Home > Carolina Commerce Bank > Securities
Carolina Commerce Bank, Securities
| 2009-09-30 | Rank | |
| Total securities | $15,753,000 | 4,966 |
| U.S. Government securities | $15,753,000 | 4,025 |
| U.S. Treasury securities | $0 | 1,047 |
| U.S. Government agency obligations | $15,753,000 | 3,947 |
| 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 | $0 | 1,720 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,024,000 | 4,717 |
| Mortgage-backed securities | $15,030,000 | 2,746 |
| Certificates of participation in pools of residential mortgages | $13,886,000 | 2,222 |
| Issued or guaranteed by U.S. | $13,886,000 | 2,212 |
| Privately issued | $0 | 171 |
| Collaterized mortgage obligations | $1,144,000 | 2,809 |
| CMOs issued by government agencies or sponsored agencies | $1,144,000 | 2,450 |
| 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) | $15,753,000 | 4,537 |
| Total debt securities | $15,753,000 | 4,921 |
| Structured notes | ||
| Amortized cost | $675,000 | 1,909 |
| Fair value | $723,000 | 1,892 |
| 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 | $16,443,000 | 4,860 |
| U.S. Government securities | $16,443,000 | 3,912 |
| U.S. Treasury securities | $0 | 1,036 |
| U.S. Government agency obligations | $16,443,000 | 3,828 |
| 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 | $0 | 1,777 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,462 |
| Mortgage-backed securities | $15,680,000 | 2,708 |
| Certificates of participation in pools of residential mortgages | $14,316,000 | 2,222 |
| Issued or guaranteed by U.S. | $14,316,000 | 2,214 |
| Privately issued | $0 | 181 |
| Collaterized mortgage obligations | $1,364,000 | 2,708 |
| CMOs issued by government agencies or sponsored agencies | $1,364,000 | 2,350 |
| 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) | $16,443,000 | 4,409 |
| Total debt securities | $16,442,000 | 4,817 |
| Structured notes | ||
| Amortized cost | $724,000 | 1,420 |
| Fair value | $763,000 | 1,383 |
| 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 | $17,933,000 | 4,682 |
| U.S. Government securities | $17,433,000 | 3,837 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,433,000 | 3,761 |
| Securities issued by states & political subdivisions | $0 | 5,903 |
| Other domestic debt securities | $500,000 | 2,720 |
| 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 | $500,000 | 1,912 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,516 |
| Mortgage-backed securities | $16,642,000 | 2,671 |
| Certificates of participation in pools of residential mortgages | $15,031,000 | 2,185 |
| Issued or guaranteed by U.S. | $15,031,000 | 2,173 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $1,611,000 | 2,636 |
| CMOs issued by government agencies or sponsored agencies | $1,611,000 | 2,275 |
| 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) | $17,933,000 | 4,230 |
| Total debt securities | $17,933,000 | 4,650 |
| Structured notes | ||
| Amortized cost | $749,000 | 1,153 |
| Fair value | $791,000 | 1,116 |
| 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 | $18,168,000 | 4,668 |
| U.S. Government securities | $17,668,000 | 3,862 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $17,668,000 | 3,786 |
| Securities issued by states & political subdivisions | $0 | 5,872 |
| Other domestic debt securities | $500,000 | 2,669 |
| 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 | $500,000 | 1,872 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,541 |
| Mortgage-backed securities | $16,884,000 | 2,587 |
| Certificates of participation in pools of residential mortgages | $15,135,000 | 2,143 |
| Issued or guaranteed by U.S. | $15,135,000 | 2,131 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $1,749,000 | 2,521 |
| CMOs issued by government agencies or sponsored agencies | $1,749,000 | 2,197 |
| 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) | $18,168,000 | 4,193 |
| Total debt securities | $18,164,000 | 4,633 |
| Structured notes | ||
| Amortized cost | $773,000 | 1,185 |
| Fair value | $784,000 | 1,184 |
| 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 | $18,266,000 | 4,594 |
| U.S. Government securities | $17,766,000 | 3,792 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $17,766,000 | 3,713 |
| Securities issued by states & political subdivisions | $0 | 5,898 |
| Other domestic debt securities | $500,000 | 2,622 |
| 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 | $500,000 | 1,841 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 6,576 |
| Mortgage-backed securities | $16,968,000 | 2,489 |
| Certificates of participation in pools of residential mortgages | $15,131,000 | 2,061 |
| Issued or guaranteed by U.S. | $15,131,000 | 2,048 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $1,837,000 | 2,414 |
| CMOs issued by government agencies or sponsored agencies | $1,837,000 | 2,084 |
