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VantageSouth Bank, Securities
| 2012-09-30 | Rank | |
| Total securities | $20,955,000 | 4,452 |
| U.S. Government securities | $17,102,000 | 3,881 |
| U.S. Treasury securities | $0 | 1,086 |
| U.S. Government agency obligations | $17,102,000 | 3,799 |
| Securities issued by states & political subdivisions | $1,678,000 | 4,696 |
| Other domestic debt securities | $2,175,000 | 1,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,116 |
| Commercial mortgage-backed securities - Total | $0 | 122 |
| Asset backed securities | $0 | 429 |
| Structured financial products - Total | $0 | 340 |
| Other domestic debt securities - All other | $2,175,000 | 1,154 |
| 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 | $8,500,000 | 3,595 |
| Mortgage-backed securities | $16,194,000 | 2,803 |
| Certificates of participation in pools of residential mortgages | $12,705,000 | 2,487 |
| Issued or guaranteed by U.S. | $12,705,000 | 2,486 |
| Privately issued | $0 | 88 |
| Collaterized mortgage obligations | $3,489,000 | 2,385 |
| CMOs issued by government agencies or sponsored agencies | $3,489,000 | 2,280 |
| Privately issued | $0 | 1,068 |
| 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) | $166,000 | 2,408 |
| Available-for-sale securities (fair market value) | $20,789,000 | 4,120 |
| Total debt securities | $20,955,000 | 4,417 |
| Structured notes | ||
| Amortized cost | $0 | 2,644 |
| Fair value | $0 | 2,644 |
| 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 | $22,455,000 | 4,356 |
| U.S. Government securities | $18,737,000 | 3,759 |
| U.S. Treasury securities | $0 | 1,068 |
| U.S. Government agency obligations | $18,737,000 | 3,689 |
| Securities issued by states & political subdivisions | $1,654,000 | 4,685 |
| Other domestic debt securities | $2,064,000 | 1,597 |
| Privately issued residential mortgage-backed securities | $0 | 1,166 |
| Commercial mortgage-backed securities - Total | $0 | 125 |
| Asset backed securities | $0 | 386 |
| Structured financial products - Total | $0 | 339 |
| Other domestic debt securities - All other | $2,064,000 | 1,179 |
| 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 | $8,500,000 | 3,627 |
| Mortgage-backed securities | $17,790,000 | 2,703 |
| Certificates of participation in pools of residential mortgages | $13,924,000 | 2,384 |
| Issued or guaranteed by U.S. | $13,924,000 | 2,383 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $3,866,000 | 2,334 |
| CMOs issued by government agencies or sponsored agencies | $3,866,000 | 2,227 |
| Privately issued | $0 | 1,117 |
| 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) | $130,000 | 2,468 |
| Available-for-sale securities (fair market value) | $22,325,000 | 4,027 |
| Total debt securities | $22,455,000 | 4,322 |
| Structured notes | ||
| Amortized cost | $0 | 2,893 |
| Fair value | $0 | 2,893 |
| 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 | $23,709,000 | 4,288 |
| U.S. Government securities | $21,976,000 | 3,523 |
| U.S. Treasury securities | $0 | 1,157 |
| U.S. Government agency obligations | $21,976,000 | 3,450 |
| Securities issued by states & political subdivisions | $1,608,000 | 4,669 |
| Other domestic debt securities | $125,000 | 2,714 |
| Privately issued residential mortgage-backed securities | $0 | 1,202 |
| Commercial mortgage-backed securities - Total | $0 | 130 |
| Asset backed securities | $0 | 339 |
| Structured financial products - Total | $0 | 346 |
| Other domestic debt securities - All other | $125,000 | 2,102 |
| 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 | $7,994,000 | 3,743 |
| Mortgage-backed securities | $19,048,000 | 2,622 |
| Certificates of participation in pools of residential mortgages | $14,905,000 | 2,290 |
| Issued or guaranteed by U.S. | $14,905,000 | 2,287 |
| Privately issued | $0 | 94 |
| Collaterized mortgage obligations | $4,143,000 | 2,291 |
| CMOs issued by government agencies or sponsored agencies | $4,143,000 | 2,185 |
| Privately issued | $0 | 1,155 |
| 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) | $125,000 | 2,530 |
| Available-for-sale securities (fair market value) | $23,584,000 | 3,949 |
| Total debt securities | $23,707,000 | 4,246 |
| 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 | $12,809,000 | 5,370 |
| U.S. Government securities | $7,137,000 | 5,450 |
| U.S. Treasury securities | $0 | 1,076 |
