Home > Capital One > Total Debt Securities
Capital One, Total Debt Securities
| 2023-12-31 | Rank | |
| Total debt securities | $78,736,988,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,067,886,000 | 3 |
| Over three months through twelve months | $148,433,000 | 5 |
| Over one year through three years | $23,959,000 | 31 |
| Over three years through five years | $68,768,000 | 42 |
| Over five years through fifteen years | $1,969,078,000 | 19 |
| Over fifteen years | $41,311,645,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $932,198,000 | 35 |
| Over three years | $17,747,644,000 | 6 |
| Other debt securities | ||
| Three months or less | $1,669,454,000 | 69 |
| Over three months through twelve months | $1,933,390,000 | 20 |
| Over one year through three years | $5,451,896,000 | 17 |
| Over three years through five years | $1,533,438,000 | 23 |
| Over five years through fifteen years | $3,071,748,000 | 21 |
| Over fifteen years | $1,807,451,000 | 15 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,468,644,000 | 21 |
| 2023-09-30 | Rank | |
| Total debt securities | $74,458,421,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,051,429,000 | 3 |
| Over three months through twelve months | $186,899,000 | 4 |
| Over one year through three years | $23,525,000 | 27 |
| Over three years through five years | $28,699,000 | 71 |
| Over five years through fifteen years | $2,009,166,000 | 19 |
| Over fifteen years | $38,695,227,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,925,217,000 | 17 |
| Over three years | $15,594,408,000 | 8 |
| Other debt securities | ||
| Three months or less | $1,327,141,000 | 76 |
| Over three months through twelve months | $1,868,100,000 | 18 |
| Over one year through three years | $5,050,420,000 | 19 |
| Over three years through five years | $2,100,244,000 | 24 |
| Over five years through fifteen years | $2,797,113,000 | 25 |
| Over fifteen years | $1,800,833,000 | 14 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,152,356,000 | 19 |
| 2023-06-30 | Rank | |
| Total debt securities | $77,952,600,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,106,677,000 | 3 |
| Over three months through twelve months | $187,614,000 | 6 |
| Over one year through three years | $12,420,000 | 43 |
| Over three years through five years | $47,768,000 | 49 |
| Over five years through fifteen years | $2,151,864,000 | 19 |
| Over fifteen years | $41,397,615,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,956,332,000 | 19 |
| Over three years | $16,280,284,000 | 8 |
| Other debt securities | ||
| Three months or less | $1,189,755,000 | 79 |
| Over three months through twelve months | $1,090,145,000 | 24 |
| Over one year through three years | $5,801,222,000 | 18 |
| Over three years through five years | $1,774,181,000 | 26 |
| Over five years through fifteen years | $3,090,495,000 | 24 |
| Over fifteen years | $1,866,228,000 | 15 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,143,793,000 | 27 |
| 2023-03-31 | Rank | |
| Total debt securities | $81,461,028,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,218,448,000 | 3 |
| Over three months through twelve months | $127,252,000 | 6 |
| Over one year through three years | $12,953,000 | 39 |
| Over three years through five years | $56,230,000 | 37 |
| Over five years through fifteen years | $2,285,692,000 | 21 |
| Over fifteen years | $43,076,444,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,535,239,000 | 9 |
| Over three years | $16,656,134,000 | 8 |
| Other debt securities | ||
| Three months or less | $1,419,922,000 | 26 |
| Over three months through twelve months | $577,673,000 | 27 |
| Over one year through three years | $6,413,139,000 | 18 |
| Over three years through five years | $1,975,219,000 | 25 |
| Over five years through fifteen years | $3,170,522,000 | 26 |
| Over fifteen years | $1,936,161,000 | 16 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $814,664,000 | 30 |
| 2022-12-31 | Rank | |
| Total debt securities | $76,523,248,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $753,558,000 | 5 |
| Over three months through twelve months | $173,020,000 | 4 |
| Over one year through three years | $15,585,000 | 32 |
| Over three years through five years | $62,602,000 | 32 |
| Over five years through fifteen years | $2,349,482,000 | 24 |
| Over fifteen years | $41,292,928,000 | 9 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,925,742,000 | 10 |
| Over three years | $15,633,079,000 | 9 |
| Other debt securities | ||
| Three months or less | $1,117,742,000 | 35 |
| Over three months through twelve months | $552,141,000 | 28 |
| Over one year through three years | $6,089,272,000 | 18 |
| Over three years through five years | $1,712,147,000 | 28 |
| Over five years through fifteen years | $3,196,775,000 | 27 |
| Over fifteen years | $1,649,175,000 | 18 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $720,192,000 | 31 |
| 2022-09-30 | Rank | |
| Total debt securities | $65,138,871,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $669,907,000 | 4 |
| Over three months through twelve months | $181,324,000 | 4 |
| Over one year through three years | $8,089,000 | 50 |
| Over three years through five years | $51,063,000 | 32 |
| Over five years through fifteen years | $1,905,769,000 | 31 |
| Over fifteen years | $36,858,772,000 | 9 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,007,460,000 | 11 |
| Over three years | $16,356,789,000 | 8 |
| Other debt securities | ||
| Three months or less | $803,856,000 | 44 |
| Over three months through twelve months | $1,138,000 | 2,371 |
| Over one year through three years | $4,147,053,000 | 21 |
| Over three years through five years | $1,045,965,000 | 35 |
| Over five years through fifteen years | $1,036,224,000 | 68 |
| Over fifteen years | $65,462,000 | 292 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $173,696,000 | 87 |
| 2022-06-30 | Rank | |
| Total debt securities | $72,224,300,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $654,271,000 | 4 |
| Over three months through twelve months | $198,200,000 | 4 |
| Over one year through three years | $9,678,000 | 41 |
| Over three years through five years | $43,832,000 | 41 |
| Over five years through fifteen years | $2,126,712,000 | 31 |
| Over fifteen years | $39,450,638,000 | 9 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,841,366,000 | 10 |
| Over three years | $16,556,133,000 | 9 |
| Other debt securities | ||
| Three months or less | $4,750,143,000 | 12 |
| Over three months through twelve months | $33,888,000 | 232 |
| Over one year through three years | $4,218,481,000 | 20 |
| Over three years through five years | $900,728,000 | 41 |
| Over five years through fifteen years | $1,369,536,000 | 56 |
| Over fifteen years | $70,694,000 | 295 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $4,076,638,000 | 11 |
| 2022-03-31 | Rank | |
| Total debt securities | $76,191,486,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $551,937,000 | 4 |
| Over three months through twelve months | $108,794,000 | 7 |
| Over one year through three years | $4,272,000 | 95 |
| Over three years through five years | $57,518,000 | 32 |
| Over five years through fifteen years | $2,303,348,000 | 30 |
| Over fifteen years | $41,187,843,000 | 9 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,189,917,000 | 9 |
| Over three years | $17,014,374,000 | 9 |
| Other debt securities | ||
| Three months or less | $1,074,622,000 | 38 |
| Over three months through twelve months | $4,230,644,000 | 7 |
| Over one year through three years | $1,637,915,000 | 30 |
| Over three years through five years | $3,699,820,000 | 19 |
| Over five years through fifteen years | $2,056,391,000 | 41 |
| Over fifteen years | $74,091,000 | 298 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $4,513,174,000 | 10 |
| 2021-12-31 | Rank | |
| Total debt securities | $81,752,147,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $542,378,000 | 6 |
| Over three months through twelve months | $231,785,000 | 4 |
| Over one year through three years | $3,904,000 | 121 |
| Over three years through five years | $61,963,000 | 27 |
| Over five years through fifteen years | $2,567,010,000 | 26 |
| Over fifteen years | $44,119,956,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,624,704,000 | 9 |
| Over three years | $17,750,483,000 | 8 |
| Other debt securities | ||
| Three months or less | $1,083,386,000 | 33 |
| Over three months through twelve months | $4,009,128,000 | 8 |
| Over one year through three years | $1,555,028,000 | 28 |
| Over three years through five years | $3,885,532,000 | 18 |
| Over five years through fifteen years | $2,210,193,000 | 42 |
| Over fifteen years | $106,697,000 | 234 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $4,399,194,000 | 11 |
| 2021-09-30 | Rank | |
| Total debt securities | $84,532,611,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $580,349,000 | 4 |
| Over three months through twelve months | $298,917,000 | 5 |
| Over one year through three years | $2,813,000 | 167 |
| Over three years through five years | $58,284,000 | 26 |
| Over five years through fifteen years | $2,799,665,000 | 23 |
| Over fifteen years | $45,384,631,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,948,993,000 | 8 |
| Over three years | $18,589,429,000 | 8 |
| Other debt securities | ||
| Three months or less | $1,089,011,000 | 33 |
| Over three months through twelve months | $3,903,606,000 | 9 |
| Over one year through three years | $1,849,276,000 | 23 |
| Over three years through five years | $3,649,948,000 | 17 |
| Over five years through fifteen years | $2,269,584,000 | 38 |
| Over fifteen years | $108,105,000 | 209 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $4,275,184,000 | 12 |
| 2021-06-30 | Rank | |
| Total debt securities | $87,966,157,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $654,266,000 | 3 |
| Over three months through twelve months | $356,375,000 | 5 |
| Over one year through three years | $2,825,000 | 182 |
| Over three years through five years | $22,481,000 | 49 |
| Over five years through fifteen years | $3,059,002,000 | 22 |
| Over fifteen years | $46,479,537,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,875,660,000 | 6 |
| Over three years | $19,745,719,000 | 7 |
| Other debt securities | ||
| Three months or less | $1,097,722,000 | 30 |
| Over three months through twelve months | $30,377,000 | 176 |
| Over one year through three years | $5,601,473,000 | 13 |
| Over three years through five years | $3,642,402,000 | 16 |
| Over five years through fifteen years | $2,288,164,000 | 36 |
| Over fifteen years | $110,154,000 | 198 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $421,136,000 | 38 |
| 2021-03-31 | Rank | |
| Total debt securities | $85,313,718,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $882,828,000 | 3 |
| Over three months through twelve months | $214,534,000 | 7 |
