| 2004-09-30 | Rank |
| Total debt securities | $23,109,000,000 | 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 | $0 | 2,864 |
| Over three months through twelve months | $0 | 2,944 |
| Over one year through three years | $0 | 3,124 |
| Over three years through five years | $0 | 4,153 |
| Over five years through fifteen years | $12,672,000,000 | 2 |
| Over fifteen years | $0 | 3,151 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,813,000,000 | 9 |
| Over three years | $0 | 2,319 |
| Other debt securities |
| Three months or less | $5,449,000,000 | 3 |
| Over three months through twelve months | $502,000,000 | 18 |
| Over one year through three years | $124,000,000 | 126 |
| Over three years through five years | $2,170,000,000 | 9 |
| Over five years through fifteen years | $379,000,000 | 47 |
| Over fifteen years | $0 | 2,754 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $7,764,000,000 | 3 |
| 2004-06-30 | Rank |
| Total debt securities | $51,337,000,000 | 5 |
| 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 | 2,885 |
| Over three months through twelve months | $0 | 3,046 |
| Over one year through three years | $0 | 3,084 |
| Over three years through five years | $0 | 4,205 |
| Over five years through fifteen years | $1,877,000,000 | 18 |
| Over fifteen years | $18,202,000,000 | 4 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,595,000,000 | 13 |
| Over three years | $0 | 2,503 |
| Other debt securities |
| Three months or less | $11,110,000,000 | 2 |
| Over three months through twelve months | $1,596,000,000 | 6 |
| Over one year through three years | $13,438,000,000 | 3 |
| Over three years through five years | $148,000,000 | 79 |
| Over five years through fifteen years | $2,517,000,000 | 9 |
| Over fifteen years | $854,000,000 | 11 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $14,300,000,000 | 2 |
| 2004-03-31 | Rank |
| Total debt securities | $62,562,000,000 | 5 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $101,000,000 | 39 |
| Over three months through twelve months | $0 | 3,069 |
| Over one year through three years | $0 | 2,952 |
| Over three years through five years | $0 | 4,136 |
| Over five years through fifteen years | $2,462,000,000 | 15 |
| Over fifteen years | $28,791,000,000 | 4 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,574,000,000 | 21 |
| Over three years | $0 | 2,205 |
| Other debt securities |
| Three months or less | $9,633,000,000 | 3 |
| Over three months through twelve months | $851,000,000 | 12 |
| Over one year through three years | $12,692,000,000 | 2 |
| Over three years through five years | $510,000,000 | 26 |
| Over five years through fifteen years | $4,180,000,000 | 5 |
| Over fifteen years | $1,768,000,000 | 7 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $12,159,000,000 | 2 |
| 2003-12-31 | Rank |
| Total debt securities | $60,344,000,000 | 4 |
| 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 | 3,043 |
| Over three months through twelve months | $0 | 3,137 |
| Over one year through three years | $0 | 2,913 |
| Over three years through five years | $0 | 4,124 |
| Over five years through fifteen years | $582,000,000 | 51 |
| Over fifteen years | $28,750,000,000 | 3 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,307,000,000 | 15 |
| Over three years | $0 | 2,413 |
| Other debt securities |
| Three months or less | $7,325,000,000 | 3 |
| Over three months through twelve months | $1,108,000,000 | 11 |
| Over one year through three years | $12,894,000,000 | 3 |
| Over three years through five years | $807,000,000 | 17 |
| Over five years through fifteen years | $6,144,000,000 | 3 |
| Over fifteen years | $1,427,000,000 | 6 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $8,433,000,000 | 3 |
| 2003-09-30 | Rank |
| Total debt securities | $52,968,000,000 | 5 |
| 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 | 3,223 |
| Over three months through twelve months | $0 | 3,113 |
| Over one year through three years | $0 | 2,869 |
| Over three years through five years | $0 | 4,007 |
| Over five years through fifteen years | $5,439,000,000 | 6 |
| Over fifteen years | $22,760,000,000 | 4 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,000,000 | 1,969 |
| Over three years | $922,000,000 | 41 |
| Other debt securities |
| Three months or less | $3,857,000,000 | 4 |
| Over three months through twelve months | $1,173,000,000 | 11 |
| Over one year through three years | $10,586,000,000 | 3 |
| Over three years through five years | $1,791,000,000 | 8 |
| Over five years through fifteen years | $5,373,000,000 | 3 |
| Over fifteen years | $1,066,000,000 | 6 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $5,030,000,000 | 3 |
| 2003-06-30 | Rank |
| Total debt securities | $58,259,000,000 | 5 |
| 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 | 3,173 |
| Over three months through twelve months | $0 | 3,226 |
| Over one year through three years | $1,000,000 | 590 |
| Over three years through five years | $0 | 3,882 |
| Over five years through fifteen years | $10,495,000,000 | 3 |
| Over fifteen years | $21,612,000,000 | 4 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,000,000 | 2,266 |
| Over three years | $988,000,000 | 29 |
| Other debt securities |
| Three months or less | $6,242,000,000 | 3 |
| Over three months through twelve months | $1,149,000,000 | 8 |
| Over one year through three years | $10,151,000,000 | 3 |
| Over three years through five years | $1,621,000,000 | 9 |
| Over five years through fifteen years | $4,795,000,000 | 5 |
| Over fifteen years | $1,204,000,000 | 6 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $7,392,000,000 | 3 |
| 2003-03-31 | Rank |
| Total debt securities | $54,332,000,000 | 5 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $34,000,000 | 86 |
| Over three months through twelve months | $197,000,000 | 16 |
| Over one year through three years | $1,000,000 | 587 |
| Over three years through five years | $0 | 3,717 |
| Over five years through fifteen years | $8,180,000,000 | 4 |
| Over fifteen years | $21,160,000,000 | 4 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $14,000,000 | 679 |
| Over three years | $945,000,000 | 31 |
| Other debt securities |
| Three months or less | $9,583,000,000 | 2 |
| Over three months through twelve months | $1,155,000,000 | 8 |
| Over one year through three years | $11,431,000,000 | 3 |
| Over three years through five years | $259,000,000 | 44 |
| Over five years through fifteen years | $1,174,000,000 | 11 |
| Over fifteen years | $199,000,000 | 27 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $8,251,000,000 | 2 |
| 2002-12-31 | Rank |
| Total debt securities | $46,676,000,000 | 5 |
| 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 | 3,149 |
| Over three months through twelve months | $0 | 3,429 |
| Over one year through three years | $2,000,000 | 360 |
| Over three years through five years | $0 | 3,532 |
| Over five years through fifteen years | $3,670,000,000 | 6 |
| Over fifteen years | $16,980,000,000 | 4 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,961,000,000 | 11 |
| Over three years | $299,000,000 | 62 |
| Other debt securities |
| Three months or less | $8,330,000,000 | 3 |
| Over three months through twelve months | $1,875,000,000 | 6 |
| Over one year through three years | $12,560,000,000 | 2 |
| Over three years through five years | $196,000,000 | 57 |
| Over five years through fifteen years | $629,000,000 | 26 |
| Over fifteen years | $174,000,000 | 37 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,012,000,000 | 16 |
| 2001-12-31 | Rank |
| Total debt securities | $35,195,474,000 | 7 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $231,645,000 | 18 |
| Over three months through twelve months | $192,000 | 2,052 |
| Over one year through three years | $2,979,000 | 304 |
| Over three years through five years | $1,289,000 | 806 |
| Over five years through fifteen years | $1,822,888,000 | 11 |
| Over fifteen years | $12,920,927,000 | 3 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $0 | 3,321 |
| Over three years | $6,456,887,000 | 4 |
| Other debt securities |
| Three months or less | $7,180,797,000 | 3 |
| Over three months through twelve months | $1,521,416,000 | 7 |
| Over one year through three years | $2,623,322,000 | 9 |
| Over three years through five years | $880,915,000 | 12 |
| Over five years through fifteen years | $1,478,932,000 | 12 |
| Over fifteen years | $73,285,000 | 82 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $953,091,000 | 16 |
| 2000-12-31 | Rank |
| Total debt securities | $12,241,460,000 | 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 | 2,886 |