| U.S. Government agency obligations | $7,137,000 | 5,351 |
| Securities issued by states & political subdivisions | $1,633,000 | 4,653 |
| Other domestic debt securities | $4,039,000 | 1,162 |
| Privately issued residential mortgage-backed securities | $3,618,000 | 471 |
| Commercial mortgage-backed securities - Total | $0 | 110 |
| Asset backed securities | $0 | 265 |
| Structured financial products - Total | $0 | 321 |
| Other domestic debt securities - All other | $421,000 | 1,823 |
| 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 | $2,154,000 | 5,042 |
| Mortgage-backed securities | $7,753,000 | 3,734 |
| Certificates of participation in pools of residential mortgages | $4,135,000 | 3,808 |
| Issued or guaranteed by U.S. | $4,135,000 | 3,803 |
| Privately issued | $0 | 121 |
| Collaterized mortgage obligations | $3,618,000 | 2,354 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
| Privately issued | $3,618,000 | 451 |
| 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) | $421,000 | 2,383 |
| Available-for-sale securities (fair market value) | $12,388,000 | 5,013 |
| Total debt securities | $12,809,000 | 5,340 |
| 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 | $11,883,000 | 5,463 |
| U.S. Government securities | $9,832,000 | 4,935 |
| U.S. Treasury securities | $0 | 1,126 |
| U.S. Government agency obligations | $9,832,000 | 4,837 |
| Securities issued by states & political subdivisions | $1,651,000 | 4,597 |
| Other domestic debt securities | $400,000 | 2,434 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | $0 | 92 |
| Asset backed securities | $0 | 254 |
| Structured financial products - Total | $0 | 323 |
| Other domestic debt securities - All other | $400,000 | 1,811 |
| 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 | $1,400,000 | 5,339 |
| Mortgage-backed securities | $7,080,000 | 3,800 |
| Certificates of participation in pools of residential mortgages | $3,295,000 | 3,990 |
| Issued or guaranteed by U.S. | $3,295,000 | 3,976 |
| Privately issued | $0 | 132 |
| Collaterized mortgage obligations | $3,785,000 | 2,299 |
| CMOs issued by government agencies or sponsored agencies | $3,785,000 | 2,112 |
| Privately issued | $0 | 1,235 |
| 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) | $400,000 | 2,420 |
| Available-for-sale securities (fair market value) | $11,483,000 | 5,088 |
| Total debt securities | $11,884,000 | 5,428 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,524 |
| Fair value | $752,000 | 2,531 |
| 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 | $10,199,000 | 5,785 |
| U.S. Government securities | $8,246,000 | 5,346 |
| U.S. Treasury securities | $0 | 1,225 |
| U.S. Government agency obligations | $8,246,000 | 5,234 |
| Securities issued by states & political subdivisions | $1,553,000 | 4,612 |
| Other domestic debt securities | $400,000 | 2,393 |
| Privately issued residential mortgage-backed securities | $0 | 1,326 |
| Commercial mortgage-backed securities - Total | $0 | 87 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 330 |
| Other domestic debt securities - All other | $400,000 | 1,739 |
| 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 | $1,400,000 | 5,372 |
| Mortgage-backed securities | $4,619,000 | 4,235 |
| Certificates of participation in pools of residential mortgages | $2,678,000 | 4,148 |
| Issued or guaranteed by U.S. | $2,678,000 | 4,135 |
| Privately issued | $0 | 125 |
| Collaterized mortgage obligations | $1,941,000 | 2,744 |
| CMOs issued by government agencies or sponsored agencies | $1,941,000 | 2,519 |
| Privately issued | $0 | 1,265 |
| 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) | $400,000 | 2,448 |
| Available-for-sale securities (fair market value) | $9,799,000 | 5,391 |
| Total debt securities | $10,199,000 | 5,749 |
| Structured notes | ||
| Amortized cost | $750,000 | 2,693 |
| Fair value | $755,000 | 2,699 |
| 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 | $9,730,000 | 5,843 |
| U.S. Government securities | $5,751,000 | 5,866 |
| U.S. Treasury securities | $0 | 1,272 |
| U.S. Government agency obligations | $5,751,000 | 5,738 |
| Securities issued by states & political subdivisions | $1,494,000 | 4,637 |
| Other domestic debt securities | $2,485,000 | 1,431 |
| Privately issued residential mortgage-backed securities | $1,985,000 | 688 |
| Commercial mortgage-backed securities - Total | $0 | 81 |
| Asset backed securities | $0 | 252 |
| Structured financial products - Total | $0 | 337 |
| Other domestic debt securities - All other | $500,000 | 1,671 |
| 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 | $2,322,000 | 5,074 |
| Mortgage-backed securities | $4,791,000 | 4,120 |
| Certificates of participation in pools of residential mortgages | $2,806,000 | 4,054 |
| Issued or guaranteed by U.S. | $2,806,000 | 4,044 |
| Privately issued | $0 | 136 |
| Collaterized mortgage obligations | $1,985,000 | 2,666 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
| Privately issued | $1,985,000 | 654 |
| 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) | $500,000 | 2,390 |
| Available-for-sale securities (fair market value) | $9,230,000 | 5,467 |
| Total debt securities | $9,730,000 | 5,810 |
| Structured notes | ||
| Amortized cost | $0 | 3,198 |
| Fair value | $0 | 3,198 |
| 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 | $10,805,000 | 5,599 |
| U.S. Government securities | $8,481,000 | 5,152 |
| U.S. Treasury securities | $0 | 1,275 |
| U.S. Government agency obligations | $8,481,000 | 5,049 |
| Securities issued by states & political subdivisions | $1,473,000 | 4,654 |
| Other domestic debt securities | $500,000 | 2,471 |
| Privately issued residential mortgage-backed securities | $0 | 1,419 |
| Commercial mortgage-backed securities - Total | $0 | 438 |
| Asset backed securities | $0 | 234 |
| Structured financial products - Total | $0 | 343 |
| Other domestic debt securities - All other | $500,000 | 1,678 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $351,000 | 832 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,370,000 | 5,077 |
| Mortgage-backed securities | $4,966,000 | 4,009 |
| Certificates of participation in pools of residential mortgages | $2,939,000 | 3,913 |
| Issued or guaranteed by U.S. | $2,939,000 | 3,903 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,027,000 | 2,607 |
| CMOs issued by government agencies or sponsored agencies | $2,027,000 | 2,367 |
| Privately issued | $0 | 1,350 |
| 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) | $500,000 | 2,394 |
| Available-for-sale securities (fair market value) | $10,305,000 | 5,216 |
| Total debt securities | $10,455,000 | 5,608 |
| Structured notes | ||
| Amortized cost | $0 | 3,095 |
| Fair value | $0 | 3,095 |
| 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 | $11,211,000 | 5,486 |
| U.S. Government securities | $8,800,000 | 5,068 |
| U.S. Treasury securities | $0 | 1,180 |
| U.S. Government agency obligations | $8,800,000 | 4,952 |
| Securities issued by states & political subdivisions | $1,560,000 | 4,532 |
| Other domestic debt securities | $500,000 | 2,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,488 |
| Commercial mortgage-backed securities - Total | $0 | 411 |
| Asset backed securities | $0 | 226 |
| Structured financial products - Total | $0 | 351 |
| Other domestic debt securities - All other | $500,000 | 1,705 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $351,000 | 882 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,627,000 | 5,032 |
| Mortgage-backed securities | $5,212,000 | 3,962 |
| Certificates of participation in pools of residential mortgages | $3,105,000 | 3,844 |
| Issued or guaranteed by U.S. | $3,105,000 | 3,835 |
| Privately issued | $0 | 141 |
| Collaterized mortgage obligations | $2,107,000 | 2,557 |
| CMOs issued by government agencies or sponsored agencies | $2,107,000 | 2,310 |
| Privately issued | $0 | 1,417 |
| 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) | $500,000 | 2,459 |
| Available-for-sale securities (fair market value) | $10,711,000 | 5,119 |
| Total debt securities | $10,860,000 | 5,511 |
| Structured notes | ||
| Amortized cost | $0 | 3,132 |
| Fair value | $0 | 3,132 |
| 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 | $12,795,000 | 5,279 |
| U.S. Government securities | $10,442,000 | 4,843 |
| U.S. Treasury securities | $0 | 1,121 |
| U.S. Government agency obligations | $10,442,000 | 4,731 |
| Securities issued by states & political subdivisions | $1,502,000 | 4,530 |
| Other domestic debt securities | $500,000 | 2,559 |
| Privately issued residential mortgage-backed securities | $0 | 1,518 |
| Commercial mortgage-backed securities - Total | $0 | 407 |
| Asset backed securities | $0 | 230 |
| Structured financial products - Total | $0 | 352 |
| Other domestic debt securities - All other | $500,000 | 1,665 |
| Foreign debt securities | $0 | 158 |
| Equity securities | $351,000 | 908 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,667,000 | 5,073 |
| Mortgage-backed securities | $5,360,000 | 3,938 |
| Certificates of participation in pools of residential mortgages | $3,213,000 | 3,851 |
| Issued or guaranteed by U.S. | $3,213,000 | 3,844 |
| Privately issued | $0 | 148 |
| Collaterized mortgage obligations | $2,147,000 | 2,475 |
| CMOs issued by government agencies or sponsored agencies | $2,147,000 | 2,207 |
| Privately issued | $0 | 1,445 |
| 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) | $500,000 | 2,533 |
| Available-for-sale securities (fair market value) | $12,295,000 | 4,904 |
| Total debt securities | $12,445,000 | 5,287 |
| Structured notes | ||
| Amortized cost | $1,500,000 | 2,245 |
| Fair value | $1,504,000 | 2,298 |
| 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 | $13,366,000 | 5,244 |
| U.S. Government securities | $11,567,000 | 4,690 |
| U.S. Treasury securities | $0 | 1,130 |
| U.S. Government agency obligations | $11,567,000 | 4,573 |
| Securities issued by states & political subdivisions | $948,000 | 4,894 |
| Other domestic debt securities | $500,000 | 2,616 |
| Privately issued residential mortgage-backed securities | $0 | 1,550 |
| Commercial mortgage-backed securities - Total | $0 | 422 |
| Asset backed securities | $0 | 238 |
| Structured financial products - Total | $0 | 358 |
| Other domestic debt securities - All other | $500,000 | 1,681 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $351,000 | 939 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,641,000 | 5,164 |
| Mortgage-backed securities | $5,504,000 | 3,987 |
| Certificates of participation in pools of residential mortgages | $3,348,000 | 3,943 |
| Issued or guaranteed by U.S. | $3,348,000 | 3,934 |
| Privately issued | $0 | 145 |
| Collaterized mortgage obligations | $2,156,000 | 2,430 |
| CMOs issued by government agencies or sponsored agencies | $2,156,000 | 2,142 |
| Privately issued | $0 | 1,481 |
| 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) | $500,000 | 2,579 |
| Available-for-sale securities (fair market value) | $12,866,000 | 4,874 |
| Total debt securities | $13,015,000 | 5,259 |
| Structured notes | ||
| Amortized cost | $1,499,000 | 2,097 |
| Fair value | $2,000,000 | 1,804 |
| 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 | $6,731,000 | 6,387 |
| U.S. Government securities | $5,879,000 | 5,886 |
| U.S. Treasury securities | $0 | 1,077 |
| U.S. Government agency obligations | $5,879,000 | 5,780 |
| Securities issued by states & political subdivisions | $0 | 5,847 |
| Other domestic debt securities | $500,000 | 2,671 |
| Privately issued residential mortgage-backed securities | $0 | 1,592 |
| Commercial mortgage-backed securities - Total | $0 | 408 |
| Asset backed securities | $0 | 262 |
| Structured financial products - Total | $0 | 366 |
| Other domestic debt securities - All other | $500,000 | 1,718 |
| Foreign debt securities | $0 | 171 |
| Equity securities | $352,000 | 962 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,779,000 | 5,558 |
| Mortgage-backed securities | $5,879,000 | 3,955 |
| Certificates of participation in pools of residential mortgages | $5,879,000 | 3,309 |
| Issued or guaranteed by U.S. | $5,879,000 | 3,301 |
| Privately issued | $0 | 157 |
| Collaterized mortgage obligations | $0 | 3,798 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
| Privately issued | $0 | 1,512 |
| 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) | $0 | 3,333 |
| Available-for-sale securities (fair market value) | $6,731,000 | 5,876 |
| Total debt securities | $6,379,000 | 6,413 |
| Structured notes | ||
| Amortized cost | $0 | 2,781 |
| Fair value | $0 | 2,782 |
| 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 | $7,121,000 | 6,356 |
| U.S. Government securities | $6,269,000 | 5,818 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $6,269,000 | 5,730 |
| Securities issued by states & political subdivisions | $0 | 5,895 |
| Other domestic debt securities | $0 | 3,355 |
| Privately issued residential mortgage-backed securities | $0 | 1,651 |
| Commercial mortgage-backed securities - Total | $0 | 419 |
| Asset backed securities | $0 | 266 |