| Over one year through three years | $2,247,000 | 240 |
| Over three years through five years | $23,370,000 | 49 |
| Over five years through fifteen years | $2,479,523,000 | 27 |
| Over fifteen years | $43,931,567,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,863,840,000 | 7 |
| Over three years | $20,208,708,000 | 6 |
| Other debt securities | ||
| Three months or less | $1,121,250,000 | 31 |
| Over three months through twelve months | $246,485,000 | 42 |
| Over one year through three years | $4,851,512,000 | 14 |
| Over three years through five years | $4,032,674,000 | 12 |
| Over five years through fifteen years | $2,347,022,000 | 34 |
| Over fifteen years | $108,158,000 | 189 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $446,804,000 | 39 |
| 2020-12-31 | Rank | |
| Total debt securities | $86,000,055,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $857,348,000 | 3 |
| Over three months through twelve months | $471,226,000 | 4 |
| Over one year through three years | $1,209,000 | 393 |
| Over three years through five years | $25,558,000 | 55 |
| Over five years through fifteen years | $2,572,134,000 | 25 |
| Over fifteen years | $43,378,189,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,678,867,000 | 4 |
| Over three years | $17,553,410,000 | 7 |
| Other debt securities | ||
| Three months or less | $1,321,368,000 | 27 |
| Over three months through twelve months | $132,244,000 | 56 |
| Over one year through three years | $4,545,289,000 | 14 |
| Over three years through five years | $4,117,278,000 | 12 |
| Over five years through fifteen years | $2,233,127,000 | 32 |
| Over fifteen years | $112,808,000 | 169 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $217,575,000 | 65 |
| 2020-09-30 | Rank | |
| Total debt securities | $84,610,133,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $936,866,000 | 2 |
| Over three months through twelve months | $596,716,000 | 4 |
| Over one year through three years | $607,000 | 607 |
| Over three years through five years | $29,495,000 | 43 |
| Over five years through fifteen years | $2,712,711,000 | 22 |
| Over fifteen years | $41,760,407,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $9,382,152,000 | 4 |
| Over three years | $16,997,295,000 | 7 |
| Other debt securities | ||
| Three months or less | $1,342,438,000 | 31 |
| Over three months through twelve months | $8,015,000 | 607 |
| Over one year through three years | $4,298,203,000 | 16 |
| Over three years through five years | $3,992,979,000 | 13 |
| Over five years through fifteen years | $2,438,419,000 | 26 |
| Over fifteen years | $113,830,000 | 153 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $52,068,000 | 184 |
| 2020-06-30 | Rank | |
| Total debt securities | $72,900,487,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,054,932,000 | 2 |
| Over three months through twelve months | $696,336,000 | 4 |
| Over one year through three years | $675,000 | 573 |
| Over three years through five years | $32,181,000 | 48 |
| Over five years through fifteen years | $2,875,840,000 | 21 |
| Over fifteen years | $36,712,640,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,998,591,000 | 4 |
| Over three years | $15,688,623,000 | 6 |
| Other debt securities | ||
| Three months or less | $443,689,000 | 61 |
| Over three months through twelve months | $5,814,000 | 831 |
| Over one year through three years | $194,042,000 | 70 |
| Over three years through five years | $3,728,520,000 | 13 |
| Over five years through fifteen years | $2,286,452,000 | 28 |
| Over fifteen years | $182,152,000 | 92 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,927,000 | 1,133 |
| 2020-03-31 | Rank | |
| Total debt securities | $65,599,817,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,232,718,000 | 3 |
| Over three months through twelve months | $420,202,000 | 6 |
| Over one year through three years | $611,000 | 583 |
| Over three years through five years | $13,657,000 | 91 |
| Over five years through fifteen years | $3,037,738,000 | 21 |
| Over fifteen years | $30,519,378,000 | 9 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $7,916,772,000 | 5 |
| Over three years | $15,905,834,000 | 6 |
| Other debt securities | ||
| Three months or less | $329,133,000 | 61 |
| Over three months through twelve months | $5,849,000 | 856 |
| Over one year through three years | $153,545,000 | 84 |
| Over three years through five years | $591,158,000 | 32 |
| Over five years through fifteen years | $5,289,835,000 | 13 |
| Over fifteen years | $183,387,000 | 80 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $6,559,000 | 1,090 |
| 2019-12-31 | Rank | |
| Total debt securities | $63,479,775,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,199,390,000 | 3 |
| Over three months through twelve months | $498,404,000 | 5 |
| Over one year through three years | $502,000 | 617 |
| Over three years through five years | $12,284,000 | 112 |
| Over five years through fifteen years | $3,130,750,000 | 18 |
| Over fifteen years | $29,876,514,000 | 9 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,254,803,000 | 8 |
| Over three years | $17,630,742,000 | 6 |
| Other debt securities | ||
| Three months or less | $40,239,000 | 280 |
| Over three months through twelve months | $0 | 3,817 |
| Over one year through three years | $190,981,000 | 68 |
| Over three years through five years | $584,071,000 | 35 |
| Over five years through fifteen years | $4,889,728,000 | 14 |
| Over fifteen years | $171,367,000 | 76 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,300,000 | 2,138 |
| 2019-09-30 | Rank | |
| Total debt securities | $64,517,611,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,254,908,000 | 2 |
| Over three months through twelve months | $602,504,000 | 5 |
| Over one year through three years | $694,000 | 527 |
| Over three years through five years | $8,925,000 | 172 |
| Over five years through fifteen years | $3,210,924,000 | 18 |
| Over fifteen years | $30,959,732,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,184,524,000 | 8 |
| Over three years | $16,438,622,000 | 6 |
| Other debt securities | ||
| Three months or less | $92,644,000 | 152 |
| Over three months through twelve months | $0 | 3,849 |
| Over one year through three years | $191,339,000 | 69 |
| Over three years through five years | $561,662,000 | 36 |
| Over five years through fifteen years | $4,826,421,000 | 13 |
| Over fifteen years | $184,712,000 | 66 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $52,526,000 | 193 |
| 2019-06-30 | Rank | |
| Total debt securities | $65,594,344,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,417,118,000 | 2 |
| Over three months through twelve months | $575,759,000 | 6 |
| Over one year through three years | $858,000 | 488 |
| Over three years through five years | $8,899,000 | 180 |
| Over five years through fifteen years | $2,908,270,000 | 20 |
| Over fifteen years | $31,821,264,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,427,053,000 | 8 |
| Over three years | $17,690,520,000 | 5 |
| Other debt securities | ||
| Three months or less | $158,992,000 | 108 |
| Over three months through twelve months | $8,959,000 | 686 |
| Over one year through three years | $114,845,000 | 124 |
| Over three years through five years | $682,264,000 | 32 |
| Over five years through fifteen years | $4,546,177,000 | 13 |
| Over fifteen years | $233,366,000 | 49 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $126,022,000 | 92 |
| 2019-03-31 | Rank | |
| Total debt securities | $66,564,763,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,452,469,000 | 4 |
| Over three months through twelve months | $462,767,000 | 6 |
| Over one year through three years | $934,000 | 478 |
| Over three years through five years | $7,868,000 | 204 |
| Over five years through fifteen years | $2,968,889,000 | 20 |
| Over fifteen years | $32,752,774,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,026,059,000 | 9 |
| Over three years | $19,072,863,000 | 5 |
| Other debt securities | ||
| Three months or less | $147,436,000 | 102 |
| Over three months through twelve months | $113,604,000 | 73 |
| Over one year through three years | $136,685,000 | 105 |
| Over three years through five years | $456,832,000 | 40 |
| Over five years through fifteen years | $4,799,383,000 | 14 |
| Over fifteen years | $166,200,000 | 66 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $220,150,000 | 63 |
| 2018-12-31 | Rank | |
| Total debt securities | $66,446,752,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,325,907,000 | 6 |
| Over three months through twelve months | $405,847,000 | 7 |
| Over one year through three years | $6,277,000 | 137 |
| Over three years through five years | $5,967,000 | 250 |
| Over five years through fifteen years | $2,937,577,000 | 22 |
| Over fifteen years | $32,374,887,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,643,606,000 | 12 |
| Over three years | $19,796,210,000 | 5 |
| Other debt securities | ||
| Three months or less | $80,274,000 | 155 |
| Over three months through twelve months | $212,786,000 | 41 |
| Over one year through three years | $88,079,000 | 173 |
| Over three years through five years | $948,574,000 | 33 |
| Over five years through fifteen years | $5,453,806,000 | 13 |
| Over fifteen years | $166,955,000 | 65 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $224,902,000 | 56 |
| 2018-09-30 | Rank | |
| Total debt securities | $64,659,584,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,469,210,000 | 6 |
| Over three months through twelve months | $286,860,000 | 9 |
| Over one year through three years | $12,326,000 | 87 |
| Over three years through five years | $5,440,000 | 268 |
| Over five years through fifteen years | $2,958,789,000 | 23 |
| Over fifteen years | $30,924,065,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,266,949,000 | 11 |
| Over three years | $20,466,359,000 | 5 |
| Other debt securities | ||
| Three months or less | $83,282,000 | 149 |
| Over three months through twelve months | $212,299,000 | 40 |
| Over one year through three years | $101,559,000 | 151 |
| Over three years through five years | $932,324,000 | 32 |
| Over five years through fifteen years | $4,772,423,000 | 14 |
| Over fifteen years | $167,699,000 | 65 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $227,831,000 | 53 |
| 2018-06-30 | Rank | |
| Total debt securities | $66,304,601,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,551,342,000 | 6 |
| Over three months through twelve months | $310,998,000 | 9 |
| Over one year through three years | $22,085,000 | 64 |
| Over three years through five years | $6,407,000 | 236 |
| Over five years through fifteen years | $2,975,983,000 | 22 |
| Over fifteen years | $30,154,312,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,090,801,000 | 12 |
| Over three years | $20,686,054,000 | 4 |
| Other debt securities | ||
| Three months or less | $191,108,000 | 81 |
| Over three months through twelve months | $129,558,000 | 60 |
