Home > Atlantic Bank of New York > Securities
Atlantic Bank of New York, Securities
| 2006-03-31 | Rank | |
| Total securities | $1,159,310,000 | 162 |
| U.S. Government securities | $739,904,000 | 183 |
| U.S. Treasury securities | $15,972,000 | 243 |
| U.S. Government agency obligations | $723,932,000 | 174 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $414,195,000 | 88 |
| Privately issued residential mortgage-backed securities | $139,964,000 | 117 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $274,231,000 | 31 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $5,211,000 | 450 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $421,170,000 | 176 |
| Mortgage-backed securities | $608,586,000 | 157 |
| Certificates of participation in pools of residential mortgages | $19,968,000 | 1,359 |
| Issued or guaranteed by U.S. | $19,968,000 | 1,352 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $588,618,000 | 90 |
| CMOs issued by government agencies or sponsored agencies | $448,654,000 | 76 |
| Privately issued | $139,964,000 | 105 |
| 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) | $1,159,310,000 | 140 |
| Total debt securities | $1,154,097,000 | 162 |
| Structured notes | ||
| Amortized cost | $95,684,000 | 27 |
| Fair value | $91,359,000 | 28 |
| Trading account assets | $19,322,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $15,000 | 57 |
| Revaluation losses on off-balance sheet contracts | $887,000 | 53 |
| 2005-12-31 | Rank | |
| Total securities | $1,222,309,000 | 159 |
| U.S. Government securities | $762,936,000 | 183 |
| U.S. Treasury securities | $14,926,000 | 261 |
| U.S. Government agency obligations | $748,010,000 | 175 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $452,421,000 | 81 |
| Privately issued residential mortgage-backed securities | $159,700,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $292,721,000 | 25 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $6,952,000 | 384 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $572,581,000 | 135 |
| Mortgage-backed securities | $651,108,000 | 156 |
| Certificates of participation in pools of residential mortgages | $20,647,000 | 1,345 |
| Issued or guaranteed by U.S. | $20,647,000 | 1,336 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $630,461,000 | 89 |
| CMOs issued by government agencies or sponsored agencies | $470,761,000 | 74 |
| Privately issued | $159,700,000 | 96 |
| 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) | $1,222,309,000 | 137 |
| Total debt securities | $1,215,357,000 | 157 |
| Structured notes | ||
| Amortized cost | $95,675,000 | 26 |
| Fair value | $92,176,000 | 28 |
| Trading account assets | $14,415,000 | 77 |
| Revaluation gains on off-balance sheet contracts | $331,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $29,000 | 53 |
| 2005-09-30 | Rank | |
| Total securities | $1,334,621,000 | 148 |
| U.S. Government securities | $834,566,000 | 171 |
| U.S. Treasury securities | $14,947,000 | 252 |
| U.S. Government agency obligations | $819,619,000 | 166 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $490,921,000 | 81 |
| Privately issued residential mortgage-backed securities | $169,314,000 | 104 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $321,607,000 | 20 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $9,134,000 | 324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $652,025,000 | 128 |
| Mortgage-backed securities | $731,350,000 | 150 |
| Certificates of participation in pools of residential mortgages | $21,607,000 | 1,328 |
| Issued or guaranteed by U.S. | $21,607,000 | 1,319 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $709,743,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $540,429,000 | 68 |
| Privately issued | $169,314,000 | 94 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,298 |
| Available-for-sale securities (fair market value) | $1,334,621,000 | 130 |
| Total debt securities | $1,325,485,000 | 147 |
| Structured notes | ||
| Amortized cost | $43,947,000 | 61 |
| Fair value | $42,576,000 | 62 |
| Trading account assets | $20,399,000 | 66 |
| Revaluation gains on off-balance sheet contracts | $382,000 | 49 |
| Revaluation losses on off-balance sheet contracts | $1,362,000 | 43 |
| 2005-06-30 | Rank | |
| Total securities | $1,420,010,000 | 146 |
| U.S. Government securities | $943,823,000 | 158 |
| U.S. Treasury securities | $14,969,000 | 258 |
| U.S. Government agency obligations | $928,854,000 | 154 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $466,888,000 | 82 |