| 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) | $18,266,000 | 4,114 |
| Total debt securities | $18,266,000 | 4,556 |
| Structured notes | ||
| Amortized cost | $786,000 | 1,154 |
| Fair value | $798,000 | 1,143 |
| 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 | $6,552,000 | 6,629 |
| U.S. Government securities | $4,624,000 | 6,566 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $4,624,000 | 6,470 |
| Securities issued by states & political subdivisions | $0 | 5,952 |
| Other domestic debt securities | $1,928,000 | 1,877 |
| Privately issued residential mortgage-backed securities | $1,928,000 | 960 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,204,000 | 4,461 |
| Mortgage-backed securities | $5,743,000 | 4,019 |
| Certificates of participation in pools of residential mortgages | $3,815,000 | 4,024 |
| Issued or guaranteed by U.S. | $3,815,000 | 4,009 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $1,928,000 | 2,383 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
| Privately issued | $1,928,000 | 914 |
| 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) | $6,552,000 | 6,054 |
| Total debt securities | $6,552,000 | 6,568 |
| Structured notes | ||
| Amortized cost | $803,000 | 1,191 |
| Fair value | $809,000 | 1,184 |
| 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 | $7,129,000 | 6,543 |
| U.S. Government securities | $7,129,000 | 5,851 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $7,129,000 | 5,761 |
| 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 | $5,659,000 | 4,285 |
| Mortgage-backed securities | $6,295,000 | 3,813 |
| Certificates of participation in pools of residential mortgages | $4,205,000 | 3,778 |
| Issued or guaranteed by U.S. | $4,205,000 | 3,763 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $2,090,000 | 2,300 |
| CMOs issued by government agencies or sponsored agencies | $2,090,000 | 1,978 |
| 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) | $7,129,000 | 5,967 |
| Total debt securities | $7,129,000 | 6,472 |
| Structured notes | ||
| Amortized cost | $824,000 | 1,296 |
| Fair value | $834,000 | 1,292 |
| 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 | $8,815,000 | 6,256 |
| U.S. Government securities | $8,815,000 | 5,518 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $8,815,000 | 5,410 |
| 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 | $7,327,000 | 3,927 |
| Mortgage-backed securities | $6,462,000 | 3,506 |
| Certificates of participation in pools of residential mortgages | $4,303,000 | 3,432 |
| Issued or guaranteed by U.S. | $4,303,000 | 3,418 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $2,159,000 | 2,191 |
| CMOs issued by government agencies or sponsored agencies | $2,159,000 | 1,888 |
| 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) | $8,815,000 | 5,674 |
| Total debt securities | $8,814,000 | 6,193 |
| Structured notes | ||
| Amortized cost | $843,000 | 1,753 |
| Fair value | $854,000 | 1,742 |
| 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 | $7,390,000 | 6,611 |
| U.S. Government securities | $7,390,000 | 5,983 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $7,390,000 | 5,872 |
| 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 | $3,640,000 | 4,991 |
| Mortgage-backed securities | $4,530,000 | 3,824 |
| Certificates of participation in pools of residential mortgages | $2,337,000 | 4,040 |
| Issued or guaranteed by U.S. | $2,337,000 | 4,026 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $2,193,000 | 2,126 |
| CMOs issued by government agencies or sponsored agencies | $2,193,000 | 1,829 |
| 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) | $7,390,000 | 5,983 |
| Total debt securities | $7,391,000 | 6,557 |
| Structured notes | ||
| Amortized cost | $861,000 | 1,969 |
| Fair value | $863,000 | 1,970 |
| 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 | $8,107,000 | 6,478 |
| U.S. Government securities | $8,107,000 | 5,826 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $8,107,000 | 5,712 |
| 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 | $3,464,000 | 5,091 |
| Mortgage-backed securities | $4,747,000 | 3,708 |
| Certificates of participation in pools of residential mortgages | $2,403,000 | 3,968 |
| Issued or guaranteed by U.S. | $2,403,000 | 3,956 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $2,344,000 | 2,052 |
| CMOs issued by government agencies or sponsored agencies | $2,344,000 | 1,776 |
| 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) | $8,107,000 | 5,844 |
| Total debt securities | $8,107,000 | 6,422 |
| Structured notes | ||
| Amortized cost | $883,000 | 2,054 |
| Fair value | $875,000 | 2,052 |
| 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 | $8,542,000 | 6,419 |
| U.S. Government securities | $8,542,000 | 5,756 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $8,542,000 | 5,635 |