| Over one year through three years | $217,231,000 | 73 |
| Over three years through five years | $946,856,000 | 29 |
| Over five years through fifteen years | $6,820,524,000 | 12 |
| Over fifteen years | $201,342,000 | 55 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $254,290,000 | 50 |
| 2018-03-31 | Rank | |
| Total debt securities | $52,411,094,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,553,314,000 | 6 |
| Over three months through twelve months | $267,789,000 | 11 |
| Over one year through three years | $29,861,000 | 55 |
| Over three years through five years | $2,210,000 | 458 |
| Over five years through fifteen years | $2,652,322,000 | 24 |
| Over fifteen years | $20,359,244,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,106,177,000 | 13 |
| Over three years | $20,359,955,000 | 4 |
| Other debt securities | ||
| Three months or less | $319,772,000 | 54 |
| Over three months through twelve months | $99,836,000 | 73 |
| Over one year through three years | $355,742,000 | 45 |
| Over three years through five years | $952,240,000 | 28 |
| Over five years through fifteen years | $3,148,282,000 | 16 |
| Over fifteen years | $204,350,000 | 51 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $309,815,000 | 39 |
| 2017-12-31 | Rank | |
| Total debt securities | $48,658,097,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,545,721,000 | 7 |
| Over three months through twelve months | $277,660,000 | 10 |
| Over one year through three years | $41,614,000 | 44 |
| Over three years through five years | $2,238,000 | 433 |
| Over five years through fifteen years | $2,454,177,000 | 24 |
| Over fifteen years | $18,324,698,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,479,639,000 | 12 |
| Over three years | $19,293,998,000 | 5 |
| Other debt securities | ||
| Three months or less | $226,149,000 | 77 |
| Over three months through twelve months | $304,655,000 | 29 |
| Over one year through three years | $347,309,000 | 43 |
| Over three years through five years | $767,170,000 | 31 |
| Over five years through fifteen years | $2,423,322,000 | 24 |
| Over fifteen years | $169,747,000 | 64 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $437,108,000 | 35 |
| 2017-09-30 | Rank | |
| Total debt securities | $50,136,307,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,490,741,000 | 6 |
| Over three months through twelve months | $233,684,000 | 12 |
| Over one year through three years | $53,170,000 | 37 |
| Over three years through five years | $2,658,000 | 399 |
| Over five years through fifteen years | $2,297,484,000 | 26 |
| Over fifteen years | $18,797,658,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,970,718,000 | 12 |
| Over three years | $20,073,124,000 | 5 |
| Other debt securities | ||
| Three months or less | $262,322,000 | 57 |
| Over three months through twelve months | $299,677,000 | 34 |
| Over one year through three years | $357,434,000 | 43 |
| Over three years through five years | $172,698,000 | 73 |
| Over five years through fifteen years | $2,954,457,000 | 19 |
| Over fifteen years | $170,482,000 | 63 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $563,437,000 | 27 |
| 2017-06-30 | Rank | |
| Total debt securities | $50,698,128,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,311,415,000 | 5 |
| Over three months through twelve months | $150,933,000 | 20 |
| Over one year through three years | $119,074,000 | 20 |
| Over three years through five years | $3,097,000 | 360 |
| Over five years through fifteen years | $2,068,911,000 | 28 |
| Over fifteen years | $18,949,231,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,036,781,000 | 12 |
| Over three years | $20,520,110,000 | 5 |
| Other debt securities | ||
| Three months or less | $256,551,000 | 61 |
| Over three months through twelve months | $236,319,000 | 34 |
| Over one year through three years | $663,519,000 | 36 |
| Over three years through five years | $207,223,000 | 63 |
| Over five years through fifteen years | $3,014,101,000 | 19 |
| Over fifteen years | $160,863,000 | 72 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $525,985,000 | 26 |
| 2017-03-31 | Rank | |
| Total debt securities | $49,439,369,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,416,935,000 | 5 |
| Over three months through twelve months | $101,847,000 | 23 |
| Over one year through three years | $86,856,000 | 25 |
| Over three years through five years | $3,159,000 | 369 |
| Over five years through fifteen years | $1,673,253,000 | 33 |
| Over fifteen years | $18,511,216,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,751,706,000 | 12 |
| Over three years | $20,579,847,000 | 5 |
| Other debt securities | ||
| Three months or less | $318,172,000 | 49 |
| Over three months through twelve months | $32,596,000 | 208 |
| Over one year through three years | $813,296,000 | 32 |
| Over three years through five years | $276,544,000 | 50 |
| Over five years through fifteen years | $2,707,551,000 | 20 |
| Over fifteen years | $166,391,000 | 69 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $390,965,000 | 33 |
| 2016-12-31 | Rank | |
| Total debt securities | $48,988,725,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,512,820,000 | 5 |
| Over three months through twelve months | $20,772,000 | 80 |
| Over one year through three years | $74,218,000 | 24 |
| Over three years through five years | $32,787,000 | 61 |
| Over five years through fifteen years | $1,420,855,000 | 39 |
| Over fifteen years | $18,317,048,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,538,478,000 | 13 |
| Over three years | $20,368,421,000 | 5 |
| Other debt securities | ||
| Three months or less | $340,801,000 | 53 |
| Over three months through twelve months | $262,837,000 | 33 |
| Over one year through three years | $2,076,867,000 | 19 |
| Over three years through five years | $211,222,000 | 56 |
| Over five years through fifteen years | $1,644,708,000 | 29 |
| Over fifteen years | $166,891,000 | 66 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $385,401,000 | 37 |
| 2016-09-30 | Rank | |
| Total debt securities | $48,926,536,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,601,517,000 | 5 |
| Over three months through twelve months | $241,000 | 1,333 |
| Over one year through three years | $66,809,000 | 24 |
| Over three years through five years | $59,235,000 | 38 |
| Over five years through fifteen years | $1,403,201,000 | 39 |
| Over fifteen years | $17,712,608,000 | 6 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,274,686,000 | 11 |
| Over three years | $19,136,359,000 | 4 |
| Other debt securities | ||
| Three months or less | $437,845,000 | 43 |
| Over three months through twelve months | $157,763,000 | 39 |
| Over one year through three years | $2,208,696,000 | 17 |
| Over three years through five years | $216,314,000 | 53 |
| Over five years through fifteen years | $1,547,069,000 | 30 |
| Over fifteen years | $104,193,000 | 89 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $232,504,000 | 42 |
| 2016-06-30 | Rank | |
| Total debt securities | $47,602,418,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,777,939,000 | 5 |
| Over three months through twelve months | $26,336,000 | 77 |
| Over one year through three years | $49,076,000 | 34 |
| Over three years through five years | $99,455,000 | 26 |
| Over five years through fifteen years | $1,119,842,000 | 42 |
| Over fifteen years | $17,222,906,000 | 6 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,863,306,000 | 9 |
| Over three years | $17,996,282,000 | 4 |
| Other debt securities | ||
| Three months or less | $516,534,000 | 36 |
| Over three months through twelve months | $5,314,000 | 811 |
| Over one year through three years | $1,942,900,000 | 17 |
| Over three years through five years | $583,311,000 | 32 |
| Over five years through fifteen years | $1,294,712,000 | 31 |
| Over fifteen years | $104,505,000 | 89 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $112,131,000 | 73 |
| 2016-03-31 | Rank | |
| Total debt securities | $47,793,178,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,850,460,000 | 5 |
| Over three months through twelve months | $50,267,000 | 46 |
| Over one year through three years | $53,549,000 | 32 |
| Over three years through five years | $118,410,000 | 27 |
| Over five years through fifteen years | $1,158,547,000 | 44 |
| Over fifteen years | $16,714,842,000 | 6 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,716,861,000 | 9 |
| Over three years | $18,774,945,000 | 5 |
| Other debt securities | ||
| Three months or less | $524,926,000 | 36 |
| Over three months through twelve months | $116,472,000 | 57 |
| Over one year through three years | $1,787,480,000 | 19 |
| Over three years through five years | $712,384,000 | 28 |
| Over five years through fifteen years | $1,109,409,000 | 35 |
| Over fifteen years | $104,626,000 | 81 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $163,655,000 | 55 |
| 2015-12-31 | Rank | |
| Total debt securities | $46,036,034,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,974,000,000 | 5 |
| Over three months through twelve months | $920,000 | 852 |
| Over one year through three years | $35,961,000 | 43 |
| Over three years through five years | $156,738,000 | 18 |
| Over five years through fifteen years | $1,159,006,000 | 43 |
| Over fifteen years | $15,597,670,000 | 6 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,025,942,000 | 12 |
| Over three years | $19,653,251,000 | 5 |
| Other debt securities | ||
| Three months or less | $1,007,275,000 | 26 |
| Over three months through twelve months | $556,833,000 | 26 |
| Over one year through three years | $1,401,327,000 | 19 |
| Over three years through five years | $846,543,000 | 25 |
| Over five years through fifteen years | $581,634,000 | 56 |
| Over fifteen years | $38,934,000 | 195 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $764,198,000 | 24 |
| 2015-09-30 | Rank | |
| Total debt securities | $45,974,659,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,952,207,000 | 6 |
| Over three months through twelve months | $275,000 | 1,362 |
| Over one year through three years | $35,010,000 | 40 |
| Over three years through five years | $184,841,000 | 21 |
| Over five years through fifteen years | $891,126,000 | 50 |
| Over fifteen years | $15,614,398,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,683,936,000 | 11 |
| Over three years | $18,907,253,000 | 5 |
| Other debt securities | ||
| Three months or less | $985,339,000 | 23 |
| Over three months through twelve months | $609,859,000 | 19 |
| Over one year through three years | $1,501,908,000 | 19 |
| Over three years through five years | $598,235,000 | 31 |
| Over five years through fifteen years | $964,161,000 | 37 |
| Over fifteen years | $46,111,000 | 153 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $757,846,000 | 19 |
| 2015-06-30 | Rank | |
