| 2004-09-30 | Rank |
| Total debt securities | $262,000,000 | 516 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,000,000 | 783 |
| Over three months through twelve months | $2,000,000 | 621 |
| Over one year through three years | $2,000,000 | 540 |
| Over three years through five years | $2,000,000 | 1,278 |
| Over five years through fifteen years | $4,000,000 | 2,058 |
| Over fifteen years | $34,000,000 | 209 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $0 | 2,936 |
| Over three years | $6,000,000 | 728 |
| Other debt securities |
| Three months or less | $51,000,000 | 136 |
| Over three months through twelve months | $25,000,000 | 229 |
| Over one year through three years | $101,000,000 | 162 |
| Over three years through five years | $19,000,000 | 681 |
| Over five years through fifteen years | $9,000,000 | 1,987 |
| Over fifteen years | $6,000,000 | 533 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $79,000,000 | 114 |
| 2004-06-30 | Rank |
| Total debt securities | $358,000,000 | 394 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,000,000 | 790 |
| Over three months through twelve months | $3,000,000 | 468 |
| Over one year through three years | $3,000,000 | 368 |
| Over three years through five years | $2,000,000 | 1,336 |
| Over five years through fifteen years | $3,000,000 | 2,343 |
| Over fifteen years | $133,000,000 | 78 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,000,000 | 1,750 |
| Over three years | $7,000,000 | 760 |
| Other debt securities |
| Three months or less | $19,000,000 | 274 |
| Over three months through twelve months | $64,000,000 | 96 |
| Over one year through three years | $88,000,000 | 190 |
| Over three years through five years | $15,000,000 | 956 |
| Over five years through fifteen years | $13,000,000 | 1,510 |
| Over fifteen years | $6,000,000 | 532 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $87,000,000 | 107 |
| 2004-03-31 | Rank |
| Total debt securities | $634,000,000 | 257 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $2,000,000 | 586 |
| Over three months through twelve months | $3,000,000 | 467 |
| Over one year through three years | $3,000,000 | 310 |
| Over three years through five years | $3,000,000 | 990 |
| Over five years through fifteen years | $4,000,000 | 2,048 |
| Over fifteen years | $268,000,000 | 61 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,000,000 | 1,979 |
| Over three years | $9,000,000 | 535 |
| Other debt securities |
| Three months or less | $20,000,000 | 306 |
| Over three months through twelve months | $63,000,000 | 95 |
| Over one year through three years | $94,000,000 | 156 |
| Over three years through five years | $34,000,000 | 361 |
| Over five years through fifteen years | $109,000,000 | 146 |
| Over fifteen years | $21,000,000 | 218 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $88,000,000 | 112 |
| 2003-12-31 | Rank |
| Total debt securities | $664,000,000 | 249 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $2,000,000 | 580 |
| Over three months through twelve months | $4,000,000 | 376 |
| Over one year through three years | $4,000,000 | 237 |
| Over three years through five years | $2,000,000 | 1,260 |
| Over five years through fifteen years | $5,000,000 | 1,802 |
| Over fifteen years | $288,000,000 | 67 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $3,000,000 | 1,263 |
| Over three years | $9,000,000 | 605 |
| Other debt securities |
| Three months or less | $49,000,000 | 159 |
| Over three months through twelve months | $47,000,000 | 140 |
| Over one year through three years | $86,000,000 | 166 |
| Over three years through five years | $34,000,000 | 366 |
| Over five years through fifteen years | $99,000,000 | 157 |
| Over fifteen years | $32,000,000 | 150 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $104,000,000 | 100 |
| 2003-09-30 | Rank |
| Total debt securities | $1,108,999,000 | 168 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $2,000,000 | 639 |
| Over three months through twelve months | $4,000,000 | 359 |
| Over one year through three years | $5,000,000 | 180 |
| Over three years through five years | $1,000,000 | 1,776 |
| Over five years through fifteen years | $7,000,000 | 1,427 |
| Over fifteen years | $499,000,000 | 46 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $2,000,000 | 1,557 |
| Over three years | $161,999,000 | 111 |
| Other debt securities |
| Three months or less | $25,000,000 | 248 |
| Over three months through twelve months | $66,000,000 | 107 |
| Over one year through three years | $108,000,000 | 127 |
| Over three years through five years | $90,000,000 | 130 |
| Over five years through fifteen years | $101,000,000 | 160 |
| Over fifteen years | $37,000,000 | 139 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $98,000,000 | 109 |
| 2003-06-30 | Rank |
| Total debt securities | $1,308,000,000 | 149 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $2,000,000 | 650 |
| Over three months through twelve months | $5,000,000 | 312 |
| Over one year through three years | $6,000,000 | 152 |
| Over three years through five years | $2,000,000 | 1,178 |
| Over five years through fifteen years | $6,000,000 | 1,493 |
| Over fifteen years | $640,000,000 | 40 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $2,000,000 | 1,847 |
| Over three years | $207,000,000 | 70 |
| Other debt securities |
| Three months or less | $29,000,000 | 210 |
| Over three months through twelve months | $68,000,000 | 106 |
| Over one year through three years | $125,000,000 | 99 |
| Over three years through five years | $87,000,000 | 117 |
| Over five years through fifteen years | $91,000,000 | 163 |
| Over fifteen years | $38,000,000 | 136 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $107,000,000 | 105 |
| 2003-03-31 | Rank |
| Total debt securities | $2,156,000,000 | 114 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $3,000,000 | 495 |
| Over three months through twelve months | $6,000,000 | 307 |
| Over one year through three years | $7,000,000 | 134 |
| Over three years through five years | $2,000,000 | 1,091 |
| Over five years through fifteen years | $100,000,000 | 156 |
| Over fifteen years | $1,289,000,000 | 27 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $2,000,000 | 1,873 |
| Over three years | $219,000,000 | 77 |
| Other debt securities |
| Three months or less | $58,000,000 | 138 |
| Over three months through twelve months | $59,000,000 | 111 |
| Over one year through three years | $173,000,000 | 80 |
| Over three years through five years | $83,000,000 | 125 |
| Over five years through fifteen years | $102,000,000 | 138 |
| Over fifteen years | $53,000,000 | 96 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $129,000,000 | 88 |
| 2002-12-31 | Rank |
| Total debt securities | $4,116,000,000 | 57 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $3,000,000 | 464 |
| Over three months through twelve months | $8,000,000 | 239 |
| Over one year through three years | $9,000,000 | 103 |
| Over three years through five years | $3,000,000 | 671 |
| Over five years through fifteen years | $994,000,000 | 24 |
| Over fifteen years | $2,104,000,000 | 15 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $0 | 3,441 |
| Over three years | $220,000,000 | 72 |
| Other debt securities |
| Three months or less | $13,000,000 | 445 |
| Over three months through twelve months | $66,000,000 | 99 |
| Over one year through three years | $439,000,000 | 31 |
| Over three years through five years | $112,000,000 | 95 |
| Over five years through fifteen years | $112,000,000 | 120 |
| Over fifteen years | $33,000,000 | 158 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $38,000,000 | 271 |
| 2001-12-31 | Rank |
| Total debt securities | $4,115,424,000 | 51 |
| 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 | 3,181 |
| Over three months through twelve months | $0 | 3,321 |
| Over one year through three years | $130,000 | 1,900 |
| Over three years through five years | $0 | 2,981 |
| Over five years through fifteen years | $237,000 | 3,789 |
| Over fifteen years | $51,514,000 | 265 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,978,000 | 1,758 |
| Over three years | $0 | 3,074 |
| Other debt securities |
| Three months or less | $3,222,462,000 | 8 |
| Over three months through twelve months | $117,167,000 | 42 |
| Over one year through three years | $544,764,000 | 24 |
| Over three years through five years | $18,665,000 | 593 |
| Over five years through fifteen years | $112,077,000 | 123 |
| Over fifteen years | $46,430,000 | 126 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $26,221,000 | 349 |
| 2000-12-31 | Rank |
| Total debt securities | $5,411,123,000 | 42 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $3,000 | 2,823 |
| Over three months through twelve months | $27,192,000 | 93 |
| Over one year through three years | $311,000 | 1,376 |
| Over three years through five years | $425,000 | 1,220 |
| Over five years through fifteen years | $83,910,000 | 98 |
| Over fifteen years | $171,010,000 | 105 |
| 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 | $0 | 3,176 |
| Other debt securities |
| Three months or less | $3,210,552,000 | 7 |
| Over three months through twelve months | $726,388,000 | 11 |
| Over one year through three years | $490,794,000 | 28 |
| Over three years through five years | $193,140,000 | 45 |
| Over five years through fifteen years | $402,322,000 | 38 |
| Over fifteen years | $105,076,000 | 52 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,207,182,000 | 20 |
| 1999-12-31 | Rank |
| Total debt securities | $5,459,046,000 | 38 |
| 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 | $81,314,000 | 34 |
| Over one year through three years | $311,000 | 1,359 |
| Over three years through five years | $1,831,000 | 551 |
| Over five years through fifteen years | $244,355,000 | 61 |
| Over fifteen years | $389,737,000 | 60 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,609,000 | 1,353 |
| Over three years | $165,172,000 | 116 |
| Other debt securities |
| Three months or less | $230,830,000 | 41 |
| Over three months through twelve months | $20,630,000 | 319 |
| Over one year through three years | $3,492,622,000 | 5 |
| Over three years through five years | $368,437,000 | 35 |
| Over five years through fifteen years | $300,097,000 | 56 |
| Over fifteen years | $162,101,000 | 35 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $251,278,000 | 49 |
| 1998-12-31 | Rank |
| Total debt securities | $1,893,454,000 | 95 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $23,532,000 | 99 |
| Over three months through twelve months | $195,683,000 | 27 |
| Over one year through three years | $1,349,000 | 782 |
| Over three years through five years | $180,000 | 2,309 |
| Over five years through fifteen years | $192,269,000 | 71 |
| Over fifteen years | $202,297,000 | 85 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $170,749,000 | 79 |
| Over three years | $178,367,000 | 83 |
| Other debt securities |
| Three months or less | $83,058,000 | 114 |
| Over three months through twelve months | $20,587,000 | 374 |
| Over one year through three years | $536,068,000 | 20 |
| Over three years through five years | $254,888,000 | 36 |
| Over five years through fifteen years | $29,290,000 | 578 |
| Over fifteen years | $5,137,000 | 502 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $94,370,000 | 135 |
| 1997-12-31 | Rank |
| Total debt securities | $2,279,465,000 | 73 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $20,787,000 | 131 |
| Over three months through twelve months | $71,000 | 3,599 |
| Over one year through three years | $1,271,000 | 948 |
| Over three years through five years | $1,669,000 | 741 |
| Over five years through fifteen years | $118,269,000 | 88 |
| Over fifteen years | $225,077,000 | 62 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $56,054,000 | 152 |
| Over three years | $413,919,000 | 39 |
| Other debt securities |
| Three months or less | $32,040,000 | 202 |
| Over three months through twelve months | $25,932,000 | 344 |
| Over one year through three years | $273,503,000 | 55 |
| Over three years through five years | $371,193,000 | 32 |
| Over five years through fifteen years | $736,329,000 | 16 |
| Over fifteen years | $3,351,000 | 467 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $25,470,000 | 588 |
| 1996-12-31 | Rank |
| Total debt securities | $653,932,000 | 239 |
| 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 | $47,789,000 | 318 |
| 1995-12-31 | Rank |
| Total debt securities | $484,532,000 | 320 |
| 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 | $203,809,000 | 119 |
| 1994-12-31 | Rank |
| Total debt securities | $858,273,000 | 224 |
| 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 | $612,580,000 | 37 |
| 1993-12-31 | Rank |
| Total debt securities | $329,121,000 | 468 |
| 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 | $12,519,000 | 1,677 |
| 1992-12-31 | Rank |
| Total debt securities | $397,890,000 | 395 |
| 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 | $16,874,000 | 1,242 |
