Home > Capital One Bank (USA) > Total Debt Securities
Capital One Bank (USA), Total Debt Securities
| 2022-09-30 | Rank | |
| Total debt securities | $9,751,000,000 | 56 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $45,944,000 | 34 |
| Over three months through twelve months | $45,725,000 | 20 |
| Over one year through three years | $10,985,000 | 36 |
| Over three years through five years | $13,223,000 | 97 |
| Over five years through fifteen years | $526,688,000 | 71 |
| Over fifteen years | $3,416,556,000 | 33 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $353,565,000 | 53 |
| Over three years | $3,456,676,000 | 42 |
| Other debt securities | ||
| Three months or less | $325,650,000 | 81 |
| Over three months through twelve months | $130,170,000 | 82 |
| Over one year through three years | $1,077,879,000 | 45 |
| Over three years through five years | $36,217,000 | 598 |
| Over five years through fifteen years | $311,722,000 | 167 |
| Over fifteen years | $0 | 2,702 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $241,843,000 | 69 |
| 2022-06-30 | Rank | |
| Total debt securities | $10,360,570,000 | 53 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $58,742,000 | 28 |
| Over three months through twelve months | $42,452,000 | 22 |
| Over one year through three years | $13,227,000 | 30 |
| Over three years through five years | $6,509,000 | 155 |
| Over five years through fifteen years | $592,545,000 | 69 |
| Over fifteen years | $3,644,773,000 | 33 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $563,494,000 | 39 |
| Over three years | $3,707,548,000 | 40 |
| Other debt securities | ||
| Three months or less | $293,136,000 | 85 |
| Over three months through twelve months | $121,217,000 | 74 |
| Over one year through three years | $948,132,000 | 49 |
| Over three years through five years | $38,061,000 | 588 |
| Over five years through fifteen years | $330,734,000 | 157 |
| Over fifteen years | $0 | 2,742 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $322,445,000 | 52 |
| 2022-03-31 | Rank | |
| Total debt securities | $12,409,729,000 | 47 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $51,616,000 | 31 |
| Over three months through twelve months | $60,058,000 | 14 |
| Over one year through three years | $16,231,000 | 27 |
| Over three years through five years | $7,567,000 | 138 |
| Over five years through fifteen years | $639,591,000 | 71 |
| Over fifteen years | $3,975,140,000 | 32 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $565,601,000 | 49 |
| Over three years | $4,097,621,000 | 41 |
| Other debt securities | ||
| Three months or less | $1,377,209,000 | 27 |
| Over three months through twelve months | $71,712,000 | 100 |
| Over one year through three years | $958,451,000 | 46 |
| Over three years through five years | $78,695,000 | 292 |
| Over five years through fifteen years | $510,237,000 | 113 |
| Over fifteen years | $0 | 2,736 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,621,604,000 | 18 |
| 2021-12-31 | Rank | |
| Total debt securities | $12,995,217,000 | 45 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $99,931,000 | 20 |
| Over three months through twelve months | $28,198,000 | 33 |
| Over one year through three years | $5,964,000 | 83 |
| Over three years through five years | $16,027,000 | 73 |
| Over five years through fifteen years | $705,974,000 | 65 |
| Over fifteen years | $4,150,520,000 | 30 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $968,490,000 | 39 |
| Over three years | $3,816,988,000 | 40 |
| Other debt securities | ||
| Three months or less | $218,829,000 | 92 |
| Over three months through twelve months | $1,334,779,000 | 15 |
| Over one year through three years | $991,788,000 | 36 |
| Over three years through five years | $143,618,000 | 144 |
| Over five years through fifteen years | $514,111,000 | 114 |
| Over fifteen years | $0 | 2,753 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,745,157,000 | 16 |
| 2021-09-30 | Rank | |
| Total debt securities | $13,079,300,000 | 43 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $74,119,000 | 21 |
| Over three months through twelve months | $71,599,000 | 17 |
| Over one year through three years | $4,627,000 | 115 |
| Over three years through five years | $21,011,000 | 53 |
| Over five years through fifteen years | $769,908,000 | 64 |
| Over fifteen years | $3,796,967,000 | 29 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,185,472,000 | 32 |
| Over three years | $3,997,616,000 | 38 |
| Other debt securities | ||
| Three months or less | $228,542,000 | 91 |
| Over three months through twelve months | $1,371,955,000 | 15 |
| Over one year through three years | $1,004,629,000 | 35 |
| Over three years through five years | $147,240,000 | 125 |
| Over five years through fifteen years | $405,615,000 | 132 |
| Over fifteen years | $0 | 2,794 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,750,035,000 | 20 |
| 2021-06-30 | Rank | |
| Total debt securities | $13,228,107,000 | 41 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $98,135,000 | 16 |
| Over three months through twelve months | $74,137,000 | 14 |
| Over one year through three years | $1,902,000 | 250 |
| Over three years through five years | $27,633,000 | 46 |
| Over five years through fifteen years | $836,553,000 | 59 |
| Over fifteen years | $3,575,080,000 | 29 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,379,692,000 | 29 |
| Over three years | $4,013,817,000 | 36 |
| Other debt securities | ||
| Three months or less | $258,433,000 | 79 |
| Over three months through twelve months | $1,462,099,000 | 17 |
| Over one year through three years | $211,887,000 | 69 |
| Over three years through five years | $946,421,000 | 33 |
| Over five years through fifteen years | $342,318,000 | 142 |
| Over fifteen years | $0 | 2,821 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,676,165,000 | 20 |
| 2021-03-31 | Rank | |
| Total debt securities | $13,251,765,000 | 40 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $93,888,000 | 17 |
| Over three months through twelve months | $114,728,000 | 11 |
| Over one year through three years | $2,300,000 | 235 |
| Over three years through five years | $28,583,000 | 43 |
| Over five years through fifteen years | $718,205,000 | 57 |
| Over fifteen years | $3,340,114,000 | 29 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,251,158,000 | 32 |
| Over three years | $4,455,180,000 | 33 |
| Other debt securities | ||
| Three months or less | $76,566,000 | 216 |
| Over three months through twelve months | $472,580,000 | 33 |
| Over one year through three years | $1,413,461,000 | 29 |
| Over three years through five years | $950,103,000 | 30 |
| Over five years through fifteen years | $334,899,000 | 131 |
| Over fifteen years | $0 | 2,795 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $504,801,000 | 35 |
| 2020-12-31 | Rank | |
| Total debt securities | $13,823,299,000 | 39 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $189,830,000 | 11 |
| Over three months through twelve months | $62,998,000 | 20 |
| Over one year through three years | $1,899,000 | 293 |
| Over three years through five years | $33,179,000 | 44 |
| Over five years through fifteen years | $786,287,000 | 54 |
| Over fifteen years | $3,324,716,000 | 31 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,796,379,000 | 29 |
| Over three years | $4,300,257,000 | 33 |
| Other debt securities | ||
| Three months or less | $231,199,000 | 84 |
| Over three months through twelve months | $230,479,000 | 38 |
| Over one year through three years | $1,517,067,000 | 25 |
| Over three years through five years | $809,610,000 | 32 |
| Over five years through fifteen years | $539,399,000 | 80 |
| Over fifteen years | $0 | 2,769 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $414,142,000 | 43 |
| 2020-09-30 | Rank | |
| Total debt securities | $14,595,594,000 | 40 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $147,801,000 | 14 |
| Over three months through twelve months | $153,921,000 | 10 |
| Over one year through three years | $1,096,000 | 440 |
| Over three years through five years | $38,415,000 | 37 |
| Over five years through fifteen years | $856,348,000 | 52 |
| Over fifteen years | $3,741,075,000 | 29 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,234,621,000 | 26 |
| Over three years | $4,055,442,000 | 29 |
| Other debt securities | ||
| Three months or less | $129,671,000 | 137 |
| Over three months through twelve months | $269,626,000 | 40 |
| Over one year through three years | $1,403,453,000 | 27 |
| Over three years through five years | $1,029,225,000 | 28 |
| Over five years through fifteen years | $534,900,000 | 73 |
| Over fifteen years | $0 | 2,721 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $351,829,000 | 48 |
| 2020-06-30 | Rank | |
| Total debt securities | $14,301,643,000 | 37 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $201,309,000 | 14 |
| Over three months through twelve months | $162,287,000 | 11 |
| Over one year through three years | $1,261,000 | 402 |
| Over three years through five years | $43,246,000 | 35 |
| Over five years through fifteen years | $930,384,000 | 45 |
| Over fifteen years | $4,168,645,000 | 26 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,390,049,000 | 28 |
| Over three years | $4,242,119,000 | 29 |
| Other debt securities | ||
| Three months or less | $148,786,000 | 125 |
| Over three months through twelve months | $116,346,000 | 65 |
| Over one year through three years | $305,423,000 | 55 |
| Over three years through five years | $1,033,626,000 | 27 |
| Over five years through fifteen years | $539,419,000 | 67 |
| Over fifteen years | $18,743,000 | 617 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $265,132,000 | 62 |
| 2020-03-31 | Rank | |
| Total debt securities | $15,203,551,000 | 32 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $160,297,000 | 15 |
| Over three months through twelve months | $221,036,000 | 9 |
