 | $617,860,000 | 265 |
U.S. Government securities | $397,794,000 | 282 |
U.S. Treasury securities | $0 | 1,303 |
U.S. Government agency obligations | $397,794,000 | 268 |
Securities issued by states & political subdivisions | $202,543,000 | 133 |
Other domestic debt securities | $17,523,000 | 429 |
Privately issued residential mortgage-backed securities | $17,469,000 | 95 |
Commercial mortgage-backed securities - Total | $0 | 140 |
Asset backed securities | $0 | 388 |
Structured financial products - Total | $0 | 235 |
Other domestic debt securities - All other | $54,000 | 1,774 |
Foreign debt securities | $0 | 326 |
Equity securities | $0 | 1,191 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $284,619,000 | 254 |
Mortgage-backed securities | $385,138,000 | 231 |
Certificates of participation in pools of residential mortgages | $196,025,000 | 231 |
Issued or guaranteed by U.S. | $196,025,000 | 229 |
Privately issued | $0 | 65 |
Collaterized mortgage obligations | $140,484,000 | 232 |
CMOs issued by government agencies or sponsored agencies | $123,015,000 | 230 |
Privately issued | $17,469,000 | 90 |
Commercial mortgage-backed securities | $48,629,000 | 147 |
Commercial mortgage pass-through securities | $48,629,000 | 70 |
Other commercial mortgage-backed securities | $0 | 687 |
Held to maturity securities (book value) | $182,187,000 | 174 |
Available-for-sale securities (fair market value) | $435,673,000 | 295 |
Total debt securities | $617,860,000 | 258 |
Structured notes | ||
Amortized cost | $0 | 1,824 |
Fair value | $0 | 1,825 |
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 | $493,631,000 | 315 |
U.S. Government securities | $315,340,000 | 346 |
U.S. Treasury securities | $0 | 1,348 |
U.S. Government agency obligations | $315,340,000 | 332 |
Securities issued by states & political subdivisions | $178,235,000 | 154 |
Other domestic debt securities | $56,000 | 2,247 |
Privately issued residential mortgage-backed securities | $0 | 781 |
Commercial mortgage-backed securities - Total | $0 | 123 |
Asset backed securities | $0 | 391 |
Structured financial products - Total | $0 | 242 |
Other domestic debt securities - All other | $56,000 | 1,799 |
Foreign debt securities | $0 | 330 |
Equity securities | $0 | 1,206 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $273,887,000 | 263 |
Mortgage-backed securities | $277,776,000 | 295 |
Certificates of participation in pools of residential mortgages | $140,223,000 | 319 |
Issued or guaranteed by U.S. | $140,223,000 | 318 |
Privately issued | $0 | 67 |
Collaterized mortgage obligations | $116,206,000 | 262 |
CMOs issued by government agencies or sponsored agencies | $116,206,000 | 245 |
Privately issued | $0 | 741 |
Commercial mortgage-backed securities | $21,347,000 | 224 |
Commercial mortgage pass-through securities | $21,347,000 | 119 |
Other commercial mortgage-backed securities | $0 | 666 |
Held to maturity securities (book value) | $162,661,000 | 186 |
Available-for-sale securities (fair market value) | $330,970,000 | 395 |
Total debt securities | $493,631,000 | 306 |
Structured notes | ||
Amortized cost | $0 | 1,969 |
Fair value | $0 | 1,970 |
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 | $495,314,000 | 315 |
U.S. Government securities | $315,131,000 | 343 |
U.S. Treasury securities | $0 | 1,327 |
U.S. Government agency obligations | $315,131,000 | 332 |
Securities issued by states & political subdivisions | $180,133,000 | 144 |
Other domestic debt securities | $50,000 | 2,312 |
Privately issued residential mortgage-backed securities | $0 | 820 |
Commercial mortgage-backed securities - Total | $0 | 117 |
Asset backed securities | $0 | 401 |
Structured financial products - Total | $0 | 236 |
Other domestic debt securities - All other | $50,000 | 1,832 |
Foreign debt securities | $0 | 332 |
Equity securities | $0 | 1,216 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $273,832,000 | 267 |
Mortgage-backed securities | $266,487,000 | 308 |
Certificates of participation in pools of residential mortgages | $140,331,000 | 315 |
Issued or guaranteed by U.S. | $140,331,000 | 313 |
Privately issued | $0 | 70 |
Collaterized mortgage obligations | $121,157,000 | 256 |
CMOs issued by government agencies or sponsored agencies | $121,157,000 | 240 |
Privately issued | $0 | 776 |
Commercial mortgage-backed securities | $4,999,000 | 487 |
Commercial mortgage pass-through securities | $4,999,000 | 282 |
Other commercial mortgage-backed securities | $0 | 640 |
Held to maturity securities (book value) | $164,281,000 | 187 |
Available-for-sale securities (fair market value) | $331,033,000 | 401 |
Total debt securities | $495,314,000 | 304 |
Structured notes | ||
Amortized cost | $0 | 2,098 |
Fair value | $0 | 2,100 |
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 | $489,531,000 | 311 |
U.S. Government securities | $311,251,000 | 355 |
U.S. Treasury securities | $0 | 1,361 |
U.S. Government agency obligations | $311,251,000 | 339 |
Securities issued by states & political subdivisions | $177,546,000 | 143 |
Other domestic debt securities | $734,000 | 1,836 |
Privately issued residential mortgage-backed securities | $689,000 | 445 |
Commercial mortgage-backed securities - Total | $0 | 120 |
Asset backed securities | $0 | 400 |
Structured financial products - Total | $0 | 236 |
Other domestic debt securities - All other | $45,000 | 1,853 |
Foreign debt securities | $0 | 316 |
Equity securities | $0 | 1,226 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $269,228,000 | 275 |
Mortgage-backed securities | $275,917,000 | 301 |
Certificates of participation in pools of residential mortgages | $147,725,000 | 303 |
Issued or guaranteed by U.S. | $147,725,000 | 301 |
Privately issued | $0 | 75 |
Collaterized mortgage obligations | $128,192,000 | 250 |
CMOs issued by government agencies or sponsored agencies | $127,503,000 | 236 |
Privately issued | $689,000 | 420 |
Commercial mortgage-backed securities | $0 | 1,045 |
Commercial mortgage pass-through securities | $0 | 732 |
Other commercial mortgage-backed securities | $0 | 605 |
Held to maturity securities (book value) | $165,767,000 | 186 |
Available-for-sale securities (fair market value) | $323,764,000 | 405 |
Total debt securities | $489,531,000 | 302 |
Structured notes | ||
Amortized cost | $0 | 2,200 |
Fair value | $0 | 2,202 |
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 | $495,941,000 | 306 |
U.S. Government securities | $310,674,000 | 359 |
U.S. Treasury securities | $0 | 1,381 |
U.S. Government agency obligations | $310,674,000 | 345 |
Securities issued by states & political subdivisions | $184,432,000 | 127 |
Other domestic debt securities | $835,000 | 1,844 |
Privately issued residential mortgage-backed securities | $786,000 | 451 |
Commercial mortgage-backed securities - Total | $0 | 141 |
Asset backed securities | $0 | 406 |
Structured financial products - Total | $0 | 253 |
Other domestic debt securities - All other | $49,000 | 1,881 |
Foreign debt securities | $0 | 309 |
Equity securities | $0 | 1,242 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $270,802,000 | 269 |
Mortgage-backed securities | $275,497,000 | 306 |
Certificates of participation in pools of residential mortgages | $146,743,000 | 305 |
Issued or guaranteed by U.S. | $146,743,000 | 303 |
Privately issued | $0 | 73 |
Collaterized mortgage obligations | $128,754,000 | 256 |
CMOs issued by government agencies or sponsored agencies | $127,968,000 | 244 |
Privately issued | $786,000 | 431 |
Commercial mortgage-backed securities | $0 | 1,017 |
Commercial mortgage pass-through securities | $0 | 728 |
Other commercial mortgage-backed securities | $0 | 572 |
Held to maturity securities (book value) | $172,449,000 | 178 |
Available-for-sale securities (fair market value) | $323,492,000 | 404 |
Total debt securities | $495,941,000 | 299 |
Structured notes | ||
Amortized cost | $0 | 2,301 |
Fair value | $0 | 2,301 |
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 | $536,913,000 | 282 |
U.S. Government securities | $350,430,000 | 317 |
U.S. Treasury securities | $0 | 1,342 |
U.S. Government agency obligations | $350,430,000 | 306 |
Securities issued by states & political subdivisions | $185,512,000 | 125 |
Other domestic debt securities | $971,000 | 1,847 |
Privately issued residential mortgage-backed securities | $920,000 | 439 |
Commercial mortgage-backed securities - Total | $0 | 128 |
Asset backed securities | $0 | 427 |
Structured financial products - Total | $0 | 259 |
Other domestic debt securities - All other | $51,000 | 1,941 |
Foreign debt securities | $0 | 311 |
Equity securities | $0 | 1,253 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $271,794,000 | 267 |
Mortgage-backed securities | $306,054,000 | 280 |
Certificates of participation in pools of residential mortgages | $185,532,000 | 248 |
Issued or guaranteed by U.S. | $185,532,000 | 247 |
Privately issued | $0 | 75 |
Collaterized mortgage obligations | $120,522,000 | 267 |
CMOs issued by government agencies or sponsored agencies | $119,602,000 | 255 |
Privately issued | $920,000 | 422 |
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) | $173,200,000 | 176 |
Available-for-sale securities (fair market value) | $363,713,000 | 360 |
Total debt securities | $536,913,000 | 275 |
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 | $528,402,000 | 285 |
U.S. Government securities | $339,049,000 | 337 |
U.S. Treasury securities | $0 | 1,198 |
U.S. Government agency obligations | $339,049,000 | 322 |
Securities issued by states & political subdivisions | $188,243,000 | 123 |
Other domestic debt securities | $1,110,000 | 1,753 |
Privately issued residential mortgage-backed securities | $1,056,000 | 440 |
Commercial mortgage-backed securities - Total | $0 | 127 |
Asset backed securities | $0 | 444 |
Structured financial products - Total | $0 | 268 |
Other domestic debt securities - All other | $54,000 | 1,990 |
Foreign debt securities | $0 | 314 |
Equity securities | $0 | 1,272 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $272,886,000 | 262 |
Mortgage-backed securities | $297,464,000 | 289 |
Certificates of participation in pools of residential mortgages | $181,572,000 | 262 |
Issued or guaranteed by U.S. | $181,572,000 | 261 |
Privately issued | $0 | 76 |
Collaterized mortgage obligations | $115,892,000 | 263 |
CMOs issued by government agencies or sponsored agencies | $114,836,000 | 252 |
Privately issued | $1,056,000 | 421 |
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) | $9,910,000 | 1,101 |
Available-for-sale securities (fair market value) | $518,492,000 | 251 |
Total debt securities | $528,402,000 | 275 |
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 | $517,826,000 | 292 |
U.S. Government securities | $328,735,000 | 334 |
U.S. Treasury securities | $0 | 1,131 |
U.S. Government agency obligations | $328,735,000 | 322 |
Securities issued by states & political subdivisions | $187,808,000 | 123 |
Other domestic debt securities | $1,283,000 | 1,743 |
