Home > HSBC Bank USA > Total Debt Securities
HSBC Bank USA, Total Debt Securities
2023-12-31 | Rank | |
Total debt securities | $40,771,221,000 | 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 | $7,000 | 1,199 |
Over three months through twelve months | $401,000 | 510 |
Over one year through three years | $848,000 | 340 |
Over three years through five years | $8,102,000 | 190 |
Over five years through fifteen years | $743,697,000 | 49 |
Over fifteen years | $18,611,209,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $389,593,000 | 73 |
Over three years | $5,148,627,000 | 25 |
Other debt securities | ||
Three months or less | $729,007,000 | 95 |
Over three months through twelve months | $1,470,987,000 | 25 |
Over one year through three years | $4,019,294,000 | 20 |
Over three years through five years | $3,271,680,000 | 19 |
Over five years through fifteen years | $3,581,369,000 | 17 |
Over fifteen years | $2,796,400,000 | 11 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,200,402,000 | 23 |
2023-09-30 | Rank | |
Total debt securities | $38,975,567,000 | 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 | $8,000 | 1,204 |
Over three months through twelve months | $418,000 | 485 |
Over one year through three years | $1,094,000 | 255 |
Over three years through five years | $6,705,000 | 207 |
Over five years through fifteen years | $795,268,000 | 48 |
Over fifteen years | $17,936,643,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $364,771,000 | 63 |
Over three years | $5,125,105,000 | 26 |
Other debt securities | ||
Three months or less | $716,317,000 | 96 |
Over three months through twelve months | $654,849,000 | 30 |
Over one year through three years | $4,114,829,000 | 22 |
Over three years through five years | $3,100,411,000 | 21 |
Over five years through fifteen years | $3,661,785,000 | 17 |
Over fifteen years | $2,497,364,000 | 11 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,371,591,000 | 25 |
2023-06-30 | Rank | |
Total debt securities | $39,686,549,000 | 21 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $4,000 | 1,277 |
Over three months through twelve months | $662,000 | 370 |
Over one year through three years | $1,248,000 | 232 |
Over three years through five years | $4,461,000 | 277 |
Over five years through fifteen years | $854,129,000 | 45 |
Over fifteen years | $18,046,697,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $394,382,000 | 62 |
Over three years | $5,436,585,000 | 27 |
Other debt securities | ||
Three months or less | $946,475,000 | 87 |
Over three months through twelve months | $322,430,000 | 49 |
Over one year through three years | $3,462,198,000 | 20 |
Over three years through five years | $3,330,198,000 | 21 |
Over five years through fifteen years | $4,050,979,000 | 17 |
Over fifteen years | $2,836,101,000 | 11 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,269,571,000 | 25 |
2023-03-31 | Rank | |
Total debt securities | $37,277,375,000 | 21 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $0 | 1,463 |
Over three months through twelve months | $108,000 | 826 |
Over one year through three years | $1,096,000 | 241 |
Over three years through five years | $29,902,000 | 58 |
Over five years through fifteen years | $908,391,000 | 48 |
Over fifteen years | $15,903,476,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $424,241,000 | 41 |
Over three years | $5,721,129,000 | 26 |
Other debt securities | ||
Three months or less | $646,757,000 | 48 |
Over three months through twelve months | $391,817,000 | 39 |
Over one year through three years | $3,290,847,000 | 21 |
Over three years through five years | $2,607,347,000 | 22 |
Over five years through fifteen years | $4,482,868,000 | 17 |
Over fifteen years | $2,869,396,000 | 13 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,038,713,000 | 25 |
2022-12-31 | Rank | |
Total debt securities | $34,661,478,000 | 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 | $11,000 | 1,183 |
Over three months through twelve months | $6,046,000 | 84 |
Over one year through three years | $402,902,000 | 2 |
Over three years through five years | $350,273,000 | 8 |
Over five years through fifteen years | $2,362,375,000 | 23 |
Over fifteen years | $13,141,036,000 | 17 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $461,566,000 | 40 |
Over three years | $5,757,890,000 | 29 |
Other debt securities | ||
Three months or less | $1,285,074,000 | 29 |
Over three months through twelve months | $343,777,000 | 42 |
Over one year through three years | $2,636,670,000 | 25 |
Over three years through five years | $2,122,911,000 | 26 |
Over five years through fifteen years | $3,058,754,000 | 29 |
Over fifteen years | $2,732,193,000 | 13 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,635,036,000 | 23 |
2022-09-30 | Rank | |
Total debt securities | $34,736,798,000 | 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 | $12,000 | 1,175 |
Over three months through twelve months | $13,826,000 | 42 |
Over one year through three years | $291,732,000 | 3 |
Over three years through five years | $490,074,000 | 7 |
Over five years through fifteen years | $2,389,909,000 | 23 |
Over fifteen years | $13,324,182,000 | 17 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $499,068,000 | 40 |
Over three years | $6,025,571,000 | 26 |
Other debt securities | ||
Three months or less | $879,018,000 | 42 |
Over three months through twelve months | $738,909,000 | 26 |
Over one year through three years | $2,348,002,000 | 25 |
Over three years through five years | $2,818,259,000 | 23 |
Over five years through fifteen years | $2,176,611,000 | 37 |
Over fifteen years | $2,741,625,000 | 14 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,632,111,000 | 18 |
2022-06-30 | Rank | |
Total debt securities | $35,726,676,000 | 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 | $0 | 1,406 |
Over three months through twelve months | $16,287,000 | 40 |
Over one year through three years | $304,103,000 | 3 |
Over three years through five years | $510,292,000 | 7 |
Over five years through fifteen years | $2,288,084,000 | 26 |
Over fifteen years | $12,219,948,000 | 18 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $661,219,000 | 35 |
Over three years | $6,577,377,000 | 25 |
Other debt securities | ||
Three months or less | $1,138,357,000 | 35 |
Over three months through twelve months | $945,041,000 | 20 |
Over one year through three years | $2,753,877,000 | 23 |
Over three years through five years | $2,775,370,000 | 24 |
Over five years through fifteen years | $2,397,779,000 | 34 |
Over fifteen years | $3,138,942,000 | 12 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,100,821,000 | 15 |
2022-03-31 | Rank | |
Total debt securities | $38,502,312,000 | 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 | $0 | 1,411 |
Over three months through twelve months | $305,000 | 657 |
Over one year through three years | $229,821,000 | 5 |
Over three years through five years | $594,309,000 | 7 |
Over five years through fifteen years | $2,617,152,000 | 22 |
Over fifteen years | $13,209,094,000 | 19 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $919,114,000 | 33 |
Over three years | $7,081,364,000 | 24 |
Other debt securities | ||
Three months or less | $855,385,000 | 45 |
Over three months through twelve months | $948,644,000 | 18 |
Over one year through three years | $2,728,501,000 | 21 |
Over three years through five years | $2,865,246,000 | 23 |
Over five years through fifteen years | $3,131,339,000 | 27 |
Over fifteen years | $3,322,038,000 | 12 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,807,391,000 | 16 |
2021-12-31 | Rank | |
Total debt securities | $40,501,784,000 | 21 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $2,000 | 1,310 |
Over three months through twelve months | $170,000 | 807 |
Over one year through three years | $260,384,000 | 4 |
Over three years through five years | $611,180,000 | 5 |
Over five years through fifteen years | $2,816,587,000 | 21 |
Over fifteen years | $13,893,958,000 | 19 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,256,781,000 | 27 |
Over three years | $7,588,188,000 | 23 |
Other debt securities | ||
Three months or less | $895,054,000 | 39 |
Over three months through twelve months | $550,497,000 | 25 |
Over one year through three years | $2,300,617,000 | 22 |
Over three years through five years | $3,347,938,000 | 21 |
Over five years through fifteen years | $3,394,303,000 | 28 |
Over fifteen years | $3,586,125,000 | 10 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,449,891,000 | 19 |
2021-09-30 | Rank | |
Total debt securities | $42,373,758,000 | 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 | $1,000 | 1,361 |
Over three months through twelve months | $20,000 | 1,266 |
Over one year through three years | $90,515,000 | 8 |
Over three years through five years | $780,143,000 | 3 |
Over five years through fifteen years | $3,241,180,000 | 20 |
Over fifteen years | $12,828,985,000 | 19 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,621,324,000 | 24 |
Over three years | $7,031,892,000 | 25 |
Other debt securities | ||
Three months or less | $1,305,243,000 | 27 |
Over three months through twelve months | $679,000,000 | 26 |
Over one year through three years | $2,548,521,000 | 20 |
Over three years through five years | $3,276,056,000 | 19 |
Over five years through fifteen years | $5,030,915,000 | 20 |
Over fifteen years | $3,939,963,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,987,630,000 | 19 |
2021-06-30 | Rank | |
Total debt securities | $41,475,509,000 | 18 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $5,405,000 | 119 |
Over three months through twelve months | $9,000 | 1,394 |
Over one year through three years | $141,710,000 | 7 |
Over three years through five years | $563,953,000 | 2 |
Over five years through fifteen years | $3,559,124,000 | 20 |
Over fifteen years | $11,019,976,000 | 19 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $2,027,220,000 | 20 |
Over three years | $7,360,131,000 | 23 |
Other debt securities | ||
Three months or less | $898,498,000 | 36 |
Over three months through twelve months | $1,117,971,000 | 20 |
Over one year through three years | $2,044,516,000 | 21 |
Over three years through five years | $2,797,195,000 | 20 |
Over five years through fifteen years | $5,941,609,000 | 18 |
Over fifteen years | $3,998,192,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,027,972,000 | 18 |
2021-03-31 | Rank | |
Total debt securities | $42,497,128,000 | 18 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $18,033,000 | 52 |
Over three months through twelve months | $52,468,000 | 23 |
Over one year through three years | $139,935,000 | 8 |
Over three years through five years | $542,289,000 | 2 |
Over five years through fifteen years | $4,148,141,000 | 16 |
Over fifteen years | $10,279,572,000 | 20 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $3,148,823,000 | 13 |
Over three years | $5,700,561,000 | 28 |
Other debt securities | ||
Three months or less | $1,687,977,000 | 17 |
Over three months through twelve months | $1,639,051,000 | 18 |
Over one year through three years | $2,119,465,000 | 20 |
Over three years through five years | $2,891,229,000 | 18 |
Over five years through fifteen years | $6,382,448,000 | 16 |
Over fifteen years | $3,747,136,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $3,400,772,000 | 15 |
2020-12-31 | Rank | |
Total debt securities | $49,652,169,000 | 17 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $1,000 | 1,385 |
Over three months through twelve months | $105,113,000 | 14 |
Over one year through three years | $155,426,000 | 8 |
Over three years through five years | $507,490,000 | 3 |
Over five years through fifteen years | $4,817,743,000 | 12 |
Over fifteen years | $10,907,691,000 | 19 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $5,449,871,000 | 9 |
Over three years | $4,235,164,000 | 34 |
Other debt securities | ||
Three months or less | $3,048,026,000 | 15 |
Over three months through twelve months | $1,831,288,000 | 17 |
Over one year through three years | $3,911,961,000 | 15 |
Over three years through five years | $2,839,507,000 | 16 |
Over five years through fifteen years | $7,453,815,000 | 13 |
Over fifteen years | $4,389,073,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $4,989,179,000 | 12 |
2020-09-30 | Rank | |
Total debt securities | $51,552,002,000 | 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 | $0 | 1,509 |
Over three months through twelve months | $59,273,000 | 20 |
Over one year through three years | $226,652,000 | 5 |
Over three years through five years | $377,092,000 | 5 |
Over five years through fifteen years | $4,593,042,000 | 13 |
Over fifteen years | $12,230,892,000 | 17 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $6,199,674,000 | 7 |
Over three years | $3,821,636,000 | 32 |
Other debt securities | ||
Three months or less | $1,877,948,000 | 21 |
Over three months through twelve months | $2,483,833,000 | 17 |
Over one year through three years | $3,485,311,000 | 17 |
Over three years through five years | $2,739,072,000 | 17 |
Over five years through fifteen years | $8,135,427,000 | 11 |
Over fifteen years | $5,322,150,000 | 6 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $4,421,058,000 | 20 |
2020-06-30 | Rank | |
Total debt securities | $53,302,718,000 | 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 | $0 | 1,509 |
Over three months through twelve months | $18,028,000 | 54 |
Over one year through three years | $288,014,000 | 4 |
Over three years through five years | $407,103,000 | 6 |
Over five years through fifteen years | $4,283,156,000 | 15 |
Over fifteen years | $13,061,356,000 | 16 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $5,752,021,000 | 8 |
Over three years | $4,786,887,000 | 26 |
Other debt securities | ||
Three months or less | $1,574,420,000 | 24 |
Over three months through twelve months | $2,883,157,000 | 18 |
Over one year through three years | $3,716,888,000 | 16 |
Over three years through five years | $3,152,285,000 | 14 |
Over five years through fifteen years | $7,974,900,000 | 11 |
Over fifteen years | $5,404,503,000 | 6 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $4,475,614,000 | 17 |
2020-03-31 | Rank | |
Total debt securities | $53,772,139,000 | 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 | $2,000 | 1,419 |
Over three months through twelve months | $19,000 | 1,383 |
Over one year through three years | $220,539,000 | 6 |
Over three years through five years | $365,412,000 | 6 |
Over five years through fifteen years | $3,061,273,000 | 20 |
Over fifteen years | $16,121,614,000 | 13 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $4,692,639,000 | 13 |
Over three years | $5,514,214,000 | 25 |
Other debt securities | ||
Three months or less | $1,206,119,000 | 26 |
Over three months through twelve months | $1,824,493,000 | 12 |
Over one year through three years | $5,214,415,000 | 13 |
Over three years through five years | $2,667,128,000 | 17 |
Over five years through fifteen years | $7,475,344,000 | 12 |
Over fifteen years | $5,408,928,000 | 6 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $3,030,669,000 | 14 |
2019-12-31 | Rank | |
Total debt securities | $48,953,398,000 | 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 | $1,000 | 1,447 |
Over three months through twelve months | $22,000 | 1,406 |
Over one year through three years | $179,312,000 | 9 |
Over three years through five years | $392,322,000 | 6 |
Over five years through fifteen years | $2,602,875,000 | 22 |
Over fifteen years | $14,859,083,000 | 13 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $4,033,601,000 | 13 |
Over three years | $5,707,865,000 | 24 |
Other debt securities | ||
Three months or less | $1,654,835,000 | 22 |
Over three months through twelve months | $1,106,722,000 | 18 |
Over one year through three years | $5,125,182,000 | 13 |
Over three years through five years | $2,008,979,000 | 17 |
Over five years through fifteen years | $7,948,795,000 | 11 |
Over fifteen years | $3,333,804,000 | 8 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,761,657,000 | 14 |
2019-09-30 | Rank | |
Total debt securities | $54,763,054,000 | 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 | $1,000 | 1,516 |
Over three months through twelve months | $31,000 | 1,352 |
Over one year through three years | $215,976,000 | 8 |
Over three years through five years | $230,900,000 | 9 |
Over five years through fifteen years | $2,809,311,000 | 21 |
Over fifteen years | $15,052,208,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $4,679,476,000 | 13 |
Over three years | $5,921,415,000 | 23 |
Other debt securities | ||
Three months or less | $2,217,649,000 | 16 |
Over three months through twelve months | $1,582,518,000 | 15 |
Over one year through three years | $5,925,912,000 | 13 |
Over three years through five years | $3,972,813,000 | 13 |
Over five years through fifteen years | $8,440,791,000 | 10 |
Over fifteen years | $3,714,053,000 | 8 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $3,800,199,000 | 13 |
2019-06-30 | Rank | |
Total debt securities | $51,178,722,000 | 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 | $50,077,000 | 33 |
Over three months through twelve months | $38,000 | 1,384 |
Over one year through three years | $221,063,000 | 10 |
Over three years through five years | $181,057,000 | 11 |
Over five years through fifteen years | $2,869,659,000 | 21 |
Over fifteen years | $13,326,621,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $5,366,361,000 | 9 |
Over three years | $6,174,324,000 | 22 |
Other debt securities | ||
Three months or less | $1,216,779,000 | 25 |
Over three months through twelve months | $1,585,001,000 | 17 |
Over one year through three years | $5,935,307,000 | 13 |
Over three years through five years | $4,465,693,000 | 12 |
Over five years through fifteen years | $6,734,248,000 | 12 |
Over fifteen years | $3,052,494,000 | 8 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,851,895,000 | 13 |
2019-03-31 | Rank | |
Total debt securities | $46,421,137,000 | 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 | $0 | 1,735 |
Over three months through twelve months | $50,093,000 | 32 |
Over one year through three years | $203,333,000 | 11 |
Over three years through five years | $432,562,000 | 6 |
Over five years through fifteen years | $3,042,364,000 | 19 |