| Over one year through three years | $0 | 1,642 |
| Over three years through five years | $49,126,000 | 35 |
| Over five years through fifteen years | $982,254,000 | 42 |
| Over fifteen years | $4,467,443,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,222,943,000 | 27 |
| Over three years | $4,712,580,000 | 27 |
| Other debt securities | ||
| Three months or less | $283,908,000 | 67 |
| Over three months through twelve months | $214,387,000 | 47 |
| Over one year through three years | $305,801,000 | 48 |
| Over three years through five years | $1,030,981,000 | 25 |
| Over five years through fifteen years | $496,816,000 | 69 |
| Over fifteen years | $55,979,000 | 221 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $498,295,000 | 32 |
| 2019-12-31 | Rank | |
| Total debt securities | $14,995,477,000 | 30 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $279,969,000 | 13 |
| Over three months through twelve months | $109,658,000 | 16 |
| Over one year through three years | $0 | 1,640 |
| Over three years through five years | $17,540,000 | 79 |
| Over five years through fifteen years | $789,130,000 | 49 |
| Over fifteen years | $4,500,185,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,221,148,000 | 34 |
| Over three years | $5,760,751,000 | 23 |
| Other debt securities | ||
| Three months or less | $213,430,000 | 92 |
| Over three months through twelve months | $286,917,000 | 36 |
| Over one year through three years | $369,768,000 | 44 |
| Over three years through five years | $982,075,000 | 28 |
| Over five years through fifteen years | $409,142,000 | 79 |
| Over fifteen years | $55,764,000 | 187 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $500,347,000 | 37 |
| 2019-09-30 | Rank | |
| Total debt securities | $14,822,368,000 | 32 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $223,446,000 | 15 |
| Over three months through twelve months | $214,096,000 | 12 |
| Over one year through three years | $0 | 1,647 |
| Over three years through five years | $12,705,000 | 131 |
| Over five years through fifteen years | $816,313,000 | 49 |
| Over fifteen years | $4,542,390,000 | 25 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,709,547,000 | 27 |
| Over three years | $5,122,739,000 | 27 |
| Other debt securities | ||
| Three months or less | $98,272,000 | 146 |
| Over three months through twelve months | $359,824,000 | 32 |
| Over one year through three years | $369,550,000 | 49 |
| Over three years through five years | $993,170,000 | 30 |
| Over five years through fifteen years | $304,628,000 | 95 |
| Over fifteen years | $55,688,000 | 174 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $468,097,000 | 41 |
| 2019-06-30 | Rank | |
| Total debt securities | $14,753,823,000 | 32 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $262,270,000 | 14 |
| Over three months through twelve months | $225,215,000 | 11 |
| Over one year through three years | $0 | 1,659 |
| Over three years through five years | $5,174,000 | 260 |
| Over five years through fifteen years | $870,929,000 | 45 |
| Over fifteen years | $4,422,621,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,330,833,000 | 27 |
| Over three years | $5,514,120,000 | 26 |
| Other debt securities | ||
| Three months or less | $393,795,000 | 59 |
| Over three months through twelve months | $319,148,000 | 39 |
| Over one year through three years | $368,567,000 | 48 |
| Over three years through five years | $214,304,000 | 57 |
| Over five years through fifteen years | $770,743,000 | 47 |
| Over fifteen years | $56,104,000 | 170 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $722,948,000 | 32 |
| 2019-03-31 | Rank | |
| Total debt securities | $15,029,195,000 | 31 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $330,190,000 | 13 |
| Over three months through twelve months | $179,409,000 | 12 |
| Over one year through three years | $0 | 1,668 |
| Over three years through five years | $5,668,000 | 250 |
| Over five years through fifteen years | $908,536,000 | 46 |
| Over fifteen years | $4,506,004,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $878,562,000 | 32 |
| Over three years | $5,963,688,000 | 24 |
| Other debt securities | ||
| Three months or less | $52,136,000 | 206 |
| Over three months through twelve months | $429,569,000 | 32 |
| Over one year through three years | $596,430,000 | 36 |
| Over three years through five years | $209,759,000 | 61 |
| Over five years through fifteen years | $902,635,000 | 43 |
| Over fifteen years | $66,609,000 | 149 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $491,741,000 | 36 |
| 2018-12-31 | Rank | |
| Total debt securities | $15,679,177,000 | 28 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $538,590,000 | 9 |
| Over three months through twelve months | $96,822,000 | 19 |
| Over one year through three years | $0 | 1,673 |
| Over three years through five years | $4,430,000 | 311 |
| Over five years through fifteen years | $1,086,026,000 | 45 |
| Over fifteen years | $4,093,848,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $813,555,000 | 29 |
| Over three years | $6,084,163,000 | 22 |
| Other debt securities | ||
| Three months or less | $168,393,000 | 93 |
| Over three months through twelve months | $299,268,000 | 33 |
| Over one year through three years | $528,736,000 | 37 |
| Over three years through five years | $306,375,000 | 50 |
| Over five years through fifteen years | $1,592,115,000 | 30 |
| Over fifteen years | $66,856,000 | 145 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $467,800,000 | 35 |
| 2018-09-30 | Rank | |
| Total debt securities | $16,507,893,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $206,789,000 | 17 |
| Over three months through twelve months | $159,935,000 | 12 |
| Over one year through three years | $0 | 1,678 |
| Over three years through five years | $2,558,000 | 480 |
| Over five years through fifteen years | $1,236,447,000 | 44 |
| Over fifteen years | $4,910,435,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $571,697,000 | 36 |
| Over three years | $6,602,634,000 | 20 |
| Other debt securities | ||
| Three months or less | $104,175,000 | 126 |
| Over three months through twelve months | $333,550,000 | 31 |
| Over one year through three years | $428,388,000 | 40 |
| Over three years through five years | $197,548,000 | 74 |
| Over five years through fifteen years | $1,686,123,000 | 28 |
| Over fifteen years | $67,614,000 | 141 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $438,007,000 | 33 |
| 2018-06-30 | Rank | |
| Total debt securities | $16,982,784,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $275,967,000 | 13 |
| Over three months through twelve months | $117,982,000 | 20 |
| Over one year through three years | $134,000 | 985 |
| Over three years through five years | $2,849,000 | 420 |
| Over five years through fifteen years | $1,313,060,000 | 40 |
| Over fifteen years | $5,062,963,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $708,493,000 | 33 |
| Over three years | $6,373,838,000 | 22 |
| Other debt securities | ||
| Three months or less | $139,028,000 | 97 |
| Over three months through twelve months | $52,741,000 | 138 |
| Over one year through three years | $581,994,000 | 31 |
| Over three years through five years | $288,405,000 | 50 |
| Over five years through fifteen years | $1,996,948,000 | 25 |
| Over fifteen years | $68,382,000 | 136 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $192,140,000 | 65 |
| 2018-03-31 | Rank | |
| Total debt securities | $16,938,995,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $253,012,000 | 13 |
| Over three months through twelve months | $144,979,000 | 18 |
| Over one year through three years | $564,000 | 650 |
| Over three years through five years | $0 | 2,018 |
| Over five years through fifteen years | $1,394,589,000 | 39 |
| Over fifteen years | $4,676,624,000 | 21 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $595,923,000 | 35 |
| Over three years | $6,621,997,000 | 20 |
| Other debt securities | ||
| Three months or less | $156,133,000 | 88 |
| Over three months through twelve months | $145,841,000 | 51 |
| Over one year through three years | $582,776,000 | 36 |
| Over three years through five years | $289,279,000 | 53 |
| Over five years through fifteen years | $2,008,592,000 | 26 |
| Over fifteen years | $68,686,000 | 136 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $302,173,000 | 41 |
| 2017-12-31 | Rank | |
| Total debt securities | $16,978,134,000 | 28 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $280,757,000 | 13 |
| Over three months through twelve months | $89,027,000 | 23 |
| Over one year through three years | $804,000 | 570 |
| Over three years through five years | $0 | 1,991 |
| Over five years through fifteen years | $1,482,366,000 | 39 |
| Over fifteen years | $4,155,442,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $736,051,000 | 36 |
| Over three years | $6,482,119,000 | 21 |
| Other debt securities | ||
| Three months or less | $231,995,000 | 75 |
| Over three months through twelve months | $154,359,000 | 44 |
| Over one year through three years | $516,458,000 | 37 |
| Over three years through five years | $292,628,000 | 49 |
| Over five years through fifteen years | $2,486,423,000 | 22 |
| Over fifteen years | $69,705,000 | 134 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $386,691,000 | 37 |
| 2017-09-30 | Rank | |
| Total debt securities | $17,224,985,000 | 29 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $209,803,000 | 18 |
| Over three months through twelve months | $115,144,000 | 22 |
| Over one year through three years | $1,535,000 | 414 |
| Over three years through five years | $0 | 2,003 |
| Over five years through fifteen years | $1,401,683,000 | 38 |
| Over fifteen years | $4,429,051,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $770,284,000 | 36 |
| Over three years | $6,682,991,000 | 19 |
| Other debt securities | ||