Privately issued residential mortgage-backed securities | $1,226,000 | 445 |
Commercial mortgage-backed securities - Total | $0 | 125 |
Asset backed securities | $0 | 447 |
Structured financial products - Total | $0 | 292 |
Other domestic debt securities - All other | $57,000 | 2,038 |
Foreign debt securities | $0 | 320 |
Equity securities | $0 | 1,295 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $276,383,000 | 258 |
Mortgage-backed securities | $286,826,000 | 290 |
Certificates of participation in pools of residential mortgages | $170,894,000 | 273 |
Issued or guaranteed by U.S. | $170,894,000 | 272 |
Privately issued | $0 | 81 |
Collaterized mortgage obligations | $115,932,000 | 266 |
CMOs issued by government agencies or sponsored agencies | $114,706,000 | 247 |
Privately issued | $1,226,000 | 424 |
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) | $9,910,000 | 1,092 |
Available-for-sale securities (fair market value) | $507,916,000 | 252 |
Total debt securities | $517,826,000 | 285 |
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 | $523,554,000 | 292 |
U.S. Government securities | $332,733,000 | 324 |
U.S. Treasury securities | $0 | 1,131 |
U.S. Government agency obligations | $332,733,000 | 315 |
Securities issued by states & political subdivisions | $189,427,000 | 115 |
Other domestic debt securities | $1,394,000 | 1,761 |
Privately issued residential mortgage-backed securities | $1,334,000 | 460 |
Commercial mortgage-backed securities - Total | $0 | 126 |
Asset backed securities | $0 | 459 |
Structured financial products - Total | $0 | 318 |
Other domestic debt securities - All other | $60,000 | 2,084 |
Foreign debt securities | $0 | 328 |
Equity securities | $0 | 1,315 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $272,602,000 | 262 |
Mortgage-backed securities | $291,309,000 | 287 |
Certificates of participation in pools of residential mortgages | $179,193,000 | 258 |
Issued or guaranteed by U.S. | $179,193,000 | 256 |
Privately issued | $0 | 80 |
Collaterized mortgage obligations | $112,116,000 | 271 |
CMOs issued by government agencies or sponsored agencies | $110,782,000 | 254 |
Privately issued | $1,334,000 | 439 |
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) | $9,910,000 | 1,054 |
Available-for-sale securities (fair market value) | $513,644,000 | 252 |
Total debt securities | $523,554,000 | 287 |
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 | $492,363,000 | 308 |
U.S. Government securities | $300,487,000 | 354 |
U.S. Treasury securities | $0 | 1,152 |
U.S. Government agency obligations | $300,487,000 | 344 |
Securities issued by states & political subdivisions | $190,277,000 | 117 |
Other domestic debt securities | $1,599,000 | 1,721 |
Privately issued residential mortgage-backed securities | $1,554,000 | 454 |
Commercial mortgage-backed securities - Total | $0 | 134 |
Asset backed securities | $0 | 469 |
Structured financial products - Total | $0 | 318 |
Other domestic debt securities - All other | $45,000 | 2,131 |
Foreign debt securities | $0 | 316 |
Equity securities | $0 | 1,319 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $273,506,000 | 250 |
Mortgage-backed securities | $263,434,000 | 307 |
Certificates of participation in pools of residential mortgages | $153,077,000 | 294 |
Issued or guaranteed by U.S. | $153,077,000 | 293 |
Privately issued | $0 | 83 |
Collaterized mortgage obligations | $110,357,000 | 280 |
CMOs issued by government agencies or sponsored agencies | $108,803,000 | 260 |
Privately issued | $1,554,000 | 434 |
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) | $9,910,000 | 1,002 |
Available-for-sale securities (fair market value) | $482,453,000 | 275 |
Total debt securities | $492,363,000 | 302 |
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 | $482,086,000 | 318 |
U.S. Government securities | $307,683,000 | 352 |
U.S. Treasury securities | $0 | 1,161 |
U.S. Government agency obligations | $307,683,000 | 341 |
Securities issued by states & political subdivisions | $172,599,000 | 140 |
Other domestic debt securities | $1,804,000 | 1,671 |
Privately issued residential mortgage-backed securities | $1,755,000 | 458 |
Commercial mortgage-backed securities - Total | $0 | 135 |
Asset backed securities | $0 | 464 |
Structured financial products - Total | $0 | 323 |
Other domestic debt securities - All other | $49,000 | 2,100 |
Foreign debt securities | $0 | 322 |
Equity securities | $0 | 1,338 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $272,266,000 | 252 |
Mortgage-backed securities | $263,221,000 | 322 |
Certificates of participation in pools of residential mortgages | $150,231,000 | 313 |
Issued or guaranteed by U.S. | $150,231,000 | 311 |
Privately issued | $0 | 83 |
Collaterized mortgage obligations | $112,990,000 | 284 |
CMOs issued by government agencies or sponsored agencies | $111,235,000 | 267 |
Privately issued | $1,755,000 | 443 |
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) | $2,110,000 | 1,633 |
Available-for-sale securities (fair market value) | $479,976,000 | 280 |
Total debt securities | $482,086,000 | 310 |
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 | $482,801,000 | 319 |
U.S. Government securities | $307,815,000 | 358 |
U.S. Treasury securities | $0 | 1,135 |
U.S. Government agency obligations | $307,815,000 | 343 |
Securities issued by states & political subdivisions | $172,905,000 | 131 |
Other domestic debt securities | $2,081,000 | 1,548 |
Privately issued residential mortgage-backed securities | $2,030,000 | 446 |
Commercial mortgage-backed securities - Total | $0 | 125 |
Asset backed securities | $0 | 438 |
Structured financial products - Total | $0 | 329 |
Other domestic debt securities - All other | $51,000 | 2,064 |
Foreign debt securities | $0 | 317 |
Equity securities | $0 | 1,323 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $277,936,000 | 255 |
Mortgage-backed securities | $258,066,000 | 329 |
Certificates of participation in pools of residential mortgages | $159,205,000 | 288 |
Issued or guaranteed by U.S. | $159,205,000 | 286 |
Privately issued | $0 | 85 |
Collaterized mortgage obligations | $98,861,000 | 316 |
CMOs issued by government agencies or sponsored agencies | $96,831,000 | 296 |
Privately issued | $2,030,000 | 434 |
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) | $0 | 2,639 |
Available-for-sale securities (fair market value) | $482,801,000 | 280 |
Total debt securities | $482,801,000 | 312 |
Structured notes | ||
Amortized cost | $2,502,000 | 1,113 |
Fair value | $2,500,000 | 1,137 |
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 | $503,804,000 | 311 |
U.S. Government securities | $320,555,000 | 345 |
U.S. Treasury securities | $0 | 1,086 |
U.S. Government agency obligations | $320,555,000 | 335 |
Securities issued by states & political subdivisions | $180,921,000 | 118 |
Other domestic debt securities | $2,328,000 | 1,516 |
Privately issued residential mortgage-backed securities | $2,287,000 | 463 |
Commercial mortgage-backed securities - Total | $0 | 122 |
Asset backed securities | $0 | 429 |
Structured financial products - Total | $0 | 340 |
Other domestic debt securities - All other | $41,000 | 2,150 |
Foreign debt securities | $0 | 302 |
Equity securities | $0 | 1,347 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $285,061,000 | 247 |
Mortgage-backed securities | $275,452,000 | 326 |
Certificates of participation in pools of residential mortgages | $174,123,000 | 287 |
Issued or guaranteed by U.S. | $174,123,000 | 285 |
Privately issued | $0 | 88 |
Collaterized mortgage obligations | $101,329,000 | 325 |
CMOs issued by government agencies or sponsored agencies | $99,042,000 | 304 |
Privately issued | $2,287,000 | 447 |
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) | $6,100,000 | 1,224 |
Available-for-sale securities (fair market value) | $497,704,000 | 276 |
Total debt securities | $503,804,000 | 302 |
Structured notes | ||
Amortized cost | $4,007,000 | 892 |
Fair value | $4,015,000 | 906 |
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 | $441,715,000 | 347 |
U.S. Government securities | $291,458,000 | 382 |
U.S. Treasury securities | $0 | 1,068 |
U.S. Government agency obligations | $291,458,000 | 367 |
Securities issued by states & political subdivisions | $147,325,000 | 150 |
Other domestic debt securities | $2,932,000 | 1,378 |
Privately issued residential mortgage-backed securities | $2,892,000 | 444 |
Commercial mortgage-backed securities - Total | $0 | 125 |
Asset backed securities | $0 | 386 |
Structured financial products - Total | $0 | 339 |
Other domestic debt securities - All other | $40,000 | 2,153 |
Foreign debt securities | $0 | 295 |
Equity securities | $0 | 1,351 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $269,887,000 | 257 |
Mortgage-backed securities | $277,116,000 | 327 |
Certificates of participation in pools of residential mortgages | $179,866,000 | 278 |
Issued or guaranteed by U.S. | $179,866,000 | 276 |
Privately issued | $0 | 94 |
Collaterized mortgage obligations | $97,250,000 | 351 |
CMOs issued by government agencies or sponsored agencies | $94,358,000 | 331 |
Privately issued | $2,892,000 | 426 |
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) | $6,100,000 | 1,211 |
Available-for-sale securities (fair market value) | $435,615,000 | 316 |
Total debt securities | $441,715,000 | 340 |
Structured notes | ||
Amortized cost | $1,500,000 | 1,729 |
Fair value | $1,500,000 | 1,785 |
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 | $440,601,000 | 358 |
U.S. Government securities | $286,330,000 | 394 |
U.S. Treasury securities | $0 | 1,157 |
U.S. Government agency obligations | $286,330,000 | 382 |
Securities issued by states & political subdivisions | $150,874,000 | 137 |
Other domestic debt securities | $3,397,000 | 1,263 |
Privately issued residential mortgage-backed securities | $3,360,000 | 430 |
Commercial mortgage-backed securities - Total | $0 | 130 |
Asset backed securities | $0 | 339 |
Structured financial products - Total | $0 | 346 |
Other domestic debt securities - All other | $37,000 | 2,156 |
Foreign debt securities | $0 | 227 |
Equity securities | $0 | 1,343 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $269,586,000 | 255 |
Mortgage-backed securities | $271,014,000 | 338 |
Certificates of participation in pools of residential mortgages | $180,963,000 | 279 |
Issued or guaranteed by U.S. | $180,963,000 | 277 |
Privately issued | $0 | 94 |
Collaterized mortgage obligations | $90,051,000 | 387 |
CMOs issued by government agencies or sponsored agencies | $86,691,000 | 369 |
Privately issued | $3,360,000 | 414 |
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) | $7,100,000 | 1,168 |
Available-for-sale securities (fair market value) | $433,501,000 | 323 |
Total debt securities | $440,601,000 | 353 |
Structured notes | ||
Amortized cost | $0 | 3,105 |
Fair value | $0 | 3,105 |
Trading account assets | $0 | 230 |