| 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 | $3,532,000 | 5,082 |
| Mortgage-backed securities | $5,129,000 | 3,598 |
| Certificates of participation in pools of residential mortgages | $2,587,000 | 3,883 |
| Issued or guaranteed by U.S. | $2,587,000 | 3,866 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $2,542,000 | 1,974 |
| CMOs issued by government agencies or sponsored agencies | $2,542,000 | 1,706 |
| 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) | $8,542,000 | 5,770 |
| Total debt securities | $8,541,000 | 6,360 |
| Structured notes | ||
| Amortized cost | $909,000 | 2,107 |
| Fair value | $929,000 | 2,099 |
| 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 | $9,280,000 | 6,315 |
| U.S. Government securities | $9,280,000 | 5,644 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $9,280,000 | 5,517 |
| 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 | $3,369,000 | 5,175 |
| Mortgage-backed securities | $5,351,000 | 3,526 |
| Certificates of participation in pools of residential mortgages | $2,670,000 | 3,853 |
| Issued or guaranteed by U.S. | $2,670,000 | 3,841 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $2,681,000 | 1,941 |
| CMOs issued by government agencies or sponsored agencies | $2,681,000 | 1,686 |
| 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) | $9,280,000 | 5,665 |
| Total debt securities | $9,280,000 | 6,260 |
| Structured notes | ||
| Amortized cost | $931,000 | 2,200 |
| Fair value | $953,000 | 2,178 |
| 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 | $9,047,000 | 6,411 |
| U.S. Government securities | $9,047,000 | 5,737 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $9,047,000 | 5,618 |
| 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 | $3,365,000 | 5,181 |
| Mortgage-backed securities | $5,106,000 | 3,583 |
| Certificates of participation in pools of residential mortgages | $2,264,000 | 4,022 |
| Issued or guaranteed by U.S. | $2,264,000 | 4,001 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $2,842,000 | 1,874 |
| CMOs issued by government agencies or sponsored agencies | $2,842,000 | 1,630 |
| 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) | $9,047,000 | 5,721 |
| Total debt securities | $9,047,000 | 6,347 |
| Structured notes | ||
| Amortized cost | $956,000 | 2,303 |
| Fair value | $979,000 | 2,243 |
| 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 | $6,289,000 | 7,069 |
| U.S. Government securities | $6,289,000 | 6,497 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $6,289,000 | 6,363 |
| 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 | $3,356,000 | 5,207 |
| Mortgage-backed securities | $2,340,000 | 4,547 |
| Certificates of participation in pools of residential mortgages | $2,340,000 | 3,982 |
| Issued or guaranteed by U.S. | $2,340,000 | 3,967 |
| 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) | $6,289,000 | 6,328 |
| Total debt securities | $6,289,000 | 7,014 |
| Structured notes | ||
| Amortized cost | $982,000 | 2,364 |
| Fair value | $1,007,000 | 2,106 |
| 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 | $4,161,000 | 7,610 |
| U.S. Government securities | $4,161,000 | 7,192 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $4,161,000 | 7,044 |
| 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 | $3,386,000 | 5,206 |
| Mortgage-backed securities | $1,212,000 | 5,219 |
| Certificates of participation in pools of residential mortgages | $1,212,000 | 4,719 |
| Issued or guaranteed by U.S. | $1,212,000 | 4,699 |
| 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) | $4,161,000 | 6,865 |
| Total debt securities | $4,161,000 | 7,559 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $4,232,000 | 7,632 |
| U.S. Government securities | $4,232,000 | 7,183 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $4,232,000 | 7,029 |
| Securities issued by states & political subdivisions | $0 | 6,408 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,036 |
| Mortgage-backed securities | $1,278,000 | 5,225 |
| Certificates of participation in pools of residential mortgages | $1,278,000 | 4,710 |
| Issued or guaranteed by U.S. | $1,278,000 | 4,690 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $0 | 3,730 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,332 |
| Privately issued | $0 | 1,272 |
| 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) | $4,232,000 | 6,874 |
| Total debt securities | $4,232,000 | 7,582 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $3,337,000 | 7,893 |
| U.S. Government securities | $3,337,000 | 7,514 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $3,337,000 | 7,368 |
| Securities issued by states & political subdivisions | $0 | 6,448 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,079 |
| Mortgage-backed securities | $1,367,000 | 5,217 |