| Total debt securities | $45,536,817,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,010,008,000 | 5 |
| Over three months through twelve months | $94,000 | 1,727 |
| Over one year through three years | $32,496,000 | 39 |
| Over three years through five years | $216,987,000 | 22 |
| Over five years through fifteen years | $586,153,000 | 64 |
| Over fifteen years | $15,018,140,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,944,503,000 | 13 |
| Over three years | $19,719,688,000 | 3 |
| Other debt securities | ||
| Three months or less | $1,007,851,000 | 23 |
| Over three months through twelve months | $259,639,000 | 29 |
| Over one year through three years | $1,765,306,000 | 20 |
| Over three years through five years | $721,320,000 | 27 |
| Over five years through fifteen years | $1,208,728,000 | 31 |
| Over fifteen years | $45,904,000 | 157 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $393,553,000 | 27 |
| 2015-03-31 | Rank | |
| Total debt securities | $45,412,405,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,093,256,000 | 6 |
| Over three months through twelve months | $135,000 | 1,639 |
| Over one year through three years | $7,518,000 | 167 |
| Over three years through five years | $274,537,000 | 15 |
| Over five years through fifteen years | $620,381,000 | 61 |
| Over fifteen years | $14,770,517,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,950,858,000 | 10 |
| Over three years | $18,110,729,000 | 7 |
| Other debt securities | ||
| Three months or less | $1,224,281,000 | 23 |
| Over three months through twelve months | $91,582,000 | 58 |
| Over one year through three years | $1,679,613,000 | 20 |
| Over three years through five years | $1,091,322,000 | 23 |
| Over five years through fifteen years | $1,438,823,000 | 23 |
| Over fifteen years | $58,853,000 | 127 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $299,761,000 | 34 |
| 2014-12-31 | Rank | |
| Total debt securities | $44,960,790,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,172,297,000 | 5 |
| Over three months through twelve months | $28,000 | 1,932 |
| Over one year through three years | $7,664,000 | 173 |
| Over three years through five years | $228,465,000 | 18 |
| Over five years through fifteen years | $735,930,000 | 55 |
| Over fifteen years | $14,342,120,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,359,302,000 | 12 |
| Over three years | $17,959,558,000 | 6 |
| Other debt securities | ||
| Three months or less | $1,632,073,000 | 17 |
| Over three months through twelve months | $32,463,000 | 135 |
| Over one year through three years | $1,456,850,000 | 23 |
| Over three years through five years | $1,065,851,000 | 23 |
| Over five years through fifteen years | $1,844,942,000 | 21 |
| Over fifteen years | $123,247,000 | 64 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $479,685,000 | 20 |
| 2014-09-30 | Rank | |
| Total debt securities | $44,172,535,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,263,547,000 | 4 |
| Over three months through twelve months | $13,000 | 2,133 |
| Over one year through three years | $5,778,000 | 238 |
| Over three years through five years | $197,995,000 | 19 |
| Over five years through fifteen years | $839,100,000 | 53 |
| Over fifteen years | $13,239,575,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,003,595,000 | 12 |
| Over three years | $17,814,116,000 | 7 |
| Other debt securities | ||
| Three months or less | $2,388,060,000 | 15 |
| Over three months through twelve months | $82,474,000 | 58 |
| Over one year through three years | $1,139,418,000 | 29 |
| Over three years through five years | $1,040,608,000 | 21 |
| Over five years through fifteen years | $2,030,832,000 | 18 |
| Over fifteen years | $127,424,000 | 61 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,038,420,000 | 11 |
| 2014-06-30 | Rank | |
| Total debt securities | $45,614,749,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,369,710,000 | 3 |
| Over three months through twelve months | $2,000 | 2,440 |
| Over one year through three years | $5,868,000 | 269 |
| Over three years through five years | $142,358,000 | 22 |
| Over five years through fifteen years | $972,077,000 | 44 |
| Over fifteen years | $13,375,232,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,008,001,000 | 12 |
| Over three years | $17,364,138,000 | 7 |
| Other debt securities | ||
| Three months or less | $3,296,880,000 | 13 |
| Over three months through twelve months | $827,955,000 | 11 |
| Over one year through three years | $563,773,000 | 36 |
| Over three years through five years | $655,647,000 | 24 |
| Over five years through fifteen years | $2,904,280,000 | 15 |
| Over fifteen years | $128,828,000 | 58 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,667,822,000 | 11 |
| 2014-03-31 | Rank | |
| Total debt securities | $47,400,013,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,469,657,000 | 4 |
| Over three months through twelve months | $81,000 | 1,865 |
| Over one year through three years | $6,336,000 | 276 |
| Over three years through five years | $147,369,000 | 21 |
| Over five years through fifteen years | $1,039,255,000 | 42 |
| Over fifteen years | $13,827,631,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,755,545,000 | 13 |
| Over three years | $18,264,255,000 | 6 |
| Other debt securities | ||
| Three months or less | $3,548,867,000 | 13 |
| Over three months through twelve months | $698,657,000 | 13 |
| Over one year through three years | $716,489,000 | 31 |
| Over three years through five years | $868,210,000 | 23 |
| Over five years through fifteen years | $2,928,615,000 | 15 |
| Over fifteen years | $129,046,000 | 60 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,419,301,000 | 13 |
| 2013-12-31 | Rank | |
| Total debt securities | $47,985,032,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,863,454,000 | 4 |
| Over three months through twelve months | $203,000 | 1,589 |
| Over one year through three years | $6,039,000 | 315 |
| Over three years through five years | $101,180,000 | 30 |
| Over five years through fifteen years | $1,487,079,000 | 29 |
| Over fifteen years | $13,651,973,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,748,130,000 | 13 |
| Over three years | $17,760,718,000 | 7 |
| Other debt securities | ||
| Three months or less | $3,814,544,000 | 12 |
| Over three months through twelve months | $706,535,000 | 16 |
| Over one year through three years | $676,885,000 | 31 |
| Over three years through five years | $963,235,000 | 22 |
| Over five years through fifteen years | $3,075,829,000 | 14 |
| Over fifteen years | $129,228,000 | 59 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,371,036,000 | 17 |
| 2013-09-30 | Rank | |
| Total debt securities | $49,128,460,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $3,032,164,000 | 3 |
| Over three months through twelve months | $1,021,000 | 931 |
| Over one year through three years | $2,019,000 | 698 |
| Over three years through five years | $97,342,000 | 28 |
| Over five years through fifteen years | $1,600,660,000 | 24 |
| Over fifteen years | $13,754,607,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,026,631,000 | 13 |
| Over three years | $17,619,956,000 | 7 |
| Other debt securities | ||
| Three months or less | $3,919,137,000 | 12 |
| Over three months through twelve months | $237,143,000 | 33 |
| Over one year through three years | $1,447,139,000 | 20 |
| Over three years through five years | $1,018,790,000 | 21 |
| Over five years through fifteen years | $3,240,103,000 | 13 |
| Over fifteen years | $131,748,000 | 60 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,447,214,000 | 15 |
| 2013-06-30 | Rank | |
| Total debt securities | $49,754,264,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $3,295,844,000 | 3 |
| Over three months through twelve months | $1,467,000 | 804 |
| Over one year through three years | $1,408,000 | 879 |
| Over three years through five years | $88,773,000 | 30 |
| Over five years through fifteen years | $1,399,022,000 | 26 |
| Over fifteen years | $14,427,157,000 | 5 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,249,283,000 | 14 |
| Over three years | $17,895,716,000 | 7 |
| Other debt securities | ||
| Three months or less | $3,705,821,000 | 12 |
| Over three months through twelve months | $387,049,000 | 22 |
| Over one year through three years | $1,415,980,000 | 18 |
| Over three years through five years | $908,926,000 | 23 |
| Over five years through fifteen years | $2,884,899,000 | 14 |
| Over fifteen years | $92,919,000 | 83 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,288,545,000 | 16 |
| 2013-03-31 | Rank | |
| Total debt securities | $50,470,552,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,571,239,000 | 3 |
| Over three months through twelve months | $994,561,000 | 2 |
| Over one year through three years | $1,705,000 | 776 |
| Over three years through five years | $50,856,000 | 49 |
| Over five years through fifteen years | $1,646,278,000 | 24 |
| Over fifteen years | $13,981,579,000 | 6 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,509,615,000 | 8 |
| Over three years | $15,505,683,000 | 9 |
| Other debt securities | ||
| Three months or less | $3,600,389,000 | 12 |
| Over three months through twelve months | $734,172,000 | 13 |
| Over one year through three years | $1,356,576,000 | 20 |
| Over three years through five years | $770,060,000 | 24 |
| Over five years through fifteen years | $2,633,501,000 | 14 |
| Over fifteen years | $114,338,000 | 61 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,203,552,000 | 17 |
| 2012-12-31 | Rank | |
| Total debt securities | $54,077,447,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $3,862,369,000 | 3 |
| Over three months through twelve months | $14,034,000 | 148 |
| Over one year through three years | $4,012,000 | 419 |
| Over three years through five years | $23,560,000 | 94 |
| Over five years through fifteen years | $1,820,231,000 | 21 |
| Over fifteen years | $14,635,124,000 | 6 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $9,431,947,000 | 7 |
| Over three years | $14,338,108,000 | 9 |
| Other debt securities | ||
| Three months or less | $4,628,553,000 | 11 |
| Over three months through twelve months | $856,368,000 | 11 |
| Over one year through three years | $1,469,106,000 | 19 |
| Over three years through five years | $639,534,000 | 27 |
| Over five years through fifteen years | $2,252,339,000 | 14 |
| Over fifteen years | $102,162,000 | 79 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,054,363,000 | 12 |
| 2012-09-30 | Rank | |
| Total debt securities | $31,564,307,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,681,770,000 | 2 |
| Over three months through twelve months | $10,034,000 | 211 |
| Over one year through three years | $1,595,000 | 743 |
| Over three years through five years | $17,869,000 | 122 |
| Over five years through fifteen years | $1,023,566,000 | 43 |
| Over fifteen years | $7,440,084,000 | 9 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $7,103,019,000 | 10 |
| Over three years | $5,036,726,000 | 15 |
| Other debt securities | ||
| Three months or less | $5,374,774,000 | 10 |
| Over three months through twelve months | $431,231,000 | 20 |
| Over one year through three years | $421,347,000 | 38 |
| Over three years through five years | $404,308,000 | 36 |
| Over five years through fifteen years | $1,527,508,000 | 17 |
| Over fifteen years | $90,476,000 | 81 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,990,673,000 | 14 |
| 2012-06-30 | Rank | |
| Total debt securities | $29,182,891,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,119,687,000 | 4 |
| Over three months through twelve months | $720,487,000 | 5 |
| Over one year through three years | $11,916,000 | 156 |
| Over three years through five years | $17,151,000 | 133 |
| Over five years through fifteen years | $1,094,169,000 | 42 |
| Over fifteen years | $5,588,828,000 | 10 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,145,058,000 | 12 |
| Over three years | $7,072,786,000 | 13 |
| Other debt securities | ||
| Three months or less | $5,717,539,000 | 10 |
| Over three months through twelve months | $341,183,000 | 28 |
| Over one year through three years | $581,700,000 | 31 |
| Over three years through five years | $128,550,000 | 75 |
| Over five years through fifteen years | $601,855,000 | 37 |
| Over fifteen years | $41,982,000 | 193 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,802,688,000 | 8 |
| 2012-03-31 | Rank | |
| Total debt securities | $28,427,252,000 | 15 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,193,525,000 | 3 |
| Over three months through twelve months | $840,744,000 | 5 |
| Over one year through three years | $20,102,000 | 100 |
| Over three years through five years | $17,713,000 | 131 |
| Over five years through fifteen years | $1,350,699,000 | 33 |
| Over fifteen years | $5,697,119,000 | 11 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,180,358,000 | 9 |
| Over three years | $6,143,756,000 | 16 |
| Other debt securities | ||
| Three months or less | $4,921,530,000 | 10 |
| Over three months through twelve months | $93,010,000 | 61 |
| Over one year through three years | $508,729,000 | 35 |
| Over three years through five years | $67,051,000 | 161 |
| Over five years through fifteen years | $350,616,000 | 63 |
| Over fifteen years | $42,300,000 | 188 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,505,712,000 | 11 |
| 2011-12-31 | Rank | |
| Total debt securities | $29,333,472,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,057,921,000 | 4 |
| Over three months through twelve months | $999,813,000 | 4 |
| Over one year through three years | $43,266,000 | 45 |
| Over three years through five years | $15,989,000 | 124 |
| Over five years through fifteen years | $1,310,367,000 | 28 |
| Over fifteen years | $5,400,616,000 | 12 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,094,825,000 | 6 |
| Over three years | $4,823,051,000 | 14 |
| Other debt securities | ||
| Three months or less | $5,679,744,000 | 8 |
| Over three months through twelve months | $120,933,000 | 46 |
| Over one year through three years | $442,096,000 | 37 |
| Over three years through five years | $93,591,000 | 98 |
| Over five years through fifteen years | $231,534,000 | 75 |
| Over fifteen years | $19,726,000 | 344 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,445,097,000 | 11 |
| 2011-09-30 | Rank | |
| Total debt securities | $29,378,156,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,336,316,000 | 3 |
| Over three months through twelve months | $915,011,000 | 4 |
| Over one year through three years | $52,884,000 | 38 |
| Over three years through five years | $7,089,000 | 228 |
| Over five years through fifteen years | $1,270,691,000 | 27 |
| Over fifteen years | $5,399,329,000 | 11 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,660,648,000 | 6 |
| Over three years | $4,259,139,000 | 13 |
| Other debt securities | ||
| Three months or less | $5,541,882,000 | 7 |
| Over three months through twelve months | $59,120,000 | 88 |
| Over one year through three years | $461,656,000 | 37 |
| Over three years through five years | $137,373,000 | 72 |
| Over five years through fifteen years | $241,353,000 | 66 |
| Over fifteen years | $35,665,000 | 184 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,652,596,000 | 13 |
| 2011-06-30 | Rank | |
| Total debt securities | $28,954,688,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $3,040,551,000 | 2 |
| Over three months through twelve months | $366,961,000 | 7 |
| Over one year through three years | $56,431,000 | 39 |
| Over three years through five years | $11,161,000 | 149 |
| Over five years through fifteen years | $409,473,000 | 68 |
| Over fifteen years | $8,616,903,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,707,070,000 | 17 |
| Over three years | $8,652,618,000 | 11 |
| Other debt securities | ||
| Three months or less | $5,263,967,000 | 7 |
| Over three months through twelve months | $81,497,000 | 70 |
| Over one year through three years | $447,708,000 | 46 |
| Over three years through five years | $135,078,000 | 69 |
| Over five years through fifteen years | $142,315,000 | 118 |
| Over fifteen years | $22,955,000 | 279 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,529,036,000 | 14 |
| 2011-03-31 | Rank | |
| Total debt securities | $30,424,575,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $3,043,124,000 | 2 |
| Over three months through twelve months | $554,487,000 | 6 |
| Over one year through three years | $71,413,000 | 29 |
| Over three years through five years | $11,734,000 | 146 |
| Over five years through fifteen years | $620,378,000 | 52 |
| Over fifteen years | $8,786,046,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,606,096,000 | 19 |
| Over three years | $9,105,365,000 | 10 |
| Other debt securities | ||
| Three months or less | $5,603,128,000 | 7 |
| Over three months through twelve months | $283,964,000 | 29 |
| Over one year through three years | $429,280,000 | 45 |
| Over three years through five years | $136,755,000 | 75 |
| Over five years through fifteen years | $148,367,000 | 113 |
| Over fifteen years | $24,438,000 | 258 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,821,561,000 | 14 |
| 2010-12-31 | Rank | |
| Total debt securities | $29,640,348,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $3,322,457,000 | 2 |
| Over three months through twelve months | $555,171,000 | 5 |
| Over one year through three years | $99,386,000 | 21 |
| Over three years through five years | $11,158,000 | 151 |
| Over five years through fifteen years | $462,795,000 | 60 |
| Over fifteen years | $9,105,023,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,966,715,000 | 16 |
| Over three years | $7,878,607,000 | 11 |
| Other debt securities | ||
| Three months or less | $4,854,054,000 | 7 |
| Over three months through twelve months | $664,410,000 | 19 |
| Over one year through three years | $478,456,000 | 42 |
| Over three years through five years | $90,279,000 | 110 |
| Over five years through fifteen years | $126,634,000 | 129 |
| Over fifteen years | $25,203,000 | 248 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,343,220,000 | 12 |
| 2010-09-30 | Rank | |
| Total debt securities | $28,405,674,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $3,820,367,000 | 2 |
| Over three months through twelve months | $356,857,000 | 5 |
| Over one year through three years | $94,674,000 | 23 |
| Over three years through five years | $13,538,000 | 138 |
| Over five years through fifteen years | $548,049,000 | 46 |
| Over fifteen years | $7,940,457,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,999,252,000 | 8 |
| Over three years | $4,255,572,000 | 11 |
| Other debt securities | ||
| Three months or less | $4,822,755,000 | 7 |
| Over three months through twelve months | $811,836,000 | 16 |
| Over one year through three years | $412,012,000 | 42 |
| Over three years through five years | $162,412,000 | 55 |
| Over five years through fifteen years | $93,816,000 | 184 |
| Over fifteen years | $74,077,000 | 75 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,691,662,000 | 10 |
| 2010-06-30 | Rank | |
| Total debt securities | $29,111,915,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $4,222,395,000 | 1 |
| Over three months through twelve months | $399,439,000 | 6 |
| Over one year through three years | $56,598,000 | 31 |
| Over three years through five years | $64,914,000 | 39 |
| Over five years through fifteen years | $519,137,000 | 47 |
| Over fifteen years | $5,798,913,000 | 10 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,513,958,000 | 16 |
| Over three years | $8,163,731,000 | 9 |
| Other debt securities | ||
| Three months or less | $5,539,814,000 | 8 |
| Over three months through twelve months | $226,389,000 | 34 |
| Over one year through three years | $762,550,000 | 27 |
| Over three years through five years | $589,240,000 | 20 |
| Over five years through fifteen years | $181,102,000 | 87 |
| Over fifteen years | $73,735,000 | 74 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $339,638,000 | 34 |
| 2010-03-31 | Rank | |
| Total debt securities | $28,503,175,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $4,466,398,000 | 2 |
| Over three months through twelve months | $703,237,000 | 4 |
| Over one year through three years | $53,142,000 | 35 |
| Over three years through five years | $84,309,000 | 31 |
| Over five years through fifteen years | $773,735,000 | 37 |
| Over fifteen years | $5,556,807,000 | 10 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,349,787,000 | 18 |
| Over three years | $7,533,199,000 | 10 |
| Other debt securities | ||
| Three months or less | $5,882,357,000 | 6 |
| Over three months through twelve months | $179,963,000 | 41 |
| Over one year through three years | $795,037,000 | 28 |
| Over three years through five years | $872,980,000 | 15 |
| Over five years through fifteen years | $179,333,000 | 82 |
| Over fifteen years | $72,891,000 | 75 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $343,242,000 | 31 |
| 2009-12-31 | Rank | |
| Total debt securities | $29,810,593,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $4,895,405,000 | 1 |
| Over three months through twelve months | $740,087,000 | 3 |
| Over one year through three years | $13,227,000 | 100 |
| Over three years through five years | $140,839,000 | 24 |
| Over five years through fifteen years | $408,391,000 | 51 |
| Over fifteen years | $7,753,732,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,903,345,000 | 15 |
| Over three years | $5,916,012,000 | 12 |
| Other debt securities | ||
| Three months or less | $5,556,863,000 | 7 |
| Over three months through twelve months | $103,047,000 | 56 |
| Over one year through three years | $1,012,624,000 | 23 |
| Over three years through five years | $1,077,516,000 | 12 |
| Over five years through fifteen years | $191,810,000 | 72 |
| Over fifteen years | $97,695,000 | 52 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $263,994,000 | 41 |
| 2009-09-30 | Rank | |
| Total debt securities | $29,380,311,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $5,493,282,000 | 1 |
| Over three months through twelve months | $470,852,000 | 4 |
| Over one year through three years | $9,616,000 | 163 |
| Over three years through five years | $159,914,000 | 18 |
| Over five years through fifteen years | $437,345,000 | 45 |
| Over fifteen years | $8,723,629,000 | 6 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,631,049,000 | 13 |
| Over three years | $4,244,854,000 | 13 |
| Other debt securities | ||
| Three months or less | $4,562,605,000 | 7 |
| Over three months through twelve months | $216,756,000 | 33 |
| Over one year through three years | $936,849,000 | 23 |
| Over three years through five years | $1,074,107,000 | 11 |
| Over five years through fifteen years | $314,702,000 | 47 |
| Over fifteen years | $104,751,000 | 48 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $240,185,000 | 39 |
| 2009-06-30 | Rank | |
| Total debt securities | $32,200,793,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $5,713,354,000 | 1 |
| Over three months through twelve months | $569,800,000 | 4 |
| Over one year through three years | $60,327,000 | 39 |
| Over three years through five years | $165,055,000 | 18 |
| Over five years through fifteen years | $539,269,000 | 39 |
| Over fifteen years | $8,320,993,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,237,666,000 | 4 |
| Over three years | $3,948,480,000 | 13 |
| Other debt securities | ||
| Three months or less | $4,188,184,000 | 7 |
| Over three months through twelve months | $153,421,000 | 35 |
| Over one year through three years | $727,500,000 | 20 |
| Over three years through five years | $1,130,437,000 | 9 |
| Over five years through fifteen years | $372,415,000 | 36 |
| Over fifteen years | $73,892,000 | 72 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $160,950,000 | 64 |
| 2009-03-31 | Rank | |
| Total debt securities | $30,359,402,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $5,863,455,000 | 1 |
| Over three months through twelve months | $909,763,000 | 2 |
| Over one year through three years | $69,335,000 | 44 |
| Over three years through five years | $184,956,000 | 16 |
| Over five years through fifteen years | $580,837,000 | 40 |
| Over fifteen years | $6,984,503,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $7,063,011,000 | 5 |
| Over three years | $2,333,893,000 | 17 |
| Other debt securities | ||
| Three months or less | $2,875,731,000 | 7 |
| Over three months through twelve months | $102,677,000 | 57 |
| Over one year through three years | $828,446,000 | 14 |
| Over three years through five years | $1,319,338,000 | 8 |
| Over five years through fifteen years | $1,121,324,000 | 14 |
| Over fifteen years | $122,133,000 | 39 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $187,830,000 | 59 |
| 2008-12-31 | Rank | |
| Total debt securities | $26,143,657,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $6,109,019,000 | 1 |
| Over three months through twelve months | $943,131,000 | 2 |
| Over one year through three years | $75,141,000 | 42 |
| Over three years through five years | $202,843,000 | 17 |
| Over five years through fifteen years | $506,908,000 | 43 |
| Over fifteen years | $4,310,995,000 | 11 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,722,798,000 | 5 |
| Over three years | $1,680,829,000 | 23 |
| Other debt securities | ||
| Three months or less | $2,325,164,000 | 9 |
| Over three months through twelve months | $110,646,000 | 52 |
| Over one year through three years | $864,162,000 | 10 |
| Over three years through five years | $738,170,000 | 12 |
| Over five years through fifteen years | $1,425,373,000 | 11 |
| Over fifteen years | $128,478,000 | 38 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $176,781,000 | 57 |
| 2008-09-30 | Rank | |
| Total debt securities | $21,156,925,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $4,604,338,000 | 1 |
| Over three months through twelve months | $552,148,000 | 4 |
| Over one year through three years | $79,677,000 | 36 |
| Over three years through five years | $213,294,000 | 16 |
| Over five years through fifteen years | $393,974,000 | 49 |
| Over fifteen years | $4,454,530,000 | 10 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,946,027,000 | 8 |
| Over three years | $3,874,736,000 | 15 |
| Other debt securities | ||
| Three months or less | $1,386,694,000 | 14 |
| Over three months through twelve months | $168,359,000 | 34 |
| Over one year through three years | $400,720,000 | 21 |
| Over three years through five years | $586,878,000 | 13 |
| Over five years through fifteen years | $1,391,615,000 | 9 |
| Over fifteen years | $103,935,000 | 42 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $180,515,000 | 55 |
| 2008-06-30 | Rank | |
| Total debt securities | $19,202,344,000 | 19 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $3,831,422,000 | 2 |
| Over three months through twelve months | $737,020,000 | 4 |
| Over one year through three years | $84,517,000 | 34 |
| Over three years through five years | $119,758,000 | 25 |
| Over five years through fifteen years | $516,838,000 | 39 |
| Over fifteen years | $3,760,239,000 | 11 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,190,827,000 | 8 |
| Over three years | $3,051,338,000 | 22 |
| Other debt securities | ||
| Three months or less | $1,598,243,000 | 12 |
| Over three months through twelve months | $205,114,000 | 25 |
| Over one year through three years | $731,130,000 | 11 |
| Over three years through five years | $714,675,000 | 13 |
| Over five years through fifteen years | $552,340,000 | 24 |
| Over fifteen years | $108,883,000 | 45 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $235,105,000 | 48 |
| 2008-03-31 | Rank | |
| Total debt securities | $15,819,576,000 | 20 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,615,967,000 | 3 |
| Over three months through twelve months | $1,111,543,000 | 2 |
| Over one year through three years | $91,764,000 | 32 |
| Over three years through five years | $107,736,000 | 25 |
| Over five years through fifteen years | $582,699,000 | 37 |
| Over fifteen years | $2,415,624,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,958,267,000 | 6 |
| Over three years | $1,667,189,000 | 29 |
| Other debt securities | ||
| Three months or less | $623,020,000 | 26 |
| Over three months through twelve months | $194,275,000 | 28 |
| Over one year through three years | $381,890,000 | 23 |
| Over three years through five years | $202,736,000 | 32 |
| Over five years through fifteen years | $757,418,000 | 17 |
| Over fifteen years | $109,448,000 | 43 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $285,653,000 | 50 |
| 2007-12-31 | Rank | |
| Total debt securities | $14,103,182,000 | 22 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,029,359,000 | 3 |
| Over three months through twelve months | $1,157,597,000 | 2 |
| Over one year through three years | $96,250,000 | 32 |
| Over three years through five years | $285,864,000 | 9 |
| Over five years through fifteen years | $544,629,000 | 34 |
| Over fifteen years | $1,586,721,000 | 18 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,927,363,000 | 4 |
| Over three years | $2,687,035,000 | 22 |
| Other debt securities | ||
| Three months or less | $541,678,000 | 29 |
| Over three months through twelve months | $218,502,000 | 29 |
| Over one year through three years | $529,829,000 | 22 |
| Over three years through five years | $300,608,000 | 22 |
| Over five years through fifteen years | $108,207,000 | 143 |
| Over fifteen years | $89,540,000 | 49 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $445,702,000 | 32 |
| 2007-09-30 | Rank | |
| Total debt securities | $14,656,453,000 | 23 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,455,116,000 | 3 |
| Over three months through twelve months | $723,492,000 | 2 |
| Over one year through three years | $95,637,000 | 32 |
| Over three years through five years | $11,543,000 | 153 |
| Over five years through fifteen years | $814,236,000 | 23 |
| Over fifteen years | $1,322,968,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,832,944,000 | 6 |
| Over three years | $3,979,840,000 | 17 |
| Other debt securities | ||
| Three months or less | $225,673,000 | 62 |
| Over three months through twelve months | $369,576,000 | 18 |
| Over one year through three years | $826,569,000 | 16 |
| Over three years through five years | $597,884,000 | 12 |
| Over five years through fifteen years | $288,141,000 | 54 |
| Over fifteen years | $112,834,000 | 41 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $444,285,000 | 34 |
| 2007-06-30 | Rank | |
| Total debt securities | $8,125,100,000 | 33 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,243,617,000 | 4 |
| Over three months through twelve months | $897,755,000 | 1 |
| Over one year through three years | $7,638,000 | 314 |
| Over three years through five years | $909,000 | 1,469 |
| Over five years through fifteen years | $422,590,000 | 43 |
| Over fifteen years | $799,540,000 | 30 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $653,529,000 | 28 |
| Over three years | $2,692,749,000 | 23 |
| Other debt securities | ||
| Three months or less | $5,515,000 | 977 |
| Over three months through twelve months | $199,812,000 | 34 |
| Over one year through three years | $771,059,000 | 16 |
| Over three years through five years | $414,686,000 | 15 |
| Over five years through fifteen years | $12,835,000 | 1,546 |
| Over fifteen years | $2,866,000 | 903 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $224,511,000 | 63 |
| 2007-03-31 | Rank | |
| Total debt securities | $5,657,253,000 | 42 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $350,438,000 | 12 |
| Over three months through twelve months | $1,367,421,000 | 1 |
| Over one year through three years | $28,788,000 | 96 |
| Over three years through five years | $1,164,000 | 1,467 |
| Over five years through fifteen years | $374,883,000 | 48 |
| Over fifteen years | $221,018,000 | 61 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $616,362,000 | 27 |
| Over three years | $1,362,027,000 | 34 |
| Other debt securities | ||
| Three months or less | $1,059,000 | 3,036 |
| Over three months through twelve months | $204,196,000 | 33 |
| Over one year through three years | $686,506,000 | 21 |
| Over three years through five years | $423,202,000 | 17 |
| Over five years through fifteen years | $15,535,000 | 1,242 |
| Over fifteen years | $4,654,000 | 681 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $203,644,000 | 68 |
| 2006-12-31 | Rank | |
| Total debt securities | $4,969,296,000 | 50 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $97,930,000 | 29 |
| Over three months through twelve months | $25,296,000 | 66 |
| Over one year through three years | $153,968,000 | 17 |
| Over three years through five years | $1,070,790,000 | 6 |
| Over five years through fifteen years | $864,971,000 | 23 |
| Over fifteen years | $58,311,000 | 147 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $430,497,000 | 39 |
| Over three years | $1,360,865,000 | 35 |
| Other debt securities | ||
| Three months or less | $22,496,000 | 335 |
| Over three months through twelve months | $5,906,000 | 1,666 |
| Over one year through three years | $550,021,000 | 20 |
| Over three years through five years | $300,905,000 | 28 |
| Over five years through fifteen years | $22,578,000 | 807 |
| Over fifteen years | $4,762,000 | 656 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $25,638,000 | 562 |
| 2006-09-30 | Rank | |
| Total debt securities | $4,939,395,000 | 57 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $92,864,000 | 28 |
| Over three months through twelve months | $39,968,000 | 44 |
| Over one year through three years | $83,485,000 | 31 |
| Over three years through five years | $800,998,000 | 6 |
| Over five years through fifteen years | $1,302,137,000 | 15 |
| Over fifteen years | $60,951,000 | 137 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $329,444,000 | 50 |
| Over three years | $1,184,408,000 | 42 |
| Other debt securities | ||
| Three months or less | $4,330,000 | 1,336 |
| Over three months through twelve months | $27,943,000 | 319 |
| Over one year through three years | $673,743,000 | 21 |
| Over three years through five years | $305,507,000 | 29 |
| Over five years through fifteen years | $28,837,000 | 591 |
| Over fifteen years | $4,780,000 | 646 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $29,606,000 | 464 |
| 2006-06-30 | Rank | |
| Total debt securities | $5,046,889,000 | 53 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $108,894,000 | 22 |
| Over three months through twelve months | $32,527,000 | 50 |
| Over one year through three years | $61,866,000 | 48 |
| Over three years through five years | $783,704,000 | 6 |
| Over five years through fifteen years | $1,426,437,000 | 15 |
| Over fifteen years | $61,983,000 | 130 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $346,750,000 | 45 |
| Over three years | $1,068,110,000 | 49 |
| Other debt securities | ||
| Three months or less | $104,249,000 | 97 |
| Over three months through twelve months | $33,074,000 | 291 |
| Over one year through three years | $670,674,000 | 21 |
| Over three years through five years | $303,558,000 | 27 |
| Over five years through fifteen years | $32,830,000 | 491 |
| Over fifteen years | $12,233,000 | 305 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $134,417,000 | 93 |
| 2006-03-31 | Rank | |
| Total debt securities | $5,141,780,000 | 52 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $107,591,000 | 25 |
| Over three months through twelve months | $51,092,000 | 31 |
| Over one year through three years | $40,705,000 | 73 |
| Over three years through five years | $819,006,000 | 7 |
| Over five years through fifteen years | $1,631,888,000 | 13 |
| Over fifteen years | $64,488,000 | 123 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $340,106,000 | 47 |
| Over three years | $889,880,000 | 52 |
| Other debt securities | ||
| Three months or less | $4,604,000 | 1,167 |
| Over three months through twelve months | $143,897,000 | 58 |
| Over one year through three years | $634,663,000 | 21 |
| Over three years through five years | $351,375,000 | 29 |
| Over five years through fifteen years | $41,083,000 | 381 |
| Over fifteen years | $21,402,000 | 193 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $144,895,000 | 96 |
| 2005-12-31 | Rank | |
| Total debt securities | $4,622,738,000 | 56 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $153,577,000 | 25 |
| Over three months through twelve months | $58,324,000 | 33 |
| Over one year through three years | $60,409,000 | 48 |
| Over three years through five years | $830,676,000 | 6 |
| Over five years through fifteen years | $1,936,474,000 | 10 |
| Over fifteen years | $67,917,000 | 119 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $202,467,000 | 76 |
| Over three years | $713,545,000 | 57 |
| Other debt securities | ||
| Three months or less | $93,144,000 | 115 |
| Over three months through twelve months | $132,787,000 | 68 |
| Over one year through three years | $258,146,000 | 60 |
| Over three years through five years | $45,829,000 | 205 |
| Over five years through fifteen years | $43,992,000 | 351 |
| Over fifteen years | $25,451,000 | 161 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $222,276,000 | 68 |
| 2005-09-30 | Rank | |
| Total debt securities | $4,094,336,000 | 61 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $161,347,000 | 19 |
| Over three months through twelve months | $69,053,000 | 31 |
| Over one year through three years | $66,168,000 | 37 |
| Over three years through five years | $681,863,000 | 8 |
| Over five years through fifteen years | $1,982,457,000 | 10 |
| Over fifteen years | $73,625,000 | 112 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $278,771,000 | 76 |
| Over three years | $109,428,000 | 140 |
| Other debt securities | ||
| Three months or less | $305,427,000 | 48 |
| Over three months through twelve months | $140,463,000 | 52 |
| Over one year through three years | $75,287,000 | 233 |
| Over three years through five years | $80,171,000 | 136 |
| Over five years through fifteen years | $44,680,000 | 349 |
| Over fifteen years | $25,596,000 | 160 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $441,225,000 | 32 |
| 2005-06-30 | Rank | |
| Total debt securities | $3,901,810,000 | 63 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $177,249,000 | 20 |
| Over three months through twelve months | $54,596,000 | 37 |
| Over one year through three years | $94,050,000 | 25 |
| Over three years through five years | $511,710,000 | 10 |
| Over five years through fifteen years | $2,284,478,000 | 8 |
| Over fifteen years | $75,068,000 | 104 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $306,294,000 | 74 |
| Over three years | $117,956,000 | 133 |
| Other debt securities | ||
| Three months or less | $15,568,000 | 331 |
| Over three months through twelve months | $34,706,000 | 222 |
| Over one year through three years | $77,132,000 | 232 |
| Over three years through five years | $81,008,000 | 130 |
| Over five years through fifteen years | $45,663,000 | 347 |
| Over fifteen years | $26,332,000 | 156 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $45,124,000 | 225 |
| 2005-03-31 | Rank | |
| Total debt securities | $4,289,992,000 | 60 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $187,887,000 | 21 |
| Over three months through twelve months | $78,683,000 | 25 |
| Over one year through three years | $92,456,000 | 24 |
| Over three years through five years | $467,965,000 | 12 |
| Over five years through fifteen years | $2,648,851,000 | 8 |
| Over fifteen years | $79,026,000 | 108 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $240,905,000 | 70 |
| Over three years | $212,948,000 | 102 |
| Other debt securities | ||
| Three months or less | $6,664,000 | 685 |
| Over three months through twelve months | $44,179,000 | 155 |
| Over one year through three years | $78,140,000 | 227 |
| Over three years through five years | $78,494,000 | 149 |
| Over five years through fifteen years | $43,769,000 | 378 |
| Over fifteen years | $30,025,000 | 145 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $45,329,000 | 220 |
| 2004-12-31 | Rank | |
| Total debt securities | $4,345,321,000 | 61 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $210,112,000 | 18 |
| Over three months through twelve months | $62,012,000 | 29 |
| Over one year through three years | $114,569,000 | 17 |
| Over three years through five years | $293,680,000 | 13 |
| Over five years through fifteen years | $2,766,885,000 | 9 |
| Over fifteen years | $83,043,000 | 111 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $344,523,000 | 60 |
| Over three years | $149,836,000 | 109 |
| Other debt securities | ||
| Three months or less | $32,867,000 | 189 |
| Over three months through twelve months | $31,567,000 | 201 |
| Over one year through three years | $43,263,000 | 411 |
| Over three years through five years | $128,360,000 | 88 |
| Over five years through fifteen years | $53,781,000 | 306 |
| Over fifteen years | $30,823,000 | 143 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $58,881,000 | 163 |
| 2004-09-30 | Rank | |
| Total debt securities | $3,812,434,000 | 67 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $218,570,000 | 20 |
| Over three months through twelve months | $69,491,000 | 29 |
| Over one year through three years | $135,551,000 | 14 |
| Over three years through five years | $171,086,000 | 26 |
| Over five years through fifteen years | $2,254,428,000 | 15 |
| Over fifteen years | $91,061,000 | 106 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $310,738,000 | 60 |
| Over three years | $234,382,000 | 81 |
| Other debt securities | ||
| Three months or less | $37,107,000 | 168 |
| Over three months through twelve months | $38,705,000 | 153 |
| Over one year through three years | $64,881,000 | 268 |
| Over three years through five years | $98,215,000 | 125 |
| Over five years through fifteen years | $57,013,000 | 296 |
| Over fifteen years | $31,206,000 | 155 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $70,116,000 | 133 |
| 2004-06-30 | Rank | |
| Total debt securities | $3,949,970,000 | 68 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $249,914,000 | 18 |
| Over three months through twelve months | $73,241,000 | 28 |
| Over one year through three years | $146,939,000 | 14 |
| Over three years through five years | $124,832,000 | 34 |
| Over five years through fifteen years | $2,334,249,000 | 15 |
| Over fifteen years | $92,422,000 | 113 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $237,728,000 | 64 |
| Over three years | $344,148,000 | 71 |
| Other debt securities | ||
| Three months or less | $22,313,000 | 243 |
| Over three months through twelve months | $60,944,000 | 99 |
| Over one year through three years | $73,500,000 | 228 |
| Over three years through five years | $101,337,000 | 112 |
| Over five years through fifteen years | $57,346,000 | 303 |
| Over fifteen years | $31,057,000 | 150 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $77,689,000 | 123 |
| 2004-03-31 | Rank | |
| Total debt securities | $3,747,847,000 | 72 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $23,484,000 | 98 |
| Over three months through twelve months | $53,446,000 | 38 |
| Over one year through three years | $29,966,000 | 46 |
| Over three years through five years | $86,821,000 | 44 |
| Over five years through fifteen years | $2,465,259,000 | 14 |
| Over fifteen years | $84,648,000 | 123 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $388,404,000 | 61 |
| Over three years | $115,703,000 | 121 |
| Other debt securities | ||
| Three months or less | $98,407,000 | 90 |
| Over three months through twelve months | $77,406,000 | 74 |
| Over one year through three years | $77,230,000 | 200 |
| Over three years through five years | $26,498,000 | 462 |
| Over five years through fifteen years | $180,672,000 | 93 |
| Over fifteen years | $39,903,000 | 113 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $174,663,000 | 57 |
| 2003-12-31 | Rank | |
| Total debt securities | $3,754,378,000 | 71 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $25,817,000 | 95 |
| Over three months through twelve months | $36,106,000 | 54 |
| Over one year through three years | $52,549,000 | 33 |
| Over three years through five years | $81,043,000 | 45 |
| Over five years through fifteen years | $2,533,256,000 | 12 |
| Over fifteen years | $93,344,000 | 122 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $396,445,000 | 53 |
| Over three years | $143,939,000 | 119 |
| Other debt securities | ||
| Three months or less | $5,786,000 | 838 |
| Over three months through twelve months | $50,298,000 | 132 |
| Over one year through three years | $87,508,000 | 161 |
| Over three years through five years | $26,977,000 | 485 |
| Over five years through fifteen years | $179,596,000 | 95 |
| Over fifteen years | $41,714,000 | 115 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $55,006,000 | 191 |
| 2003-09-30 | Rank | |
| Total debt securities | $3,507,390,000 | 72 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $30,844,000 | 85 |
| Over three months through twelve months | $40,278,000 | 51 |
| Over one year through three years | $66,205,000 | 21 |
| Over three years through five years | $70,906,000 | 43 |
| Over five years through fifteen years | $2,192,248,000 | 13 |
| Over fifteen years | $103,228,000 | 122 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $397,623,000 | 59 |
| Over three years | $201,934,000 | 93 |
| Other debt securities | ||
| Three months or less | $4,345,000 | 1,041 |
| Over three months through twelve months | $22,616,000 | 291 |
| Over one year through three years | $122,720,000 | 111 |
| Over three years through five years | $30,123,000 | 411 |
| Over five years through fifteen years | $179,751,000 | 96 |
| Over fifteen years | $44,569,000 | 111 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $25,543,000 | 397 |
| 2003-06-30 | Rank | |
| Total debt securities | $3,660,093,000 | 69 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $37,168,000 | 79 |
| Over three months through twelve months | $47,495,000 | 48 |
| Over one year through three years | $68,494,000 | 17 |
| Over three years through five years | $117,952,000 | 26 |
| Over five years through fifteen years | $2,044,678,000 | 13 |
| Over fifteen years | $117,287,000 | 117 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $717,921,000 | 45 |
| Over three years | $89,145,000 | 138 |
| Other debt securities | ||
| Three months or less | $3,859,000 | 1,159 |
| Over three months through twelve months | $8,614,000 | 802 |
| Over one year through three years | $139,410,000 | 86 |
| Over three years through five years | $33,624,000 | 332 |
| Over five years through fifteen years | $188,694,000 | 89 |
| Over fifteen years | $45,752,000 | 113 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $10,985,000 | 943 |
| 2003-03-31 | Rank | |
| Total debt securities | $3,927,368,000 | 64 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $42,263,000 | 77 |
| Over three months through twelve months | $24,170,000 | 91 |
| Over one year through three years | $157,711,000 | 9 |
| Over three years through five years | $134,504,000 | 16 |
| Over five years through fifteen years | $2,075,463,000 | 12 |
| Over fifteen years | $153,531,000 | 116 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $962,034,000 | 39 |
| Over three years | $77,287,000 | 151 |
| Other debt securities | ||
| Three months or less | $2,735,000 | 1,462 |
| Over three months through twelve months | $10,662,000 | 627 |
| Over one year through three years | $140,123,000 | 96 |
| Over three years through five years | $35,454,000 | 298 |
| Over five years through fifteen years | $63,399,000 | 218 |
| Over fifteen years | $48,032,000 | 107 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $12,482,000 | 800 |
| 2002-12-31 | Rank | |
| Total debt securities | $3,460,394,000 | 69 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $42,892,000 | 65 |
| Over three months through twelve months | $28,961,000 | 80 |
| Over one year through three years | $187,886,000 | 8 |
| Over three years through five years | $199,529,000 | 10 |
| Over five years through fifteen years | $1,507,907,000 | 13 |
| Over fifteen years | $168,590,000 | 108 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $592,989,000 | 51 |
| Over three years | $272,903,000 | 64 |
| Other debt securities | ||
| Three months or less | $5,971,000 | 843 |
| Over three months through twelve months | $6,694,000 | 961 |
| Over one year through three years | $130,781,000 | 110 |
| Over three years through five years | $31,160,000 | 337 |
| Over five years through fifteen years | $232,588,000 | 61 |
| Over fifteen years | $51,543,000 | 106 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $13,510,000 | 746 |
| 2001-12-31 | Rank | |
| Total debt securities | $3,285,904,000 | 64 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $57,445,000 | 42 |
| Over three months through twelve months | $45,242,000 | 53 |
| Over one year through three years | $119,289,000 | 8 |
| Over three years through five years | $168,967,000 | 12 |
| Over five years through fifteen years | $628,279,000 | 27 |
| Over fifteen years | $296,988,000 | 79 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $323,949,000 | 48 |
| Over three years | $422,937,000 | 58 |
| Other debt securities | ||
| Three months or less | $485,625,000 | 31 |
| Over three months through twelve months | $15,233,000 | 351 |
| Over one year through three years | $137,674,000 | 95 |
| Over three years through five years | $98,040,000 | 85 |
| Over five years through fifteen years | $429,836,000 | 36 |
| Over fifteen years | $56,400,000 | 101 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $500,799,000 | 26 |
| 2000-12-31 | Rank | |
| Total debt securities | $2,837,551,000 | 70 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $501,554,000 | 9 |
| Over three months through twelve months | $21,963,000 | 117 |
| Over one year through three years | $18,342,000 | 42 |
| Over three years through five years | $14,715,000 | 62 |
| Over five years through fifteen years | $453,555,000 | 29 |
| Over fifteen years | $172,089,000 | 104 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $17,335,000 | 281 |
| Over three years | $138,717,000 | 121 |
| Other debt securities | ||
| Three months or less | $59,626,000 | 135 |
| Over three months through twelve months | $262,012,000 | 22 |
| Over one year through three years | $99,808,000 | 128 |
| Over three years through five years | $126,499,000 | 69 |
| Over five years through fifteen years | $884,751,000 | 18 |
| Over fifteen years | $66,585,000 | 80 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $322,151,000 | 42 |
| 1999-12-31 | Rank | |
| Total debt securities | $2,870,140,000 | 71 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $544,613,000 | 7 |
| Over three months through twelve months | $35,837,000 | 81 |
| Over one year through three years | $13,067,000 | 61 |
| Over three years through five years | $22,333,000 | 55 |
| Over five years through fifteen years | $541,393,000 | 26 |
| Over fifteen years | $141,040,000 | 114 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $20,701,000 | 268 |
| Over three years | $24,595,000 | 378 |
| Other debt securities | ||
| Three months or less | $88,037,000 | 87 |
| Over three months through twelve months | $79,450,000 | 73 |
| Over one year through three years | $303,369,000 | 40 |
| Over three years through five years | $106,887,000 | 113 |
| Over five years through fifteen years | $875,562,000 | 22 |
| Over fifteen years | $73,256,000 | 68 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $177,904,000 | 67 |
| 1998-12-31 | Rank | |
| Total debt securities | $2,379,072,000 | 72 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $114,962,000 | 29 |
| Over three months through twelve months | $21,946,000 | 148 |
| Over one year through three years | $25,602,000 | 49 |
| Over three years through five years | $28,693,000 | 47 |
| Over five years through fifteen years | $534,753,000 | 34 |
| Over fifteen years | $148,959,000 | 106 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $12,245,000 | 498 |
| Over three years | $26,888,000 | 310 |
| Other debt securities | ||
| Three months or less | $31,314,000 | 235 |
| Over three months through twelve months | $43,970,000 | 161 |
| Over one year through three years | $293,780,000 | 35 |
| Over three years through five years | $81,707,000 | 110 |
| Over five years through fifteen years | $923,806,000 | 15 |
| Over fifteen years | $90,447,000 | 49 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $71,510,000 | 183 |
| 1997-12-31 | Rank | |
| Total debt securities | $1,899,437,000 | 89 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $337,992,000 | 10 |
| Over three months through twelve months | $45,980,000 | 94 |
| Over one year through three years | $29,622,000 | 60 |
| Over three years through five years | $20,843,000 | 71 |
| Over five years through fifteen years | $504,680,000 | 31 |
| Over fifteen years | $69,729,000 | 137 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $32,423,000 | 209 |
| Over three years | $22,831,000 | 320 |
| Other debt securities | ||
| Three months or less | $225,932,000 | 42 |
| Over three months through twelve months | $207,801,000 | 38 |
| Over one year through three years | $70,114,000 | 234 |
| Over three years through five years | $42,521,000 | 252 |
| Over five years through fifteen years | $187,768,000 | 66 |
| Over fifteen years | $101,201,000 | 22 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $445,848,000 | 37 |
| 1996-12-31 | Rank | |
| Total debt securities | $2,002,047,000 | 89 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $160,334,000 | 92 |
| 1995-12-31 | Rank | |
| Total debt securities | $2,062,388,000 | 85 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $164,927,000 | 155 |
| 1994-12-31 | Rank | |
| Total debt securities | $2,234,113,000 | 74 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $246,477,000 | 96 |
| 1993-12-31 | Rank | |
| Total debt securities | $1,912,932,000 | 89 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $101,431,000 | 222 |
| 1992-12-31 | Rank | |
| Total debt securities | $1,443,950,000 | 114 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $139,904,000 | 165 |