Revaluation gains on off-balance sheet contracts | $0 | 115 |
Revaluation losses on off-balance sheet contracts | $0 | 115 |
2011-12-31 | Rank | |
Total securities | $438,145,000 | 350 |
U.S. Government securities | $283,496,000 | 385 |
U.S. Treasury securities | $0 | 1,076 |
U.S. Government agency obligations | $283,496,000 | 372 |
Securities issued by states & political subdivisions | $150,989,000 | 134 |
Other domestic debt securities | $3,660,000 | 1,217 |
Privately issued residential mortgage-backed securities | $3,636,000 | 470 |
Commercial mortgage-backed securities - Total | $0 | 110 |
Asset backed securities | $0 | 265 |
Structured financial products - Total | $0 | 321 |
Other domestic debt securities - All other | $24,000 | 2,107 |
Foreign debt securities | $0 | 182 |
Equity securities | $0 | 1,386 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $276,713,000 | 229 |
Mortgage-backed securities | $274,087,000 | 327 |
Certificates of participation in pools of residential mortgages | $179,329,000 | 273 |
Issued or guaranteed by U.S. | $179,329,000 | 270 |
Privately issued | $0 | 121 |
Collaterized mortgage obligations | $94,758,000 | 374 |
CMOs issued by government agencies or sponsored agencies | $91,122,000 | 333 |
Privately issued | $3,636,000 | 450 |
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) | $7,100,000 | 1,180 |
Available-for-sale securities (fair market value) | $431,045,000 | 316 |
Total debt securities | $438,145,000 | 344 |
Structured notes | ||
Amortized cost | $0 | 2,967 |
Fair value | $0 | 2,967 |
Trading account assets | $0 | 209 |
Revaluation gains on off-balance sheet contracts | $0 | 90 |
Revaluation losses on off-balance sheet contracts | $0 | 92 |
2011-09-30 | Rank | |
Total securities | $441,334,000 | 338 |
U.S. Government securities | $282,993,000 | 374 |
U.S. Treasury securities | $0 | 1,126 |
U.S. Government agency obligations | $282,993,000 | 363 |
Securities issued by states & political subdivisions | $154,382,000 | 120 |
Other domestic debt securities | $3,959,000 | 1,185 |
Privately issued residential mortgage-backed securities | $3,933,000 | 481 |
Commercial mortgage-backed securities - Total | $0 | 92 |
Asset backed securities | $0 | 254 |
Structured financial products - Total | $0 | 323 |
Other domestic debt securities - All other | $26,000 | 2,074 |
Foreign debt securities | $0 | 176 |
Equity securities | $0 | 1,426 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $270,224,000 | 224 |
Mortgage-backed securities | $275,725,000 | 306 |
Certificates of participation in pools of residential mortgages | $181,697,000 | 258 |
Issued or guaranteed by U.S. | $181,697,000 | 255 |
Privately issued | $0 | 132 |
Collaterized mortgage obligations | $94,028,000 | 377 |
CMOs issued by government agencies or sponsored agencies | $90,095,000 | 335 |
Privately issued | $3,933,000 | 457 |
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) | $10,632,000 | 981 |
Available-for-sale securities (fair market value) | $430,702,000 | 299 |
Total debt securities | $441,334,000 | 328 |
Structured notes | ||
Amortized cost | $0 | 3,032 |
Fair value | $0 | 3,032 |
Trading account assets | $0 | 212 |
Revaluation gains on off-balance sheet contracts | $0 | 86 |
Revaluation losses on off-balance sheet contracts | $0 | 89 |
2011-06-30 | Rank | |
Total securities | $459,912,000 | 319 |
U.S. Government securities | $306,333,000 | 355 |
U.S. Treasury securities | $0 | 1,225 |
U.S. Government agency obligations | $306,333,000 | 344 |
Securities issued by states & political subdivisions | $149,266,000 | 116 |
Other domestic debt securities | $4,313,000 | 1,084 |
Privately issued residential mortgage-backed securities | $4,283,000 | 477 |
Commercial mortgage-backed securities - Total | $0 | 87 |
Asset backed securities | $0 | 252 |
Structured financial products - Total | $0 | 330 |
Other domestic debt securities - All other | $30,000 | 2,007 |
Foreign debt securities | $0 | 168 |
Equity securities | $0 | 1,444 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $265,899,000 | 235 |
Mortgage-backed securities | $290,818,000 | 294 |
Certificates of participation in pools of residential mortgages | $152,829,000 | 304 |
Issued or guaranteed by U.S. | $152,829,000 | 302 |
Privately issued | $0 | 125 |
Collaterized mortgage obligations | $137,989,000 | 264 |
CMOs issued by government agencies or sponsored agencies | $133,706,000 | 229 |
Privately issued | $4,283,000 | 455 |
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) | $10,632,000 | 989 |
Available-for-sale securities (fair market value) | $449,280,000 | 289 |
Total debt securities | $459,912,000 | 312 |
Structured notes | ||
Amortized cost | $1,000,000 | 2,447 |
Fair value | $1,021,000 | 2,440 |
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 | $445,430,000 | 331 |
U.S. Government securities | $285,785,000 | 374 |
U.S. Treasury securities | $0 | 1,272 |
U.S. Government agency obligations | $285,785,000 | 361 |
Securities issued by states & political subdivisions | $154,919,000 | 107 |
Other domestic debt securities | $4,726,000 | 1,076 |
Privately issued residential mortgage-backed securities | $4,698,000 | 493 |
Commercial mortgage-backed securities - Total | $0 | 81 |
Asset backed securities | $0 | 252 |
Structured financial products - Total | $0 | 337 |
Other domestic debt securities - All other | $28,000 | 2,053 |
Foreign debt securities | $0 | 165 |
Equity securities | $0 | 1,470 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $269,543,000 | 232 |
Mortgage-backed securities | $273,224,000 | 302 |
Certificates of participation in pools of residential mortgages | $144,883,000 | 314 |
Issued or guaranteed by U.S. | $144,883,000 | 313 |
Privately issued | $0 | 136 |
Collaterized mortgage obligations | $128,341,000 | 278 |
CMOs issued by government agencies or sponsored agencies | $123,643,000 | 241 |
Privately issued | $4,698,000 | 476 |
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) | $10,632,000 | 993 |
Available-for-sale securities (fair market value) | $434,798,000 | 300 |
Total debt securities | $445,430,000 | 323 |
Structured notes | ||
Amortized cost | $1,000,000 | 2,483 |
Fair value | $1,023,000 | 2,479 |
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 | $391,416,000 | 361 |
U.S. Government securities | $244,983,000 | 418 |
U.S. Treasury securities | $0 | 1,275 |
U.S. Government agency obligations | $244,983,000 | 397 |
Securities issued by states & political subdivisions | $141,084,000 | 121 |
Other domestic debt securities | $5,349,000 | 1,072 |
Privately issued residential mortgage-backed securities | $5,323,000 | 497 |
Commercial mortgage-backed securities - Total | $0 | 438 |
Asset backed securities | $0 | 234 |
Structured financial products - Total | $0 | 343 |
Other domestic debt securities - All other | $26,000 | 2,061 |
Foreign debt securities | $0 | 158 |
Equity securities | $0 | 1,492 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $270,166,000 | 233 |
Mortgage-backed securities | $225,022,000 | 347 |
Certificates of participation in pools of residential mortgages | $117,862,000 | 353 |
Issued or guaranteed by U.S. | $117,862,000 | 351 |
Privately issued | $0 | 141 |
Collaterized mortgage obligations | $107,160,000 | 317 |
CMOs issued by government agencies or sponsored agencies | $101,837,000 | 274 |
Privately issued | $5,323,000 | 477 |
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) | $9,595,000 | 1,039 |
Available-for-sale securities (fair market value) | $381,821,000 | 329 |
Total debt securities | $391,416,000 | 355 |
Structured notes | ||
Amortized cost | $2,000,000 | 1,852 |
Fair value | $2,026,000 | 1,840 |
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 | $397,238,000 | 336 |
U.S. Government securities | $260,373,000 | 374 |
U.S. Treasury securities | $8,249,000 | 346 |
U.S. Government agency obligations | $252,124,000 | 369 |
Securities issued by states & political subdivisions | $130,903,000 | 123 |
Other domestic debt securities | $5,962,000 | 1,043 |
Privately issued residential mortgage-backed securities | $5,943,000 | 520 |
Commercial mortgage-backed securities - Total | $0 | 411 |
Asset backed securities | $0 | 226 |
Structured financial products - Total | $0 | 351 |
Other domestic debt securities - All other | $19,000 | 2,121 |
Foreign debt securities | $0 | 158 |
Equity securities | $0 | 1,538 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $233,578,000 | 251 |
Mortgage-backed securities | $229,122,000 | 318 |
Certificates of participation in pools of residential mortgages | $113,754,000 | 350 |
Issued or guaranteed by U.S. | $113,754,000 | 346 |
Privately issued | $0 | 141 |
Collaterized mortgage obligations | $115,368,000 | 300 |
CMOs issued by government agencies or sponsored agencies | $109,425,000 | 257 |
Privately issued | $5,943,000 | 498 |
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) | $13,490,000 | 886 |
Available-for-sale securities (fair market value) | $383,748,000 | 311 |
Total debt securities | $397,238,000 | 330 |
Structured notes | ||
Amortized cost | $4,890,000 | 1,175 |
Fair value | $4,932,000 | 1,172 |
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 | $409,796,000 | 323 |
U.S. Government securities | $271,277,000 | 354 |
U.S. Treasury securities | $15,999,000 | 220 |
U.S. Government agency obligations | $255,278,000 | 366 |
Securities issued by states & political subdivisions | $132,019,000 | 116 |
Other domestic debt securities | $6,500,000 | 999 |
Privately issued residential mortgage-backed securities | $6,476,000 | 530 |
Commercial mortgage-backed securities - Total | $0 | 407 |
Asset backed securities | $0 | 230 |
Structured financial products - Total | $0 | 352 |
Other domestic debt securities - All other | $24,000 | 2,082 |
Foreign debt securities | $0 | 158 |
Equity securities | $0 | 1,578 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $251,548,000 | 246 |
Mortgage-backed securities | $232,203,000 | 309 |
Certificates of participation in pools of residential mortgages | $137,941,000 | 285 |
Issued or guaranteed by U.S. | $137,941,000 | 282 |
Privately issued | $0 | 148 |
Collaterized mortgage obligations | $94,262,000 | 335 |
CMOs issued by government agencies or sponsored agencies | $87,786,000 | 279 |
Privately issued | $6,476,000 | 510 |
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) | $13,757,000 | 902 |
Available-for-sale securities (fair market value) | $396,039,000 | 295 |
Total debt securities | $409,796,000 | 320 |
Structured notes | ||
Amortized cost | $7,888,000 | 841 |
Fair value | $7,951,000 | 841 |
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 | $368,310,000 | 359 |
U.S. Government securities | $232,583,000 | 418 |
U.S. Treasury securities | $0 | 1,130 |
U.S. Government agency obligations | $232,583,000 | 402 |
Securities issued by states & political subdivisions | $128,728,000 | 120 |
Other domestic debt securities | $6,999,000 | 996 |
Privately issued residential mortgage-backed securities | $6,979,000 | 533 |