| Certificates of participation in pools of residential mortgages | $1,367,000 | 4,702 |
| Issued or guaranteed by U.S. | $1,367,000 | 4,683 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,741 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,344 |
| Privately issued | $0 | 1,254 |
| 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) | $3,337,000 | 7,111 |
| Total debt securities | $3,337,000 | 7,842 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $2,904,000 | 8,042 |
| U.S. Government securities | $2,904,000 | 7,703 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $2,904,000 | 7,558 |
| Securities issued by states & political subdivisions | $0 | 6,459 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,094 |
| Mortgage-backed securities | $930,000 | 5,577 |
| Certificates of participation in pools of residential mortgages | $930,000 | 5,090 |
| Issued or guaranteed by U.S. | $930,000 | 5,070 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $0 | 3,768 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,375 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,351 |
| Available-for-sale securities (fair market value) | $2,904,000 | 7,264 |
| Total debt securities | $2,904,000 | 7,988 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $2,927,000 | 8,104 |
| U.S. Government securities | $2,927,000 | 7,762 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,927,000 | 7,604 |
| Securities issued by states & political subdivisions | $0 | 6,507 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,151 |
| Mortgage-backed securities | $961,000 | 5,615 |
| Certificates of participation in pools of residential mortgages | $961,000 | 5,119 |
| Issued or guaranteed by U.S. | $961,000 | 5,105 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $0 | 3,809 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,424 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,419 |
| Available-for-sale securities (fair market value) | $2,927,000 | 7,300 |
| Total debt securities | $2,927,000 | 8,053 |
| Structured notes | ||
| Amortized cost | $0 | 2,942 |
| Fair value | $0 | 2,942 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $2,495,000 | 8,258 |
| U.S. Government securities | $2,495,000 | 7,906 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $2,495,000 | 7,756 |
| Securities issued by states & political subdivisions | $0 | 6,548 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,176 |
| Mortgage-backed securities | $500,000 | 6,031 |
| Certificates of participation in pools of residential mortgages | $500,000 | 5,587 |
| Issued or guaranteed by U.S. | $500,000 | 5,570 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $0 | 3,844 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,456 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,483 |
| Available-for-sale securities (fair market value) | $2,495,000 | 7,445 |
| Total debt securities | $2,495,000 | 8,197 |
| Structured notes | ||
| Amortized cost | $0 | 2,874 |
| Fair value | $0 | 2,875 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $1,000,000 | 8,610 |
| U.S. Government securities | $1,000,000 | 8,417 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $1,000,000 | 8,300 |
| Securities issued by states & political subdivisions | $0 | 6,596 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,214 |
| Mortgage-backed securities | $0 | 7,222 |
| Certificates of participation in pools of residential mortgages | $0 | 6,958 |
| Issued or guaranteed by U.S. | $0 | 6,943 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,865 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,472 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,541 |
| Available-for-sale securities (fair market value) | $1,000,000 | 7,855 |
| Total debt securities | $1,000,000 | 8,568 |
| Structured notes | ||
| Amortized cost | $0 | 2,853 |
| Fair value | $0 | 2,854 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $0 | 8,921 |
| U.S. Government securities | $0 | 8,803 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $0 | 8,720 |
| Securities issued by states & political subdivisions | $0 | 6,640 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| 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 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $0 | 7,245 |
| Mortgage-backed securities | $0 | 7,304 |
| Certificates of participation in pools of residential mortgages | $0 | 7,033 |
| Issued or guaranteed by U.S. | $0 | 7,018 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $0 | 3,941 |
| CMOs issued by government agencies or sponsored agencies | $0 | 3,554 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $0 | 4,584 |
| Available-for-sale securities (fair market value) | $0 | 8,240 |
| Total debt securities | $0 | 8,873 |
| Structured notes | ||
| Amortized cost | $0 | 2,808 |
| Fair value | $0 | 2,807 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |