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Capital One, Total Debt Securities

2019-06-30Rank
Total debt securities$65,594,344,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,417,118,0002
Over three months through twelve months$575,759,0006
Over one year through three years$858,000488
Over three years through five years$8,899,000180
Over five years through fifteen years$2,908,270,00020
Over fifteen years$31,821,264,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$5,427,053,0008
Over three years$17,690,520,0005
Other debt securities
Three months or less$158,992,000108
Over three months through twelve months$8,959,000686
Over one year through three years$114,845,000124
Over three years through five years$682,264,00032
Over five years through fifteen years$4,546,177,00013
Over fifteen years$233,366,00049
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$126,022,00092
2019-03-31Rank
Total debt securities$66,564,763,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,452,469,0004
Over three months through twelve months$462,767,0006
Over one year through three years$934,000478
Over three years through five years$7,868,000204
Over five years through fifteen years$2,968,889,00020
Over fifteen years$32,752,774,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$4,026,059,0009
Over three years$19,072,863,0005
Other debt securities
Three months or less$147,436,000102
Over three months through twelve months$113,604,00073
Over one year through three years$136,685,000105
Over three years through five years$456,832,00040
Over five years through fifteen years$4,799,383,00014
Over fifteen years$166,200,00066
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$220,150,00063
2018-12-31Rank
Total debt securities$66,446,752,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,325,907,0006
Over three months through twelve months$405,847,0007
Over one year through three years$6,277,000137
Over three years through five years$5,967,000250
Over five years through fifteen years$2,937,577,00022
Over fifteen years$32,374,887,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,643,606,00012
Over three years$19,796,210,0005
Other debt securities
Three months or less$80,274,000155
Over three months through twelve months$212,786,00041
Over one year through three years$88,079,000173
Over three years through five years$948,574,00033
Over five years through fifteen years$5,453,806,00013
Over fifteen years$166,955,00065
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$224,902,00056
2018-09-30Rank
Total debt securities$64,659,584,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,469,210,0006
Over three months through twelve months$286,860,0009
Over one year through three years$12,326,00087
Over three years through five years$5,440,000268
Over five years through fifteen years$2,958,789,00023
Over fifteen years$30,924,065,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,266,949,00011
Over three years$20,466,359,0005
Other debt securities
Three months or less$83,282,000149
Over three months through twelve months$212,299,00040
Over one year through three years$101,559,000151
Over three years through five years$932,324,00032
Over five years through fifteen years$4,772,423,00014
Over fifteen years$167,699,00065
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$227,831,00053
2018-06-30Rank
Total debt securities$66,304,601,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,551,342,0006
Over three months through twelve months$310,998,0009
Over one year through three years$22,085,00064
Over three years through five years$6,407,000236
Over five years through fifteen years$2,975,983,00022
Over fifteen years$30,154,312,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,090,801,00012
Over three years$20,686,054,0004
Other debt securities
Three months or less$191,108,00081
Over three months through twelve months$129,558,00060
Over one year through three years$217,231,00073
Over three years through five years$946,856,00029
Over five years through fifteen years$6,820,524,00012
Over fifteen years$201,342,00055
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$254,290,00050
2018-03-31Rank
Total debt securities$52,411,094,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,553,314,0006
Over three months through twelve months$267,789,00011
Over one year through three years$29,861,00055
Over three years through five years$2,210,000458
Over five years through fifteen years$2,652,322,00024
Over fifteen years$20,359,244,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,106,177,00013
Over three years$20,359,955,0004
Other debt securities
Three months or less$319,772,00054
Over three months through twelve months$99,836,00073
Over one year through three years$355,742,00045
Over three years through five years$952,240,00028
Over five years through fifteen years$3,148,282,00016
Over fifteen years$204,350,00051
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$309,815,00039
2017-12-31Rank
Total debt securities$48,658,097,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,545,721,0007
Over three months through twelve months$277,660,00010
Over one year through three years$41,614,00044
Over three years through five years$2,238,000433
Over five years through fifteen years$2,454,177,00024
Over fifteen years$18,324,698,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,479,639,00012
Over three years$19,293,998,0005
Other debt securities
Three months or less$226,149,00077
Over three months through twelve months$304,655,00029
Over one year through three years$347,309,00043
Over three years through five years$767,170,00031
Over five years through fifteen years$2,423,322,00024
Over fifteen years$169,747,00064
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$437,108,00035
2017-09-30Rank
Total debt securities$50,136,307,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,490,741,0006
Over three months through twelve months$233,684,00012
Over one year through three years$53,170,00037
Over three years through five years$2,658,000399
Over five years through fifteen years$2,297,484,00026
Over fifteen years$18,797,658,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,970,718,00012
Over three years$20,073,124,0005
Other debt securities
Three months or less$262,322,00057
Over three months through twelve months$299,677,00034
Over one year through three years$357,434,00043
Over three years through five years$172,698,00073
Over five years through fifteen years$2,954,457,00019
Over fifteen years$170,482,00063
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$563,437,00027
2017-06-30Rank
Total debt securities$50,698,128,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,311,415,0005
Over three months through twelve months$150,933,00020
Over one year through three years$119,074,00020
Over three years through five years$3,097,000360
Over five years through fifteen years$2,068,911,00028
Over fifteen years$18,949,231,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,036,781,00012
Over three years$20,520,110,0005
Other debt securities
Three months or less$256,551,00061
Over three months through twelve months$236,319,00034
Over one year through three years$663,519,00036
Over three years through five years$207,223,00063
Over five years through fifteen years$3,014,101,00019
Over fifteen years$160,863,00072
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$525,985,00026
2017-03-31Rank
Total debt securities$49,439,369,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,416,935,0005
Over three months through twelve months$101,847,00023
Over one year through three years$86,856,00025
Over three years through five years$3,159,000369
Over five years through fifteen years$1,673,253,00033
Over fifteen years$18,511,216,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,751,706,00012