| Three months or less | $169,318,000 | 84 |
| Over three months through twelve months | $189,369,000 | 44 |
| Over one year through three years | $520,323,000 | 36 |
| Over three years through five years | $295,847,000 | 47 |
| Over five years through fifteen years | $2,369,082,000 | 24 |
| Over fifteen years | $70,555,000 | 136 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $367,332,000 | 35 |
| 2017-06-30 | Rank | |
| Total debt securities | $17,120,996,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $123,994,000 | 25 |
| Over three months through twelve months | $62,221,000 | 34 |
| Over one year through three years | $27,829,000 | 56 |
| Over three years through five years | $0 | 2,034 |
| Over five years through fifteen years | $1,382,098,000 | 43 |
| Over fifteen years | $4,265,003,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $711,722,000 | 34 |
| Over three years | $6,861,672,000 | 20 |
| Other debt securities | ||
| Three months or less | $196,546,000 | 78 |
| Over three months through twelve months | $153,066,000 | 45 |
| Over one year through three years | $620,678,000 | 37 |
| Over three years through five years | $295,734,000 | 50 |
| Over five years through fifteen years | $2,349,305,000 | 23 |
| Over fifteen years | $71,128,000 | 132 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $382,199,000 | 36 |
| 2017-03-31 | Rank | |
| Total debt securities | $17,001,912,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $133,290,000 | 21 |
| Over three months through twelve months | $43,825,000 | 44 |
| Over one year through three years | $2,650,000 | 323 |
| Over three years through five years | $0 | 2,118 |
| Over five years through fifteen years | $1,428,665,000 | 41 |
| Over fifteen years | $4,169,757,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $599,263,000 | 35 |
| Over three years | $7,033,328,000 | 20 |
| Other debt securities | ||
| Three months or less | $112,668,000 | 107 |
| Over three months through twelve months | $129,485,000 | 54 |
| Over one year through three years | $487,698,000 | 42 |
| Over three years through five years | $464,065,000 | 39 |
| Over five years through fifteen years | $2,325,362,000 | 23 |
| Over fifteen years | $71,856,000 | 125 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $256,328,000 | 45 |
| 2016-12-31 | Rank | |
| Total debt securities | $16,466,533,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $189,179,000 | 20 |
| Over three months through twelve months | $84,000 | 1,580 |
| Over one year through three years | $3,212,000 | 286 |
| Over three years through five years | $0 | 2,122 |
| Over five years through fifteen years | $1,378,780,000 | 40 |
| Over fifteen years | $4,318,561,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $511,009,000 | 39 |
| Over three years | $7,098,904,000 | 20 |
| Other debt securities | ||
| Three months or less | $254,457,000 | 64 |
| Over three months through twelve months | $449,725,000 | 24 |
| Over one year through three years | $1,301,627,000 | 25 |
| Over three years through five years | $69,993,000 | 168 |
| Over five years through fifteen years | $818,788,000 | 51 |
| Over fifteen years | $72,214,000 | 118 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $641,706,000 | 23 |
| 2016-09-30 | Rank | |
| Total debt securities | $16,566,345,000 | 26 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $218,100,000 | 18 |
| Over three months through twelve months | $48,228,000 | 42 |
| Over one year through three years | $4,040,000 | 244 |
| Over three years through five years | $0 | 2,107 |
| Over five years through fifteen years | $982,792,000 | 46 |
| Over fifteen years | $4,573,758,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,530,354,000 | 26 |
| Over three years | $6,343,394,000 | 19 |
| Other debt securities | ||
| Three months or less | $226,305,000 | 60 |
| Over three months through twelve months | $732,791,000 | 21 |
| Over one year through three years | $1,211,262,000 | 24 |
| Over three years through five years | $0 | 4,842 |
| Over five years through fifteen years | $622,325,000 | 58 |
| Over fifteen years | $72,996,000 | 111 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $876,090,000 | 20 |
| 2016-06-30 | Rank | |
| Total debt securities | $16,449,606,000 | 26 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $301,684,000 | 16 |
| Over three months through twelve months | $49,947,000 | 41 |
| Over one year through three years | $4,099,000 | 228 |
| Over three years through five years | $752,000 | 875 |
| Over five years through fifteen years | $567,437,000 | 65 |
| Over fifteen years | $4,735,506,000 | 20 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,826,929,000 | 23 |
| Over three years | $6,088,748,000 | 20 |
| Other debt securities | ||
| Three months or less | $205,970,000 | 69 |
| Over three months through twelve months | $306,927,000 | 30 |
| Over one year through three years | $1,811,256,000 | 18 |
| Over three years through five years | $256,520,000 | 50 |
| Over five years through fifteen years | $220,409,000 | 120 |
| Over fifteen years | $73,422,000 | 116 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $429,799,000 | 33 |
| 2016-03-31 | Rank | |
| Total debt securities | $16,388,767,000 | 25 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $332,507,000 | 14 |
| Over three months through twelve months | $50,506,000 | 45 |
| Over one year through three years | $2,751,000 | 307 |
| Over three years through five years | $2,930,000 | 402 |
| Over five years through fifteen years | $560,335,000 | 66 |
| Over fifteen years | $4,907,405,000 | 18 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,186,011,000 | 31 |
| Over three years | $6,485,126,000 | 19 |
| Other debt securities | ||
| Three months or less | $294,741,000 | 60 |
| Over three months through twelve months | $129,980,000 | 51 |
| Over one year through three years | $2,008,633,000 | 17 |
| Over three years through five years | $255,155,000 | 52 |
| Over five years through fifteen years | $98,854,000 | 297 |
| Over fifteen years | $73,833,000 | 113 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $341,688,000 | 37 |
| 2015-12-31 | Rank | |
| Total debt securities | $16,634,964,000 | 24 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $402,250,000 | 15 |
| Over three months through twelve months | $0 | 2,242 |
| Over one year through three years | $2,763,000 | 302 |
| Over three years through five years | $3,715,000 | 324 |
| Over five years through fifteen years | $586,289,000 | 66 |
| Over fifteen years | $4,779,249,000 | 17 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $665,366,000 | 37 |
| Over three years | $7,305,327,000 | 18 |
| Other debt securities | ||
| Three months or less | $150,800,000 | 81 |
| Over three months through twelve months | $99,872,000 | 61 |
| Over one year through three years | $1,996,078,000 | 15 |
| Over three years through five years | $250,540,000 | 55 |
| Over five years through fifteen years | $96,516,000 | 313 |
| Over fifteen years | $296,199,000 | 26 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $128,032,000 | 65 |
| 2015-09-30 | Rank | |
| Total debt securities | $16,153,716,000 | 24 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $377,768,000 | 13 |
| Over three months through twelve months | $0 | 2,292 |
| Over one year through three years | $1,185,000 | 582 |
| Over three years through five years | $6,258,000 | 204 |
| Over five years through fifteen years | $465,530,000 | 71 |
| Over fifteen years | $4,833,823,000 | 16 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,126,226,000 | 31 |
| Over three years | $6,625,300,000 | 18 |
| Other debt securities | ||
| Three months or less | $122,935,000 | 85 |
| Over three months through twelve months | $26,994,000 | 170 |
| Over one year through three years | $2,111,183,000 | 15 |
| Over three years through five years | $254,241,000 | 56 |
| Over five years through fifteen years | $127,617,000 | 221 |
| Over fifteen years | $74,656,000 | 104 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $26,994,000 | 239 |
| 2015-06-30 | Rank | |
| Total debt securities | $16,236,608,000 | 24 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $403,608,000 | 14 |
| Over three months through twelve months | $0 | 2,423 |
| Over one year through three years | $1,385,000 | 546 |
| Over three years through five years | $7,122,000 | 182 |
| Over five years through fifteen years | $497,100,000 | 70 |
| Over fifteen years | $5,030,919,000 | 17 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $646,379,000 | 37 |
| Over three years | $6,801,506,000 | 19 |
| Other debt securities | ||
| Three months or less | $269,616,000 | 52 |
| Over three months through twelve months | $300,203,000 | 24 |
| Over one year through three years | $1,824,118,000 | 18 |
| Over three years through five years | $252,058,000 | 58 |
| Over five years through fifteen years | $126,983,000 | 225 |
| Over fifteen years | $75,611,000 | 99 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $446,706,000 | 23 |
| 2015-03-31 | Rank | |
| Total debt securities | $16,092,209,000 | 24 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $378,340,000 | 15 |
| Over three months through twelve months | $0 | 2,397 |
| Over one year through three years | $453,000 | 1,056 |
| Over three years through five years | $9,124,000 | 169 |
| Over five years through fifteen years | $535,820,000 | 66 |
| Over fifteen years | $4,924,523,000 | 16 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,225,923,000 | 27 |
| Over three years | $6,061,609,000 | 20 |
| Other debt securities | ||
| Three months or less | $289,321,000 | 52 |
| Over three months through twelve months | $220,458,000 | 33 |
| Over one year through three years | $1,882,458,000 | 18 |
| Over three years through five years | $357,474,000 | 44 |
| Over five years through fifteen years | $130,414,000 | 207 |