| Privately issued residential mortgage-backed securities | $168,961,000 | 112 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $297,927,000 | 22 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $9,299,000 | 324 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $717,005,000 | 122 |
| Mortgage-backed securities | $838,018,000 | 142 |
| Certificates of participation in pools of residential mortgages | $23,113,000 | 1,294 |
| Issued or guaranteed by U.S. | $23,113,000 | 1,283 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $814,905,000 | 86 |
| CMOs issued by government agencies or sponsored agencies | $645,944,000 | 65 |
| Privately issued | $168,961,000 | 95 |
| 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) | $1,420,010,000 | 126 |
| Total debt securities | $1,410,711,000 | 147 |
| Structured notes | ||
| Amortized cost | $43,921,000 | 56 |
| Fair value | $43,035,000 | 59 |
| Trading account assets | $28,067,000 | 63 |
| Revaluation gains on off-balance sheet contracts | $183,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $575,000 | 42 |
| 2005-03-31 | Rank | |
| Total securities | $1,506,689,000 | 140 |
| U.S. Government securities | $1,006,149,000 | 152 |
| U.S. Treasury securities | $15,007,000 | 275 |
| U.S. Government agency obligations | $991,142,000 | 148 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $491,145,000 | 79 |
| Privately issued residential mortgage-backed securities | $177,636,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $313,509,000 | 23 |
| Foreign debt securities | $25,000 | 227 |
| Equity securities | $9,370,000 | 336 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $664,847,000 | 122 |
| Mortgage-backed securities | $908,687,000 | 136 |
| Certificates of participation in pools of residential mortgages | $25,132,000 | 1,254 |
| Issued or guaranteed by U.S. | $25,132,000 | 1,245 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $883,555,000 | 80 |
| CMOs issued by government agencies or sponsored agencies | $705,919,000 | 64 |
| Privately issued | $177,636,000 | 92 |
| 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) | $1,506,689,000 | 123 |
| Total debt securities | $1,497,317,000 | 141 |
| Structured notes | ||
| Amortized cost | $46,898,000 | 51 |
| Fair value | $45,620,000 | 51 |
| Trading account assets | $17,520,000 | 67 |
| Revaluation gains on off-balance sheet contracts | $184,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $1,467,000 | 41 |
| 2004-12-31 | Rank | |
| Total securities | $1,582,629,000 | 138 |
| U.S. Government securities | $1,096,296,000 | 142 |
| U.S. Treasury securities | $24,904,000 | 185 |
| U.S. Government agency obligations | $1,071,392,000 | 142 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $475,411,000 | 80 |
| Privately issued residential mortgage-backed securities | $172,975,000 | 106 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $302,436,000 | 27 |
| Foreign debt securities | $25,000 | 224 |
| Equity securities | $10,897,000 | 303 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $717,392,000 | 123 |
| Mortgage-backed securities | $1,006,135,000 | 131 |
| Certificates of participation in pools of residential mortgages | $30,472,000 | 1,105 |
| Issued or guaranteed by U.S. | $30,472,000 | 1,099 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $975,663,000 | 73 |
| CMOs issued by government agencies or sponsored agencies | $802,688,000 | 56 |
| Privately issued | $172,975,000 | 92 |
| 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) | $1,582,629,000 | 124 |
| Total debt securities | $1,571,732,000 | 137 |
| Structured notes | ||
| Amortized cost | $49,872,000 | 51 |
| Fair value | $49,345,000 | 51 |
| Trading account assets | $16,404,000 | 76 |
| Revaluation gains on off-balance sheet contracts | $782,000 | 47 |
| Revaluation losses on off-balance sheet contracts | $72,000 | 48 |
| 2004-09-30 | Rank | |
| Total securities | $1,654,575,000 | 134 |
| U.S. Government securities | $1,164,486,000 | 141 |
| U.S. Treasury securities | $9,532,000 | 395 |
| U.S. Government agency obligations | $1,154,954,000 | 136 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $475,088,000 | 78 |
| Privately issued residential mortgage-backed securities | $190,040,000 | 97 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $285,048,000 | 24 |
| Foreign debt securities | $25,000 | 227 |
| Equity securities | $14,976,000 | 241 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $899,489,000 | 111 |
| Mortgage-backed securities | $1,130,138,000 | 119 |
| Certificates of participation in pools of residential mortgages | $39,561,000 | 910 |
| Issued or guaranteed by U.S. | $39,561,000 | 903 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,090,577,000 | 66 |
| CMOs issued by government agencies or sponsored agencies | $900,537,000 | 46 |
| Privately issued | $190,040,000 | 84 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,654,575,000 | 121 |
| Total debt securities | $1,639,599,000 | 134 |
| Structured notes | ||
| Amortized cost | $87,836,000 | 24 |
| Fair value | $87,425,000 | 24 |
| Trading account assets | $16,434,000 | 74 |
| Revaluation gains on off-balance sheet contracts | $741,000 | 52 |
| Revaluation losses on off-balance sheet contracts | $9,000 | 54 |
| 2004-06-30 | Rank | |
| Total securities | $1,779,429,000 | 133 |
| U.S. Government securities | $1,233,203,000 | 136 |
| U.S. Treasury securities | $9,902,000 | 403 |
| U.S. Government agency obligations | $1,223,301,000 | 128 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $455,343,000 | 81 |
| Privately issued residential mortgage-backed securities | $190,996,000 | 94 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $264,347,000 | 30 |
| Foreign debt securities | $50,000 | 219 |
| Equity securities | $90,833,000 | 46 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,023,079,000 | 101 |
| Mortgage-backed securities | $1,177,746,000 | 118 |
| Certificates of participation in pools of residential mortgages | $49,561,000 | 763 |
| Issued or guaranteed by U.S. | $49,561,000 | 759 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $1,128,185,000 | 65 |
| CMOs issued by government agencies or sponsored agencies | $937,189,000 | 45 |
| Privately issued | $190,996,000 | 83 |
| 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) | $1,779,429,000 | 118 |
| Total debt securities | $1,688,597,000 | 134 |
| Structured notes | ||
| Amortized cost | $74,834,000 | 35 |
| Fair value | $73,159,000 | 35 |
| Trading account assets | $15,384,000 | 72 |
| Revaluation gains on off-balance sheet contracts | $640,000 | 50 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $1,694,503,000 | 136 |
| U.S. Government securities | $1,261,985,000 | 129 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $1,261,985,000 | 124 |
| Securities issued by states & political subdivisions | $0 | 6,636 |
| Other domestic debt securities | $391,432,000 | 87 |
| Privately issued residential mortgage-backed securities | $236,158,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $155,274,000 | 52 |
| Foreign debt securities | $50,000 | 225 |
| Equity securities | $41,036,000 | 112 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $912,095,000 | 111 |
| Mortgage-backed securities | $1,391,204,000 | 107 |
| Certificates of participation in pools of residential mortgages | $60,540,000 | 660 |
| Issued or guaranteed by U.S. | $60,540,000 | 654 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $1,330,664,000 | 59 |
| CMOs issued by government agencies or sponsored agencies | $1,094,506,000 | 41 |
| Privately issued | $236,158,000 | 79 |
| 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) | $1,694,503,000 | 120 |
| Total debt securities | $1,653,467,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 2,579 |
| Fair value | $0 | 2,579 |
| Trading account assets | $4,649,000 | 87 |
| Revaluation gains on off-balance sheet contracts | $585,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $1,552,879,000 | 138 |
| U.S. Government securities | $1,141,635,000 | 142 |
| U.S. Treasury securities | $26,428,000 | 192 |
| U.S. Government agency obligations | $1,115,207,000 | 137 |
| Securities issued by states & political subdivisions | $0 | 6,725 |
| Other domestic debt securities | $355,606,000 | 76 |
| Privately issued residential mortgage-backed securities | $235,233,000 | 62 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $120,373,000 | 85 |
| Foreign debt securities | $50,000 | 244 |
| Equity securities | $55,588,000 | 82 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $836,000 | 6,651 |
| Mortgage-backed securities | $1,325,674,000 | 108 |
| Certificates of participation in pools of residential mortgages | $88,154,000 | 524 |
| Issued or guaranteed by U.S. | $88,154,000 | 518 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $1,237,520,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $1,002,287,000 | 49 |
| Privately issued | $235,233,000 | 53 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,692 |
| Available-for-sale securities (fair market value) | $1,552,879,000 | 123 |
| Total debt securities | $1,497,291,000 | 144 |
| Structured notes | ||
| Amortized cost | $0 | 2,453 |
| Fair value | $0 | 2,455 |
| Trading account assets | $8,775,000 | 80 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $43,000 | 55 |
| 2003-09-30 | Rank | |
| Total securities | $1,362,913,000 | 149 |
| U.S. Government securities | $993,368,000 | 149 |
| U.S. Treasury securities | $7,052,000 | 512 |
| U.S. Government agency obligations | $986,316,000 | 144 |
| Securities issued by states & political subdivisions | $0 | 6,778 |
| Other domestic debt securities | $353,348,000 | 77 |
| Privately issued residential mortgage-backed securities | $246,584,000 | 57 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $106,764,000 | 95 |
| Foreign debt securities | $50,000 | 251 |
| Equity securities | $16,147,000 | 276 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $942,000 | 6,616 |
| Mortgage-backed securities | $1,215,876,000 | 115 |
| Certificates of participation in pools of residential mortgages | $76,770,000 | 570 |
| Issued or guaranteed by U.S. | $76,770,000 | 564 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $1,139,106,000 | 60 |
| CMOs issued by government agencies or sponsored agencies | $892,522,000 | 57 |
| Privately issued | $246,584,000 | 45 |
| 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) | $1,362,913,000 | 131 |
| Total debt securities | $1,346,766,000 | 150 |
| Structured notes | ||
| Amortized cost | $0 | 2,200 |
| Fair value | $0 | 2,203 |
| Trading account assets | $20,203,000 | 68 |
| Revaluation gains on off-balance sheet contracts | $1,870,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $1,580,734,000 | 137 |
| U.S. Government securities | $1,194,563,000 | 138 |
| U.S. Treasury securities | $19,786,000 | 257 |
| U.S. Government agency obligations | $1,174,777,000 | 130 |
| Securities issued by states & political subdivisions | $0 | 6,798 |
| Other domestic debt securities | $369,721,000 | 74 |
| Privately issued residential mortgage-backed securities | $249,976,000 | 55 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $119,745,000 | 84 |
| Foreign debt securities | $100,000 | 222 |
| Equity securities | $16,350,000 | 284 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,029,245,000 | 92 |
| Mortgage-backed securities | $1,407,404,000 | 102 |
| Certificates of participation in pools of residential mortgages | $103,022,000 | 448 |
| Issued or guaranteed by U.S. | $103,022,000 | 445 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $1,304,382,000 | 58 |
| CMOs issued by government agencies or sponsored agencies | $1,054,406,000 | 50 |
| Privately issued | $249,976,000 | 48 |
| 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) | $1,580,734,000 | 121 |
| Total debt securities | $1,564,384,000 | 136 |
| Structured notes | ||
| Amortized cost | $0 | 1,992 |
| Fair value | $0 | 1,994 |
| Trading account assets | $6,667,000 | 89 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $2,257,000 | 46 |
| 2003-03-31 | Rank | |
| Total securities | $1,449,486,000 | 144 |
| U.S. Government securities | $1,134,433,000 | 135 |
| U.S. Treasury securities | $19,289,000 | 273 |
| U.S. Government agency obligations | $1,115,144,000 | 131 |
| Securities issued by states & political subdivisions | $0 | 6,802 |
| Other domestic debt securities | $298,063,000 | 83 |
| Privately issued residential mortgage-backed securities | $164,285,000 | 70 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $133,778,000 | 74 |
| Foreign debt securities | $100,000 | 218 |
| Equity securities | $16,890,000 | 273 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $992,044,000 | 91 |
| Mortgage-backed securities | $1,262,241,000 | 111 |
| Certificates of participation in pools of residential mortgages | $130,931,000 | 367 |
| Issued or guaranteed by U.S. | $130,931,000 | 364 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $1,131,310,000 | 61 |
| CMOs issued by government agencies or sponsored agencies | $967,025,000 | 56 |
| Privately issued | $164,285,000 | 65 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,788 |
| Available-for-sale securities (fair market value) | $1,449,486,000 | 130 |
| Total debt securities | $1,432,596,000 | 143 |
| Structured notes | ||
| Amortized cost | $0 | 1,768 |
| Fair value | $0 | 1,771 |
| Trading account assets | $14,527,000 | 75 |
| Revaluation gains on off-balance sheet contracts | $270,000 | 56 |
| Revaluation losses on off-balance sheet contracts | $1,304,000 | 51 |
| 2002-12-31 | Rank | |
| Total securities | $1,305,760,000 | 151 |
| U.S. Government securities | $1,082,597,000 | 140 |
| U.S. Treasury securities | $16,673,000 | 307 |
| U.S. Government agency obligations | $1,065,924,000 | 135 |
| Securities issued by states & political subdivisions | $0 | 6,830 |
| Other domestic debt securities | $205,769,000 | 103 |
| Privately issued residential mortgage-backed securities | $104,158,000 | 88 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $101,611,000 | 103 |
| Foreign debt securities | $100,000 | 223 |
| Equity securities | $17,294,000 | 266 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $766,887,000 | 98 |
| Mortgage-backed securities | $1,128,694,000 | 116 |
| Certificates of participation in pools of residential mortgages | $150,283,000 | 304 |
| Issued or guaranteed by U.S. | $150,283,000 | 303 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $978,411,000 | 69 |
| CMOs issued by government agencies or sponsored agencies | $874,253,000 | 58 |
| Privately issued | $104,158,000 | 79 |
| 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) | $1,305,760,000 | 135 |
| Total debt securities | $1,288,466,000 | 149 |
| Structured notes | ||
| Amortized cost | $0 | 1,569 |
| Fair value | $0 | 1,573 |
| Trading account assets | $6,143,000 | 92 |
| Revaluation gains on off-balance sheet contracts | $1,619,000 | 48 |
| Revaluation losses on off-balance sheet contracts | $4,575,000 | 44 |
| 2001-12-31 | Rank | |
| Total securities | $809,430,000 | 191 |
| U.S. Government securities | $644,191,000 | 178 |
| U.S. Treasury securities | $150,154,000 | 54 |
| U.S. Government agency obligations | $494,037,000 | 203 |
| Securities issued by states & political subdivisions | $0 | 7,002 |
| Other domestic debt securities | $137,663,000 | 143 |
| Privately issued residential mortgage-backed securities | $20,054,000 | 240 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $117,609,000 | 75 |
| Foreign debt securities | $100,000 | 228 |
| Equity securities | $27,476,000 | 158 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $390,190,000 | 151 |
| Mortgage-backed securities | $490,648,000 | 184 |
| Certificates of participation in pools of residential mortgages | $140,627,000 | 274 |
| Issued or guaranteed by U.S. | $140,627,000 | 269 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $350,021,000 | 119 |
| CMOs issued by government agencies or sponsored agencies | $329,967,000 | 98 |
| Privately issued | $20,054,000 | 215 |
| 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) | $809,430,000 | 169 |
| Total debt securities | $781,954,000 | 191 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $1,496,000 | 129 |
| Revaluation gains on off-balance sheet contracts | $11,000 | 54 |
| Revaluation losses on off-balance sheet contracts | $3,000 | 51 |
| 2000-12-31 | Rank | |
| Total securities | $753,946,000 | 195 |
| U.S. Government securities | $523,691,000 | 197 |
| U.S. Treasury securities | $213,000 | 3,890 |
| U.S. Government agency obligations | $523,478,000 | 186 |
| Securities issued by states & political subdivisions | $11,030,000 | 1,517 |
| Other domestic debt securities | $153,546,000 | 127 |
| Privately issued residential mortgage-backed securities | $66,655,000 | 98 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $86,891,000 | 118 |
| Foreign debt securities | $100,000 | 220 |
| Equity securities | $65,579,000 | 116 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $475,668,000 | 130 |
| Mortgage-backed securities | $503,997,000 | 157 |
| Certificates of participation in pools of residential mortgages | $205,334,000 | 195 |
| Issued or guaranteed by U.S. | $205,334,000 | 194 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $298,663,000 | 113 |
| CMOs issued by government agencies or sponsored agencies | $232,008,000 | 117 |
| Privately issued | $66,655,000 | 85 |
| 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) | $10,320,000 | 1,870 |
| Available-for-sale securities (fair market value) | $743,626,000 | 165 |
| Total debt securities | $688,367,000 | 199 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $64,715,000 | 40 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 60 |
| 1999-12-31 | Rank | |
| Total securities | $864,468,000 | 192 |
| U.S. Government securities | $665,411,000 | 179 |
| U.S. Treasury securities | $128,605,000 | 85 |
| U.S. Government agency obligations | $536,806,000 | 188 |
| Securities issued by states & political subdivisions | $12,869,000 | 1,302 |
| Other domestic debt securities | $134,778,000 | 152 |
| Privately issued residential mortgage-backed securities | $59,706,000 | 125 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $75,072,000 | 144 |
| Foreign debt securities | $100,000 | 245 |
| Equity securities | $51,310,000 | 131 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $552,214,000 | 129 |
| Mortgage-backed securities | $484,339,000 | 182 |
| Certificates of participation in pools of residential mortgages | $179,638,000 | 238 |
| Issued or guaranteed by U.S. | $179,638,000 | 232 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $304,701,000 | 130 |
| CMOs issued by government agencies or sponsored agencies | $244,995,000 | 126 |
| Privately issued | $59,706,000 | 108 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $18,196,000 | 1,370 |
| Available-for-sale securities (fair market value) | $846,272,000 | 159 |
| Total debt securities | $813,158,000 | 193 |
| 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 | $763,615,000 | 197 |
| U.S. Government securities | $567,947,000 | 203 |
| U.S. Treasury securities | $44,860,000 | 306 |
| U.S. Government agency obligations | $523,087,000 | 193 |
| Securities issued by states & political subdivisions | $3,265,000 | 3,810 |
| Other domestic debt securities | $123,936,000 | 139 |
| Privately issued residential mortgage-backed securities | $65,109,000 | 113 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $58,827,000 | 147 |
| Foreign debt securities | $75,000 | 265 |
| Equity securities | $68,392,000 | 96 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $95,931,000 | 409 |
| Mortgage-backed securities | $534,610,000 | 173 |
| Certificates of participation in pools of residential mortgages | $183,241,000 | 246 |
| Issued or guaranteed by U.S. | $183,241,000 | 240 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $351,369,000 | 111 |
| CMOs issued by government agencies or sponsored agencies | $286,260,000 | 107 |
| Privately issued | $65,109,000 | 89 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $34,878,000 | 825 |
| Available-for-sale securities (fair market value) | $728,737,000 | 165 |
| Total debt securities | $695,223,000 | 213 |
| 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 | $527,626,000 | 269 |
| U.S. Government securities | $493,359,000 | 238 |
| U.S. Treasury securities | $84,435,000 | 229 |
| U.S. Government agency obligations | $408,924,000 | 237 |
| Securities issued by states & political subdivisions | $0 | 8,162 |
| Other domestic debt securities | $26,804,000 | 300 |
| Privately issued residential mortgage-backed securities | $13,822,000 | 207 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $12,982,000 | 346 |
| Foreign debt securities | $25,000 | 334 |
| Equity securities | $7,438,000 | 560 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $250,473,000 | 189 |
| Mortgage-backed securities | $358,902,000 | 222 |
| Certificates of participation in pools of residential mortgages | $130,298,000 | 328 |
| Issued or guaranteed by U.S. | $130,298,000 | 320 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $228,604,000 | 140 |
| CMOs issued by government agencies or sponsored agencies | $214,782,000 | 130 |
| Privately issued | $13,822,000 | 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) | $45,811,000 | 767 |
| Available-for-sale securities (fair market value) | $481,815,000 | 233 |
| Total debt securities | $520,188,000 | 267 |
| 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 | $308,131,000 | 453 |
| U.S. Government securities | $302,085,000 | 396 |
| U.S. Treasury securities | $56,226,000 | 412 |
| U.S. Government agency obligations | $245,859,000 | 394 |
| Securities issued by states & political subdivisions | $0 | 8,624 |
| Other domestic debt securities | $3,079,000 | 1,179 |
| Privately issued residential mortgage-backed securities | $3,079,000 | 448 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | $25,000 | 378 |
| Equity securities | $2,942,000 | 1,126 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,647,000 | 1,806 |
| Mortgage-backed securities | $145,465,000 | 455 |
| Certificates of participation in pools of residential mortgages | $26,157,000 | 1,093 |
| Issued or guaranteed by U.S. | $26,157,000 | 1,070 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $119,308,000 | 226 |
| CMOs issued by government agencies or sponsored agencies | $116,229,000 | 196 |
| Privately issued | $3,079,000 | 320 |
| 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) | $63,198,000 | 625 |
| Available-for-sale securities (fair market value) | $244,933,000 | 400 |
| Total debt securities | $305,189,000 | 449 |
| Structured notes | ||
| Amortized cost | $15,000,000 | 89 |
| Fair value | $14,943,000 | 91 |
| 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 | $303,242,000 | 472 |
| U.S. Government securities | $297,774,000 | 410 |
| U.S. Treasury securities | $58,984,000 | 471 |
| U.S. Government agency obligations | $238,790,000 | 394 |
| Securities issued by states & political subdivisions | $0 | 9,009 |
| Other domestic debt securities | $5,443,000 | 1,008 |
| Privately issued residential mortgage-backed securities | $2,441,000 | 558 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,002,000 | 1,088 |
| Foreign debt securities | $25,000 | 444 |
| Equity securities | $0 | 8,778 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,664,000 | 4,884 |
| Mortgage-backed securities | $129,702,000 | 514 |
| Certificates of participation in pools of residential mortgages | $30,996,000 | 975 |
| Issued or guaranteed by U.S. | $30,996,000 | 950 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $98,706,000 | 283 |
| CMOs issued by government agencies or sponsored agencies | $96,265,000 | 256 |
| Privately issued | $2,441,000 | 396 |
| 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) | $72,219,000 | 588 |
| Available-for-sale securities (fair market value) | $231,023,000 | 431 |
| Total debt securities | $303,242,000 | 463 |
| Structured notes | ||
| Amortized cost | $28,000,000 | 67 |
| Fair value | $28,123,000 | 67 |
| 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 | $354,572,000 | 438 |
| U.S. Government securities | $348,089,000 | 381 |
| U.S. Treasury securities | $144,237,000 | 253 |
| U.S. Government agency obligations | $203,852,000 | 431 |
| Securities issued by states & political subdivisions | $0 | 9,545 |
| Other domestic debt securities | $6,483,000 | 989 |
| Privately issued residential mortgage-backed securities | $2,656,000 | 571 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $3,827,000 | 1,059 |
| Foreign debt securities | $0 | 600 |
| Equity securities | $0 | 8,991 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,923,000 | 4,807 |
| Mortgage-backed securities | $81,172,000 | 734 |
| Certificates of participation in pools of residential mortgages | $27,916,000 | 1,075 |
| Issued or guaranteed by U.S. | $27,916,000 | 1,056 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $53,256,000 | 457 |
| CMOs issued by government agencies or sponsored agencies | $50,600,000 | 438 |
| Privately issued | $2,656,000 | 414 |
| 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) | $245,279,000 | 369 |
| Available-for-sale securities (fair market value) | $109,293,000 | 529 |
| Total debt securities | $354,572,000 | 429 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $2,500,000 | 174 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 1993-12-31 | Rank | |
| Total securities | $220,272,000 | 670 |
| U.S. Government securities | $212,224,000 | 574 |
| U.S. Treasury securities | $120,519,000 | 323 |
| U.S. Government agency obligations | $91,705,000 | 835 |
| Securities issued by states & political subdivisions | $360,000 | 8,268 |
| Other domestic debt securities | $7,688,000 | 1,042 |
| 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 | $7,688,000 | 756 |
| Foreign debt securities | $0 | 649 |
| Equity securities | $0 | 9,155 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,205,000 | 4,507 |
| Mortgage-backed securities | $47,355,000 | 1,155 |
| Certificates of participation in pools of residential mortgages | $47,355,000 | 780 |
| Issued or guaranteed by U.S. | $47,355,000 | 747 |
| 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 | $220,272,000 | 651 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $10,498,000 | 119 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $167,156,000 | 823 |
| U.S. Government securities | $164,952,000 | 680 |
| U.S. Treasury securities | $53,433,000 | 689 |
| U.S. Government agency obligations | $111,519,000 | 667 |
| Securities issued by states & political subdivisions | $1,204,000 | 6,197 |
| Other domestic debt securities | $1,000,000 | 4,077 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $1,000,000 | 2,948 |
| Foreign debt securities | $0 | 699 |
| Equity securities | $0 | 9,162 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,989,000 | 5,154 |
| Mortgage-backed securities | $63,559,000 | 932 |
| Certificates of participation in pools of residential mortgages | $63,559,000 | 616 |
| Issued or guaranteed by U.S. | $63,559,000 | 577 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $0 | 7,362 |
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $167,156,000 | 806 |
| 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 |