Over three years$20,579,847,0005
Other debt securities
Three months or less$318,172,00049
Over three months through twelve months$32,596,000208
Over one year through three years$813,296,00032
Over three years through five years$276,544,00050
Over five years through fifteen years$2,707,551,00020
Over fifteen years$166,391,00069
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$390,965,00033
2016-12-31Rank
Total debt securities$48,988,725,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,512,820,0005
Over three months through twelve months$20,772,00080
Over one year through three years$74,218,00024
Over three years through five years$32,787,00061
Over five years through fifteen years$1,420,855,00039
Over fifteen years$18,317,048,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,538,478,00013
Over three years$20,368,421,0005
Other debt securities
Three months or less$340,801,00053
Over three months through twelve months$262,837,00033
Over one year through three years$2,076,867,00019
Over three years through five years$211,222,00056
Over five years through fifteen years$1,644,708,00029
Over fifteen years$166,891,00066
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$385,401,00037
2016-09-30Rank
Total debt securities$48,926,536,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,601,517,0005
Over three months through twelve months$241,0001,333
Over one year through three years$66,809,00024
Over three years through five years$59,235,00038
Over five years through fifteen years$1,403,201,00039
Over fifteen years$17,712,608,0006
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$4,274,686,00011
Over three years$19,136,359,0004
Other debt securities
Three months or less$437,845,00043
Over three months through twelve months$157,763,00039
Over one year through three years$2,208,696,00017
Over three years through five years$216,314,00053
Over five years through fifteen years$1,547,069,00030
Over fifteen years$104,193,00089
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$232,504,00042
2016-06-30Rank
Total debt securities$47,602,418,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,777,939,0005
Over three months through twelve months$26,336,00077
Over one year through three years$49,076,00034
Over three years through five years$99,455,00026
Over five years through fifteen years$1,119,842,00042
Over fifteen years$17,222,906,0006
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$4,863,306,0009
Over three years$17,996,282,0004
Other debt securities
Three months or less$516,534,00036
Over three months through twelve months$5,314,000811
Over one year through three years$1,942,900,00017
Over three years through five years$583,311,00032
Over five years through fifteen years$1,294,712,00031
Over fifteen years$104,505,00089
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$112,131,00073
2016-03-31Rank
Total debt securities$47,793,178,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,850,460,0005
Over three months through twelve months$50,267,00046
Over one year through three years$53,549,00032
Over three years through five years$118,410,00027
Over five years through fifteen years$1,158,547,00044
Over fifteen years$16,714,842,0006
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$4,716,861,0009
Over three years$18,774,945,0005
Other debt securities
Three months or less$524,926,00036
Over three months through twelve months$116,472,00057
Over one year through three years$1,787,480,00019
Over three years through five years$712,384,00028
Over five years through fifteen years$1,109,409,00035
Over fifteen years$104,626,00081
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$163,655,00055
2015-12-31Rank
Total debt securities$46,036,034,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,974,000,0005
Over three months through twelve months$920,000852
Over one year through three years$35,961,00043
Over three years through five years$156,738,00018
Over five years through fifteen years$1,159,006,00043
Over fifteen years$15,597,670,0006
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,025,942,00012
Over three years$19,653,251,0005
Other debt securities
Three months or less$1,007,275,00026
Over three months through twelve months$556,833,00026
Over one year through three years$1,401,327,00019
Over three years through five years$846,543,00025
Over five years through fifteen years$581,634,00056
Over fifteen years$38,934,000195
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$764,198,00024
2015-09-30Rank
Total debt securities$45,974,659,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,952,207,0006
Over three months through twelve months$275,0001,362
Over one year through three years$35,010,00040
Over three years through five years$184,841,00021
Over five years through fifteen years$891,126,00050
Over fifteen years$15,614,398,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,683,936,00011
Over three years$18,907,253,0005
Other debt securities
Three months or less$985,339,00023
Over three months through twelve months$609,859,00019
Over one year through three years$1,501,908,00019
Over three years through five years$598,235,00031
Over five years through fifteen years$964,161,00037
Over fifteen years$46,111,000153
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$757,846,00019
2015-06-30Rank
Total debt securities$45,536,817,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,010,008,0005
Over three months through twelve months$94,0001,727
Over one year through three years$32,496,00039
Over three years through five years$216,987,00022
Over five years through fifteen years$586,153,00064
Over fifteen years$15,018,140,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,944,503,00013
Over three years$19,719,688,0003
Other debt securities
Three months or less$1,007,851,00023
Over three months through twelve months$259,639,00029
Over one year through three years$1,765,306,00020
Over three years through five years$721,320,00027
Over five years through fifteen years$1,208,728,00031
Over fifteen years$45,904,000157
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$393,553,00027
2015-03-31Rank
Total debt securities$45,412,405,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,093,256,0006
Over three months through twelve months$135,0001,639
Over one year through three years$7,518,000167
Over three years through five years$274,537,00015
Over five years through fifteen years$620,381,00061
Over fifteen years$14,770,517,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,950,858,00010
Over three years$18,110,729,0007
Other debt securities
Three months or less$1,224,281,00023
Over three months through twelve months$91,582,00058
Over one year through three years$1,679,613,00020
Over three years through five years$1,091,322,00023
Over five years through fifteen years$1,438,823,00023
Over fifteen years$58,853,000127
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$299,761,00034
2014-12-31Rank
Total debt securities$44,960,790,00012
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,172,297,0005
Over three months through twelve months$28,0001,932
Over one year through three years$7,664,000173
Over three years through five years$228,465,00018
Over five years through fifteen years$735,930,00055
Over fifteen years$14,342,120,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,359,302,00012
Over three years$17,959,558,0006
Other debt securities
Three months or less$1,632,073,00017
Over three months through twelve months$32,463,000135
Over one year through three years$1,456,850,00023
Over three years through five years$1,065,851,00023
Over five years through fifteen years$1,844,942,00021
Over fifteen years$123,247,00064
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$479,685,00020
2014-09-30Rank
Total debt securities$44,172,535,00012
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,263,547,0004
Over three months through twelve months$13,0002,133
Over one year through three years$5,778,000238
Over three years through five years$197,995,00019
Over five years through fifteen years$839,100,00053
Over fifteen years$13,239,575,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,003,595,00012
Over three years$17,814,116,0007
Other debt securities
Three months or less$2,388,060,00015
Over three months through twelve months$82,474,00058
Over one year through three years$1,139,418,00029
Over three years through five years$1,040,608,00021
Over five years through fifteen years$2,030,832,00018
Over fifteen years$127,424,00061
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,038,420,00011
2014-06-30Rank
Total debt securities$45,614,749,00012
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,369,710,0003
Over three months through twelve months$2,0002,440
Over one year through three years$5,868,000269
Over three years through five years$142,358,00022
Over five years through fifteen years$972,077,00044
Over fifteen years$13,375,232,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,008,001,00012
Over three years$17,364,138,0007
Other debt securities
Three months or less$3,296,880,00013
Over three months through twelve months$827,955,00011
Over one year through three years$563,773,00036
Over three years through five years$655,647,00024
Over five years through fifteen years$2,904,280,00015
Over fifteen years$128,828,00058
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,667,822,00011
2014-03-31Rank
Total debt securities$47,400,013,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,469,657,0004
Over three months through twelve months$81,0001,865
Over one year through three years$6,336,000276
Over three years through five years$147,369,00021
Over five years through fifteen years$1,039,255,00042
Over fifteen years$13,827,631,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,755,545,00013
Over three years$18,264,255,0006
Other debt securities
Three months or less$3,548,867,00013
Over three months through twelve months$698,657,00013
Over one year through three years$716,489,00031
Over three years through five years$868,210,00023
Over five years through fifteen years$2,928,615,00015
Over fifteen years$129,046,00060
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,419,301,00013
2013-12-31Rank
Total debt securities$47,985,032,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,863,454,0004
Over three months through twelve months$203,0001,589
Over one year through three years$6,039,000315
Over three years through five years$101,180,00030
Over five years through fifteen years$1,487,079,00029
Over fifteen years$13,651,973,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,748,130,00013
Over three years$17,760,718,0007
Other debt securities
Three months or less$3,814,544,00012
Over three months through twelve months$706,535,00016
Over one year through three years$676,885,00031
Over three years through five years$963,235,00022
Over five years through fifteen years$3,075,829,00014
Over fifteen years$129,228,00059
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,371,036,00017
2013-09-30Rank
Total debt securities$49,128,460,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$3,032,164,0003
Over three months through twelve months$1,021,000931
Over one year through three years$2,019,000698
Over three years through five years$97,342,00028
Over five years through fifteen years$1,600,660,00024
Over fifteen years$13,754,607,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,026,631,00013
Over three years$17,619,956,0007
Other debt securities
Three months or less$3,919,137,00012
Over three months through twelve months$237,143,00033
Over one year through three years$1,447,139,00020
Over three years through five years$1,018,790,00021
Over five years through fifteen years$3,240,103,00013
Over fifteen years$131,748,00060
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,447,214,00015
2013-06-30Rank
Total debt securities$49,754,264,00012
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$3,295,844,0003
Over three months through twelve months$1,467,000804
Over one year through three years$1,408,000879
Over three years through five years$88,773,00030
Over five years through fifteen years$1,399,022,00026
Over fifteen years$14,427,157,0005
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,249,283,00014
Over three years$17,895,716,0007
Other debt securities
Three months or less$3,705,821,00012
Over three months through twelve months$387,049,00022
Over one year through three years$1,415,980,00018
Over three years through five years$908,926,00023
Over five years through fifteen years$2,884,899,00014
Over fifteen years$92,919,00083
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,288,545,00016
2013-03-31Rank
Total debt securities$50,470,552,00012
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,571,239,0003
Over three months through twelve months$994,561,0002
Over one year through three years$1,705,000776
Over three years through five years$50,856,00049
Over five years through fifteen years$1,646,278,00024
Over fifteen years$13,981,579,0006
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$6,509,615,0008
Over three years$15,505,683,0009
Other debt securities
Three months or less$3,600,389,00012
Over three months through twelve months$734,172,00013
Over one year through three years$1,356,576,00020
Over three years through five years$770,060,00024
Over five years through fifteen years$2,633,501,00014
Over fifteen years$114,338,00061
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,203,552,00017
2012-12-31Rank
Total debt securities$54,077,447,00012
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$3,862,369,0003
Over three months through twelve months$14,034,000148
Over one year through three years$4,012,000419
Over three years through five years$23,560,00094
Over five years through fifteen years$1,820,231,00021
Over fifteen years$14,635,124,0006
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$9,431,947,0007
Over three years$14,338,108,0009
Other debt securities
Three months or less$4,628,553,00011
Over three months through twelve months$856,368,00011
Over one year through three years$1,469,106,00019
Over three years through five years$639,534,00027
Over five years through fifteen years$2,252,339,00014
Over fifteen years$102,162,00079
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$2,054,363,00012
2012-09-30Rank
Total debt securities$31,564,307,00014
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,681,770,0002
Over three months through twelve months$10,034,000211
Over one year through three years$1,595,000743
Over three years through five years$17,869,000122
Over five years through fifteen years$1,023,566,00043
Over fifteen years$7,440,084,0009
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$7,103,019,00010
Over three years$5,036,726,00015
Other debt securities
Three months or less$5,374,774,00010
Over three months through twelve months$431,231,00020
Over one year through three years$421,347,00038
Over three years through five years$404,308,00036
Over five years through fifteen years$1,527,508,00017
Over fifteen years$90,476,00081
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,990,673,00014
2012-06-30Rank
Total debt securities$29,182,891,00014
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,119,687,0004
Over three months through twelve months$720,487,0005
Over one year through three years$11,916,000156
Over three years through five years$17,151,000133
Over five years through fifteen years$1,094,169,00042
Over fifteen years$5,588,828,00010
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$5,145,058,00012
Over three years$7,072,786,00013
Other debt securities
Three months or less$5,717,539,00010
Over three months through twelve months$341,183,00028
Over one year through three years$581,700,00031
Over three years through five years$128,550,00075
Over five years through fifteen years$601,855,00037
Over fifteen years$41,982,000193
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$2,802,688,0008
2012-03-31Rank
Total debt securities$28,427,252,00015
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,193,525,0003
Over three months through twelve months$840,744,0005
Over one year through three years$20,102,000100
Over three years through five years$17,713,000131
Over five years through fifteen years$1,350,699,00033
Over fifteen years$5,697,119,00011
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$6,180,358,0009
Over three years$6,143,756,00016
Other debt securities
Three months or less$4,921,530,00010
Over three months through twelve months$93,010,00061
Over one year through three years$508,729,00035
Over three years through five years$67,051,000161
Over five years through fifteen years$350,616,00063
Over fifteen years$42,300,000188
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$2,505,712,00011
2011-12-31Rank
Total debt securities$29,333,472,00014
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,057,921,0004
Over three months through twelve months$999,813,0004
Over one year through three years$43,266,00045
Over three years through five years$15,989,000124
Over five years through fifteen years$1,310,367,00028
Over fifteen years$5,400,616,00012
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$8,094,825,0006
Over three years$4,823,051,00014
Other debt securities
Three months or less$5,679,744,0008
Over three months through twelve months$120,933,00046
Over one year through three years$442,096,00037
Over three years through five years$93,591,00098
Over five years through fifteen years$231,534,00075
Over fifteen years$19,726,000344
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$2,445,097,00011
2011-09-30Rank
Total debt securities$29,378,156,00014
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,336,316,0003
Over three months through twelve months$915,011,0004
Over one year through three years$52,884,00038
Over three years through five years$7,089,000228
Over five years through fifteen years$1,270,691,00027
Over fifteen years$5,399,329,00011
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$8,660,648,0006
Over three years$4,259,139,00013
Other debt securities
Three months or less$5,541,882,0007
Over three months through twelve months$59,120,00088
Over one year through three years$461,656,00037
Over three years through five years$137,373,00072
Over five years through fifteen years$241,353,00066
Over fifteen years$35,665,000184
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,652,596,00013
2011-06-30Rank
Total debt securities$28,954,688,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$3,040,551,0002
Over three months through twelve months$366,961,0007
Over one year through three years$56,431,00039
Over three years through five years$11,161,000149
Over five years through fifteen years$409,473,00068
Over fifteen years$8,616,903,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$1,707,070,00017
Over three years$8,652,618,00011
Other debt securities
Three months or less$5,263,967,0007
Over three months through twelve months$81,497,00070
Over one year through three years$447,708,00046
Over three years through five years$135,078,00069
Over five years through fifteen years$142,315,000118
Over fifteen years$22,955,000279
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,529,036,00014
2011-03-31Rank
Total debt securities$30,424,575,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$3,043,124,0002
Over three months through twelve months$554,487,0006
Over one year through three years$71,413,00029
Over three years through five years$11,734,000146
Over five years through fifteen years$620,378,00052
Over fifteen years$8,786,046,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$1,606,096,00019
Over three years$9,105,365,00010
Other debt securities
Three months or less$5,603,128,0007
Over three months through twelve months$283,964,00029
Over one year through three years$429,280,00045
Over three years through five years$136,755,00075
Over five years through fifteen years$148,367,000113
Over fifteen years$24,438,000258
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$1,821,561,00014
2010-12-31Rank
Total debt securities$29,640,348,00014
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$3,322,457,0002
Over three months through twelve months$555,171,0005
Over one year through three years$99,386,00021
Over three years through five years$11,158,000151
Over five years through fifteen years$462,795,00060
Over fifteen years$9,105,023,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$1,966,715,00016
Over three years$7,878,607,00011
Other debt securities
Three months or less$4,854,054,0007
Over three months through twelve months$664,410,00019
Over one year through three years$478,456,00042
Over three years through five years$90,279,000110
Over five years through fifteen years$126,634,000129
Over fifteen years$25,203,000248
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$2,343,220,00012
2010-09-30Rank
Total debt securities$28,405,674,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$3,820,367,0002
Over three months through twelve months$356,857,0005
Over one year through three years$94,674,00023
Over three years through five years$13,538,000138
Over five years through fifteen years$548,049,00046
Over fifteen years$7,940,457,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$4,999,252,0008
Over three years$4,255,572,00011
Other debt securities
Three months or less$4,822,755,0007
Over three months through twelve months$811,836,00016
Over one year through three years$412,012,00042
Over three years through five years$162,412,00055
Over five years through fifteen years$93,816,000184
Over fifteen years$74,077,00075
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$2,691,662,00010
2010-06-30Rank
Total debt securities$29,111,915,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$4,222,395,0001
Over three months through twelve months$399,439,0006
Over one year through three years$56,598,00031
Over three years through five years$64,914,00039
Over five years through fifteen years$519,137,00047
Over fifteen years$5,798,913,00010
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,513,958,00016
Over three years$8,163,731,0009
Other debt securities
Three months or less$5,539,814,0008
Over three months through twelve months$226,389,00034
Over one year through three years$762,550,00027
Over three years through five years$589,240,00020
Over five years through fifteen years$181,102,00087
Over fifteen years$73,735,00074
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$339,638,00034
2010-03-31Rank
Total debt securities$28,503,175,00014
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$4,466,398,0002
Over three months through twelve months$703,237,0004
Over one year through three years$53,142,00035
Over three years through five years$84,309,00031
Over five years through fifteen years$773,735,00037
Over fifteen years$5,556,807,00010
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$1,349,787,00018
Over three years$7,533,199,00010
Other debt securities
Three months or less$5,882,357,0006
Over three months through twelve months$179,963,00041
Over one year through three years$795,037,00028
Over three years through five years$872,980,00015
Over five years through fifteen years$179,333,00082
Over fifteen years$72,891,00075
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$343,242,00031
2009-12-31Rank
Total debt securities$29,810,593,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$4,895,405,0001
Over three months through twelve months$740,087,0003
Over one year through three years$13,227,000100
Over three years through five years$140,839,00024
Over five years through fifteen years$408,391,00051
Over fifteen years$7,753,732,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$1,903,345,00015
Over three years$5,916,012,00012
Other debt securities
Three months or less$5,556,863,0007
Over three months through twelve months$103,047,00056
Over one year through three years$1,012,624,00023
Over three years through five years$1,077,516,00012
Over five years through fifteen years$191,810,00072
Over fifteen years$97,695,00052
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$263,994,00041
2009-09-30Rank
Total debt securities$29,380,311,00012
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$5,493,282,0001
Over three months through twelve months$470,852,0004
Over one year through three years$9,616,000163
Over three years through five years$159,914,00018
Over five years through fifteen years$437,345,00045
Over fifteen years$8,723,629,0006
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,631,049,00013
Over three years$4,244,854,00013
Other debt securities
Three months or less$4,562,605,0007
Over three months through twelve months$216,756,00033
Over one year through three years$936,849,00023
Over three years through five years$1,074,107,00011
Over five years through fifteen years$314,702,00047
Over fifteen years$104,751,00048
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$240,185,00039
2009-06-30Rank
Total debt securities$32,200,793,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$5,713,354,0001
Over three months through twelve months$569,800,0004
Over one year through three years$60,327,00039
Over three years through five years$165,055,00018
Over five years through fifteen years$539,269,00039
Over fifteen years$8,320,993,0007
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$6,237,666,0004
Over three years$3,948,480,00013
Other debt securities
Three months or less$4,188,184,0007
Over three months through twelve months$153,421,00035
Over one year through three years$727,500,00020
Over three years through five years$1,130,437,0009
Over five years through fifteen years$372,415,00036
Over fifteen years$73,892,00072
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$160,950,00064
2009-03-31Rank
Total debt securities$30,359,402,00011
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$5,863,455,0001
Over three months through twelve months$909,763,0002
Over one year through three years$69,335,00044
Over three years through five years$184,956,00016
Over five years through fifteen years$580,837,00040
Over fifteen years$6,984,503,0008
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$7,063,011,0005
Over three years$2,333,893,00017
Other debt securities
Three months or less$2,875,731,0007
Over three months through twelve months$102,677,00057
Over one year through three years$828,446,00014
Over three years through five years$1,319,338,0008
Over five years through fifteen years$1,121,324,00014
Over fifteen years$122,133,00039
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$187,830,00059
2008-12-31Rank
Total debt securities$26,143,657,00013
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$6,109,019,0001
Over three months through twelve months$943,131,0002
Over one year through three years$75,141,00042
Over three years through five years$202,843,00017
Over five years through fifteen years$506,908,00043
Over fifteen years$4,310,995,00011
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$6,722,798,0005
Over three years$1,680,829,00023
Other debt securities
Three months or less$2,325,164,0009
Over three months through twelve months$110,646,00052
Over one year through three years$864,162,00010
Over three years through five years$738,170,00012
Over five years through fifteen years$1,425,373,00011
Over fifteen years$128,478,00038
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$176,781,00057
2008-09-30Rank
Total debt securities$21,156,925,00014
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$4,604,338,0001
Over three months through twelve months$552,148,0004
Over one year through three years$79,677,00036
Over three years through five years$213,294,00016
Over five years through fifteen years$393,974,00049
Over fifteen years$4,454,530,00010
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,946,027,0008
Over three years$3,874,736,00015
Other debt securities
Three months or less$1,386,694,00014
Over three months through twelve months$168,359,00034
Over one year through three years$400,720,00021
Over three years through five years$586,878,00013
Over five years through fifteen years$1,391,615,0009
Over fifteen years$103,935,00042
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$180,515,00055
2008-06-30Rank
Total debt securities$19,202,344,00019
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$3,831,422,0002
Over three months through twelve months$737,020,0004
Over one year through three years$84,517,00034
Over three years through five years$119,758,00025
Over five years through fifteen years$516,838,00039
Over fifteen years$3,760,239,00011
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,190,827,0008
Over three years$3,051,338,00022
Other debt securities
Three months or less$1,598,243,00012
Over three months through twelve months$205,114,00025
Over one year through three years$731,130,00011
Over three years through five years$714,675,00013
Over five years through fifteen years$552,340,00024
Over fifteen years$108,883,00045
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$235,105,00048
2008-03-31Rank
Total debt securities$15,819,576,00020
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,615,967,0003
Over three months through twelve months$1,111,543,0002
Over one year through three years$91,764,00032
Over three years through five years$107,736,00025
Over five years through fifteen years$582,699,00037
Over fifteen years$2,415,624,00014
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$4,958,267,0006
Over three years$1,667,189,00029
Other debt securities
Three months or less$623,020,00026
Over three months through twelve months$194,275,00028
Over one year through three years$381,890,00023
Over three years through five years$202,736,00032
Over five years through fifteen years$757,418,00017
Over fifteen years$109,448,00043
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$285,653,00050
2007-12-31Rank
Total debt securities$14,103,182,00022
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,029,359,0003
Over three months through twelve months$1,157,597,0002
Over one year through three years$96,250,00032
Over three years through five years$285,864,0009
Over five years through fifteen years$544,629,00034
Over fifteen years$1,586,721,00018
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$3,927,363,0004
Over three years$2,687,035,00022
Other debt securities
Three months or less$541,678,00029
Over three months through twelve months$218,502,00029
Over one year through three years$529,829,00022
Over three years through five years$300,608,00022
Over five years through fifteen years$108,207,000143
Over fifteen years$89,540,00049
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$445,702,00032
2007-09-30Rank
Total debt securities$14,656,453,00023
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$2,455,116,0003
Over three months through twelve months$723,492,0002
Over one year through three years$95,637,00032
Over three years through five years$11,543,000153
Over five years through fifteen years$814,236,00023
Over fifteen years$1,322,968,00022
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$2,832,944,0006
Over three years$3,979,840,00017
Other debt securities