| Over fifteen years | $76,292,000 | 96 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $390,349,000 | 23 |
| 2014-12-31 | Rank | |
| Total debt securities | $15,997,690,000 | 24 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $365,534,000 | 15 |
| Over three months through twelve months | $0 | 2,405 |
| Over one year through three years | $516,000 | 1,034 |
| Over three years through five years | $10,172,000 | 161 |
| Over five years through fifteen years | $567,920,000 | 63 |
| Over fifteen years | $4,887,938,000 | 13 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $594,859,000 | 39 |
| Over three years | $6,596,500,000 | 16 |
| Other debt securities | ||
| Three months or less | $396,706,000 | 40 |
| Over three months through twelve months | $199,969,000 | 36 |
| Over one year through three years | $1,418,046,000 | 24 |
| Over three years through five years | $707,990,000 | 28 |
| Over five years through fifteen years | $175,428,000 | 149 |
| Over fifteen years | $76,112,000 | 102 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $425,706,000 | 26 |
| 2014-09-30 | Rank | |
| Total debt securities | $16,612,132,000 | 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 | $384,734,000 | 16 |
| Over three months through twelve months | $1,000 | 2,404 |
| Over one year through three years | $0 | 2,170 |
| Over three years through five years | $12,048,000 | 143 |
| Over five years through fifteen years | $597,269,000 | 61 |
| Over fifteen years | $5,014,723,000 | 13 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $638,693,000 | 34 |
| Over three years | $6,863,136,000 | 16 |
| Other debt securities | ||
| Three months or less | $490,031,000 | 37 |
| Over three months through twelve months | $35,058,000 | 115 |
| Over one year through three years | $1,607,166,000 | 21 |
| Over three years through five years | $715,011,000 | 27 |
| Over five years through fifteen years | $178,095,000 | 152 |
| Over fifteen years | $76,167,000 | 103 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $305,652,000 | 32 |
| 2014-06-30 | Rank | |
| Total debt securities | $15,149,796,000 | 26 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $398,367,000 | 15 |
| Over three months through twelve months | $2,000 | 2,440 |
| Over one year through three years | $0 | 2,224 |
| Over three years through five years | $11,476,000 | 148 |
| Over five years through fifteen years | $638,211,000 | 58 |
| Over fifteen years | $4,681,523,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $691,045,000 | 33 |
| Over three years | $6,805,757,000 | 16 |
| Other debt securities | ||
| Three months or less | $1,068,543,000 | 27 |
| Over three months through twelve months | $57,529,000 | 73 |
| Over one year through three years | $239,997,000 | 61 |
| Over three years through five years | $300,342,000 | 49 |
| Over five years through fifteen years | $180,223,000 | 145 |
| Over fifteen years | $76,781,000 | 103 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $450,599,000 | 24 |
| 2014-03-31 | Rank | |
| Total debt securities | $12,538,076,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $135,943,000 | 23 |
| Over three months through twelve months | $15,000 | 2,202 |
| Over one year through three years | $14,000 | 1,975 |
| Over three years through five years | $7,725,000 | 203 |
| Over five years through fifteen years | $673,198,000 | 57 |
| Over fifteen years | $4,192,366,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $678,756,000 | 34 |
| Over three years | $5,233,564,000 | 21 |
| Other debt securities | ||
| Three months or less | $1,171,461,000 | 25 |
| Over three months through twelve months | $35,130,000 | 115 |
| Over one year through three years | $29,744,000 | 387 |
| Over three years through five years | $121,986,000 | 97 |
| Over five years through fifteen years | $181,518,000 | 143 |
| Over fifteen years | $76,656,000 | 104 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $482,218,000 | 25 |
| 2013-12-31 | Rank | |
| Total debt securities | $12,029,782,000 | 24 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $183,150,000 | 19 |
| Over three months through twelve months | $45,000 | 1,973 |
| Over one year through three years | $36,000 | 1,840 |
| Over three years through five years | $7,652,000 | 221 |
| Over five years through fifteen years | $349,259,000 | 78 |
| Over fifteen years | $4,258,574,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $596,253,000 | 40 |
| Over three years | $4,766,927,000 | 22 |
| Other debt securities | ||
| Three months or less | $1,398,329,000 | 23 |
| Over three months through twelve months | $17,813,000 | 259 |
| Over one year through three years | $69,302,000 | 166 |
| Over three years through five years | $125,289,000 | 93 |
| Over five years through fifteen years | $180,288,000 | 146 |
| Over fifteen years | $76,865,000 | 103 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $505,709,000 | 28 |
| 2013-09-30 | Rank | |
| Total debt securities | $11,410,963,000 | 26 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $194,196,000 | 17 |
| Over three months through twelve months | $110,000 | 1,749 |
| Over one year through three years | $71,000 | 1,743 |
| Over three years through five years | $3,594,000 | 441 |
| Over five years through fifteen years | $377,608,000 | 72 |
| Over fifteen years | $4,141,432,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $564,561,000 | 45 |
| Over three years | $3,940,679,000 | 25 |
| Other debt securities | ||
| Three months or less | $1,755,582,000 | 18 |
| Over three months through twelve months | $0 | 4,476 |
| Over one year through three years | $74,485,000 | 147 |
| Over three years through five years | $132,225,000 | 86 |
| Over five years through fifteen years | $178,983,000 | 146 |
| Over fifteen years | $47,437,000 | 180 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $618,259,000 | 22 |
| 2013-06-30 | Rank | |
| Total debt securities | $12,085,070,000 | 25 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $218,870,000 | 17 |
| Over three months through twelve months | $47,000 | 2,047 |
| Over one year through three years | $251,000 | 1,472 |
| Over three years through five years | $4,078,000 | 417 |
| Over five years through fifteen years | $415,817,000 | 68 |
| Over fifteen years | $4,311,614,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $549,407,000 | 53 |
| Over three years | $4,141,918,000 | 21 |
| Other debt securities | ||
| Three months or less | $1,966,354,000 | 16 |
| Over three months through twelve months | $17,994,000 | 274 |
| Over one year through three years | $90,847,000 | 115 |
| Over three years through five years | $136,624,000 | 80 |
| Over five years through fifteen years | $182,878,000 | 144 |
| Over fifteen years | $48,371,000 | 180 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $489,914,000 | 28 |
| 2013-03-31 | Rank | |
| Total debt securities | $12,959,005,000 | 25 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $246,089,000 | 17 |
| Over three months through twelve months | $78,000 | 1,925 |
| Over one year through three years | $366,000 | 1,386 |
| Over three years through five years | $1,291,000 | 957 |
| Over five years through fifteen years | $481,087,000 | 68 |
| Over fifteen years | $4,612,954,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,183,646,000 | 34 |
| Over three years | $3,905,250,000 | 21 |
| Other debt securities | ||
| Three months or less | $2,049,739,000 | 16 |
| Over three months through twelve months | $0 | 4,597 |
| Over one year through three years | $109,034,000 | 92 |
| Over three years through five years | $124,704,000 | 87 |
| Over five years through fifteen years | $195,554,000 | 134 |
| Over fifteen years | $49,213,000 | 175 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $464,389,000 | 28 |
| 2012-12-31 | Rank | |
| Total debt securities | $9,411,604,000 | 34 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $279,294,000 | 16 |
| Over three months through twelve months | $0 | 2,958 |
| Over one year through three years | $629,000 | 1,137 |
| Over three years through five years | $1,488,000 | 852 |
| Over five years through fifteen years | $536,405,000 | 65 |
| Over fifteen years | $3,095,583,000 | 17 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,408,292,000 | 35 |
| Over three years | $1,437,618,000 | 33 |
| Other debt securities | ||
| Three months or less | $2,310,669,000 | 14 |
| Over three months through twelve months | $33,059,000 | 146 |
| Over one year through three years | $90,659,000 | 114 |
| Over three years through five years | $43,976,000 | 230 |
| Over five years through fifteen years | $149,245,000 | 166 |
| Over fifteen years | $24,687,000 | 344 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $510,993,000 | 26 |
| 2012-09-30 | Rank | |
| Total debt securities | $8,614,144,000 | 41 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $310,216,000 | 18 |
| Over three months through twelve months | $0 | 2,974 |
| Over one year through three years | $826,000 | 1,002 |
| Over three years through five years | $0 | 2,435 |
| Over five years through fifteen years | $602,285,000 | 63 |
| Over fifteen years | $650,186,000 | 38 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,632,473,000 | 32 |
| Over three years | $780,723,000 | 46 |
| Other debt securities | ||
| Three months or less | $4,397,740,000 | 12 |
| Over three months through twelve months | $0 | 4,632 |
| Over one year through three years | $134,718,000 | 80 |
| Over three years through five years | $53,389,000 | 193 |
| Over five years through fifteen years | $51,588,000 | 611 |
| Over fifteen years | $0 | 3,622 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,556,246,000 | 15 |
| 2012-06-30 | Rank | |
| Total debt securities | $9,376,564,000 | 33 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $189,505,000 | 19 |
| Over three months through twelve months | $144,805,000 | 21 |
| Over one year through three years | $1,053,000 | 833 |
| Over three years through five years | $0 | 2,379 |
| Over five years through fifteen years | $650,341,000 | 60 |
| Over fifteen years | $711,687,000 | 37 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,625,083,000 | 34 |
| Over three years | $1,057,903,000 | 39 |
| Other debt securities | ||
| Three months or less | $4,712,676,000 | 11 |
| Over three months through twelve months | $51,809,000 | 98 |
| Over one year through three years | $146,372,000 | 74 |
| Over three years through five years | $58,434,000 | 179 |
| Over five years through fifteen years | $26,896,000 | 1,208 |
| Over fifteen years | $0 | 3,614 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,974,716,000 | 12 |
| 2012-03-31 | Rank | |
| Total debt securities | $9,764,667,000 | 34 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $178,290,000 | 21 |
| Over three months through twelve months | $188,288,000 | 15 |
| Over one year through three years | $830,000 | 938 |
| Over three years through five years | $461,000 | 1,273 |
| Over five years through fifteen years | $725,339,000 | 58 |
| Over fifteen years | $743,649,000 | 36 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,703,769,000 | 31 |
| Over three years | $1,292,952,000 | 37 |
| Other debt securities | ||
| Three months or less | $4,488,741,000 | 11 |
| Over three months through twelve months | $109,275,000 | 58 |
| Over one year through three years | $217,064,000 | 64 |
| Over three years through five years | $63,847,000 | 170 |
| Over five years through fifteen years | $52,162,000 | 595 |
| Over fifteen years | $0 | 3,574 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,342,276,000 | 21 |
| 2011-12-31 | Rank | |
| Total debt securities | $9,244,294,000 | 35 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $267,770,000 | 15 |
| Over three months through twelve months | $119,547,000 | 15 |
| Over one year through three years | $1,059,000 | 676 |
| Over three years through five years | $574,000 | 988 |
| Over five years through fifteen years | $795,588,000 | 39 |
| Over fifteen years | $779,214,000 | 30 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,371,046,000 | 20 |
| Over three years | $736,758,000 | 37 |
| Other debt securities | ||
| Three months or less | $3,756,693,000 | 10 |
| Over three months through twelve months | $55,879,000 | 95 |
| Over one year through three years | $266,133,000 | 54 |
| Over three years through five years | $66,078,000 | 144 |
| Over five years through fifteen years | $27,955,000 | 1,051 |
| Over fifteen years | $0 | 3,350 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,063,185,000 | 16 |
| 2011-09-30 | Rank | |
| Total debt securities | $9,001,664,000 | 34 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $284,059,000 | 16 |
| Over three months through twelve months | $51,244,000 | 32 |
| Over one year through three years | $1,266,000 | 605 |
| Over three years through five years | $686,000 | 928 |
| Over five years through fifteen years | $877,286,000 | 36 |
| Over fifteen years | $552,585,000 | 35 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,874,475,000 | 14 |
| Over three years | $289,288,000 | 79 |
| Other debt securities | ||
| Three months or less | $3,630,857,000 | 9 |
| Over three months through twelve months | $89,546,000 | 65 |
| Over one year through three years | $225,275,000 | 65 |
| Over three years through five years | $96,365,000 | 93 |
| Over five years through fifteen years | $28,732,000 | 992 |
| Over fifteen years | $0 | 3,338 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,151,278,000 | 17 |
| 2011-06-30 | Rank | |
| Total debt securities | $10,384,498,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $341,815,000 | 17 |
| Over three months through twelve months | $90,719,000 | 19 |
| Over one year through three years | $436,000 | 1,144 |
| Over three years through five years | $1,823,000 | 521 |
| Over five years through fifteen years | $940,460,000 | 36 |
| Over fifteen years | $1,429,317,000 | 19 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $418,331,000 | 53 |
| Over three years | $2,846,609,000 | 20 |
| Other debt securities | ||
| Three months or less | $3,622,553,000 | 9 |
| Over three months through twelve months | $250,262,000 | 33 |
| Over one year through three years | $270,201,000 | 59 |
| Over three years through five years | $143,649,000 | 66 |
| Over five years through fifteen years | $28,323,000 | 1,018 |
| Over fifteen years | $0 | 3,303 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $868,179,000 | 18 |
| 2011-03-31 | Rank | |
| Total debt securities | $11,067,449,000 | 26 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $319,449,000 | 16 |
| Over three months through twelve months | $128,735,000 | 15 |
| Over one year through three years | $505,000 | 1,067 |
| Over three years through five years | $2,099,000 | 462 |
| Over five years through fifteen years | $974,986,000 | 34 |
| Over fifteen years | $1,462,984,000 | 18 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $364,568,000 | 55 |
| Over three years | $3,069,793,000 | 19 |
| Other debt securities | ||
| Three months or less | $4,018,338,000 | 8 |
| Over three months through twelve months | $142,920,000 | 49 |
| Over one year through three years | $387,162,000 | 47 |
| Over three years through five years | $167,693,000 | 61 |
| Over five years through fifteen years | $28,217,000 | 1,018 |
| Over fifteen years | $0 | 3,340 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $931,863,000 | 19 |
| 2010-12-31 | Rank | |
| Total debt securities | $11,814,229,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $346,773,000 | 13 |
| Over three months through twelve months | $115,399,000 | 14 |
| Over one year through three years | $15,251,000 | 101 |
| Over three years through five years | $2,986,000 | 392 |
| Over five years through fifteen years | $1,049,225,000 | 29 |
| Over fifteen years | $1,577,954,000 | 18 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $405,641,000 | 50 |
| Over three years | $3,333,838,000 | 17 |
| Other debt securities | ||
| Three months or less | $4,048,824,000 | 9 |
| Over three months through twelve months | $237,859,000 | 37 |
| Over one year through three years | $452,636,000 | 44 |
| Over three years through five years | $183,426,000 | 53 |
| Over five years through fifteen years | $44,417,000 | 546 |
| Over fifteen years | $0 | 3,343 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $637,015,000 | 22 |
| 2010-09-30 | Rank | |
| Total debt securities | $11,614,463,000 | 26 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $381,561,000 | 12 |
| Over three months through twelve months | $0 | 2,812 |
| Over one year through three years | $0 | 2,480 |
| Over three years through five years | $3,356,000 | 386 |
| Over five years through fifteen years | $1,142,359,000 | 21 |
| Over fifteen years | $1,187,601,000 | 27 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,222,969,000 | 21 |
| Over three years | $1,836,872,000 | 20 |
| Other debt securities | ||
| Three months or less | $4,175,897,000 | 9 |
| Over three months through twelve months | $82,728,000 | 71 |
| Over one year through three years | $296,148,000 | 54 |
| Over three years through five years | $238,625,000 | 41 |
| Over five years through fifteen years | $46,347,000 | 492 |
| Over fifteen years | $0 | 3,270 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $798,976,000 | 19 |
| 2010-06-30 | Rank | |
| Total debt securities | $10,409,852,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $407,838,000 | 14 |
| Over three months through twelve months | $0 | 2,926 |
| Over one year through three years | $0 | 2,443 |
| Over three years through five years | $2,514,000 | 531 |
| Over five years through fifteen years | $1,208,398,000 | 23 |
| Over fifteen years | $1,254,848,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $511,469,000 | 48 |
| Over three years | $3,861,561,000 | 12 |
| Other debt securities | ||
| Three months or less | $2,661,032,000 | 12 |
| Over three months through twelve months | $87,860,000 | 66 |
| Over one year through three years | $186,971,000 | 73 |
| Over three years through five years | $145,262,000 | 53 |
| Over five years through fifteen years | $82,099,000 | 223 |
| Over fifteen years | $0 | 3,160 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $298,800,000 | 36 |
| 2010-03-31 | Rank | |
| Total debt securities | $9,760,165,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $404,521,000 | 13 |
| Over three months through twelve months | $0 | 3,078 |
| Over one year through three years | $0 | 2,501 |
| Over three years through five years | $2,760,000 | 534 |
| Over five years through fifteen years | $1,532,196,000 | 16 |
| Over fifteen years | $1,317,531,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $129,426,000 | 135 |
| Over three years | $4,336,267,000 | 13 |
| Other debt securities | ||
| Three months or less | $1,581,125,000 | 14 |
| Over three months through twelve months | $88,573,000 | 64 |
| Over one year through three years | $190,132,000 | 71 |
| Over three years through five years | $128,289,000 | 58 |
| Over five years through fifteen years | $49,345,000 | 429 |
| Over fifteen years | $0 | 3,202 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $179,016,000 | 57 |
| 2009-12-31 | Rank | |
| Total debt securities | $9,204,927,000 | 27 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $428,731,000 | 14 |
| Over three months through twelve months | $0 | 3,191 |
| Over one year through three years | $0 | 2,461 |
| Over three years through five years | $3,043,000 | 506 |
| Over five years through fifteen years | $184,838,000 | 96 |
| Over fifteen years | $6,114,741,000 | 11 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $512,049,000 | 41 |
| Over three years | $1,380,329,000 | 24 |
| Other debt securities | ||
| Three months or less | $218,056,000 | 48 |
| Over three months through twelve months | $104,250,000 | 54 |