Over fifteen years | $10,759,498,000 | 15 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,677,717,000 | 19 |
Over three years | $10,326,043,000 | 12 |
Other debt securities | ||
Three months or less | $1,074,211,000 | 26 |
Over three months through twelve months | $1,813,884,000 | 14 |
Over one year through three years | $3,865,578,000 | 13 |
Over three years through five years | $4,627,425,000 | 11 |
Over five years through fifteen years | $5,561,926,000 | 12 |
Over fifteen years | $2,986,503,000 | 8 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,938,187,000 | 13 |
2018-12-31 | Rank | |
Total debt securities | $46,046,673,000 | 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 | $0 | 1,708 |
Over three months through twelve months | $50,074,000 | 33 |
Over one year through three years | $274,024,000 | 11 |
Over three years through five years | $433,475,000 | 5 |
Over five years through fifteen years | $2,695,366,000 | 25 |
Over fifteen years | $10,128,413,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,139,067,000 | 23 |
Over three years | $11,376,701,000 | 11 |
Other debt securities | ||
Three months or less | $1,701,319,000 | 22 |
Over three months through twelve months | $1,443,290,000 | 18 |
Over one year through three years | $4,104,981,000 | 14 |
Over three years through five years | $3,843,806,000 | 13 |
Over five years through fifteen years | $6,255,906,000 | 12 |
Over fifteen years | $2,600,251,000 | 8 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $3,194,683,000 | 13 |
2018-09-30 | Rank | |
Total debt securities | $46,216,291,000 | 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 | $0 | 1,787 |
Over three months through twelve months | $50,045,000 | 32 |
Over one year through three years | $136,538,000 | 13 |
Over three years through five years | $568,488,000 | 4 |
Over five years through fifteen years | $2,693,927,000 | 25 |
Over fifteen years | $10,310,547,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $900,742,000 | 25 |
Over three years | $11,637,218,000 | 11 |
Other debt securities | ||
Three months or less | $1,155,383,000 | 25 |
Over three months through twelve months | $940,673,000 | 21 |
Over one year through three years | $3,089,261,000 | 15 |
Over three years through five years | $4,581,012,000 | 13 |
Over five years through fifteen years | $7,403,201,000 | 11 |
Over fifteen years | $2,749,256,000 | 8 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,146,101,000 | 15 |
2018-06-30 | Rank | |
Total debt securities | $46,177,671,000 | 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 | $44,000 | 1,333 |
Over three months through twelve months | $6,000 | 1,823 |
Over one year through three years | $68,293,000 | 28 |
Over three years through five years | $443,669,000 | 7 |
Over five years through fifteen years | $3,025,642,000 | 21 |
Over fifteen years | $10,700,693,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $949,798,000 | 25 |
Over three years | $11,282,693,000 | 11 |
Other debt securities | ||
Three months or less | $980,214,000 | 26 |
Over three months through twelve months | $787,133,000 | 22 |
Over one year through three years | $3,099,094,000 | 15 |
Over three years through five years | $4,026,033,000 | 13 |
Over five years through fifteen years | $7,846,792,000 | 11 |
Over fifteen years | $2,967,567,000 | 8 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,767,397,000 | 14 |
2018-03-31 | Rank | |
Total debt securities | $44,495,084,000 | 16 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $34,000 | 1,409 |
Over three months through twelve months | $208,000 | 1,152 |
Over one year through three years | $50,380,000 | 38 |
Over three years through five years | $354,503,000 | 9 |
Over five years through fifteen years | $2,809,726,000 | 23 |
Over fifteen years | $9,945,064,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,104,902,000 | 22 |
Over three years | $10,135,974,000 | 15 |
Other debt securities | ||
Three months or less | $402,534,000 | 45 |
Over three months through twelve months | $428,149,000 | 28 |
Over one year through three years | $3,376,058,000 | 14 |
Over three years through five years | $3,463,662,000 | 14 |
Over five years through fifteen years | $8,843,737,000 | 11 |
Over fifteen years | $3,580,153,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $830,925,000 | 23 |
2017-12-31 | Rank | |
Total debt securities | $44,497,027,000 | 16 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $43,291,000 | 48 |
Over three months through twelve months | $506,000 | 911 |
Over one year through three years | $50,375,000 | 39 |
Over three years through five years | $312,509,000 | 10 |
Over five years through fifteen years | $2,937,411,000 | 22 |
Over fifteen years | $9,859,869,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,222,917,000 | 25 |
Over three years | $9,541,352,000 | 16 |
Other debt securities | ||
Three months or less | $750,788,000 | 26 |
Over three months through twelve months | $214,337,000 | 36 |
Over one year through three years | $3,034,365,000 | 15 |
Over three years through five years | $4,264,342,000 | 13 |
Over five years through fifteen years | $8,694,794,000 | 11 |
Over fifteen years | $3,570,171,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $830,313,000 | 22 |
2017-09-30 | Rank | |
Total debt securities | $45,897,860,000 | 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 | $43,403,000 | 47 |
Over three months through twelve months | $873,000 | 754 |
Over one year through three years | $50,395,000 | 40 |
Over three years through five years | $447,769,000 | 8 |
Over five years through fifteen years | $2,390,694,000 | 24 |
Over fifteen years | $10,554,490,000 | 13 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,294,478,000 | 24 |
Over three years | $9,877,925,000 | 16 |
Other debt securities | ||
Three months or less | $446,254,000 | 37 |
Over three months through twelve months | $312,103,000 | 31 |
Over one year through three years | $2,978,478,000 | 13 |
Over three years through five years | $3,886,034,000 | 13 |
Over five years through fifteen years | $9,679,508,000 | 10 |
Over fifteen years | $3,935,456,000 | 6 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $705,174,000 | 21 |
2017-06-30 | Rank | |
Total debt securities | $45,592,664,000 | 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 | $43,448,000 | 48 |
Over three months through twelve months | $346,000 | 1,160 |
Over one year through three years | $51,327,000 | 36 |
Over three years through five years | $437,691,000 | 10 |
Over five years through fifteen years | $2,623,708,000 | 23 |
Over fifteen years | $10,092,181,000 | 12 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,367,528,000 | 23 |
Over three years | $9,115,638,000 | 16 |
Other debt securities | ||
Three months or less | $233,828,000 | 65 |
Over three months through twelve months | $125,201,000 | 54 |
Over one year through three years | $2,688,298,000 | 15 |
Over three years through five years | $5,306,528,000 | 12 |
Over five years through fifteen years | $9,713,533,000 | 8 |
Over fifteen years | $3,793,409,000 | 6 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $303,171,000 | 44 |
2017-03-31 | Rank | |
Total debt securities | $51,070,355,000 | 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 | $63,765,000 | 40 |
Over three months through twelve months | $68,000 | 1,591 |
Over one year through three years | $52,042,000 | 34 |
Over three years through five years | $417,826,000 | 10 |
Over five years through fifteen years | $2,302,002,000 | 26 |
Over fifteen years | $9,983,732,000 | 13 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,320,315,000 | 20 |
Over three years | $9,711,763,000 | 15 |
Other debt securities | ||
Three months or less | $242,314,000 | 61 |
Over three months through twelve months | $180,989,000 | 42 |
Over one year through three years | $5,133,818,000 | 13 |
Over three years through five years | $7,151,251,000 | 9 |
Over five years through fifteen years | $10,492,864,000 | 6 |
Over fifteen years | $4,017,606,000 | 6 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $365,189,000 | 38 |
2016-12-31 | Rank | |
Total debt securities | $49,562,686,000 | 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 | $63,808,000 | 42 |
Over three months through twelve months | $129,000 | 1,483 |
Over one year through three years | $52,524,000 | 30 |
Over three years through five years | $421,173,000 | 10 |
Over five years through fifteen years | $2,351,193,000 | 24 |
Over fifteen years | $9,597,745,000 | 13 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,283,911,000 | 21 |
Over three years | $9,947,159,000 | 15 |
Other debt securities | ||
Three months or less | $279,358,000 | 59 |
Over three months through twelve months | $262,770,000 | 34 |
Over one year through three years | $3,133,582,000 | 14 |
Over three years through five years | $7,223,301,000 | 9 |
Over five years through fifteen years | $10,793,732,000 | 8 |
Over fifteen years | $4,152,301,000 | 6 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $481,141,000 | 31 |
2016-09-30 | Rank | |
Total debt securities | $54,070,368,000 | 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 | $63,854,000 | 44 |
Over three months through twelve months | $104,000 | 1,560 |
Over one year through three years | $53,234,000 | 34 |
Over three years through five years | $283,084,000 | 13 |
Over five years through fifteen years | $2,633,161,000 | 23 |
Over fifteen years | $12,121,063,000 | 9 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,629,244,000 | 25 |
Over three years | $10,135,591,000 | 15 |
Other debt securities | ||
Three months or less | $93,448,000 | 116 |
Over three months through twelve months | $773,990,000 | 20 |
Over one year through three years | $1,795,655,000 | 19 |
Over three years through five years | $7,484,613,000 | 8 |
Over five years through fifteen years | $11,817,527,000 | 7 |
Over fifteen years | $5,185,800,000 | 5 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $802,358,000 | 23 |
2016-06-30 | Rank | |
Total debt securities | $51,465,175,000 | 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 | $64,229,000 | 41 |
Over three months through twelve months | $70,000 | 1,637 |
Over one year through three years | $4,042,000 | 231 |
Over three years through five years | $214,136,000 | 17 |
Over five years through fifteen years | $2,456,908,000 | 23 |
Over fifteen years | $11,623,852,000 | 9 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,638,495,000 | 27 |
Over three years | $9,575,962,000 | 15 |
Other debt securities | ||
Three months or less | $167,825,000 | 79 |
Over three months through twelve months | $722,622,000 | 18 |
Over one year through three years | $1,434,639,000 | 23 |
Over three years through five years | $7,699,914,000 | 8 |
Over five years through fifteen years | $10,850,258,000 | 7 |
Over fifteen years | $5,012,223,000 | 5 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $823,733,000 | 23 |
2016-03-31 | Rank | |
Total debt securities | $52,223,218,000 | 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 | $64,387,000 | 41 |
Over three months through twelve months | $72,000 | 1,605 |
Over one year through three years | $5,025,000 | 190 |
Over three years through five years | $195,748,000 | 18 |
Over five years through fifteen years | $2,639,862,000 | 23 |
Over fifteen years | $16,509,260,000 | 7 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,507,177,000 | 26 |
Over three years | $7,625,890,000 | 17 |
Other debt securities | ||
Three months or less | $69,597,000 | 132 |
Over three months through twelve months | $674,360,000 | 22 |
Over one year through three years | $2,666,021,000 | 15 |
Over three years through five years | $7,182,471,000 | 8 |
Over five years through fifteen years | $8,707,963,000 | 9 |
Over fifteen years | $4,375,385,000 | 6 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $674,446,000 | 23 |
2015-12-31 | Rank | |
Total debt securities | $49,380,560,000 | 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 | $64,555,000 | 37 |
Over three months through twelve months | $19,000 | 1,827 |
Over one year through three years | $6,047,000 | 168 |
Over three years through five years | $50,819,000 | 49 |
Over five years through fifteen years | $2,657,975,000 | 20 |
Over fifteen years | $15,383,661,000 | 7 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,216,900,000 | 25 |
Over three years | $8,037,608,000 | 17 |
Other debt securities | ||
Three months or less | $75,534,000 | 128 |
Over three months through twelve months | $1,509,187,000 | 11 |
Over one year through three years | $766,821,000 | 34 |
Over three years through five years | $7,427,934,000 | 8 |
Over five years through fifteen years | $8,753,791,000 | 10 |
Over fifteen years | $3,429,709,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,509,206,000 | 13 |
2015-09-30 | Rank | |
Total debt securities | $49,767,317,000 | 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 | $64,673,000 | 28 |
Over three months through twelve months | $30,000 | 1,808 |
Over one year through three years | $6,987,000 | 151 |
Over three years through five years | $50,885,000 | 54 |
Over five years through fifteen years | $2,740,207,000 | 19 |
Over fifteen years | $16,989,173,000 | 6 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,316,012,000 | 29 |
Over three years | $7,634,449,000 | 16 |
Other debt securities | ||
Three months or less | $78,846,000 | 123 |
Over three months through twelve months | $1,706,440,000 | 7 |
Over one year through three years | $618,126,000 | 40 |
Over three years through five years | $9,982,371,000 | 6 |
Over five years through fifteen years | $5,714,963,000 | 10 |
Over fifteen years | $2,864,155,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,706,607,000 | 12 |
2015-06-30 | Rank | |
Total debt securities | $46,575,111,000 | 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 | $64,843,000 | 33 |
Over three months through twelve months | $11,000 | 2,075 |
Over one year through three years | $2,770,000 | 340 |
Over three years through five years | $56,138,000 | 49 |
Over five years through fifteen years | $2,819,970,000 | 17 |
Over fifteen years | $16,201,580,000 | 6 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,207,219,000 | 28 |
Over three years | $6,997,503,000 | 18 |
Other debt securities | ||
Three months or less | $207,128,000 | 63 |
Over three months through twelve months | $283,703,000 | 25 |
Over one year through three years | $1,987,205,000 | 17 |
Over three years through five years | $6,849,115,000 | 7 |
Over five years through fifteen years | $7,029,130,000 | 9 |
Over fifteen years | $2,868,796,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $212,292,000 | 46 |
2015-03-31 | Rank | |
Total debt securities | $46,388,792,000 | 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 | $64,965,000 | 33 |
Over three months through twelve months | $3,000 | 2,248 |
Over one year through three years | $1,147,000 | 698 |
Over three years through five years | $58,778,000 | 47 |
Over five years through fifteen years | $2,681,224,000 | 18 |
Over fifteen years | $16,126,313,000 | 6 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,183,081,000 | 28 |
Over three years | $6,525,008,000 | 18 |
Other debt securities | ||
Three months or less | $573,313,000 | 32 |
Over three months through twelve months | $88,757,000 | 60 |
Over one year through three years | $3,665,926,000 | 12 |
Over three years through five years | $6,220,498,000 | 8 |
Over five years through fifteen years | $6,396,711,000 | 10 |
Over fifteen years | $2,803,068,000 | 8 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $576,800,000 | 17 |
2014-12-31 | Rank | |
Total debt securities | $42,941,075,000 | 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 | $44,819,000 | 44 |
Over three months through twelve months | $4,000 | 2,243 |
Over one year through three years | $1,319,000 | 680 |
Over three years through five years | $59,460,000 | 42 |
Over five years through fifteen years | $2,406,185,000 | 20 |
Over fifteen years | $12,796,756,000 | 7 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $973,042,000 | 30 |
Over three years | $6,155,178,000 | 19 |
Other debt securities | ||
Three months or less | $198,665,000 | 68 |
Over three months through twelve months | $1,163,830,000 | 10 |
Over one year through three years | $5,631,957,000 | 8 |
Over three years through five years | $7,667,994,000 | 6 |
Over five years through fifteen years | $4,044,772,000 | 12 |
Over fifteen years | $1,797,094,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,273,122,000 | 12 |
2014-09-30 | Rank | |
Total debt securities | $41,179,185,000 | 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 | $44,460,000 | 44 |
Over three months through twelve months | $99,000 | 1,764 |
Over one year through three years | $1,023,000 | 837 |
Over three years through five years | $61,378,000 | 45 |
Over five years through fifteen years | $2,343,024,000 | 23 |
Over fifteen years | $9,866,561,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $682,579,000 | 32 |
Over three years | $5,731,348,000 | 21 |
Other debt securities | ||
Three months or less | $898,735,000 | 29 |
Over three months through twelve months | $3,601,000 | 997 |
Over one year through three years | $11,488,454,000 | 5 |
Over three years through five years | $3,063,598,000 | 12 |
Over five years through fifteen years | $5,121,473,000 | 10 |
Over fifteen years | $1,872,852,000 | 10 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $733,721,000 | 17 |
2014-06-30 | Rank | |
Total debt securities | $45,303,635,000 | 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 | $13,581,000 | 134 |
Over three months through twelve months | $244,000 | 1,558 |
Over one year through three years | $656,000 | 1,062 |
Over three years through five years | $12,626,000 | 132 |
Over five years through fifteen years | $268,399,000 | 95 |
Over fifteen years | $9,833,863,000 | 7 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $651,718,000 | 34 |
Over three years | $5,213,390,000 | 22 |
Other debt securities | ||
Three months or less | $1,305,554,000 | 24 |
Over three months through twelve months | $729,221,000 | 12 |
Over one year through three years | $13,459,337,000 | 5 |
Over three years through five years | $5,806,301,000 | 6 |
Over five years through fifteen years | $6,152,316,000 | 10 |
Over fifteen years | $1,856,429,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,784,854,000 | 10 |
2014-03-31 | Rank | |
Total debt securities | $54,201,442,000 | 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 | $14,417,000 | 125 |
Over three months through twelve months | $536,000 | 1,254 |
Over one year through three years | $518,000 | 1,200 |
Over three years through five years | $14,073,000 | 125 |
Over five years through fifteen years | $254,863,000 | 101 |
Over fifteen years | $10,021,798,000 | 7 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $606,556,000 | 37 |
Over three years | $5,635,802,000 | 19 |
Other debt securities | ||
Three months or less | $988,470,000 | 28 |
Over three months through twelve months | $1,279,530,000 | 7 |
Over one year through three years | $20,941,410,000 | 2 |
Over three years through five years | $6,056,134,000 | 6 |
Over five years through fifteen years | $6,580,646,000 | 9 |
Over fifteen years | $1,806,689,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,867,862,000 | 10 |
2013-12-31 | Rank | |
Total debt securities | $55,594,047,000 | 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 | $14,956,000 | 124 |
Over three months through twelve months | $909,000 | 1,003 |
Over one year through three years | $774,000 | 1,072 |
Over three years through five years | $15,720,000 | 119 |
Over five years through fifteen years | $271,447,000 | 94 |
Over fifteen years | $9,921,383,000 | 7 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $629,827,000 | 37 |
Over three years | $7,035,002,000 | 15 |
Other debt securities | ||
Three months or less | $824,612,000 | 31 |
Over three months through twelve months | $960,402,000 | 12 |
Over one year through three years | $21,259,895,000 | 2 |
Over three years through five years | $5,516,163,000 | 8 |
Over five years through fifteen years | $7,362,128,000 | 6 |
Over fifteen years | $1,780,829,000 | 10 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,358,280,000 | 18 |
2013-09-30 | Rank | |
Total debt securities | $48,730,432,000 | 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 | $14,897,000 | 124 |
Over three months through twelve months | $2,236,000 | 600 |
Over one year through three years | $1,017,000 | 981 |
Over three years through five years | $17,413,000 | 122 |
Over five years through fifteen years | $283,322,000 | 89 |
Over fifteen years | $10,624,296,000 | 7 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $728,819,000 | 36 |
Over three years | $8,493,932,000 | 15 |
Other debt securities | ||
Three months or less | $916,243,000 | 26 |
Over three months through twelve months | $737,426,000 | 15 |
Over one year through three years | $11,605,422,000 | 4 |
Over three years through five years | $6,401,005,000 | 6 |
Over five years through fifteen years | $7,144,210,000 | 6 |
Over fifteen years | $1,760,194,000 | 10 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,217,133,000 | 16 |
2013-06-30 | Rank | |
Total debt securities | $53,640,645,000 | 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 | $15,776,000 | 122 |
Over three months through twelve months | $2,799,000 | 549 |
Over one year through three years | $1,668,000 | 798 |
Over three years through five years | $7,125,000 | 266 |
Over five years through fifteen years | $192,715,000 | 126 |
Over fifteen years | $12,258,753,000 | 7 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $770,691,000 | 38 |
Over three years | $7,157,187,000 | 15 |
Other debt securities | ||
Three months or less | $1,539,832,000 | 20 |
Over three months through twelve months | $7,305,810,000 | 3 |
Over one year through three years | $12,062,883,000 | 4 |
Over three years through five years | $3,200,268,000 | 10 |
Over five years through fifteen years | $7,228,117,000 | 6 |
Over fifteen years | $1,897,021,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $8,384,038,000 | 4 |
2013-03-31 | Rank | |
Total debt securities | $60,224,526,000 | 10 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $16,418,000 | 112 |
Over three months through twelve months | $2,405,000 | 601 |
Over one year through three years | $3,628,000 | 465 |
Over three years through five years | $2,916,000 | 566 |
Over five years through fifteen years | $197,722,000 | 128 |
Over fifteen years | $16,010,549,000 | 5 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,017,342,000 | 37 |
Over three years | $5,478,626,000 | 16 |
Other debt securities | ||
Three months or less | $1,355,917,000 | 21 |
Over three months through twelve months | $1,624,735,000 | 9 |
Over one year through three years | $16,646,231,000 | 3 |
Over three years through five years | $8,118,908,000 | 5 |
Over five years through fifteen years | $7,720,683,000 | 6 |
Over fifteen years | $2,028,446,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,728,819,000 | 9 |
2012-12-31 | Rank | |
Total debt securities | $68,540,186,000 | 9 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $17,261,000 | 105 |
Over three months through twelve months | $970,000 | 1,039 |
Over one year through three years | $6,407,000 | 286 |
Over three years through five years | $3,261,000 | 503 |
Over five years through fifteen years | $188,593,000 | 132 |
Over fifteen years | $16,342,833,000 | 5 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,155,631,000 | 41 |
Over three years | $5,029,043,000 | 15 |
Other debt securities | ||
Three months or less | $907,757,000 | 23 |
Over three months through twelve months | $6,530,859,000 | 3 |
Over one year through three years | $19,706,702,000 | 3 |
Over three years through five years | $7,582,974,000 | 6 |
Over five years through fifteen years | $8,587,002,000 | 6 |
Over fifteen years | $2,480,893,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $7,129,245,000 | 3 |
2012-09-30 | Rank | |
Total debt securities | $63,578,430,000 | 9 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $17,945,000 | 101 |
Over three months through twelve months | $1,862,000 | 736 |
Over one year through three years | $7,262,000 | 240 |
Over three years through five years | $1,962,000 | 748 |
Over five years through fifteen years | $201,408,000 | 137 |
Over fifteen years | $16,179,537,000 | 5 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,538,663,000 | 35 |
Over three years | $4,385,620,000 | 16 |
Other debt securities | ||
Three months or less | $936,001,000 | 21 |
Over three months through twelve months | $1,506,239,000 | 7 |
Over one year through three years | $21,357,127,000 | 3 |
Over three years through five years | $7,290,128,000 | 5 |
Over five years through fifteen years | $7,745,979,000 | 5 |
Over fifteen years | $2,408,697,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,150,423,000 | 13 |
2012-06-30 | Rank | |
Total debt securities | $61,764,860,000 | 9 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $18,522,000 | 110 |
Over three months through twelve months | $1,468,000 | 829 |
Over one year through three years | $9,383,000 | 176 |
Over three years through five years | $1,533,000 | 835 |
Over five years through fifteen years | $122,161,000 | 208 |
Over fifteen years | $15,500,671,000 | 5 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,683,072,000 | 31 |
Over three years | $4,996,335,000 | 16 |
Other debt securities | ||
Three months or less | $1,437,541,000 | 19 |
Over three months through twelve months | $674,343,000 | 14 |
Over one year through three years | $20,803,126,000 | 3 |
Over three years through five years | $7,212,750,000 | 5 |
Over five years through fifteen years | $6,734,560,000 | 5 |
Over fifteen years | $2,569,395,000 | 8 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,295,568,000 | 17 |
2012-03-31 | Rank | |
Total debt securities | $55,015,691,000 | 10 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $19,257,000 | 106 |
Over three months through twelve months | $2,137,000 | 630 |
Over one year through three years | $10,718,000 | 163 |
Over three years through five years | $1,269,000 | 842 |
Over five years through fifteen years | $131,967,000 | 203 |
Over fifteen years | $16,012,451,000 | 5 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $1,982,647,000 | 24 |
Over three years | $5,580,616,000 | 17 |
Other debt securities | ||
Three months or less | $1,429,735,000 | 19 |
Over three months through twelve months | $505,992,000 | 16 |
Over one year through three years | $11,698,248,000 | 4 |
Over three years through five years | $7,075,099,000 | 5 |
Over five years through fifteen years | $7,622,316,000 | 4 |
Over fifteen years | $2,943,239,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,677,408,000 | 17 |
2011-12-31 | Rank | |
Total debt securities | $54,874,186,000 | 10 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $20,624,000 | 75 |
Over three months through twelve months | $612,000 | 1,005 |
Over one year through three years | $12,936,000 | 121 |
Over three years through five years | $2,408,000 | 483 |
Over five years through fifteen years | $140,323,000 | 159 |
Over fifteen years | $16,047,708,000 | 5 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $2,985,554,000 | 13 |
Over three years | $6,387,520,000 | 13 |
Other debt securities | ||
Three months or less | $1,707,648,000 | 15 |
Over three months through twelve months | $821,047,000 | 13 |
Over one year through three years | $9,111,349,000 | 5 |
Over three years through five years | $6,170,971,000 | 6 |
Over five years through fifteen years | $8,616,468,000 | 4 |
Over fifteen years | $2,849,018,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,287,359,000 | 12 |
2011-09-30 | Rank | |
Total debt securities | $54,435,511,000 | 10 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $21,762,000 | 75 |
Over three months through twelve months | $1,865,000 | 521 |
Over one year through three years | $12,439,000 | 108 |
Over three years through five years | $3,568,000 | 368 |
Over five years through fifteen years | $149,761,000 | 137 |
Over fifteen years | $15,777,485,000 | 5 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $2,764,245,000 | 16 |
Over three years | $6,521,196,000 | 11 |
Other debt securities | ||
Three months or less | $1,044,902,000 | 19 |
Over three months through twelve months | $2,504,822,000 | 4 |
Over one year through three years | $4,670,173,000 | 8 |
Over three years through five years | $6,657,196,000 | 6 |
Over five years through fifteen years | $11,079,972,000 | 4 |
Over fifteen years | $3,226,125,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $3,258,114,000 | 8 |
2011-06-30 | Rank | |
Total debt securities | $46,395,329,000 | 10 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $22,990,000 | 71 |
Over three months through twelve months | $1,311,000 | 700 |
Over one year through three years | $12,927,000 | 109 |
Over three years through five years | $5,763,000 | 232 |
Over five years through fifteen years | $329,164,000 | 80 |
Over fifteen years | $12,869,874,000 | 5 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $2,679,680,000 | 12 |
Over three years | $6,736,840,000 | 13 |
Other debt securities | ||
Three months or less | $639,082,000 | 27 |
Over three months through twelve months | $1,551,749,000 | 9 |
Over one year through three years | $3,579,781,000 | 8 |
Over three years through five years | $6,493,262,000 | 4 |
Over five years through fifteen years | $9,525,388,000 | 4 |
Over fifteen years | $1,947,518,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,869,299,000 | 11 |
2011-03-31 | Rank | |
Total debt securities | $42,357,827,000 | 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 | $23,886,000 | 71 |
Over three months through twelve months | $1,685,000 | 598 |
Over one year through three years | $8,138,000 | 148 |
Over three years through five years | $12,526,000 | 138 |
Over five years through fifteen years | $348,661,000 | 69 |
Over fifteen years | $10,486,916,000 | 6 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $3,216,095,000 | 11 |
Over three years | $6,315,343,000 | 13 |
Other debt securities | ||
Three months or less | $883,946,000 | 23 |
Over three months through twelve months | $1,281,555,000 | 8 |
Over one year through three years | $2,891,039,000 | 10 |
Over three years through five years | $2,902,430,000 | 10 |
Over five years through fifteen years | $12,523,156,000 | 4 |
Over fifteen years | $1,462,451,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,590,863,000 | 15 |
2010-12-31 | Rank | |
Total debt securities | $48,197,723,000 | 10 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $24,727,000 | 73 |
Over three months through twelve months | $423,000 | 1,338 |
Over one year through three years | $7,376,000 | 169 |
Over three years through five years | $17,296,000 | 107 |
Over five years through fifteen years | $366,940,000 | 65 |
Over fifteen years | $11,222,073,000 | 5 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $218,136,000 | 84 |
Over three years | $10,077,542,000 | 9 |
Other debt securities | ||
Three months or less | $1,552,805,000 | 17 |
Over three months through twelve months | $310,512,000 | 33 |
Over one year through three years | $6,814,979,000 | 5 |
Over three years through five years | $1,483,401,000 | 13 |
Over five years through fifteen years | $13,799,539,000 | 4 |
Over fifteen years | $2,301,974,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,268,168,000 | 18 |
2010-09-30 | Rank | |
Total debt securities | $43,486,738,000 | 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 | $25,747,000 | 73 |
Over three months through twelve months | $1,583,000 | 668 |
Over one year through three years | $5,014,000 | 210 |
Over three years through five years | $21,758,000 | 90 |
Over five years through fifteen years | $386,392,000 | 62 |
Over fifteen years | $11,501,107,000 | 6 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $520,284,000 | 50 |
Over three years | $10,169,254,000 | 8 |
Other debt securities | ||
Three months or less | $1,442,232,000 | 16 |
Over three months through twelve months | $336,205,000 | 27 |
Over one year through three years | $6,400,787,000 | 5 |
Over three years through five years | $626,498,000 | 22 |
Over five years through fifteen years | $9,601,209,000 | 5 |
Over fifteen years | $2,448,668,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $372,354,000 | 36 |
2010-06-30 | Rank | |
Total debt securities | $38,860,614,000 | 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 | $26,984,000 | 77 |
Over three months through twelve months | $1,323,000 | 794 |
Over one year through three years | $4,602,000 | 230 |
Over three years through five years | $25,619,000 | 81 |
Over five years through fifteen years | $408,564,000 | 54 |
Over fifteen years | $10,338,653,000 | 5 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $413,684,000 | 54 |
Over three years | $9,191,489,000 | 8 |
Other debt securities | ||
Three months or less | $1,105,961,000 | 19 |
Over three months through twelve months | $375,556,000 | 23 |
Over one year through three years | $7,453,330,000 | 5 |
Over three years through five years | $622,924,000 | 18 |
Over five years through fifteen years | $7,256,048,000 | 6 |
Over fifteen years | $1,635,877,000 | 7 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $450,222,000 | 25 |
2010-03-31 | Rank | |
Total debt securities | $36,148,154,000 | 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 | $27,749,000 | 76 |
Over three months through twelve months | $1,923,000 | 698 |
Over one year through three years | $4,840,000 | 248 |
Over three years through five years | $28,116,000 | 81 |
Over five years through fifteen years | $422,443,000 | 51 |
Over fifteen years | $6,355,970,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $216,388,000 | 76 |
Over three years | $9,852,004,000 | 8 |
Other debt securities | ||
Three months or less | $836,012,000 | 24 |
Over three months through twelve months | $1,062,676,000 | 13 |
Over one year through three years | $10,342,722,000 | 5 |
Over three years through five years | $609,971,000 | 19 |
Over five years through fifteen years | $5,338,085,000 | 7 |
Over fifteen years | $1,049,255,000 | 10 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $819,036,000 | 18 |
2009-12-31 | Rank | |
Total debt securities | $28,887,094,000 | 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 | $28,889,000 | 67 |
Over three months through twelve months | $846,000 | 1,260 |
Over one year through three years | $4,021,000 | 321 |
Over three years through five years | $30,575,000 | 74 |
Over five years through fifteen years | $452,710,000 | 48 |
Over fifteen years | $3,862,914,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $223,348,000 | 75 |
Over three years | $9,958,508,000 | 8 |
Other debt securities | ||
Three months or less | $686,856,000 | 24 |
Over three months through twelve months | $114,594,000 | 51 |
Over one year through three years | $8,699,356,000 | 4 |
Over three years through five years | $618,167,000 | 18 |
Over five years through fifteen years | $3,332,695,000 | 9 |
Over fifteen years | $873,615,000 | 12 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $143,803,000 | 67 |
2009-09-30 | Rank | |
Total debt securities | $27,580,516,000 | 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 | $30,024,000 | 65 |
Over three months through twelve months | $2,160,000 | 714 |
Over one year through three years | $3,030,000 | 459 |
Over three years through five years | $31,318,000 | 71 |
Over five years through fifteen years | $514,959,000 | 39 |
Over fifteen years | $3,980,442,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $300,283,000 | 66 |
Over three years | $10,748,801,000 | 8 |
Other debt securities | ||
Three months or less | $552,885,000 | 33 |
Over three months through twelve months | $74,521,000 | 70 |
Over one year through three years | $7,179,423,000 | 5 |
Over three years through five years | $440,431,000 | 18 |
Over five years through fifteen years | $3,196,407,000 | 9 |
Over fifteen years | $525,832,000 | 13 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $160,263,000 | 50 |
2009-06-30 | Rank | |
Total debt securities | $23,709,729,000 | 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 | $30,990,000 | 65 |
Over three months through twelve months | $1,594,000 | 854 |
Over one year through three years | $2,515,000 | 700 |
Over three years through five years | $31,312,000 | 76 |
Over five years through fifteen years | $534,971,000 | 40 |
Over fifteen years | $4,012,450,000 | 12 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $181,849,000 | 93 |
Over three years | $10,753,490,000 | 7 |
Other debt securities | ||
Three months or less | $480,767,000 | 36 |
Over three months through twelve months | $136,645,000 | 37 |
Over one year through three years | $4,087,989,000 | 6 |
Over three years through five years | $407,968,000 | 18 |
Over five years through fifteen years | $2,619,930,000 | 9 |
Over fifteen years | $427,259,000 | 17 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $138,779,000 | 76 |
2009-03-31 | Rank | |
Total debt securities | $24,779,517,000 | 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 | $1,494,512,000 | 4 |
Over three months through twelve months | $4,258,000 | 397 |
Over one year through three years | $2,363,000 | 825 |
Over three years through five years | $157,944,000 | 20 |
Over five years through fifteen years | $1,931,454,000 | 13 |
Over fifteen years | $3,562,852,000 | 14 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $376,567,000 | 52 |
Over three years | $10,636,180,000 | 7 |
Other debt securities | ||
Three months or less | $1,535,827,000 | 10 |
Over three months through twelve months | $27,596,000 | 179 |
Over one year through three years | $1,958,264,000 | 7 |
Over three years through five years | $195,871,000 | 36 |
Over five years through fifteen years | $2,650,001,000 | 10 |
Over fifteen years | $245,828,000 | 24 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,319,181,000 | 9 |
2008-12-31 | Rank | |
Total debt securities | $27,366,466,000 | 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 | $1,592,605,000 | 4 |
Over three months through twelve months | $2,441,000 | 594 |
Over one year through three years | $3,515,000 | 623 |
Over three years through five years | $143,157,000 | 26 |
Over five years through fifteen years | $2,901,079,000 | 12 |
Over fifteen years | $5,604,291,000 | 10 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $497,400,000 | 36 |
Over three years | $10,175,534,000 | 7 |
Other debt securities | ||
Three months or less | $2,218,750,000 | 10 |
Over three months through twelve months | $1,088,448,000 | 12 |
Over one year through three years | $663,869,000 | 15 |
Over three years through five years | $138,232,000 | 52 |
Over five years through fifteen years | $2,075,488,000 | 9 |
Over fifteen years | $261,657,000 | 22 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $2,812,427,000 | 6 |
2008-09-30 | Rank | |
Total debt securities | $22,648,644,000 | 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 | $1,618,267,000 | 3 |
Over three months through twelve months | $3,632,000 | 399 |
Over one year through three years | $2,424,000 | 833 |
Over three years through five years | $130,135,000 | 25 |
Over five years through fifteen years | $2,888,417,000 | 10 |
Over fifteen years | $5,443,591,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $23,859,000 | 282 |
Over three years | $9,555,968,000 | 11 |
Other debt securities | ||
Three months or less | $1,998,023,000 | 9 |
Over three months through twelve months | $32,811,000 | 147 |
Over one year through three years | $161,378,000 | 48 |
Over three years through five years | $144,291,000 | 45 |
Over five years through fifteen years | $391,891,000 | 34 |
Over fifteen years | $253,957,000 | 22 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,159,696,000 | 14 |
2008-06-30 | Rank | |
Total debt securities | $24,300,794,000 | 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 | $1,659,624,000 | 5 |
Over three months through twelve months | $4,348,000 | 341 |
Over one year through three years | $3,550,000 | 619 |
Over three years through five years | $54,340,000 | 42 |
Over five years through fifteen years | $3,164,942,000 | 9 |
Over fifteen years | $6,366,922,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $25,605,000 | 279 |
Over three years | $9,919,048,000 | 9 |
Other debt securities | ||
Three months or less | $1,096,307,000 | 18 |
Over three months through twelve months | $42,777,000 | 117 |
Over one year through three years | $197,948,000 | 44 |
Over three years through five years | $619,837,000 | 14 |
Over five years through fifteen years | $834,783,000 | 15 |
Over fifteen years | $310,763,000 | 24 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $161,927,000 | 66 |
2008-03-31 | Rank | |
Total debt securities | $25,501,457,000 | 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 | $1,686,955,000 | 5 |
Over three months through twelve months | $5,649,000 | 285 |
Over one year through three years | $3,527,000 | 629 |
Over three years through five years | $52,764,000 | 40 |
Over five years through fifteen years | $3,344,895,000 | 8 |
Over fifteen years | $6,585,541,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $43,136,000 | 187 |
Over three years | $10,096,214,000 | 9 |
Other debt securities | ||
Three months or less | $1,809,648,000 | 12 |
Over three months through twelve months | $75,672,000 | 76 |
Over one year through three years | $61,853,000 | 121 |
Over three years through five years | $587,525,000 | 13 |
Over five years through fifteen years | $812,824,000 | 15 |
Over fifteen years | $335,254,000 | 22 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $406,819,000 | 33 |
2007-12-31 | Rank | |
Total debt securities | $22,276,303,000 | 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 | $1,361,638,000 | 5 |
Over three months through twelve months | $4,399,000 | 384 |
Over one year through three years | $6,366,000 | 387 |
Over three years through five years | $21,046,000 | 83 |
Over five years through fifteen years | $2,321,619,000 | 9 |
Over fifteen years | $5,502,400,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $101,426,000 | 91 |
Over three years | $9,075,314,000 | 11 |
Other debt securities | ||
Three months or less | $2,292,682,000 | 10 |
Over three months through twelve months | $226,697,000 | 26 |
Over one year through three years | $97,468,000 | 108 |
Over three years through five years | $117,152,000 | 58 |
Over five years through fifteen years | $752,808,000 | 16 |
Over fifteen years | $395,288,000 | 19 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,086,754,000 | 17 |
2007-09-30 | Rank | |
Total debt securities | $23,948,916,000 | 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 | $1,246,647,000 | 5 |
Over three months through twelve months | $8,113,000 | 223 |
Over one year through three years | $74,917,000 | 45 |
Over three years through five years | $9,387,000 | 183 |
Over five years through fifteen years | $2,438,821,000 | 8 |
Over fifteen years | $5,547,529,000 | 10 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $168,661,000 | 71 |
Over three years | $9,095,313,000 | 9 |
Other debt securities | ||
Three months or less | $2,046,513,000 | 12 |
Over three months through twelve months | $663,982,000 | 12 |
Over one year through three years | $780,027,000 | 18 |
Over three years through five years | $500,193,000 | 13 |
Over five years through fifteen years | $1,020,701,000 | 13 |
Over fifteen years | $348,112,000 | 18 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $1,112,719,000 | 19 |
2007-06-30 | Rank | |
Total debt securities | $22,183,670,000 | 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 | $177,589,000 | 18 |
Over three months through twelve months | $9,558,000 | 176 |
Over one year through three years | $81,763,000 | 37 |
Over three years through five years | $9,853,000 | 213 |
Over five years through fifteen years | $2,515,398,000 | 6 |
Over fifteen years | $5,493,567,000 | 10 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $226,270,000 | 58 |
Over three years | $8,791,217,000 | 7 |
Other debt securities | ||
Three months or less | $1,625,538,000 | 13 |
Over three months through twelve months | $365,462,000 | 21 |
Over one year through three years | $622,433,000 | 20 |
Over three years through five years | $837,153,000 | 10 |
Over five years through fifteen years | $1,049,124,000 | 15 |
Over fifteen years | $378,745,000 | 17 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $420,108,000 | 33 |
2007-03-31 | Rank | |
Total debt securities | $20,796,522,000 | 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 | $72,975,000 | 32 |
Over three months through twelve months | $10,437,000 | 161 |
Over one year through three years | $88,877,000 | 32 |
Over three years through five years | $6,591,000 | 386 |
Over five years through fifteen years | $2,447,693,000 | 7 |
Over fifteen years | $5,377,838,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $123,129,000 | 91 |
Over three years | $7,765,407,000 | 8 |
Other debt securities | ||
Three months or less | $1,464,400,000 | 15 |
Over three months through twelve months | $123,484,000 | 64 |
Over one year through three years | $792,856,000 | 17 |
Over three years through five years | $855,645,000 | 9 |
Over five years through fifteen years | $1,158,045,000 | 15 |
Over fifteen years | $509,145,000 | 14 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $346,911,000 | 45 |
2006-12-31 | Rank | |
Total debt securities | $21,401,509,000 | 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 | $73,571,000 | 35 |
Over three months through twelve months | $7,801,000 | 208 |
Over one year through three years | $147,451,000 | 19 |
Over three years through five years | $7,024,000 | 410 |
Over five years through fifteen years | $2,552,432,000 | 6 |
Over fifteen years | $6,086,310,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $134,008,000 | 83 |
Over three years | $7,637,813,000 | 7 |
Other debt securities | ||
Three months or less | $682,569,000 | 26 |
Over three months through twelve months | $334,113,000 | 21 |
Over one year through three years | $1,004,140,000 | 14 |
Over three years through five years | $1,123,947,000 | 11 |
Over five years through fifteen years | $1,094,233,000 | 16 |
Over fifteen years | $516,097,000 | 16 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $428,142,000 | 35 |
2006-09-30 | Rank | |
Total debt securities | $21,805,847,000 | 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 | $70,100,000 | 34 |
Over three months through twelve months | $10,626,000 | 151 |
Over one year through three years | $157,274,000 | 13 |
Over three years through five years | $8,224,000 | 402 |
Over five years through fifteen years | $2,647,964,000 | 8 |
Over fifteen years | $6,258,564,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $194,415,000 | 78 |
Over three years | $7,781,159,000 | 6 |
Other debt securities | ||
Three months or less | $818,237,000 | 20 |
Over three months through twelve months | $384,657,000 | 20 |
Over one year through three years | $1,045,403,000 | 14 |
Over three years through five years | $1,025,600,000 | 11 |
Over five years through fifteen years | $833,644,000 | 20 |
Over fifteen years | $569,980,000 | 15 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $500,826,000 | 29 |
2006-06-30 | Rank | |
Total debt securities | $21,982,678,000 | 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 | $89,682,000 | 27 |
Over three months through twelve months | $17,534,000 | 104 |
Over one year through three years | $173,534,000 | 14 |
Over three years through five years | $9,304,000 | 369 |
Over five years through fifteen years | $2,714,414,000 | 8 |
Over fifteen years | $6,295,828,000 | 7 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $146,664,000 | 88 |
Over three years | $7,944,496,000 | 6 |
Other debt securities | ||
Three months or less | $555,779,000 | 27 |
Over three months through twelve months | $389,560,000 | 20 |
Over one year through three years | $1,069,165,000 | 14 |
Over three years through five years | $1,186,323,000 | 9 |
Over five years through fifteen years | $780,875,000 | 21 |
Over fifteen years | $609,520,000 | 15 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $467,951,000 | 27 |
2006-03-31 | Rank | |
Total debt securities | $21,012,986,000 | 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 | $626,628,000 | 7 |
Over three months through twelve months | $8,401,000 | 189 |
Over one year through three years | $24,871,000 | 122 |
Over three years through five years | $11,397,000 | 334 |
Over five years through fifteen years | $2,273,962,000 | 7 |
Over fifteen years | $5,260,951,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $336,908,000 | 48 |
Over three years | $8,083,621,000 | 5 |
Other debt securities | ||
Three months or less | $948,515,000 | 19 |
Over three months through twelve months | $216,136,000 | 37 |
Over one year through three years | $1,058,271,000 | 15 |
Over three years through five years | $718,901,000 | 16 |
Over five years through fifteen years | $826,130,000 | 21 |
Over fifteen years | $618,294,000 | 11 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $214,404,000 | 72 |
2005-12-31 | Rank | |
Total debt securities | $20,591,435,000 | 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 | $640,248,000 | 8 |
Over three months through twelve months | $11,969,000 | 151 |
Over one year through three years | $28,384,000 | 113 |
Over three years through five years | $14,164,000 | 284 |
Over five years through fifteen years | $1,911,566,000 | 12 |
Over fifteen years | $4,706,856,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $350,887,000 | 48 |
Over three years | $8,462,530,000 | 5 |
Other debt securities | ||
Three months or less | $1,102,527,000 | 16 |
Over three months through twelve months | $120,981,000 | 76 |
Over one year through three years | $817,624,000 | 21 |
Over three years through five years | $784,453,000 | 15 |
Over five years through fifteen years | $983,621,000 | 21 |
Over fifteen years | $655,625,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $120,396,000 | 114 |
2005-09-30 | Rank | |
Total debt securities | $18,830,492,000 | 16 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $671,538,000 | 7 |
Over three months through twelve months | $4,446,000 | 341 |
Over one year through three years | $25,613,000 | 118 |
Over three years through five years | $17,299,000 | 239 |
Over five years through fifteen years | $1,237,769,000 | 22 |
Over fifteen years | $2,854,875,000 | 9 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $492,053,000 | 49 |
Over three years | $8,680,935,000 | 4 |
Other debt securities | ||
Three months or less | $1,638,200,000 | 12 |
Over three months through twelve months | $88,732,000 | 89 |
Over one year through three years | $571,625,000 | 31 |
Over three years through five years | $563,832,000 | 21 |
Over five years through fifteen years | $1,127,199,000 | 17 |
Over fifteen years | $856,376,000 | 9 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $417,754,000 | 35 |
2005-06-30 | Rank | |
Total debt securities | $18,833,958,000 | 16 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $656,524,000 | 7 |
Over three months through twelve months | $4,464,000 | 351 |
Over one year through three years | $31,044,000 | 85 |
Over three years through five years | $19,579,000 | 224 |
Over five years through fifteen years | $1,021,770,000 | 28 |
Over fifteen years | $3,018,925,000 | 10 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $608,221,000 | 49 |
Over three years | $8,754,880,000 | 3 |
Other debt securities | ||
Three months or less | $1,379,570,000 | 18 |
Over three months through twelve months | $353,005,000 | 28 |
Over one year through three years | $610,928,000 | 27 |
Over three years through five years | $450,227,000 | 24 |
Over five years through fifteen years | $1,371,563,000 | 14 |
Over fifteen years | $553,258,000 | 12 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $493,700,000 | 27 |
2005-03-31 | Rank | |
Total debt securities | $18,931,577,000 | 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 | $772,611,000 | 7 |
Over three months through twelve months | $235,000 | 1,631 |
Over one year through three years | $28,707,000 | 79 |
Over three years through five years | $154,547,000 | 33 |
Over five years through fifteen years | $1,391,985,000 | 21 |
Over fifteen years | $2,613,381,000 | 12 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $659,349,000 | 35 |
Over three years | $8,862,791,000 | 5 |
Other debt securities | ||
Three months or less | $1,546,967,000 | 12 |
Over three months through twelve months | $43,942,000 | 156 |
Over one year through three years | $537,876,000 | 32 |
Over three years through five years | $452,028,000 | 25 |
Over five years through fifteen years | $1,060,259,000 | 21 |
Over fifteen years | $806,899,000 | 10 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $544,177,000 | 24 |
2004-12-31 | Rank | |
Total debt securities | $18,267,134,000 | 16 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $126,703,000 | 24 |
Over three months through twelve months | $118,000 | 1,958 |
Over one year through three years | $25,779,000 | 74 |
Over three years through five years | $40,728,000 | 101 |
Over five years through fifteen years | $1,138,639,000 | 30 |
Over fifteen years | $2,890,969,000 | 12 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $549,856,000 | 48 |
Over three years | $8,961,714,000 | 4 |
Other debt securities | ||
Three months or less | $1,767,252,000 | 11 |
Over three months through twelve months | $129,755,000 | 47 |
Over one year through three years | $729,268,000 | 24 |
Over three years through five years | $278,855,000 | 45 |
Over five years through fifteen years | $1,246,335,000 | 18 |
Over fifteen years | $381,163,000 | 17 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $309,142,000 | 37 |
2004-09-30 | Rank | |
Total debt securities | $18,090,084,000 | 16 |
Maturity and repricing data for debt securities: | ||
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
Three months or less | $125,040,000 | 30 |
Over three months through twelve months | $241,000 | 1,648 |
Over one year through three years | $49,726,000 | 35 |
Over three years through five years | $50,713,000 | 89 |
Over five years through fifteen years | $1,489,689,000 | 23 |
Over fifteen years | $3,458,144,000 | 8 |
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
Three years or less | $659,947,000 | 38 |
Over three years | $8,197,925,000 | 4 |
Other debt securities | ||
Three months or less | $1,467,483,000 | 15 |
Over three months through twelve months | $185,089,000 | 41 |
Over one year through three years | $743,312,000 | 26 |
Over three years through five years | $291,524,000 | 46 |
Over five years through fifteen years | $1,041,626,000 | 24 |
Over fifteen years | $329,625,000 | 19 |
Fixed and floating rate debt securities (included above) | ||
With remaining maturity of one year or less | $303,784,000 | 39 |