Three months or less$225,673,00062
Over three months through twelve months$369,576,00018
Over one year through three years$826,569,00016
Over three years through five years$597,884,00012
Over five years through fifteen years$288,141,00054
Over fifteen years$112,834,00041
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$444,285,00034
2007-06-30Rank
Total debt securities$8,125,100,00033
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$1,243,617,0004
Over three months through twelve months$897,755,0001
Over one year through three years$7,638,000314
Over three years through five years$909,0001,469
Over five years through fifteen years$422,590,00043
Over fifteen years$799,540,00030
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$653,529,00028
Over three years$2,692,749,00023
Other debt securities
Three months or less$5,515,000977
Over three months through twelve months$199,812,00034
Over one year through three years$771,059,00016
Over three years through five years$414,686,00015
Over five years through fifteen years$12,835,0001,546
Over fifteen years$2,866,000903
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$224,511,00063
2007-03-31Rank
Total debt securities$5,657,253,00042
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$350,438,00012
Over three months through twelve months$1,367,421,0001
Over one year through three years$28,788,00096
Over three years through five years$1,164,0001,467
Over five years through fifteen years$374,883,00048
Over fifteen years$221,018,00061
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$616,362,00027
Over three years$1,362,027,00034
Other debt securities
Three months or less$1,059,0003,036
Over three months through twelve months$204,196,00033
Over one year through three years$686,506,00021
Over three years through five years$423,202,00017
Over five years through fifteen years$15,535,0001,242
Over fifteen years$4,654,000681
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$203,644,00068
2006-12-31Rank
Total debt securities$4,969,296,00050
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$97,930,00029
Over three months through twelve months$25,296,00066
Over one year through three years$153,968,00017
Over three years through five years$1,070,790,0006
Over five years through fifteen years$864,971,00023
Over fifteen years$58,311,000147
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$430,497,00039
Over three years$1,360,865,00035
Other debt securities
Three months or less$22,496,000335
Over three months through twelve months$5,906,0001,666
Over one year through three years$550,021,00020
Over three years through five years$300,905,00028
Over five years through fifteen years$22,578,000807
Over fifteen years$4,762,000656
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$25,638,000562
2006-09-30Rank
Total debt securities$4,939,395,00057
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$92,864,00028
Over three months through twelve months$39,968,00044
Over one year through three years$83,485,00031
Over three years through five years$800,998,0006
Over five years through fifteen years$1,302,137,00015
Over fifteen years$60,951,000137
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$329,444,00050
Over three years$1,184,408,00042
Other debt securities
Three months or less$4,330,0001,336
Over three months through twelve months$27,943,000319
Over one year through three years$673,743,00021
Over three years through five years$305,507,00029
Over five years through fifteen years$28,837,000591
Over fifteen years$4,780,000646
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$29,606,000464
2006-06-30Rank
Total debt securities$5,046,889,00053
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$108,894,00022
Over three months through twelve months$32,527,00050
Over one year through three years$61,866,00048
Over three years through five years$783,704,0006
Over five years through fifteen years$1,426,437,00015
Over fifteen years$61,983,000130
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$346,750,00045
Over three years$1,068,110,00049
Other debt securities
Three months or less$104,249,00097
Over three months through twelve months$33,074,000291
Over one year through three years$670,674,00021
Over three years through five years$303,558,00027
Over five years through fifteen years$32,830,000491
Over fifteen years$12,233,000305
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$134,417,00093
2006-03-31Rank
Total debt securities$5,141,780,00052
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$107,591,00025
Over three months through twelve months$51,092,00031
Over one year through three years$40,705,00073
Over three years through five years$819,006,0007
Over five years through fifteen years$1,631,888,00013
Over fifteen years$64,488,000123
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$340,106,00047
Over three years$889,880,00052
Other debt securities
Three months or less$4,604,0001,167
Over three months through twelve months$143,897,00058
Over one year through three years$634,663,00021
Over three years through five years$351,375,00029
Over five years through fifteen years$41,083,000381
Over fifteen years$21,402,000193
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$144,895,00096
2005-12-31Rank
Total debt securities$4,622,738,00056
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$153,577,00025
Over three months through twelve months$58,324,00033
Over one year through three years$60,409,00048
Over three years through five years$830,676,0006
Over five years through fifteen years$1,936,474,00010
Over fifteen years$67,917,000119
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$202,467,00076
Over three years$713,545,00057
Other debt securities
Three months or less$93,144,000115
Over three months through twelve months$132,787,00068
Over one year through three years$258,146,00060
Over three years through five years$45,829,000205
Over five years through fifteen years$43,992,000351
Over fifteen years$25,451,000161
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$222,276,00068
2005-09-30Rank
Total debt securities$4,094,336,00061
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$161,347,00019
Over three months through twelve months$69,053,00031
Over one year through three years$66,168,00037
Over three years through five years$681,863,0008
Over five years through fifteen years$1,982,457,00010
Over fifteen years$73,625,000112
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$278,771,00076
Over three years$109,428,000140
Other debt securities
Three months or less$305,427,00048
Over three months through twelve months$140,463,00052
Over one year through three years$75,287,000233
Over three years through five years$80,171,000136
Over five years through fifteen years$44,680,000349
Over fifteen years$25,596,000160
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$441,225,00032
2005-06-30Rank
Total debt securities$3,901,810,00063
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$177,249,00020
Over three months through twelve months$54,596,00037
Over one year through three years$94,050,00025
Over three years through five years$511,710,00010
Over five years through fifteen years$2,284,478,0008
Over fifteen years$75,068,000104
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$306,294,00074
Over three years$117,956,000133
Other debt securities
Three months or less$15,568,000331
Over three months through twelve months$34,706,000222
Over one year through three years$77,132,000232
Over three years through five years$81,008,000130
Over five years through fifteen years$45,663,000347
Over fifteen years$26,332,000156
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$45,124,000225
2005-03-31Rank
Total debt securities$4,289,992,00060
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$187,887,00021
Over three months through twelve months$78,683,00025
Over one year through three years$92,456,00024
Over three years through five years$467,965,00012
Over five years through fifteen years$2,648,851,0008
Over fifteen years$79,026,000108
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$240,905,00070
Over three years$212,948,000102
Other debt securities
Three months or less$6,664,000685
Over three months through twelve months$44,179,000155
Over one year through three years$78,140,000227
Over three years through five years$78,494,000149
Over five years through fifteen years$43,769,000378
Over fifteen years$30,025,000145
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$45,329,000220
2004-12-31Rank
Total debt securities$4,345,321,00061
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$210,112,00018
Over three months through twelve months$62,012,00029
Over one year through three years$114,569,00017
Over three years through five years$293,680,00013
Over five years through fifteen years$2,766,885,0009
Over fifteen years$83,043,000111
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$344,523,00060
Over three years$149,836,000109
Other debt securities
Three months or less$32,867,000189
Over three months through twelve months$31,567,000201
Over one year through three years$43,263,000411
Over three years through five years$128,360,00088
Over five years through fifteen years$53,781,000306
Over fifteen years$30,823,000143
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$58,881,000163
2004-09-30Rank
Total debt securities$3,812,434,00067
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$218,570,00020
Over three months through twelve months$69,491,00029
Over one year through three years$135,551,00014
Over three years through five years$171,086,00026
Over five years through fifteen years$2,254,428,00015
Over fifteen years$91,061,000106
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$310,738,00060
Over three years$234,382,00081
Other debt securities
Three months or less$37,107,000168
Over three months through twelve months$38,705,000153
Over one year through three years$64,881,000268
Over three years through five years$98,215,000125
Over five years through fifteen years$57,013,000296
Over fifteen years$31,206,000155
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$70,116,000133
2004-06-30Rank
Total debt securities$3,949,970,00068
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$249,914,00018
Over three months through twelve months$73,241,00028
Over one year through three years$146,939,00014
Over three years through five years$124,832,00034
Over five years through fifteen years$2,334,249,00015
Over fifteen years$92,422,000113
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$237,728,00064
Over three years$344,148,00071
Other debt securities
Three months or less$22,313,000243
Over three months through twelve months$60,944,00099
Over one year through three years$73,500,000228
Over three years through five years$101,337,000112
Over five years through fifteen years$57,346,000303
Over fifteen years$31,057,000150
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$77,689,000123
2004-03-31Rank
Total debt securities$3,747,847,00072
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$23,484,00098
Over three months through twelve months$53,446,00038
Over one year through three years$29,966,00046
Over three years through five years$86,821,00044
Over five years through fifteen years$2,465,259,00014
Over fifteen years$84,648,000123
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$388,404,00061
Over three years$115,703,000121
Other debt securities
Three months or less$98,407,00090
Over three months through twelve months$77,406,00074
Over one year through three years$77,230,000200
Over three years through five years$26,498,000462
Over five years through fifteen years$180,672,00093
Over fifteen years$39,903,000113
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$174,663,00057
2003-12-31Rank
Total debt securities$3,754,378,00071
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$25,817,00095
Over three months through twelve months$36,106,00054
Over one year through three years$52,549,00033
Over three years through five years$81,043,00045
Over five years through fifteen years$2,533,256,00012
Over fifteen years$93,344,000122
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$396,445,00053
Over three years$143,939,000119
Other debt securities
Three months or less$5,786,000838
Over three months through twelve months$50,298,000132
Over one year through three years$87,508,000161
Over three years through five years$26,977,000485
Over five years through fifteen years$179,596,00095
Over fifteen years$41,714,000115
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$55,006,000191
2003-09-30Rank
Total debt securities$3,507,390,00072
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$30,844,00085
Over three months through twelve months$40,278,00051
Over one year through three years$66,205,00021
Over three years through five years$70,906,00043
Over five years through fifteen years$2,192,248,00013
Over fifteen years$103,228,000122
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$397,623,00059
Over three years$201,934,00093
Other debt securities
Three months or less$4,345,0001,041
Over three months through twelve months$22,616,000291
Over one year through three years$122,720,000111
Over three years through five years$30,123,000411
Over five years through fifteen years$179,751,00096
Over fifteen years$44,569,000111
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$25,543,000397
2003-06-30Rank
Total debt securities$3,660,093,00069
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$37,168,00079
Over three months through twelve months$47,495,00048
Over one year through three years$68,494,00017
Over three years through five years$117,952,00026
Over five years through fifteen years$2,044,678,00013
Over fifteen years$117,287,000117
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$717,921,00045
Over three years$89,145,000138
Other debt securities
Three months or less$3,859,0001,159
Over three months through twelve months$8,614,000802
Over one year through three years$139,410,00086
Over three years through five years$33,624,000332
Over five years through fifteen years$188,694,00089
Over fifteen years$45,752,000113
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$10,985,000943
2003-03-31Rank
Total debt securities$3,927,368,00064
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$42,263,00077
Over three months through twelve months$24,170,00091
Over one year through three years$157,711,0009
Over three years through five years$134,504,00016
Over five years through fifteen years$2,075,463,00012
Over fifteen years$153,531,000116
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$962,034,00039
Over three years$77,287,000151
Other debt securities
Three months or less$2,735,0001,462
Over three months through twelve months$10,662,000627
Over one year through three years$140,123,00096
Over three years through five years$35,454,000298
Over five years through fifteen years$63,399,000218
Over fifteen years$48,032,000107
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$12,482,000800
2002-12-31Rank
Total debt securities$3,460,394,00069
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$42,892,00065
Over three months through twelve months$28,961,00080
Over one year through three years$187,886,0008
Over three years through five years$199,529,00010
Over five years through fifteen years$1,507,907,00013
Over fifteen years$168,590,000108
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$592,989,00051
Over three years$272,903,00064
Other debt securities
Three months or less$5,971,000843
Over three months through twelve months$6,694,000961
Over one year through three years$130,781,000110
Over three years through five years$31,160,000337
Over five years through fifteen years$232,588,00061
Over fifteen years$51,543,000106
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$13,510,000746
2001-12-31Rank
Total debt securities$3,285,904,00064
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$57,445,00042
Over three months through twelve months$45,242,00053
Over one year through three years$119,289,0008
Over three years through five years$168,967,00012
Over five years through fifteen years$628,279,00027
Over fifteen years$296,988,00079
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$323,949,00048
Over three years$422,937,00058
Other debt securities
Three months or less$485,625,00031
Over three months through twelve months$15,233,000351
Over one year through three years$137,674,00095
Over three years through five years$98,040,00085
Over five years through fifteen years$429,836,00036
Over fifteen years$56,400,000101
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$500,799,00026
2000-12-31Rank
Total debt securities$2,837,551,00070
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$501,554,0009
Over three months through twelve months$21,963,000117
Over one year through three years$18,342,00042
Over three years through five years$14,715,00062
Over five years through fifteen years$453,555,00029
Over fifteen years$172,089,000104
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$17,335,000281
Over three years$138,717,000121
Other debt securities
Three months or less$59,626,000135
Over three months through twelve months$262,012,00022
Over one year through three years$99,808,000128
Over three years through five years$126,499,00069
Over five years through fifteen years$884,751,00018
Over fifteen years$66,585,00080
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$322,151,00042
1999-12-31Rank
Total debt securities$2,870,140,00071
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$544,613,0007
Over three months through twelve months$35,837,00081
Over one year through three years$13,067,00061
Over three years through five years$22,333,00055
Over five years through fifteen years$541,393,00026
Over fifteen years$141,040,000114
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$20,701,000268
Over three years$24,595,000378
Other debt securities
Three months or less$88,037,00087
Over three months through twelve months$79,450,00073
Over one year through three years$303,369,00040
Over three years through five years$106,887,000113
Over five years through fifteen years$875,562,00022
Over fifteen years$73,256,00068
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$177,904,00067
1998-12-31Rank
Total debt securities$2,379,072,00072
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$114,962,00029
Over three months through twelve months$21,946,000148
Over one year through three years$25,602,00049
Over three years through five years$28,693,00047
Over five years through fifteen years$534,753,00034
Over fifteen years$148,959,000106
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$12,245,000498
Over three years$26,888,000310
Other debt securities
Three months or less$31,314,000235
Over three months through twelve months$43,970,000161
Over one year through three years$293,780,00035
Over three years through five years$81,707,000110
Over five years through fifteen years$923,806,00015
Over fifteen years$90,447,00049
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$71,510,000183
1997-12-31Rank
Total debt securities$1,899,437,00089
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less$337,992,00010
Over three months through twelve months$45,980,00094
Over one year through three years$29,622,00060
Over three years through five years$20,843,00071
Over five years through fifteen years$504,680,00031
Over fifteen years$69,729,000137
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less$32,423,000209
Over three years$22,831,000320
Other debt securities
Three months or less$225,932,00042
Over three months through twelve months$207,801,00038
Over one year through three years$70,114,000234
Over three years through five years$42,521,000252
Over five years through fifteen years$187,768,00066
Over fifteen years$101,201,00022
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$445,848,00037
1996-12-31Rank
Total debt securities$2,002,047,00089
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or lessNANA
Over three months through twelve monthsNANA
Over one year through three yearsNANA
Over three years through five yearsNANA
Over five years through fifteen yearsNANA
Over fifteen yearsNANA
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or lessNANA
Over three yearsNANA
Other debt securities
Three months or lessNANA
Over three months through twelve monthsNANA
Over one year through three yearsNANA
Over three years through five yearsNANA
Over five years through fifteen yearsNANA
Over fifteen yearsNANA
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$160,334,00092
1995-12-31Rank
Total debt securities$2,062,388,00085
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or lessNANA
Over three months through twelve monthsNANA
Over one year through three yearsNANA
Over three years through five yearsNANA
Over five years through fifteen yearsNANA
Over fifteen yearsNANA
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or lessNANA
Over three yearsNANA
Other debt securities
Three months or lessNANA
Over three months through twelve monthsNANA
Over one year through three yearsNANA
Over three years through five yearsNANA
Over five years through fifteen yearsNANA
Over fifteen yearsNANA
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$164,927,000155
1994-12-31Rank
Total debt securities$2,234,113,00074
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or lessNANA
Over three months through twelve monthsNANA
Over one year through three yearsNANA
Over three years through five yearsNANA
Over five years through fifteen yearsNANA
Over fifteen yearsNANA
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or lessNANA
Over three yearsNANA
Other debt securities
Three months or lessNANA
Over three months through twelve monthsNANA
Over one year through three yearsNANA
Over three years through five yearsNANA
Over five years through fifteen yearsNANA
Over fifteen yearsNANA
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$246,477,00096
1993-12-31Rank
Total debt securities$1,912,932,00089
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or lessNANA
Over three months through twelve monthsNANA
Over one year through three yearsNANA
Over three years through five yearsNANA
Over five years through fifteen yearsNANA
Over fifteen yearsNANA
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or lessNANA
Over three yearsNANA
Other debt securities
Three months or lessNANA
Over three months through twelve monthsNANA
Over one year through three yearsNANA
Over three years through five yearsNANA
Over five years through fifteen yearsNANA
Over fifteen yearsNANA
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$101,431,000222
1992-12-31Rank
Total debt securities$1,443,950,000114
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or lessNANA
Over three months through twelve monthsNANA
Over one year through three yearsNANA
Over three years through five yearsNANA
Over five years through fifteen yearsNANA
Over fifteen yearsNANA
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or lessNANA
Over three yearsNANA
Other debt securities
Three months or lessNANA
Over three months through twelve monthsNANA
Over one year through three yearsNANA
Over three years through five yearsNANA
Over five years through fifteen yearsNANA
Over fifteen yearsNANA
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less$139,904,000165