| Over one year through three years | $161,472,000 | 78 |
| Over three years through five years | $70,423,000 | 97 |
| Over five years through fifteen years | $26,995,000 | 884 |
| Over fifteen years | $0 | 3,194 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $199,518,000 | 48 |
| 2009-09-30 | Rank | |
| Total debt securities | $8,429,762,000 | 31 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $444,559,000 | 13 |
| Over three months through twelve months | $0 | 3,216 |
| Over one year through three years | $0 | 2,648 |
| Over three years through five years | $3,330,000 | 505 |
| Over five years through fifteen years | $197,095,000 | 94 |
| Over fifteen years | $5,634,438,000 | 10 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $602,440,000 | 44 |
| Over three years | $1,050,501,000 | 31 |
| Other debt securities | ||
| Three months or less | $142,059,000 | 58 |
| Over three months through twelve months | $52,391,000 | 99 |
| Over one year through three years | $228,358,000 | 53 |
| Over three years through five years | $74,591,000 | 93 |
| Over five years through fifteen years | $0 | 5,873 |
| Over fifteen years | $0 | 3,229 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $59,331,000 | 130 |
| 2009-06-30 | Rank | |
| Total debt securities | $4,830,908,000 | 49 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $463,989,000 | 11 |
| Over three months through twelve months | $0 | 3,216 |
| Over one year through three years | $0 | 2,895 |
| Over three years through five years | $1,140,000 | 1,165 |
| Over five years through fifteen years | $208,910,000 | 88 |
| Over fifteen years | $797,466,000 | 38 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,225,063,000 | 21 |
| Over three years | $1,074,656,000 | 33 |
| Other debt securities | ||
| Three months or less | $691,064,000 | 26 |
| Over three months through twelve months | $59,123,000 | 94 |
| Over one year through three years | $188,541,000 | 57 |
| Over three years through five years | $120,956,000 | 60 |
| Over five years through fifteen years | $0 | 5,863 |
| Over fifteen years | $0 | 3,251 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $603,188,000 | 22 |
| 2009-03-31 | Rank | |
| Total debt securities | $5,245,129,000 | 44 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $491,933,000 | 12 |
| Over three months through twelve months | $0 | 3,167 |
| Over one year through three years | $0 | 3,054 |
| Over three years through five years | $1,231,000 | 1,101 |
| Over five years through fifteen years | $228,238,000 | 82 |
| Over fifteen years | $821,811,000 | 37 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,873,296,000 | 17 |
| Over three years | $674,741,000 | 39 |
| Other debt securities | ||
| Three months or less | $715,168,000 | 24 |
| Over three months through twelve months | $51,251,000 | 109 |
| Over one year through three years | $238,622,000 | 41 |
| Over three years through five years | $146,847,000 | 47 |
| Over five years through fifteen years | $1,991,000 | 4,419 |
| Over fifteen years | $0 | 3,108 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $629,864,000 | 24 |
| 2008-12-31 | Rank | |
| Total debt securities | $4,856,579,000 | 43 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $499,321,000 | 11 |
| Over three months through twelve months | $0 | 3,232 |
| Over one year through three years | $0 | 3,086 |
| Over three years through five years | $0 | 2,944 |
| Over five years through fifteen years | $216,379,000 | 81 |
| Over fifteen years | $847,970,000 | 33 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,986,608,000 | 14 |
| Over three years | $680,190,000 | 39 |
| Other debt securities | ||
| Three months or less | $174,076,000 | 58 |
| Over three months through twelve months | $51,975,000 | 111 |
| Over one year through three years | $244,128,000 | 35 |
| Over three years through five years | $153,939,000 | 42 |
| Over five years through fifteen years | $1,993,000 | 4,428 |
| Over fifteen years | $0 | 3,006 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $96,387,000 | 97 |
| 2008-09-30 | Rank | |
| Total debt securities | $5,823,830,000 | 40 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $505,708,000 | 9 |
| Over three months through twelve months | $0 | 3,257 |
| Over one year through three years | $0 | 3,209 |
| Over three years through five years | $0 | 2,837 |
| Over five years through fifteen years | $189,176,000 | 84 |
| Over fifteen years | $993,510,000 | 28 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,365,806,000 | 14 |
| Over three years | $1,577,428,000 | 30 |
| Other debt securities | ||
| Three months or less | $683,047,000 | 23 |
| Over three months through twelve months | $94,515,000 | 56 |
| Over one year through three years | $198,011,000 | 41 |
| Over three years through five years | $144,724,000 | 44 |
| Over five years through fifteen years | $71,905,000 | 220 |
| Over fifteen years | $0 | 2,963 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $630,624,000 | 25 |
| 2008-06-30 | Rank | |
| Total debt securities | $5,839,284,000 | 45 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $500,318,000 | 12 |
| Over three months through twelve months | $0 | 3,361 |
| Over one year through three years | $0 | 3,281 |
| Over three years through five years | $0 | 2,760 |
| Over five years through fifteen years | $193,416,000 | 81 |
| Over fifteen years | $1,011,737,000 | 29 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,721,013,000 | 12 |
| Over three years | $1,370,003,000 | 33 |
| Other debt securities | ||
| Three months or less | $495,715,000 | 30 |
| Over three months through twelve months | $50,977,000 | 100 |
| Over one year through three years | $216,395,000 | 42 |
| Over three years through five years | $209,964,000 | 32 |
| Over five years through fifteen years | $69,746,000 | 235 |
| Over fifteen years | $0 | 2,967 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $389,559,000 | 34 |
| 2008-03-31 | Rank | |
| Total debt securities | $6,378,452,000 | 43 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $527,936,000 | 12 |
| Over three months through twelve months | $0 | 3,372 |
| Over one year through three years | $0 | 3,358 |
| Over three years through five years | $0 | 2,696 |
| Over five years through fifteen years | $140,979,000 | 101 |
| Over fifteen years | $1,072,133,000 | 26 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,580,120,000 | 12 |
| Over three years | $790,055,000 | 39 |
| Other debt securities | ||
| Three months or less | $668,911,000 | 22 |
| Over three months through twelve months | $45,672,000 | 118 |
| Over one year through three years | $256,615,000 | 32 |
| Over three years through five years | $223,331,000 | 28 |
| Over five years through fifteen years | $72,700,000 | 234 |
| Over fifteen years | $0 | 2,913 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $547,199,000 | 23 |
| 2007-12-31 | Rank | |
| Total debt securities | $5,467,545,000 | 48 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $143,405,000 | 22 |
| Over three months through twelve months | $0 | 3,395 |
| Over one year through three years | $0 | 3,512 |
| Over three years through five years | $0 | 2,645 |
| Over five years through fifteen years | $259,885,000 | 57 |
| Over fifteen years | $762,583,000 | 30 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,191,042,000 | 10 |
| Over three years | $1,184,990,000 | 33 |
| Other debt securities | ||
| Three months or less | $248,810,000 | 56 |
| Over three months through twelve months | $55,384,000 | 129 |
| Over one year through three years | $278,096,000 | 36 |
| Over three years through five years | $274,178,000 | 25 |
| Over five years through fifteen years | $69,172,000 | 239 |
| Over fifteen years | $0 | 2,769 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $205,472,000 | 63 |
| 2007-09-30 | Rank | |
| Total debt securities | $5,093,603,000 | 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 | $0 | 2,837 |
| Over three months through twelve months | $0 | 3,386 |
| Over one year through three years | $0 | 3,614 |
| Over three years through five years | $0 | 2,752 |
| Over five years through fifteen years | $291,353,000 | 54 |
| Over fifteen years | $704,833,000 | 32 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,257,701,000 | 15 |
| Over three years | $1,856,427,000 | 28 |
| Other debt securities | ||
| Three months or less | $252,301,000 | 51 |
| Over three months through twelve months | $49,872,000 | 162 |
| Over one year through three years | $282,710,000 | 42 |
| Over three years through five years | $320,124,000 | 21 |
| Over five years through fifteen years | $78,282,000 | 212 |
| Over fifteen years | $0 | 2,749 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $180,893,000 | 79 |
| 2007-06-30 | Rank | |
| Total debt securities | $5,008,505,000 | 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 | 2,695 |
| Over three months through twelve months | $0 | 3,395 |
| Over one year through three years | $0 | 3,608 |
| Over three years through five years | $0 | 3,005 |
| Over five years through fifteen years | $211,003,000 | 72 |
| Over fifteen years | $403,320,000 | 44 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $737,566,000 | 24 |
| Over three years | $2,050,738,000 | 28 |
| Other debt securities | ||
| Three months or less | $733,268,000 | 24 |
| Over three months through twelve months | $180,383,000 | 41 |
| Over one year through three years | $295,894,000 | 35 |
| Over three years through five years | $267,839,000 | 31 |
| Over five years through fifteen years | $128,494,000 | 119 |
| Over fifteen years | $0 | 2,731 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $775,253,000 | 18 |
| 2007-03-31 | Rank | |
| Total debt securities | $5,080,293,000 | 47 |
| 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 | 2,702 |
| Over three months through twelve months | $0 | 3,251 |
| Over one year through three years | $0 | 3,692 |
| Over three years through five years | $0 | 3,202 |
| Over five years through fifteen years | $227,419,000 | 70 |
| Over fifteen years | $425,621,000 | 41 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $953,252,000 | 20 |
| Over three years | $1,958,126,000 | 27 |
| Other debt securities | ||
| Three months or less | $387,884,000 | 38 |
| Over three months through twelve months | $284,545,000 | 22 |
| Over one year through three years | $230,148,000 | 49 |
| Over three years through five years | $358,752,000 | 20 |
| Over five years through fifteen years | $254,546,000 | 57 |
| Over fifteen years | $0 | 2,718 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $631,782,000 | 23 |
| 2006-12-31 | Rank | |
| Total debt securities | $3,782,746,000 | 64 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,672 |
| Over three months through twelve months | $0 | 3,212 |
| Over one year through three years | $0 | 3,786 |
| Over three years through five years | $0 | 3,335 |
| Over five years through fifteen years | $236,210,000 | 71 |
| Over fifteen years | $267,495,000 | 55 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $693,146,000 | 28 |
| Over three years | $1,065,908,000 | 40 |
| Other debt securities | ||
| Three months or less | $440,069,000 | 36 |
| Over three months through twelve months | $239,307,000 | 33 |
| Over one year through three years | $268,543,000 | 46 |
| Over three years through five years | $357,033,000 | 23 |
| Over five years through fifteen years | $179,148,000 | 86 |
| Over fifteen years | $35,887,000 | 115 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $679,376,000 | 20 |
| 2006-09-30 | Rank | |
| Total debt securities | $5,082,270,000 | 55 |
| 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 | 2,720 |
| Over three months through twelve months | $0 | 3,034 |
| Over one year through three years | $0 | 3,837 |
| Over three years through five years | $0 | 3,523 |
| Over five years through fifteen years | $246,221,000 | 75 |
| Over fifteen years | $276,831,000 | 54 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $600,654,000 | 33 |
| Over three years | $1,354,386,000 | 39 |
| Other debt securities | ||
| Three months or less | $413,456,000 | 36 |
| Over three months through twelve months | $270,032,000 | 30 |
| Over one year through three years | $840,497,000 | 17 |
| Over three years through five years | $713,961,000 | 12 |
| Over five years through fifteen years | $330,715,000 | 52 |
| Over fifteen years | $35,517,000 | 116 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $683,488,000 | 19 |
| 2006-06-30 | Rank | |
| Total debt securities | $6,132,119,000 | 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 | $0 | 2,776 |
| Over three months through twelve months | $0 | 3,054 |
| Over one year through three years | $0 | 3,893 |
| Over three years through five years | $0 | 3,628 |
| Over five years through fifteen years | $253,126,000 | 75 |
| Over fifteen years | $281,072,000 | 46 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $521,732,000 | 32 |
| Over three years | $1,594,752,000 | 34 |
| Other debt securities | ||
| Three months or less | $799,370,000 | 19 |
| Over three months through twelve months | $148,149,000 | 58 |
| Over one year through three years | $1,051,791,000 | 15 |
| Over three years through five years | $877,580,000 | 14 |
| Over five years through fifteen years | $570,001,000 | 28 |
| Over fifteen years | $34,546,000 | 117 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $518,712,000 | 23 |
| 2006-03-31 | Rank | |
| Total debt securities | $6,479,634,000 | 41 |
| 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 | 2,681 |
| Over three months through twelve months | $0 | 3,057 |
| Over one year through three years | $0 | 3,835 |
| Over three years through five years | $0 | 3,680 |
| Over five years through fifteen years | $267,309,000 | 74 |
| Over fifteen years | $296,767,000 | 46 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $539,574,000 | 35 |
| Over three years | $1,674,119,000 | 34 |
| Other debt securities | ||
| Three months or less | $753,648,000 | 24 |
| Over three months through twelve months | $360,654,000 | 22 |
| Over one year through three years | $1,034,513,000 | 16 |
| Over three years through five years | $884,099,000 | 14 |
| Over five years through fifteen years | $634,080,000 | 27 |
| Over fifteen years | $34,871,000 | 118 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $646,146,000 | 21 |
| 2005-12-31 | Rank | |
| Total debt securities | $6,678,261,000 | 40 |
| 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 | 2,636 |
| Over three months through twelve months | $0 | 3,017 |
| Over one year through three years | $0 | 3,736 |
| Over three years through five years | $0 | 3,864 |
| Over five years through fifteen years | $284,322,000 | 74 |
| Over fifteen years | $313,115,000 | 43 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $535,859,000 | 34 |
| Over three years | $1,368,410,000 | 38 |
| Other debt securities | ||
| Three months or less | $434,133,000 | 33 |
| Over three months through twelve months | $499,044,000 | 14 |
| Over one year through three years | $1,774,795,000 | 10 |
| Over three years through five years | $716,458,000 | 16 |
| Over five years through fifteen years | $752,125,000 | 23 |
| Over fifteen years | $0 | 2,559 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $603,236,000 | 24 |
| 2005-09-30 | Rank | |
| Total debt securities | $6,825,076,000 | 41 |
| 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 | 2,647 |
| Over three months through twelve months | $0 | 2,991 |
| Over one year through three years | $0 | 3,658 |
| Over three years through five years | $0 | 3,987 |
| Over five years through fifteen years | $305,021,000 | 75 |
| Over fifteen years | $331,659,000 | 42 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $648,653,000 | 37 |
| Over three years | $1,299,898,000 | 35 |
| Other debt securities | ||
| Three months or less | $502,081,000 | 34 |
| Over three months through twelve months | $578,595,000 | 15 |
| Over one year through three years | $1,698,519,000 | 11 |
| Over three years through five years | $502,957,000 | 25 |
| Over five years through fifteen years | $957,693,000 | 22 |
| Over fifteen years | $0 | 2,606 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $798,797,000 | 21 |
| 2005-06-30 | Rank | |
| Total debt securities | $6,971,076,000 | 41 |
| 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 | 2,738 |
| Over three months through twelve months | $0 | 2,897 |
| Over one year through three years | $0 | 3,574 |
| Over three years through five years | $0 | 4,009 |
| Over five years through fifteen years | $330,089,000 | 75 |
| Over fifteen years | $358,430,000 | 39 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $878,850,000 | 34 |
| Over three years | $1,176,668,000 | 32 |
| Other debt securities | ||
| Three months or less | $314,833,000 | 43 |
| Over three months through twelve months | $493,767,000 | 17 |
| Over one year through three years | $1,954,317,000 | 7 |
| Over three years through five years | $476,388,000 | 23 |
| Over five years through fifteen years | $987,734,000 | 22 |
| Over fifteen years | $0 | 2,590 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $597,516,000 | 23 |
| 2005-03-31 | Rank | |
| Total debt securities | $6,995,991,000 | 41 |
| 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 | 2,795 |
| Over three months through twelve months | $0 | 2,913 |
| Over one year through three years | $0 | 3,455 |
| Over three years through five years | $0 | 4,091 |
| Over five years through fifteen years | $387,081,000 | 75 |
| Over fifteen years | $324,912,000 | 43 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $683,188,000 | 32 |
| Over three years | $1,445,071,000 | 34 |
| Other debt securities | ||
| Three months or less | $267,208,000 | 48 |
| Over three months through twelve months | $302,574,000 | 25 |
| Over one year through three years | $2,135,795,000 | 3 |
| Over three years through five years | $409,813,000 | 28 |
| Over five years through fifteen years | $1,040,349,000 | 22 |
| Over fifteen years | $0 | 2,639 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $377,348,000 | 37 |
| 2004-12-31 | Rank | |
| Total debt securities | $6,623,109,000 | 45 |
| 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 | 2,733 |
| Over three months through twelve months | $0 | 2,936 |
| Over one year through three years | $0 | 3,324 |
| Over three years through five years | $0 | 4,127 |
| Over five years through fifteen years | $412,575,000 | 74 |
| Over fifteen years | $294,518,000 | 49 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $781,634,000 | 34 |
| Over three years | $1,196,300,000 | 39 |
| Other debt securities | ||
| Three months or less | $4,156,000 | 1,017 |
| Over three months through twelve months | $275,046,000 | 29 |
| Over one year through three years | $1,996,527,000 | 5 |
| Over three years through five years | $675,212,000 | 20 |
| Over five years through fifteen years | $966,590,000 | 24 |
| Over fifteen years | $20,551,000 | 213 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $274,520,000 | 40 |
| 2004-09-30 | Rank | |
| Total debt securities | $6,968,178,000 | 43 |
| 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 | $400,317,000 | 76 |
| Over fifteen years | $312,828,000 | 46 |
| 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 | $1,735,810,000 | 28 |
| Other debt securities | ||
| Three months or less | $22,789,000 | 248 |
| Over three months through twelve months | $652,905,000 | 13 |
| Over one year through three years | $1,887,362,000 | 9 |
| Over three years through five years | $981,148,000 | 16 |
| Over five years through fifteen years | $973,782,000 | 27 |
| Over fifteen years | $1,237,000 | 1,239 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $653,005,000 | 21 |
| 2004-06-30 | Rank | |
| Total debt securities | $6,449,262,000 | 49 |
| 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 | $272,972,000 | 101 |