Commercial mortgage-backed securities - Total | $0 | 422 |
Asset backed securities | $0 | 238 |
Structured financial products - Total | $0 | 358 |
Other domestic debt securities - All other | $20,000 | 2,107 |
Foreign debt securities | $0 | 171 |
Equity securities | $0 | 1,606 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $272,368,000 | 235 |
Mortgage-backed securities | $213,016,000 | 345 |
Certificates of participation in pools of residential mortgages | $109,927,000 | 386 |
Issued or guaranteed by U.S. | $109,927,000 | 383 |
Privately issued | $0 | 145 |
Collaterized mortgage obligations | $103,089,000 | 315 |
CMOs issued by government agencies or sponsored agencies | $96,110,000 | 267 |
Privately issued | $6,979,000 | 513 |
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) | $17,122,000 | 795 |
Available-for-sale securities (fair market value) | $351,188,000 | 333 |
Total debt securities | $368,310,000 | 354 |
Structured notes | ||
Amortized cost | $4,998,000 | 1,010 |
Fair value | $4,989,000 | 1,000 |
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 | $344,466,000 | 376 |
U.S. Government securities | $216,077,000 | 433 |
U.S. Treasury securities | $0 | 1,077 |
U.S. Government agency obligations | $216,077,000 | 418 |
Securities issued by states & political subdivisions | $120,807,000 | 126 |
Other domestic debt securities | $7,582,000 | 996 |
Privately issued residential mortgage-backed securities | $7,569,000 | 547 |
Commercial mortgage-backed securities - Total | $0 | 408 |
Asset backed securities | $0 | 262 |
Structured financial products - Total | $0 | 366 |
Other domestic debt securities - All other | $13,000 | 2,167 |
Foreign debt securities | $0 | 171 |
Equity securities | $0 | 1,667 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $262,430,000 | 248 |
Mortgage-backed securities | $203,500,000 | 357 |
Certificates of participation in pools of residential mortgages | $118,619,000 | 368 |
Issued or guaranteed by U.S. | $118,619,000 | 366 |
Privately issued | $0 | 157 |
Collaterized mortgage obligations | $84,881,000 | 355 |
CMOs issued by government agencies or sponsored agencies | $77,312,000 | 296 |
Privately issued | $7,569,000 | 526 |
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) | $11,657,000 | 1,003 |
Available-for-sale securities (fair market value) | $332,809,000 | 347 |
Total debt securities | $344,466,000 | 372 |
Structured notes | ||
Amortized cost | $6,559,000 | 634 |
Fair value | $6,630,000 | 629 |
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 | $348,563,000 | 381 |
U.S. Government securities | $223,512,000 | 405 |
U.S. Treasury securities | $0 | 1,047 |
U.S. Government agency obligations | $223,512,000 | 392 |
Securities issued by states & political subdivisions | $116,384,000 | 140 |
Other domestic debt securities | $8,667,000 | 972 |
Privately issued residential mortgage-backed securities | $8,342,000 | 565 |
Commercial mortgage-backed securities - Total | $0 | 419 |
Asset backed securities | $0 | 266 |
Structured financial products - Total | $0 | 375 |
Other domestic debt securities - All other | $325,000 | 1,961 |
Foreign debt securities | $0 | 175 |
Equity securities | $0 | 1,720 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $260,671,000 | 242 |
Mortgage-backed securities | $211,518,000 | 353 |
Certificates of participation in pools of residential mortgages | $161,583,000 | 284 |
Issued or guaranteed by U.S. | $161,583,000 | 281 |
Privately issued | $0 | 171 |
Collaterized mortgage obligations | $49,935,000 | 512 |
CMOs issued by government agencies or sponsored agencies | $41,593,000 | 453 |
Privately issued | $8,342,000 | 540 |
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) | $15,661,000 | 866 |
Available-for-sale securities (fair market value) | $332,902,000 | 347 |
Total debt securities | $348,563,000 | 370 |
Structured notes | ||
Amortized cost | $6,444,000 | 431 |
Fair value | $6,534,000 | 418 |
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 | $331,941,000 | 402 |
U.S. Government securities | $215,241,000 | 411 |
U.S. Treasury securities | $0 | 1,036 |
U.S. Government agency obligations | $215,241,000 | 396 |
Securities issued by states & political subdivisions | $107,247,000 | 151 |
Other domestic debt securities | $9,453,000 | 950 |
Privately issued residential mortgage-backed securities | $9,071,000 | 547 |
Commercial mortgage-backed securities - Total | $0 | 346 |
Asset backed securities | $0 | 288 |
Structured financial products - Total | $374,000 | 330 |
Other domestic debt securities - All other | $8,000 | 2,380 |
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 | $257,809,000 | 247 |
Mortgage-backed securities | $204,121,000 | 372 |
Certificates of participation in pools of residential mortgages | $186,839,000 | 251 |
Issued or guaranteed by U.S. | $186,839,000 | 248 |
Privately issued | $0 | 181 |
Collaterized mortgage obligations | $17,282,000 | 1,001 |
CMOs issued by government agencies or sponsored agencies | $8,211,000 | 1,216 |
Privately issued | $9,071,000 | 522 |
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) | $12,875,000 | 984 |
Available-for-sale securities (fair market value) | $319,066,000 | 358 |
Total debt securities | $331,941,000 | 393 |
Structured notes | ||
Amortized cost | $5,471,000 | 306 |
Fair value | $5,584,000 | 297 |
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 | $327,289,000 | 411 |
U.S. Government securities | $219,985,000 | 414 |
U.S. Treasury securities | $0 | 981 |
U.S. Government agency obligations | $219,985,000 | 400 |
Securities issued by states & political subdivisions | $97,118,000 | 170 |
Other domestic debt securities | $10,186,000 | 860 |
Privately issued residential mortgage-backed securities | $9,873,000 | 529 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 353 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $313,000 | 2,140 |
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 | $268,214,000 | 242 |
Mortgage-backed securities | $209,210,000 | 373 |
Certificates of participation in pools of residential mortgages | $190,744,000 | 265 |
Issued or guaranteed by U.S. | $190,744,000 | 259 |
Privately issued | $0 | 191 |
Collaterized mortgage obligations | $18,466,000 | 948 |
CMOs issued by government agencies or sponsored agencies | $8,593,000 | 1,173 |
Privately issued | $9,873,000 | 503 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $2,070,000 | 2,149 |
Available-for-sale securities (fair market value) | $325,219,000 | 351 |
Total debt securities | $327,289,000 | 401 |
Structured notes | ||
Amortized cost | $4,106,000 | 311 |
Fair value | $4,161,000 | 306 |
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 | $303,268,000 | 418 |
U.S. Government securities | $210,228,000 | 410 |
U.S. Treasury securities | $0 | 973 |
U.S. Government agency obligations | $210,228,000 | 399 |
Securities issued by states & political subdivisions | $88,615,000 | 185 |
Other domestic debt securities | $4,425,000 | 1,286 |
Privately issued residential mortgage-backed securities | $4,026,000 | 754 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 332 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $399,000 | 2,029 |
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 | $158,375,000 | 379 |
Mortgage-backed securities | $189,289,000 | 383 |
Certificates of participation in pools of residential mortgages | $176,338,000 | 276 |
Issued or guaranteed by U.S. | $176,338,000 | 271 |
Privately issued | $0 | 188 |
Collaterized mortgage obligations | $12,951,000 | 1,140 |
CMOs issued by government agencies or sponsored agencies | $8,925,000 | 1,120 |
Privately issued | $4,026,000 | 722 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $1,630,000 | 2,295 |
Available-for-sale securities (fair market value) | $301,638,000 | 358 |
Total debt securities | $303,268,000 | 410 |
Structured notes | ||
Amortized cost | $1,840,000 | 717 |
Fair value | $1,851,000 | 709 |
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 | $230,837,000 | 523 |
U.S. Government securities | $143,827,000 | 604 |
U.S. Treasury securities | $1,004,000 | 664 |
U.S. Government agency obligations | $142,823,000 | 591 |
Securities issued by states & political subdivisions | $82,290,000 | 186 |
Other domestic debt securities | $4,720,000 | 1,221 |
Privately issued residential mortgage-backed securities | $4,306,000 | 736 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 310 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $414,000 | 1,994 |
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 | $113,369,000 | 507 |
Mortgage-backed securities | $119,072,000 | 538 |
Certificates of participation in pools of residential mortgages | $105,753,000 | 417 |
Issued or guaranteed by U.S. | $105,753,000 | 413 |
Privately issued | $0 | 192 |
Collaterized mortgage obligations | $13,319,000 | 1,077 |
CMOs issued by government agencies or sponsored agencies | $9,013,000 | 1,045 |
Privately issued | $4,306,000 | 705 |
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) | $730,000 | 2,705 |
Available-for-sale securities (fair market value) | $230,107,000 | 444 |
Total debt securities | $230,837,000 | 515 |
Structured notes | ||
Amortized cost | $7,696,000 | 159 |
Fair value | $7,715,000 | 158 |
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 | $252,792,000 | 491 |
U.S. Government securities | $158,926,000 | 536 |
U.S. Treasury securities | $1,010,000 | 638 |
U.S. Government agency obligations | $157,916,000 | 528 |
Securities issued by states & political subdivisions | $88,955,000 | 178 |
Other domestic debt securities | $4,911,000 | 1,249 |
Privately issued residential mortgage-backed securities | $4,456,000 | 730 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 294 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $455,000 | 1,991 |
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 | $96,088,000 | 576 |
Mortgage-backed securities | $118,797,000 | 537 |
Certificates of participation in pools of residential mortgages | $105,147,000 | 427 |
Issued or guaranteed by U.S. | $105,147,000 | 422 |
Privately issued | $0 | 202 |
Collaterized mortgage obligations | $13,650,000 | 1,047 |
CMOs issued by government agencies or sponsored agencies | $9,194,000 | 1,036 |
Privately issued | $4,456,000 | 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) | $815,000 | 2,656 |
Available-for-sale securities (fair market value) | $251,977,000 | 427 |
Total debt securities | $252,792,000 | 475 |
Structured notes | ||
Amortized cost | $7,865,000 | 166 |
Fair value | $7,901,000 | 160 |
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 | $238,993,000 | 526 |
U.S. Government securities | $143,622,000 | 575 |
U.S. Treasury securities | $1,022,000 | 646 |
U.S. Government agency obligations | $142,600,000 | 568 |
Securities issued by states & political subdivisions | $89,989,000 | 176 |
Other domestic debt securities | $5,382,000 | 1,161 |
Privately issued residential mortgage-backed securities | $4,809,000 | 677 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 288 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $573,000 | 1,777 |
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 | $116,961,000 | 480 |
Mortgage-backed securities | $123,391,000 | 500 |
Certificates of participation in pools of residential mortgages | $110,155,000 | 389 |
Issued or guaranteed by U.S. | $110,155,000 | 383 |
Privately issued | $0 | 205 |
Collaterized mortgage obligations | $13,236,000 | 1,059 |
CMOs issued by government agencies or sponsored agencies | $8,427,000 | 1,072 |
Privately issued | $4,809,000 | 641 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 3,628 |
Available-for-sale securities (fair market value) | $238,993,000 | 456 |
Total debt securities | $238,993,000 | 508 |
Structured notes | ||
Amortized cost | $10,519,000 | 119 |
Fair value | $10,589,000 | 118 |
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 | $234,675,000 | 524 |
U.S. Government securities | $142,165,000 | 592 |
U.S. Treasury securities | $1,012,000 | 721 |
U.S. Government agency obligations | $141,153,000 | 584 |
Securities issued by states & political subdivisions | $86,914,000 | 174 |
Other domestic debt securities | $5,596,000 | 1,071 |
Privately issued residential mortgage-backed securities | $4,995,000 | 620 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 272 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $601,000 | 1,636 |
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 | $117,077,000 | 468 |
Mortgage-backed securities | $120,880,000 | 465 |
Certificates of participation in pools of residential mortgages | $107,328,000 | 361 |
Issued or guaranteed by U.S. | $107,328,000 | 357 |
Privately issued | $0 | 191 |
Collaterized mortgage obligations | $13,552,000 | 956 |
CMOs issued by government agencies or sponsored agencies | $8,557,000 | 1,009 |
Privately issued | $4,995,000 | 583 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 3,689 |
Available-for-sale securities (fair market value) | $234,675,000 | 457 |
Total debt securities | $234,675,000 | 509 |
Structured notes | ||
Amortized cost | $7,717,000 | 317 |
Fair value | $7,716,000 | 316 |
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 | $230,630,000 | 547 |
U.S. Government securities | $142,478,000 | 599 |
U.S. Treasury securities | $1,008,000 | 739 |
U.S. Government agency obligations | $141,470,000 | 591 |
Securities issued by states & political subdivisions | $82,382,000 | 188 |
Other domestic debt securities | $5,770,000 | 1,006 |
Privately issued residential mortgage-backed securities | $5,140,000 | 585 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 271 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $630,000 | 1,591 |
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 | $117,415,000 | 448 |
Mortgage-backed securities | $102,202,000 | 520 |
Certificates of participation in pools of residential mortgages | $91,137,000 | 399 |
Issued or guaranteed by U.S. | $91,137,000 | 395 |
Privately issued | $0 | 194 |
Collaterized mortgage obligations | $11,065,000 | 1,041 |
CMOs issued by government agencies or sponsored agencies | $5,925,000 | 1,221 |
Privately issued | $5,140,000 | 554 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 3,749 |
Available-for-sale securities (fair market value) | $230,630,000 | 467 |
Total debt securities | $230,630,000 | 529 |
Structured notes | ||
Amortized cost | $8,028,000 | 370 |
Fair value | $7,956,000 | 377 |
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 | $224,541,000 | 556 |
U.S. Government securities | $139,459,000 | 622 |
U.S. Treasury securities | $998,000 | 854 |
U.S. Government agency obligations | $138,461,000 | 616 |
Securities issued by states & political subdivisions | $79,195,000 | 196 |
Other domestic debt securities | $5,887,000 | 944 |
Privately issued residential mortgage-backed securities | $5,233,000 | 539 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 267 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $654,000 | 1,538 |
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 | $119,420,000 | 451 |
Mortgage-backed securities | $100,111,000 | 537 |
Certificates of participation in pools of residential mortgages | $89,882,000 | 401 |
Issued or guaranteed by U.S. | $89,882,000 | 396 |
Privately issued | $0 | 207 |
Collaterized mortgage obligations | $10,229,000 | 1,053 |
CMOs issued by government agencies or sponsored agencies | $4,996,000 | 1,299 |
Privately issued | $5,233,000 | 507 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 3,791 |
Available-for-sale securities (fair market value) | $224,541,000 | 465 |
Total debt securities | $224,541,000 | 542 |
Structured notes | ||
Amortized cost | $4,342,000 | 730 |
Fair value | $4,301,000 | 730 |
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 | $234,823,000 | 531 |
U.S. Government securities | $146,766,000 | 601 |
U.S. Treasury securities | $1,004,000 | 887 |
U.S. Government agency obligations | $145,762,000 | 592 |
Securities issued by states & political subdivisions | $81,870,000 | 182 |
Other domestic debt securities | $6,187,000 | 933 |
Privately issued residential mortgage-backed securities | $5,538,000 | 517 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 298 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $649,000 | 1,573 |
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 | $99,128,000 | 532 |
Mortgage-backed securities | $105,644,000 | 520 |
Certificates of participation in pools of residential mortgages | $94,879,000 | 392 |
Issued or guaranteed by U.S. | $94,879,000 | 387 |
Privately issued | $0 | 218 |
Collaterized mortgage obligations | $10,765,000 | 1,018 |
CMOs issued by government agencies or sponsored agencies | $5,227,000 | 1,251 |
Privately issued | $5,538,000 | 485 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 3,860 |
Available-for-sale securities (fair market value) | $234,823,000 | 453 |
Total debt securities | $234,823,000 | 517 |
Structured notes | ||
Amortized cost | $8,085,000 | 430 |
Fair value | $8,013,000 | 431 |
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 | $231,055,000 | 540 |
U.S. Government securities | $142,905,000 | 638 |
U.S. Treasury securities | $1,002,000 | 939 |
U.S. Government agency obligations | $141,903,000 | 632 |
Securities issued by states & political subdivisions | $81,800,000 | 185 |
Other domestic debt securities | $6,350,000 | 917 |
Privately issued residential mortgage-backed securities | $5,701,000 | 505 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 285 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $649,000 | 1,612 |
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 | $100,729,000 | 546 |
Mortgage-backed securities | $102,112,000 | 538 |
Certificates of participation in pools of residential mortgages | $91,102,000 | 404 |
Issued or guaranteed by U.S. | $91,102,000 | 400 |
Privately issued | $0 | 208 |
Collaterized mortgage obligations | $11,010,000 | 1,004 |
CMOs issued by government agencies or sponsored agencies | $5,309,000 | 1,250 |
Privately issued | $5,701,000 | 478 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 3,949 |
Available-for-sale securities (fair market value) | $231,055,000 | 456 |
Total debt securities | $231,055,000 | 522 |
Structured notes | ||
Amortized cost | $4,088,000 | 868 |
Fair value | $4,042,000 | 871 |
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 | $239,869,000 | 539 |
U.S. Government securities | $151,592,000 | 618 |
U.S. Treasury securities | $997,000 | 1,026 |
U.S. Government agency obligations | $150,595,000 | 606 |
Securities issued by states & political subdivisions | $81,737,000 | 183 |
Other domestic debt securities | $6,540,000 | 892 |
Privately issued residential mortgage-backed securities | $5,882,000 | 495 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 308 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $658,000 | 1,629 |
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 | $78,417,000 | 677 |
Mortgage-backed securities | $105,973,000 | 532 |
Certificates of participation in pools of residential mortgages | $94,700,000 | 406 |
Issued or guaranteed by U.S. | $94,700,000 | 401 |
Privately issued | $0 | 214 |
Collaterized mortgage obligations | $11,273,000 | 970 |
CMOs issued by government agencies or sponsored agencies | $5,391,000 | 1,215 |
Privately issued | $5,882,000 | 467 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,052 |
Available-for-sale securities (fair market value) | $239,869,000 | 452 |
Total debt securities | $239,869,000 | 521 |
Structured notes | ||
Amortized cost | $5,006,000 | 771 |
Fair value | $4,982,000 | 778 |
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 | $242,262,000 | 540 |
U.S. Government securities | $155,320,000 | 609 |
U.S. Treasury securities | $990,000 | 1,089 |
U.S. Government agency obligations | $154,330,000 | 597 |
Securities issued by states & political subdivisions | $80,299,000 | 185 |
Other domestic debt securities | $6,643,000 | 886 |
Privately issued residential mortgage-backed securities | $5,989,000 | 479 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 304 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $654,000 | 1,677 |
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 | $82,918,000 | 644 |
Mortgage-backed securities | $110,882,000 | 518 |
Certificates of participation in pools of residential mortgages | $99,491,000 | 400 |
Issued or guaranteed by U.S. | $99,491,000 | 397 |
Privately issued | $0 | 211 |
Collaterized mortgage obligations | $11,391,000 | 950 |
CMOs issued by government agencies or sponsored agencies | $5,402,000 | 1,209 |
Privately issued | $5,989,000 | 452 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,097 |
Available-for-sale securities (fair market value) | $242,262,000 | 454 |
Total debt securities | $242,262,000 | 525 |
Structured notes | ||
Amortized cost | $5,013,000 | 836 |
Fair value | $4,950,000 | 829 |
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 | $250,103,000 | 528 |
U.S. Government securities | $171,218,000 | 576 |
U.S. Treasury securities | $986,000 | 1,201 |
U.S. Government agency obligations | $170,232,000 | 561 |
Securities issued by states & political subdivisions | $71,972,000 | 205 |
Other domestic debt securities | $6,913,000 | 891 |
Privately issued residential mortgage-backed securities | $6,248,000 | 475 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 314 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $665,000 | 1,743 |
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 | $84,668,000 | 630 |
Mortgage-backed securities | $126,072,000 | 472 |
Certificates of participation in pools of residential mortgages | $108,461,000 | 384 |
Issued or guaranteed by U.S. | $108,461,000 | 379 |
Privately issued | $0 | 205 |
Collaterized mortgage obligations | $17,611,000 | 750 |
CMOs issued by government agencies or sponsored agencies | $11,363,000 | 781 |
Privately issued | $6,248,000 | 447 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,162 |
Available-for-sale securities (fair market value) | $250,103,000 | 449 |
Total debt securities | $250,104,000 | 515 |
Structured notes | ||
Amortized cost | $5,019,000 | 850 |
Fair value | $4,947,000 | 851 |
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 | $275,177,000 | 495 |
U.S. Government securities | $202,036,000 | 504 |
U.S. Treasury securities | $2,933,000 | 775 |
U.S. Government agency obligations | $199,103,000 | 485 |
Securities issued by states & political subdivisions | $65,972,000 | 221 |
Other domestic debt securities | $7,169,000 | 890 |
Privately issued residential mortgage-backed securities | $6,504,000 | 452 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 316 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $665,000 | 1,848 |
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 | $47,958,000 | 1,009 |
Mortgage-backed securities | $137,957,000 | 456 |
Certificates of participation in pools of residential mortgages | $115,804,000 | 376 |
Issued or guaranteed by U.S. | $115,804,000 | 370 |
Privately issued | $0 | 216 |
Collaterized mortgage obligations | $22,153,000 | 641 |
CMOs issued by government agencies or sponsored agencies | $15,649,000 | 640 |
Privately issued | $6,504,000 | 429 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,235 |
Available-for-sale securities (fair market value) | $275,177,000 | 421 |
Total debt securities | $275,177,000 | 483 |
Structured notes | ||
Amortized cost | $5,025,000 | 860 |
Fair value | $4,952,000 | 864 |
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 | $282,885,000 | 485 |
U.S. Government securities | $208,266,000 | 494 |
U.S. Treasury securities | $2,960,000 | 758 |
U.S. Government agency obligations | $205,306,000 | 477 |
Securities issued by states & political subdivisions | $67,087,000 | 220 |
Other domestic debt securities | $7,532,000 | 876 |
Privately issued residential mortgage-backed securities | $6,852,000 | 435 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 326 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $680,000 | 1,912 |
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 | $40,426,000 | 1,123 |
Mortgage-backed securities | $146,918,000 | 442 |
Certificates of participation in pools of residential mortgages | $123,811,000 | 363 |
Issued or guaranteed by U.S. | $123,811,000 | 359 |
Privately issued | $0 | 225 |
Collaterized mortgage obligations | $23,107,000 | 629 |
CMOs issued by government agencies or sponsored agencies | $16,255,000 | 636 |
Privately issued | $6,852,000 | 410 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,298 |
Available-for-sale securities (fair market value) | $282,885,000 | 413 |
Total debt securities | $282,885,000 | 476 |
Structured notes | ||
Amortized cost | $5,032,000 | 840 |
Fair value | $4,985,000 | 844 |
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 | $301,185,000 | 459 |
U.S. Government securities | $224,708,000 | 455 |
U.S. Treasury securities | $2,978,000 | 774 |
U.S. Government agency obligations | $221,730,000 | 448 |
Securities issued by states & political subdivisions | $68,595,000 | 210 |
Other domestic debt securities | $7,198,000 | 910 |
Privately issued residential mortgage-backed securities | $7,198,000 | 423 |
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 | $684,000 | 105 |
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 | $38,314,000 | 1,172 |
Mortgage-backed securities | $153,472,000 | 435 |
Certificates of participation in pools of residential mortgages | $132,150,000 | 353 |
Issued or guaranteed by U.S. | $132,150,000 | 345 |
Privately issued | $0 | 223 |
Collaterized mortgage obligations | $21,322,000 | 665 |
CMOs issued by government agencies or sponsored agencies | $14,124,000 | 719 |
Privately issued | $7,198,000 | 398 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,351 |
Available-for-sale securities (fair market value) | $301,185,000 | 389 |
Total debt securities | $301,185,000 | 449 |
Structured notes | ||
Amortized cost | $5,038,000 | 817 |
Fair value | $5,008,000 | 817 |
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 | $296,905,000 | 465 |
U.S. Government securities | $225,341,000 | 472 |
U.S. Treasury securities | $982,000 | 1,364 |
U.S. Government agency obligations | $224,359,000 | 452 |
Securities issued by states & political subdivisions | $63,572,000 | 228 |
Other domestic debt securities | $7,992,000 | 890 |
Privately issued residential mortgage-backed securities | $7,330,000 | 417 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 320 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $662,000 | 2,100 |
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 | $36,568,000 | 1,249 |
Mortgage-backed securities | $152,247,000 | 451 |
Certificates of participation in pools of residential mortgages | $132,071,000 | 359 |
Issued or guaranteed by U.S. | $132,071,000 | 353 |
Privately issued | $0 | 207 |
Collaterized mortgage obligations | $20,176,000 | 712 |
CMOs issued by government agencies or sponsored agencies | $12,846,000 | 800 |
Privately issued | $7,330,000 | 387 |
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) | $296,905,000 | 397 |
Total debt securities | $296,905,000 | 455 |
Structured notes | ||
Amortized cost | $5,045,000 | 826 |
Fair value | $4,971,000 | 830 |
Trading account assets | $0 | 148 |
Revaluation gains on off-balance sheet contracts | $0 | 54 |
Revaluation losses on off-balance sheet contracts | $0 | 48 |
2004-12-31 | Rank | |
Total securities | $281,282,000 | 498 |
U.S. Government securities | $223,271,000 | 483 |
U.S. Treasury securities | $993,000 | 1,355 |
U.S. Government agency obligations | $222,278,000 | 459 |
Securities issued by states & political subdivisions | $57,328,000 | 265 |
Other domestic debt securities | $683,000 | 2,569 |
Privately issued residential mortgage-backed securities | $0 | 1,332 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 328 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $683,000 | 2,150 |
Foreign debt securities | $0 | 244 |
Equity securities | $0 | 2,194 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $38,658,000 | 1,170 |
Mortgage-backed securities | $137,251,000 | 490 |
Certificates of participation in pools of residential mortgages | $123,914,000 | 388 |
Issued or guaranteed by U.S. | $123,914,000 | 385 |
Privately issued | $0 | 203 |
Collaterized mortgage obligations | $13,337,000 | 937 |
CMOs issued by government agencies or sponsored agencies | $13,337,000 | 786 |
Privately issued | $0 | 1,227 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,483 |
Available-for-sale securities (fair market value) | $281,282,000 | 424 |
Total debt securities | $281,282,000 | 482 |
Structured notes | ||
Amortized cost | $5,051,000 | 791 |
Fair value | $5,032,000 | 790 |
Trading account assets | $0 | 153 |
Revaluation gains on off-balance sheet contracts | $0 | 52 |
Revaluation losses on off-balance sheet contracts | $0 | 50 |
2004-09-30 | Rank | |
Total securities | $205,222,000 | 656 |
U.S. Government securities | $146,990,000 | 671 |
U.S. Treasury securities | $1,002,000 | 1,301 |
U.S. Government agency obligations | $145,988,000 | 643 |
Securities issued by states & political subdivisions | $57,580,000 | 267 |
Other domestic debt securities | $652,000 | 2,613 |
Privately issued residential mortgage-backed securities | $0 | 1,306 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 349 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $652,000 | 2,221 |
Foreign debt securities | $0 | 248 |
Equity securities | $0 | 2,231 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $31,030,000 | 1,396 |
Mortgage-backed securities | $95,691,000 | 643 |
Certificates of participation in pools of residential mortgages | $83,223,000 | 517 |
Issued or guaranteed by U.S. | $83,223,000 | 514 |
Privately issued | $0 | 225 |
Collaterized mortgage obligations | $12,468,000 | 973 |
CMOs issued by government agencies or sponsored agencies | $12,468,000 | 839 |
Privately issued | $0 | 1,190 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,541 |
Available-for-sale securities (fair market value) | $205,222,000 | 545 |
Total debt securities | $205,222,000 | 640 |
Structured notes | ||
Amortized cost | $5,058,000 | 806 |
Fair value | $5,075,000 | 803 |
Trading account assets | $0 | 149 |
Revaluation gains on off-balance sheet contracts | $0 | 57 |
Revaluation losses on off-balance sheet contracts | $0 | 55 |
2004-06-30 | Rank | |
Total securities | $219,399,000 | 619 |
U.S. Government securities | $160,370,000 | 637 |
U.S. Treasury securities | $991,000 | 1,455 |
U.S. Government agency obligations | $159,379,000 | 615 |
Securities issued by states & political subdivisions | $55,502,000 | 266 |
Other domestic debt securities | $3,527,000 | 1,436 |
Privately issued residential mortgage-backed securities | $0 | 1,302 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $2,900,000 | 143 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $627,000 | 2,337 |
Foreign debt securities | $0 | 251 |
Equity securities | $0 | 2,274 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $32,267,000 | 1,336 |
Mortgage-backed securities | $99,047,000 | 629 |
Certificates of participation in pools of residential mortgages | $86,044,000 | 517 |
Issued or guaranteed by U.S. | $86,044,000 | 514 |
Privately issued | $0 | 225 |
Collaterized mortgage obligations | $13,003,000 | 965 |
CMOs issued by government agencies or sponsored agencies | $13,003,000 | 826 |
Privately issued | $0 | 1,191 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,584 |
Available-for-sale securities (fair market value) | $219,399,000 | 522 |
Total debt securities | $219,399,000 | 605 |
Structured notes | ||
Amortized cost | $8,067,000 | 518 |
Fair value | $7,941,000 | 521 |
Trading account assets | $0 | 153 |
Revaluation gains on off-balance sheet contracts | $0 | 56 |
Revaluation losses on off-balance sheet contracts | $0 | 54 |
2004-03-31 | Rank | |
Total securities | $238,403,000 | 591 |
U.S. Government securities | $178,375,000 | 600 |
U.S. Treasury securities | $1,021,000 | 1,325 |
U.S. Government agency obligations | $177,354,000 | 579 |
Securities issued by states & political subdivisions | $59,363,000 | 252 |
Other domestic debt securities | $665,000 | 2,807 |
Privately issued residential mortgage-backed securities | $0 | 1,363 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 377 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $665,000 | 2,399 |
Foreign debt securities | $0 | 264 |
Equity securities | $0 | 2,298 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $35,804,000 | 1,217 |
Mortgage-backed securities | $105,223,000 | 625 |
Certificates of participation in pools of residential mortgages | $91,239,000 | 508 |
Issued or guaranteed by U.S. | $91,239,000 | 502 |
Privately issued | $0 | 230 |
Collaterized mortgage obligations | $13,984,000 | 949 |
CMOs issued by government agencies or sponsored agencies | $13,984,000 | 820 |
Privately issued | $0 | 1,245 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,632 |
Available-for-sale securities (fair market value) | $238,403,000 | 510 |
Total debt securities | $238,403,000 | 571 |
Structured notes | ||
Amortized cost | $13,077,000 | 254 |
Fair value | $13,202,000 | 254 |
Trading account assets | $0 | 144 |
Revaluation gains on off-balance sheet contracts | $0 | 54 |
Revaluation losses on off-balance sheet contracts | $0 | 52 |
2003-12-31 | Rank | |
Total securities | $215,695,000 | 646 |
U.S. Government securities | $154,806,000 | 680 |
U.S. Treasury securities | $1,009,000 | 1,429 |
U.S. Government agency obligations | $153,797,000 | 660 |
Securities issued by states & political subdivisions | $60,230,000 | 250 |
Other domestic debt securities | $659,000 | 2,852 |
Privately issued residential mortgage-backed securities | $0 | 1,224 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 396 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $659,000 | 2,526 |
Foreign debt securities | $0 | 283 |
Equity securities | $0 | 2,350 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $38,670,000 | 1,122 |
Mortgage-backed securities | $87,649,000 | 716 |
Certificates of participation in pools of residential mortgages | $73,160,000 | 597 |
Issued or guaranteed by U.S. | $73,160,000 | 588 |
Privately issued | $0 | 248 |
Collaterized mortgage obligations | $14,489,000 | 927 |
CMOs issued by government agencies or sponsored agencies | $14,489,000 | 859 |
Privately issued | $0 | 1,065 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,692 |
Available-for-sale securities (fair market value) | $215,695,000 | 557 |
Total debt securities | $215,695,000 | 626 |
Structured notes | ||
Amortized cost | $8,009,000 | 392 |
Fair value | $8,048,000 | 392 |
Trading account assets | $0 | 168 |
Revaluation gains on off-balance sheet contracts | $0 | 61 |
Revaluation losses on off-balance sheet contracts | $0 | 58 |
2003-09-30 | Rank | |
Total securities | $189,475,000 | 713 |
U.S. Government securities | $132,233,000 | 779 |
U.S. Treasury securities | $1,005,000 | 1,531 |
U.S. Government agency obligations | $131,228,000 | 751 |
Securities issued by states & political subdivisions | $56,596,000 | 267 |
Other domestic debt securities | $646,000 | 2,996 |
Privately issued residential mortgage-backed securities | $0 | 1,304 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 413 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $646,000 | 2,669 |
Foreign debt securities | $0 | 291 |
Equity securities | $0 | 2,398 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $35,329,000 | 1,154 |
Mortgage-backed securities | $73,502,000 | 811 |
Certificates of participation in pools of residential mortgages | $57,478,000 | 695 |
Issued or guaranteed by U.S. | $57,478,000 | 692 |
Privately issued | $0 | 253 |
Collaterized mortgage obligations | $16,024,000 | 887 |
CMOs issued by government agencies or sponsored agencies | $16,024,000 | 826 |
Privately issued | $0 | 1,143 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,716 |
Available-for-sale securities (fair market value) | $189,475,000 | 617 |
Total debt securities | $189,475,000 | 691 |
Structured notes | ||
Amortized cost | $9,513,000 | 264 |
Fair value | $9,538,000 | 262 |
Trading account assets | $0 | 165 |
Revaluation gains on off-balance sheet contracts | $0 | 63 |
Revaluation losses on off-balance sheet contracts | $0 | 59 |
2003-06-30 | Rank | |
Total securities | $154,560,000 | 854 |
U.S. Government securities | $96,575,000 | 975 |
U.S. Treasury securities | $1,014,000 | 1,501 |
U.S. Government agency obligations | $95,561,000 | 943 |
Securities issued by states & political subdivisions | $57,385,000 | 259 |
Other domestic debt securities | $600,000 | 3,108 |
Privately issued residential mortgage-backed securities | $0 | 1,363 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 431 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $600,000 | 2,755 |
Foreign debt securities | $0 | 294 |
Equity securities | $0 | 2,400 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $43,071,000 | 963 |
Mortgage-backed securities | $53,067,000 | 1,017 |
Certificates of participation in pools of residential mortgages | $36,119,000 | 980 |
Issued or guaranteed by U.S. | $36,119,000 | 975 |
Privately issued | $0 | 256 |
Collaterized mortgage obligations | $16,948,000 | 902 |
CMOs issued by government agencies or sponsored agencies | $16,948,000 | 838 |
Privately issued | $0 | 1,203 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,735 |
Available-for-sale securities (fair market value) | $154,560,000 | 737 |
Total debt securities | $154,560,000 | 822 |
Structured notes | ||
Amortized cost | $6,504,000 | 296 |
Fair value | $6,561,000 | 296 |
Trading account assets | $0 | 170 |
Revaluation gains on off-balance sheet contracts | $0 | 59 |
Revaluation losses on off-balance sheet contracts | $0 | 59 |
2003-03-31 | Rank | |
Total securities | $145,335,000 | 891 |
U.S. Government securities | $104,900,000 | 915 |
U.S. Treasury securities | $1,020,000 | 1,496 |
U.S. Government agency obligations | $103,880,000 | 873 |
Securities issued by states & political subdivisions | $40,146,000 | 374 |
Other domestic debt securities | $289,000 | 3,545 |
Privately issued residential mortgage-backed securities | $0 | 1,390 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $39,000 | 426 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $250,000 | 3,207 |
Foreign debt securities | $0 | 294 |
Equity securities | $0 | 2,418 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $43,159,000 | 950 |
Mortgage-backed securities | $81,654,000 | 742 |
Certificates of participation in pools of residential mortgages | $41,717,000 | 846 |
Issued or guaranteed by U.S. | $41,717,000 | 841 |
Privately issued | $0 | 257 |
Collaterized mortgage obligations | $39,937,000 | 548 |
CMOs issued by government agencies or sponsored agencies | $39,937,000 | 498 |
Privately issued | $0 | 1,231 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,788 |
Available-for-sale securities (fair market value) | $145,335,000 | 760 |
Total debt securities | $145,335,000 | 860 |
Structured notes | ||
Amortized cost | $4,508,000 | 312 |
Fair value | $4,508,000 | 321 |
Trading account assets | $0 | 169 |
Revaluation gains on off-balance sheet contracts | $0 | 61 |
Revaluation losses on off-balance sheet contracts | $0 | 62 |
2002-12-31 | Rank | |
Total securities | $109,453,000 | 1,139 |
U.S. Government securities | $72,045,000 | 1,249 |
U.S. Treasury securities | $1,027,000 | 1,572 |
U.S. Government agency obligations | $71,018,000 | 1,195 |
Securities issued by states & political subdivisions | $37,115,000 | 400 |
Other domestic debt securities | $293,000 | 3,597 |
Privately issued residential mortgage-backed securities | $0 | 1,406 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $293,000 | 387 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,582 |
Foreign debt securities | $0 | 302 |
Equity securities | $0 | 2,426 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $44,669,000 | 901 |
Mortgage-backed securities | $65,358,000 | 836 |
Certificates of participation in pools of residential mortgages | $46,126,000 | 765 |
Issued or guaranteed by U.S. | $46,126,000 | 759 |
Privately issued | $0 | 252 |
Collaterized mortgage obligations | $19,232,000 | 854 |
CMOs issued by government agencies or sponsored agencies | $19,232,000 | 789 |
Privately issued | $0 | 1,253 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 4,875 |
Available-for-sale securities (fair market value) | $109,453,000 | 962 |
Total debt securities | $109,453,000 | 1,094 |
Structured notes | ||
Amortized cost | $0 | 1,569 |
Fair value | $0 | 1,573 |
Trading account assets | $0 | 170 |
Revaluation gains on off-balance sheet contracts | $0 | 59 |
Revaluation losses on off-balance sheet contracts | $0 | 62 |
2001-12-31 | Rank | |
Total securities | $67,338,000 | 1,666 |
U.S. Government securities | $51,518,000 | 1,573 |
U.S. Treasury securities | $1,024,000 | 1,929 |
U.S. Government agency obligations | $50,494,000 | 1,521 |
Securities issued by states & political subdivisions | $14,800,000 | 1,145 |
Other domestic debt securities | $1,020,000 | 2,880 |
Privately issued residential mortgage-backed securities | $1,020,000 | 791 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 517 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,579 |
Foreign debt securities | $0 | 319 |
Equity securities | $0 | 2,400 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $2,321,000 | 5,742 |
Mortgage-backed securities | $33,022,000 | 1,300 |
Certificates of participation in pools of residential mortgages | $15,429,000 | 1,583 |
Issued or guaranteed by U.S. | $15,429,000 | 1,574 |
Privately issued | $0 | 260 |
Collaterized mortgage obligations | $17,593,000 | 900 |
CMOs issued by government agencies or sponsored agencies | $16,573,000 | 859 |
Privately issued | $1,020,000 | 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) | $0 | 5,093 |
Available-for-sale securities (fair market value) | $67,338,000 | 1,377 |
Total debt securities | $67,338,000 | 1,619 |
Structured notes | ||
Amortized cost | $0 | 883 |
Fair value | $0 | 883 |
Trading account assets | $0 | 182 |
Revaluation gains on off-balance sheet contracts | $0 | 55 |
Revaluation losses on off-balance sheet contracts | $0 | 52 |
2000-12-31 | Rank | |
Total securities | $77,372,000 | 1,428 |
U.S. Government securities | $65,437,000 | 1,215 |
U.S. Treasury securities | $1,004,000 | 2,684 |
U.S. Government agency obligations | $64,433,000 | 1,149 |
Securities issued by states & political subdivisions | $5,697,000 | 2,568 |
Other domestic debt securities | $0 | 3,998 |
Privately issued residential mortgage-backed securities | $0 | 1,552 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,386 |
Foreign debt securities | $0 | 313 |
Equity securities | $6,238,000 | 734 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,382,000 | 5,470 |
Mortgage-backed securities | $39,436,000 | 933 |
Certificates of participation in pools of residential mortgages | $18,934,000 | 1,112 |
Issued or guaranteed by U.S. | $18,934,000 | 1,104 |
Privately issued | $0 | 308 |
Collaterized mortgage obligations | $20,502,000 | 665 |
CMOs issued by government agencies or sponsored agencies | $20,502,000 | 593 |
Privately issued | $0 | 1,355 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 5,708 |
Available-for-sale securities (fair market value) | $77,372,000 | 1,112 |
Total debt securities | $71,134,000 | 1,471 |
Structured notes | ||
Amortized cost | $0 | 935 |
Fair value | $0 | 935 |
Trading account assets | $0 | 175 |
Revaluation gains on off-balance sheet contracts | $0 | 59 |
Revaluation losses on off-balance sheet contracts | $0 | 60 |
1999-12-31 | Rank | |
Total securities | $73,491,000 | 1,557 |
U.S. Government securities | $63,494,000 | 1,333 |
U.S. Treasury securities | $1,005,000 | 3,522 |
U.S. Government agency obligations | $62,489,000 | 1,240 |
Securities issued by states & political subdivisions | $4,100,000 | 3,321 |
Other domestic debt securities | $0 | 3,983 |
Privately issued residential mortgage-backed securities | $0 | 1,654 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,254 |
Foreign debt securities | $0 | 343 |
Equity securities | $5,897,000 | 734 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,423,000 | 5,428 |
Mortgage-backed securities | $33,915,000 | 1,125 |
Certificates of participation in pools of residential mortgages | $23,225,000 | 1,023 |
Issued or guaranteed by U.S. | $23,225,000 | 1,014 |
Privately issued | $0 | 307 |
Collaterized mortgage obligations | $10,690,000 | 1,050 |
CMOs issued by government agencies or sponsored agencies | $10,690,000 | 932 |
Privately issued | $0 | 1,450 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $0 | 6,120 |
Available-for-sale securities (fair market value) | $73,491,000 | 1,189 |
Total debt securities | $67,594,000 | 1,621 |
Structured notes | ||
Amortized cost | $0 | 1,336 |
Fair value | $0 | 1,336 |
Trading account assets | $0 | 165 |
Revaluation gains on off-balance sheet contracts | $0 | 52 |
Revaluation losses on off-balance sheet contracts | $0 | 50 |
1998-12-31 | Rank | |
Total securities | $69,954,000 | 1,698 |
U.S. Government securities | $55,865,000 | 1,564 |
U.S. Treasury securities | $1,193,000 | 4,730 |
U.S. Government agency obligations | $54,672,000 | 1,355 |
Securities issued by states & political subdivisions | $10,116,000 | 1,671 |
Other domestic debt securities | $0 | 3,984 |
Privately issued residential mortgage-backed securities | $0 | 1,703 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 3,174 |
Foreign debt securities | $0 | 363 |
Equity securities | $3,973,000 | 977 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $12,796,000 | 2,319 |
Mortgage-backed securities | $41,591,000 | 1,036 |
Certificates of participation in pools of residential mortgages | $33,578,000 | 839 |
Issued or guaranteed by U.S. | $33,578,000 | 827 |
Privately issued | $0 | 349 |
Collaterized mortgage obligations | $8,013,000 | 1,374 |
CMOs issued by government agencies or sponsored agencies | $8,013,000 | 1,271 |
Privately issued | $0 | 1,474 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $11,746,000 | 2,096 |
Available-for-sale securities (fair market value) | $58,208,000 | 1,503 |
Total debt securities | $65,981,000 | 1,717 |
Structured notes | ||
Amortized cost | $0 | 1,636 |
Fair value | $0 | 1,636 |
Trading account assets | $0 | 197 |
Revaluation gains on off-balance sheet contracts | $0 | 55 |
Revaluation losses on off-balance sheet contracts | $0 | 53 |
1997-12-31 | Rank | |
Total securities | $59,684,000 | 1,941 |
U.S. Government securities | $46,654,000 | 1,946 |
U.S. Treasury securities | $1,997,000 | 5,240 |
U.S. Government agency obligations | $44,657,000 | 1,593 |
Securities issued by states & political subdivisions | $9,407,000 | 1,564 |
Other domestic debt securities | $0 | 3,912 |
Privately issued residential mortgage-backed securities | $0 | 1,758 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $0 | 2,997 |
Foreign debt securities | $0 | 390 |
Equity securities | $3,623,000 | 995 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $16,806,000 | 1,870 |
Mortgage-backed securities | $40,599,000 | 1,019 |
Certificates of participation in pools of residential mortgages | $40,599,000 | 747 |
Issued or guaranteed by U.S. | $40,599,000 | 734 |
Privately issued | $0 | 394 |
Collaterized mortgage obligations | $0 | 5,126 |
CMOs issued by government agencies or sponsored agencies | $0 | 4,813 |
Privately issued | $0 | 1,491 |
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) | $11,447,000 | 2,551 |
Available-for-sale securities (fair market value) | $48,237,000 | 1,672 |
Total debt securities | $56,061,000 | 1,990 |
Structured notes | ||
Amortized cost | $0 | 2,930 |
Fair value | $0 | 2,930 |
Trading account assets | $0 | 203 |
Revaluation gains on off-balance sheet contracts | $0 | 56 |
Revaluation losses on off-balance sheet contracts | $0 | 57 |
1996-12-31 | Rank | |
Total securities | $70,446,000 | 1,717 |
U.S. Government securities | $56,682,000 | 1,715 |
U.S. Treasury securities | $1,991,000 | 6,090 |
U.S. Government agency obligations | $54,691,000 | 1,335 |
Securities issued by states & political subdivisions | $10,018,000 | 1,458 |
Other domestic debt securities | $1,014,000 | 2,029 |
Privately issued residential mortgage-backed securities | $0 | 2,101 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $1,014,000 | 1,529 |
Foreign debt securities | $0 | 466 |
Equity securities | $2,732,000 | 1,187 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $19,901,000 | 1,618 |
Mortgage-backed securities | $49,825,000 | 938 |
Certificates of participation in pools of residential mortgages | $49,825,000 | 690 |
Issued or guaranteed by U.S. | $49,825,000 | 676 |
Privately issued | $0 | 472 |
Collaterized mortgage obligations | $0 | 5,615 |
CMOs issued by government agencies or sponsored agencies | $0 | 5,273 |
Privately issued | $0 | 1,788 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $12,811,000 | 2,680 |
Available-for-sale securities (fair market value) | $57,635,000 | 1,409 |
Total debt securities | $67,714,000 | 1,732 |
Structured notes | ||
Amortized cost | $0 | 3,659 |
Fair value | $0 | 3,659 |
Trading account assets | $0 | 240 |
Revaluation gains on off-balance sheet contracts | $0 | 71 |
Revaluation losses on off-balance sheet contracts | $0 | 72 |
1995-12-31 | Rank | |
Total securities | $85,680,000 | 1,466 |
U.S. Government securities | $72,933,000 | 1,400 |
U.S. Treasury securities | $1,015,000 | 8,386 |
U.S. Government agency obligations | $71,918,000 | 1,053 |
Securities issued by states & political subdivisions | $9,003,000 | 1,630 |
Other domestic debt securities | $1,038,000 | 2,424 |
Privately issued residential mortgage-backed securities | $0 | 2,563 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $1,038,000 | 1,880 |
Foreign debt securities | $0 | 553 |
Equity securities | $2,706,000 | 1,162 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $45,901,000 | 751 |
Mortgage-backed securities | $63,605,000 | 813 |
Certificates of participation in pools of residential mortgages | $63,605,000 | 576 |
Issued or guaranteed by U.S. | $63,605,000 | 561 |
Privately issued | $0 | 558 |
Collaterized mortgage obligations | $0 | 6,113 |
CMOs issued by government agencies or sponsored agencies | $0 | 5,699 |
Privately issued | $0 | 2,213 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $14,316,000 | 2,600 |
Available-for-sale securities (fair market value) | $71,364,000 | 1,183 |
Total debt securities | $82,974,000 | 1,477 |
Structured notes | ||
Amortized cost | $0 | 4,562 |
Fair value | $0 | 4,561 |
Trading account assets | $0 | 261 |
Revaluation gains on off-balance sheet contracts | $0 | 85 |
Revaluation losses on off-balance sheet contracts | $0 | 79 |
1994-12-31 | Rank | |
Total securities | $98,245,000 | 1,311 |
U.S. Government securities | $81,594,000 | 1,294 |
U.S. Treasury securities | $1,004,000 | 9,557 |
U.S. Government agency obligations | $80,590,000 | 914 |
Securities issued by states & political subdivisions | $11,955,000 | 1,212 |
Other domestic debt securities | $1,986,000 | 2,062 |
Privately issued residential mortgage-backed securities | $0 | 2,862 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $1,986,000 | 1,618 |
Foreign debt securities | $0 | 600 |
Equity securities | $2,710,000 | 1,039 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $44,605,000 | 753 |
Mortgage-backed securities | $60,328,000 | 891 |
Certificates of participation in pools of residential mortgages | $60,328,000 | 606 |
Issued or guaranteed by U.S. | $60,328,000 | 586 |
Privately issued | $0 | 564 |
Collaterized mortgage obligations | $0 | 6,600 |
CMOs issued by government agencies or sponsored agencies | $0 | 6,123 |
Privately issued | $0 | 2,507 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $15,476,000 | 4,218 |
Available-for-sale securities (fair market value) | $82,769,000 | 682 |
Total debt securities | $95,535,000 | 1,317 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $0 | 286 |
Revaluation gains on off-balance sheet contracts | $0 | 64 |
Revaluation losses on off-balance sheet contracts | $0 | 62 |
1993-12-31 | Rank | |
Total securities | $98,553,000 | 1,389 |
U.S. Government securities | $81,786,000 | 1,367 |
U.S. Treasury securities | $15,671,000 | 2,352 |
U.S. Government agency obligations | $66,115,000 | 1,126 |
Securities issued by states & political subdivisions | $10,923,000 | 1,367 |
Other domestic debt securities | $3,134,000 | 1,834 |
Privately issued residential mortgage-backed securities | $0 | 3,404 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $3,134,000 | 1,386 |
Foreign debt securities | $0 | 649 |
Equity securities | $2,710,000 | 1,152 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $49,031,000 | 652 |
Mortgage-backed securities | $42,866,000 | 1,263 |
Certificates of participation in pools of residential mortgages | $42,866,000 | 835 |
Issued or guaranteed by U.S. | $42,866,000 | 808 |
Privately issued | $0 | 731 |
Collaterized mortgage obligations | $0 | 7,006 |
CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
Privately issued | $0 | 2,902 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | NA | NA |
Available-for-sale securities (fair market value) | NA | NA |
Total debt securities | $95,843,000 | 1,378 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $0 | 330 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | NA | NA |
1992-12-31 | Rank | |
Total securities | $98,412,000 | 1,369 |
U.S. Government securities | $88,519,000 | 1,236 |
U.S. Treasury securities | $37,293,000 | 997 |
U.S. Government agency obligations | $51,226,000 | 1,359 |
Securities issued by states & political subdivisions | $4,069,000 | 3,282 |
Other domestic debt securities | $3,114,000 | 2,274 |
Privately issued residential mortgage-backed securities | $78,000 | 3,624 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $3,036,000 | 1,629 |
Foreign debt securities | $0 | 699 |
Equity securities | $2,710,000 | 1,013 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $45,815,000 | 667 |
Mortgage-backed securities | $22,261,000 | 2,117 |
Certificates of participation in pools of residential mortgages | $22,183,000 | 1,389 |
Issued or guaranteed by U.S. | $22,183,000 | 1,355 |
Privately issued | $0 | 831 |
Collaterized mortgage obligations | $78,000 | 7,039 |
CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
Privately issued | $78,000 | 3,115 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | NA | NA |
Available-for-sale securities (fair market value) | NA | NA |
Total debt securities | $95,702,000 | 1,381 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $0 | 344 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | NA | NA |