| Over three months through twelve months | $0 | 3,714 |
| Over one year through three years | $0 | 3,191 |
| Over three years through five years | $0 | 2,740 |
| Over five years through fifteen years | $67,104,000 | 115 |
| Over fifteen years | $0 | 3,547 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $0 | 2,766 |
| Over three years | $143,438,000 | 119 |
| Other debt securities |
| Three months or less | $8,234,703,000 | 1 |
| Over three months through twelve months | $2,473,504,000 | 4 |
| Over one year through three years | $522,639,000 | 24 |
| Over three years through five years | $217,127,000 | 40 |
| Over five years through fifteen years | $575,984,000 | 27 |
| Over fifteen years | $6,961,000 | 512 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $7,614,135,000 | 4 |
| 1999-12-31 | Rank |
| Total debt securities | $9,859,171,000 | 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 | 2,773 |
| Over three months through twelve months | $0 | 3,783 |
| Over one year through three years | $0 | 3,546 |
| Over three years through five years | $4,614,000 | 245 |
| Over five years through fifteen years | $72,105,000 | 119 |
| Over fifteen years | $658,626,000 | 37 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $9,057,000 | 477 |
| Over three years | $119,158,000 | 145 |
| Other debt securities |
| Three months or less | $3,837,160,000 | 5 |
| Over three months through twelve months | $1,053,137,000 | 6 |
| Over one year through three years | $1,788,094,000 | 10 |
| Over three years through five years | $1,101,116,000 | 10 |
| Over five years through fifteen years | $1,199,333,000 | 12 |
| Over fifteen years | $16,771,000 | 246 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $2,322,004,000 | 8 |
| 1998-12-31 | Rank |
| Total debt securities | $10,943,520,000 | 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 | $0 | 3,090 |
| Over three months through twelve months | $0 | 3,743 |
| Over one year through three years | $0 | 3,796 |
| Over three years through five years | $6,633,000 | 193 |
| Over five years through fifteen years | $1,198,502,000 | 14 |
| Over fifteen years | $518,064,000 | 39 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $10,434,000 | 571 |
| Over three years | $137,566,000 | 99 |
| Other debt securities |
| Three months or less | $5,043,573,000 | 2 |
| Over three months through twelve months | $1,207,788,000 | 5 |
| Over one year through three years | $1,360,191,000 | 6 |
| Over three years through five years | $943,821,000 | 9 |
| Over five years through fifteen years | $425,566,000 | 36 |
| Over fifteen years | $91,382,000 | 48 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $2,553,677,000 | 7 |
| 1997-12-31 | Rank |
| Total debt securities | $5,539,349,000 | 23 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $0 | 3,237 |
| Over three months through twelve months | $0 | 4,112 |
| Over one year through three years | $0 | 3,405 |
| Over three years through five years | $0 | 3,868 |
| Over five years through fifteen years | $128,278,000 | 81 |
| Over fifteen years | $685,207,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $0 | 3,452 |
| Over three years | $0 | 3,655 |
| Other debt securities |
| Three months or less | $1,257,391,000 | 7 |
| Over three months through twelve months | $1,096,689,000 | 8 |
| Over one year through three years | $1,339,387,000 | 8 |
| Over three years through five years | $360,973,000 | 34 |
| Over five years through fifteen years | $656,812,000 | 18 |
| Over fifteen years | $14,612,000 | 152 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,280,646,000 | 10 |
| 1996-12-31 | Rank |
| Total debt securities | $3,192,305,000 | 50 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $835,033,000 | 16 |
| 1995-12-31 | Rank |
| Total debt securities | $728,742,000 | 244 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $422,483,000 | 52 |
| 1994-12-31 | Rank |
| Total debt securities | $615,341,000 | 283 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $370,801,000 | 61 |
| 1993-12-31 | Rank |
| Total debt securities | $390,833,000 | 404 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $250,598,000 | 96 |
| 1992-12-31 | Rank |
| Total debt securities | $583,551,000 | 281 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $349,245,000 | 56 |