| Over fifteen years | $320,328,000 | 50 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $0 | 2,874 |
| Over three years | $1,308,924,000 | 38 |
| Other debt securities | ||
| Three months or less | $103,893,000 | 87 |
| Over three months through twelve months | $549,675,000 | 14 |
| Over one year through three years | $1,525,218,000 | 14 |
| Over three years through five years | $1,254,388,000 | 16 |
| Over five years through fifteen years | $1,112,652,000 | 25 |
| Over fifteen years | $1,212,000 | 1,227 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $653,568,000 | 19 |
| 2004-03-31 | Rank | |
| Total debt securities | $6,862,313,000 | 49 |
| 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 | 2,970 |
| 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 | $305,045,000 | 83 |
| Over fifteen years | $353,123,000 | 46 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $0 | 3,066 |
| Over three years | $1,682,015,000 | 27 |
| Other debt securities | ||
| Three months or less | $3,813,000 | 1,222 |
| Over three months through twelve months | $577,905,000 | 16 |
| Over one year through three years | $1,068,894,000 | 16 |
| Over three years through five years | $1,622,383,000 | 12 |
| Over five years through fifteen years | $1,247,904,000 | 20 |
| Over fifteen years | $1,231,000 | 1,263 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $581,718,000 | 25 |
| 2003-12-31 | Rank | |
| Total debt securities | $4,094,306,000 | 64 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $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 | $318,040,000 | 77 |
| Over fifteen years | $286,631,000 | 68 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $0 | 3,118 |
| Over three years | $993,713,000 | 43 |
| Other debt securities | ||
| Three months or less | $75,386,000 | 106 |
| Over three months through twelve months | $581,970,000 | 16 |
| Over one year through three years | $260,244,000 | 52 |
| Over three years through five years | $487,882,000 | 30 |
| Over five years through fifteen years | $1,089,275,000 | 22 |
| Over fifteen years | $1,165,000 | 1,325 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $657,356,000 | 24 |
| 2003-09-30 | Rank | |
| Total debt securities | $3,724,980,000 | 69 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $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 | $132,065,000 | 144 |
| Over fifteen years | $158,162,000 | 89 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $0 | 3,193 |
| Over three years | $964,183,000 | 40 |
| Other debt securities | ||
| Three months or less | $174,510,000 | 61 |
| Over three months through twelve months | $177,025,000 | 38 |
| Over one year through three years | $521,833,000 | 23 |
| Over three years through five years | $615,882,000 | 24 |
| Over five years through fifteen years | $980,249,000 | 22 |
| Over fifteen years | $1,071,000 | 1,405 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $351,536,000 | 34 |
| 2003-06-30 | Rank | |
| Total debt securities | $3,930,405,000 | 66 |
| 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 | $0 | 2,730 |
| Over three years through five years | $0 | 3,882 |
| Over five years through fifteen years | $98,278,000 | 167 |
| Over fifteen years | $180,198,000 | 95 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $0 | 3,357 |
| Over three years | $1,087,970,000 | 28 |
| Other debt securities | ||
| Three months or less | $160,598,000 | 62 |
| Over three months through twelve months | $252,614,000 | 29 |
| Over one year through three years | $594,872,000 | 23 |
| Over three years through five years | $581,893,000 | 27 |
| Over five years through fifteen years | $972,999,000 | 19 |
| Over fifteen years | $983,000 | 1,469 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $413,212,000 | 30 |
| 2003-03-31 | Rank | |
| Total debt securities | $3,101,472,000 | 75 |
| 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 | 3,284 |
| Over three months through twelve months | $0 | 3,351 |
| Over one year through three years | $0 | 2,729 |
| Over three years through five years | $0 | 3,717 |
| Over five years through fifteen years | $114,619,000 | 139 |
| Over fifteen years | $85,665,000 | 172 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $0 | 3,405 |
| Over three years | $756,933,000 | 41 |
| Other debt securities | ||
| Three months or less | $3,407,000 | 1,240 |
| Over three months through twelve months | $412,205,000 | 22 |
| Over one year through three years | $466,107,000 | 26 |
| Over three years through five years | $475,255,000 | 26 |
| Over five years through fifteen years | $786,298,000 | 23 |
| Over fifteen years | $983,000 | 1,430 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $415,611,000 | 28 |
| 2002-12-31 | Rank | |
| Total debt securities | $2,952,271,000 | 81 |
| 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 | $0 | 2,763 |
| Over three years through five years | $0 | 3,532 |
| Over five years through fifteen years | $125,929,000 | 116 |
| Over fifteen years | $91,256,000 | 163 |
| 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 | $583,687,000 | 45 |
| Other debt securities | ||
| Three months or less | $276,657,000 | 41 |
| Over three months through twelve months | $340,025,000 | 23 |
| Over one year through three years | $268,031,000 | 56 |
| Over three years through five years | $373,353,000 | 37 |
| Over five years through fifteen years | $892,350,000 | 15 |
| Over fifteen years | $983,000 | 1,465 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $616,682,000 | 23 |
| 2001-12-31 | Rank | |
| Total debt securities | $1,743,924,000 | 120 |
| 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 | $0 | 2,979 |
| Over three years through five years | $0 | 2,981 |
| Over five years through fifteen years | $297,395,000 | 45 |
| Over fifteen years | $97,470,000 | 173 |
| 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 | $207,076,000 | 96 |
| Other debt securities | ||
| Three months or less | $50,609,000 | 139 |
| Over three months through twelve months | $52,313,000 | 100 |
| Over one year through three years | $518,626,000 | 26 |
| Over three years through five years | $93,531,000 | 92 |
| Over five years through fifteen years | $414,470,000 | 38 |
| Over fifteen years | $12,434,000 | 368 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $102,922,000 | 100 |
| 2000-12-31 | Rank | |
| Total debt securities | $613,725,000 | 219 |
| 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 | $3,752,000 | 511 |
| Over one year through three years | $0 | 3,191 |
| Over three years through five years | $0 | 2,740 |
| Over five years through fifteen years | $11,419,000 | 397 |
| 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 | $0 | 3,176 |
| Other debt securities | ||
| Three months or less | $0 | 6,296 |
| Over three months through twelve months | $84,257,000 | 84 |
| Over one year through three years | $278,484,000 | 45 |
| Over three years through five years | $222,916,000 | 39 |
| Over five years through fifteen years | $11,904,000 | 1,480 |
| Over fifteen years | $993,000 | 1,405 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $88,009,000 | 142 |
| 1999-12-31 | Rank | |
| Total debt securities | $1,131,100,000 | 160 |
| 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 | $5,293,000 | 138 |
| Over three years through five years | $0 | 3,128 |
| Over five years through fifteen years | $5,170,000 | 836 |
| Over fifteen years | $0 | 3,621 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $48,125,000 | 157 |
| Over three years | $19,638,000 | 437 |
| Other debt securities | ||
| Three months or less | $175,099,000 | 51 |
| Over three months through twelve months | $209,805,000 | 31 |
| Over one year through three years | $357,052,000 | 34 |
| Over three years through five years | $308,648,000 | 42 |
| Over five years through fifteen years | $1,285,000 | 5,417 |
| Over fifteen years | $985,000 | 1,397 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $384,904,000 | 31 |
| 1998-12-31 | Rank | |
| Total debt securities | $1,041,154,000 | 151 |
| 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 | $0 | 3,447 |
| Over five years through fifteen years | $7,265,000 | 650 |
| Over fifteen years | $0 | 3,506 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $59,251,000 | 158 |
| Over three years | $10,222,000 | 590 |
| Other debt securities | ||
| Three months or less | $117,395,000 | 88 |
| Over three months through twelve months | $125,907,000 | 54 |
| Over one year through three years | $444,049,000 | 26 |
| Over three years through five years | $274,413,000 | 31 |
| Over five years through fifteen years | $589,000 | 6,346 |
| Over fifteen years | $2,063,000 | 917 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $243,302,000 | 61 |
| 1997-12-31 | Rank | |
| Total debt securities | $1,210,343,000 | 134 |
| 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 | $9,960,000 | 535 |
| Over fifteen years | $0 | 3,257 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,910,000 | 538 |
| Over three years | $10,060,000 | 570 |
| Other debt securities | ||
| Three months or less | $437,575,000 | 24 |
| Over three months through twelve months | $150,500,000 | 55 |
| Over one year through three years | $457,454,000 | 28 |
| Over three years through five years | $130,769,000 | 85 |
| Over five years through fifteen years | $3,163,000 | 3,512 |
| Over fifteen years | $1,952,000 | 677 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $588,075,000 | 27 |
| 1996-12-31 | Rank | |
| Total debt securities | $748,263,000 | 210 |
| 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 | $393,583,000 | 35 |
| 1995-12-31 | Rank | |
| Total debt securities | $413,015,000 | 367 |
| 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 | $0 | 10,035 |
| 1994-12-31 | Rank | |
| Total debt securities | $99,070,000 | 1,274 |
| 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 | $99,070,000 | 231 |