| Structured financial products - Total | $0 | 375 |
| Other domestic debt securities - All other | $0 | 2,284 |
| Foreign debt securities | $0 | 175 |
| Equity securities | $852,000 | 769 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,627,000 | 5,629 |
| Mortgage-backed securities | $6,269,000 | 3,940 |
| Certificates of participation in pools of residential mortgages | $6,269,000 | 3,295 |
| Issued or guaranteed by U.S. | $6,269,000 | 3,286 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $0 | 3,808 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
| Privately issued | $0 | 1,566 |
| 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) | $0 | 3,422 |
| Available-for-sale securities (fair market value) | $7,121,000 | 5,845 |
| Total debt securities | $6,270,000 | 6,495 |
| Structured notes | ||
| Amortized cost | $0 | 2,432 |
| Fair value | $0 | 2,433 |
| 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 | $9,075,000 | 5,988 |
| U.S. Government securities | $8,223,000 | 5,336 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $8,223,000 | 5,249 |
| Securities issued by states & political subdivisions | $0 | 5,944 |
| Other domestic debt securities | $0 | 3,425 |
| Privately issued residential mortgage-backed securities | $0 | 1,666 |
| Commercial mortgage-backed securities - Total | $0 | 346 |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | $0 | 397 |
| Other domestic debt securities - All other | $0 | 2,390 |
| Foreign debt securities | $0 | 183 |
| Equity securities | $852,000 | 818 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,990,000 | 3,719 |
| Mortgage-backed securities | $8,223,000 | 3,634 |
| Certificates of participation in pools of residential mortgages | $8,223,000 | 2,998 |
| Issued or guaranteed by U.S. | $8,223,000 | 2,985 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $0 | 3,801 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
| Privately issued | $0 | 1,581 |
| 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) | $0 | 3,478 |
| Available-for-sale securities (fair market value) | $9,075,000 | 5,488 |
| Total debt securities | $8,223,000 | 6,100 |
| Structured notes | ||
| Amortized cost | $0 | 1,968 |
| Fair value | $0 | 1,968 |
| 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 | $10,006,000 | 5,877 |
| U.S. Government securities | $9,154,000 | 5,261 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $9,154,000 | 5,182 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $852,000 | 820 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,824,000 | 3,624 |
| Mortgage-backed securities | $9,154,000 | 3,545 |
| Certificates of participation in pools of residential mortgages | $9,154,000 | 2,904 |
| Issued or guaranteed by U.S. | $9,154,000 | 2,889 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,807 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
| Privately issued | $0 | 1,599 |
| 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 | 3,516 |
| Available-for-sale securities (fair market value) | $10,006,000 | 5,363 |
| Total debt securities | $9,154,000 | 5,999 |
| Structured notes | ||
| Amortized cost | $0 | 1,699 |
| Fair value | $0 | 1,699 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $10,483,000 | 5,819 |
| U.S. Government securities | $9,631,000 | 5,222 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $9,631,000 | 5,141 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $852,000 | 799 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,883,000 | 3,634 |
| Mortgage-backed securities | $8,611,000 | 3,574 |
| Certificates of participation in pools of residential mortgages | $8,611,000 | 2,940 |
| Issued or guaranteed by U.S. | $8,611,000 | 2,926 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $0 | 3,792 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
| Privately issued | $0 | 1,555 |
| 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 | 3,539 |
| Available-for-sale securities (fair market value) | $10,483,000 | 5,286 |
| Total debt securities | $9,631,000 | 5,944 |
| Structured notes | ||
| Amortized cost | $0 | 1,735 |
| Fair value | $0 | 1,735 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $10,530,000 | 5,775 |
| U.S. Government securities | $10,178,000 | 5,059 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $10,178,000 | 4,978 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $352,000 | 1,064 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,932,000 | 3,458 |
| Mortgage-backed securities | $8,654,000 | 3,465 |
| Certificates of participation in pools of residential mortgages | $8,654,000 | 2,858 |
| Issued or guaranteed by U.S. | $8,654,000 | 2,845 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $0 | 3,748 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
| Privately issued | $0 | 1,529 |
| 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 | 3,569 |
| Available-for-sale securities (fair market value) | $10,530,000 | 5,243 |
| Total debt securities | $10,178,000 | 5,805 |
| Structured notes | ||
| Amortized cost | $0 | 1,731 |
| Fair value | $0 | 1,731 |
| 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 | $10,467,000 | 5,843 |
| U.S. Government securities | $10,115,000 | 5,104 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $10,115,000 | 5,016 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $352,000 | 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 | $1,936,000 | 5,679 |
| Mortgage-backed securities | $8,592,000 | 3,474 |
| Certificates of participation in pools of residential mortgages | $8,592,000 | 2,866 |
| Issued or guaranteed by U.S. | $8,592,000 | 2,852 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $0 | 3,774 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $0 | 1,503 |
| 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) | $0 | 3,596 |
| Available-for-sale securities (fair market value) | $10,467,000 | 5,313 |
| Total debt securities | $10,115,000 | 5,845 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| 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 | $8,754,000 | 6,186 |
| U.S. Government securities | $8,754,000 | 5,399 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $8,754,000 | 5,314 |
| Securities issued by states & political subdivisions | $0 | 5,963 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,898,000 | 5,678 |
| Mortgage-backed securities | $7,204,000 | 3,624 |
| Certificates of participation in pools of residential mortgages | $7,204,000 | 3,008 |
| Issued or guaranteed by U.S. | $7,204,000 | 2,996 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,780 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
| Privately issued | $0 | 1,493 |
| 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) | $8,754,000 | 5,642 |
| Total debt securities | $8,754,000 | 6,115 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $7,885,000 | 6,458 |
| U.S. Government securities | $7,885,000 | 5,773 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $7,885,000 | 5,667 |
| Securities issued by states & political subdivisions | $0 | 6,012 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $1,897,000 | 5,748 |
| Mortgage-backed securities | $4,851,000 | 3,875 |
| Certificates of participation in pools of residential mortgages | $4,851,000 | 3,268 |
| Issued or guaranteed by U.S. | $4,851,000 | 3,252 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $0 | 3,715 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
| Privately issued | $0 | 1,403 |
| 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) | $7,885,000 | 5,851 |
| Total debt securities | $7,885,000 | 6,396 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $7,786,000 | 6,535 |
| U.S. Government securities | $7,786,000 | 5,892 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,786,000 | 5,782 |
| Securities issued by states & political subdivisions | $0 | 6,045 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $886,000 | 6,270 |
| Mortgage-backed securities | $4,181,000 | 3,922 |
| Certificates of participation in pools of residential mortgages | $4,181,000 | 3,296 |
| Issued or guaranteed by U.S. | $4,181,000 | 3,282 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $0 | 3,707 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
| Privately issued | $0 | 1,378 |
| 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) | $7,786,000 | 5,918 |
| Total debt securities | $7,786,000 | 6,480 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $5,127,000 | 7,144 |
| U.S. Government securities | $5,127,000 | 6,683 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $5,127,000 | 6,556 |
| Securities issued by states & political subdivisions | $0 | 6,106 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $595,000 | 6,434 |
| Mortgage-backed securities | $3,251,000 | 4,223 |
| Certificates of participation in pools of residential mortgages | $3,251,000 | 3,611 |
| Issued or guaranteed by U.S. | $3,251,000 | 3,597 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,689 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
| Privately issued | $0 | 1,337 |
| 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) | $5,127,000 | 6,485 |
| Total debt securities | $5,127,000 | 7,102 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $2,828,000 | 7,723 |
| U.S. Government securities | $2,828,000 | 7,409 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $2,828,000 | 7,277 |
| Securities issued by states & political subdivisions | $0 | 6,160 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $2,828,000 | 5,392 |
| Mortgage-backed securities | $1,333,000 | 5,079 |
| Certificates of participation in pools of residential mortgages | $1,333,000 | 4,566 |
| Issued or guaranteed by U.S. | $1,333,000 | 4,549 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $0 | 3,669 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,292 |
| 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) | $2,828,000 | 7,018 |
| Total debt securities | $2,828,000 | 7,675 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $2,878,000 | 7,749 |
| U.S. Government securities | $2,878,000 | 7,441 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $2,878,000 | 7,314 |
| Securities issued by states & political subdivisions | $0 | 6,206 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,854 |
| Mortgage-backed securities | $1,384,000 | 5,047 |
| Certificates of participation in pools of residential mortgages | $1,384,000 | 4,539 |
| Issued or guaranteed by U.S. | $1,384,000 | 4,525 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $0 | 3,687 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
| Privately issued | $0 | 1,297 |
| 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) | $2,878,000 | 7,037 |
| Total debt securities | $2,879,000 | 7,704 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $2,414,000 | 7,952 |
| U.S. Government securities | $2,414,000 | 7,652 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $2,414,000 | 7,522 |
| Securities issued by states & political subdivisions | $0 | 6,288 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,913 |
| Mortgage-backed securities | $923,000 | 5,358 |
| Certificates of participation in pools of residential mortgages | $923,000 | 4,881 |
| Issued or guaranteed by U.S. | $923,000 | 4,856 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $0 | 3,680 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
| Privately issued | $0 | 1,279 |
| 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) | $2,414,000 | 7,208 |
| Total debt securities | $2,413,000 | 7,905 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $2,139,000 | 8,053 |
| U.S. Government securities | $2,139,000 | 7,767 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $2,139,000 | 7,635 |
| Securities issued by states & political subdivisions | $0 | 6,332 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,970 |
| Mortgage-backed securities | $955,000 | 5,356 |
| Certificates of participation in pools of residential mortgages | $955,000 | 4,894 |
| Issued or guaranteed by U.S. | $955,000 | 4,872 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $0 | 3,701 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
| Privately issued | $0 | 1,296 |
| 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) | $2,139,000 | 7,279 |
| Total debt securities | $2,139,000 | 8,006 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $0 | 8,575 |
| U.S. Government securities | $0 | 8,475 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $0 | 8,395 |
| Securities issued by states & political subdivisions | $0 | 6,356 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,996 |
| Mortgage-backed securities | $0 | 6,885 |
| Certificates of participation in pools of residential mortgages | $0 | 6,631 |
| Issued or guaranteed by U.S. | $0 | 6,611 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $0 | 3,704 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,310 |
| Privately issued | $0 | 1,290 |
| 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) | $0 | 7,929 |
| Total debt securities | $0 | 8,534 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |