Home > Merrill Lynch Bank USA > Total Debt Securities
Merrill Lynch Bank USA, Total Debt Securities
| 2009-06-30 | Rank | |
| Total debt securities | $1,983,485,000 | 104 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $543,000 | 1,014 |
| Over three months through twelve months | $0 | 3,216 |
| Over one year through three years | $0 | 2,895 |
| Over three years through five years | $0 | 2,925 |
| Over five years through fifteen years | $0 | 4,544 |
| Over fifteen years | $101,680,000 | 153 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $337,187,000 | 53 |
| Over three years | $1,178,269,000 | 31 |
| Other debt securities | ||
| Three months or less | $353,693,000 | 40 |
| Over three months through twelve months | $0 | 5,078 |
| Over one year through three years | $12,113,000 | 902 |
| Over three years through five years | $0 | 5,638 |
| 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 | $0 | 5,674 |
| 2009-03-31 | Rank | |
| Total debt securities | $2,245,182,000 | 91 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $607,000 | 1,036 |
| Over three months through twelve months | $1,053,000 | 1,013 |
| Over one year through three years | $0 | 3,054 |
| Over three years through five years | $0 | 2,918 |
| Over five years through fifteen years | $0 | 4,599 |
| Over fifteen years | $99,351,000 | 164 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $329,871,000 | 58 |
| Over three years | $967,299,000 | 31 |
| Other debt securities | ||
| Three months or less | $789,291,000 | 20 |
| Over three months through twelve months | $0 | 5,122 |
| Over one year through three years | $26,901,000 | 360 |
| Over three years through five years | $271,000 | 5,264 |
| Over five years through fifteen years | $30,538,000 | 646 |
| Over fifteen years | $0 | 3,108 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $191,063,000 | 56 |
| 2008-12-31 | Rank | |
| Total debt securities | $3,901,142,000 | 54 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $637,000 | 901 |
| 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 | $0 | 4,593 |
| Over fifteen years | $0 | 3,698 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $383,204,000 | 47 |
| Over three years | $2,614,275,000 | 18 |
| Other debt securities | ||
| Three months or less | $829,508,000 | 17 |
| Over three months through twelve months | $14,997,000 | 331 |
| Over one year through three years | $27,122,000 | 344 |
| Over three years through five years | $277,000 | 5,350 |
| Over five years through fifteen years | $31,122,000 | 626 |
| Over fifteen years | $0 | 3,006 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $235,388,000 | 47 |
| 2008-09-30 | Rank | |
| Total debt securities | $14,503,314,000 | 19 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $647,000 | 850 |
| 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 | $0 | 4,609 |
| Over fifteen years | $0 | 3,715 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,001,698,000 | 4 |
| Over three years | $8,943,651,000 | 12 |
| Other debt securities | ||
| Three months or less | $1,481,605,000 | 13 |
| Over three months through twelve months | $5,953,000 | 812 |
| Over one year through three years | $24,358,000 | 338 |
| Over three years through five years | $1,031,000 | 4,302 |
| Over five years through fifteen years | $34,373,000 | 544 |
| Over fifteen years | $9,998,000 | 433 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $226,407,000 | 46 |
| 2008-06-30 | Rank | |
| Total debt securities | $16,725,980,000 | 20 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $659,000 | 927 |
| 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 | $0 | 4,639 |
| Over fifteen years | $0 | 3,747 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,676,113,000 | 4 |
| Over three years | $9,722,588,000 | 11 |
| Other debt securities | ||
| Three months or less | $2,230,799,000 | 9 |
| Over three months through twelve months | $13,208,000 | 365 |
| Over one year through three years | $11,394,000 | 870 |
| Over three years through five years | $18,115,000 | 438 |
| Over five years through fifteen years | $37,762,000 | 503 |
| Over fifteen years | $15,342,000 | 321 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $538,960,000 | 24 |
| 2008-03-31 | Rank | |
| Total debt securities | $19,137,377,000 | 17 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $707,000 | 964 |
| 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 | $0 | 4,593 |
| Over fifteen years | $0 | 3,717 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,317,347,000 | 5 |
| Over three years | $10,713,581,000 | 7 |
| Other debt securities | ||
| Three months or less | $3,020,313,000 | 7 |
| Over three months through twelve months | $2,300,000 | 2,257 |
| Over one year through three years | $0 | 6,185 |
| Over three years through five years | $30,272,000 | 235 |
| Over five years through fifteen years | $39,947,000 | 497 |
| Over fifteen years | $12,910,000 | 378 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,699,220,000 | 11 |
| 2007-12-31 | Rank | |
| Total debt securities | $22,562,995,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $714,000 | 803 |
| 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 | $0 | 4,435 |
| Over fifteen years | $0 | 3,557 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,635,368,000 | 2 |
| Over three years | $12,586,071,000 | 7 |
| Other debt securities | ||
| Three months or less | $3,087,571,000 | 9 |
| Over three months through twelve months | $16,678,000 | 462 |
| Over one year through three years | $18,750,000 | 646 |
| Over three years through five years | $30,222,000 | 238 |
| Over five years through fifteen years | $43,191,000 | 429 |
| Over fifteen years | $144,430,000 | 35 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $386,356,000 | 33 |
| 2007-09-30 | Rank | |
| Total debt securities | $23,063,425,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $737,000 | 775 |
| 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 | $0 | 4,355 |
| Over fifteen years | $0 | 3,405 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,828,582,000 | 3 |
| Over three years | $13,099,876,000 | 6 |
| Other debt securities | ||
| Three months or less | $4,045,496,000 | 7 |
| Over three months through twelve months | $10,716,000 | 835 |
| Over one year through three years | $0 | 6,677 |
| Over three years through five years | $31,571,000 | 272 |
| Over five years through fifteen years | $44,407,000 | 419 |
| Over fifteen years | $2,040,000 | 1,104 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,340,874,000 | 15 |
| 2007-06-30 | Rank | |
| Total debt securities | $19,070,570,000 | 17 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $751,000 | 772 |
| 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 | $0 | 4,339 |
| Over fifteen years | $0 | 3,348 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,564,265,000 | 2 |
| Over three years | $11,211,335,000 | 6 |
| Other debt securities | ||
| Three months or less | $2,194,625,000 | 10 |
| Over three months through twelve months | $19,060,000 | 463 |
| Over one year through three years | $0 | 6,777 |
| Over three years through five years | $31,973,000 | 270 |
| Over five years through fifteen years | $45,045,000 | 385 |
| Over fifteen years | $3,516,000 | 809 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $125,994,000 | 110 |
| 2007-03-31 | Rank | |
| Total debt securities | $20,427,211,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $775,000 | 765 |
| 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 | $0 | 4,308 |
| Over fifteen years | $0 | 3,252 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,868,464,000 | 2 |
| Over three years | $11,261,199,000 | 5 |
| Other debt securities | ||
| Three months or less | $2,198,725,000 | 9 |
| Over three months through twelve months | $13,885,000 | 666 |
| Over one year through three years | $0 | 6,840 |
| Over three years through five years | $33,421,000 | 259 |
| Over five years through fifteen years | $46,639,000 | 366 |
| Over fifteen years | $4,103,000 | 742 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $16,926,000 | 845 |
| 2006-12-31 | Rank | |
| Total debt securities | $20,979,942,000 | 15 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $894,000 | 666 |
| 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 | $0 | 4,337 |
| Over fifteen years | $0 | 3,173 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,488,090,000 | 2 |
| Over three years | $11,687,781,000 | 4 |
| Other debt securities | ||
| Three months or less | $2,280,855,000 | 9 |
| Over three months through twelve months | $28,056,000 | 319 |
| Over one year through three years | $0 | 6,920 |
| Over three years through five years | $288,339,000 | 31 |
| Over five years through fifteen years | $201,570,000 | 75 |
| Over fifteen years | $4,357,000 | 708 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,407,000 | 1,898 |
| 2006-09-30 | Rank | |
| Total debt securities | $18,725,603,000 | 17 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,049,000 | 623 |
| 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 | $0 | 4,376 |
| Over fifteen years | $0 | 3,052 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,467,841,000 | 2 |
| Over three years | $9,626,493,000 | 4 |
| Other debt securities | ||
| Three months or less | $2,124,585,000 | 7 |
| Over three months through twelve months | $27,464,000 | 328 |
| Over one year through three years | $3,169,000 | 4,286 |
| Over three years through five years | $35,579,000 | 263 |
| Over five years through fifteen years | $434,926,000 | 35 |
| Over fifteen years | $4,497,000 | 676 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $0 | 6,648 |
| 2006-06-30 | Rank | |
| Total debt securities | $11,901,985,000 | 22 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,140,000 | 621 |
| 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 | $0 | 4,430 |
| Over fifteen years | $0 | 3,011 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,328,884,000 | 5 |
| Over three years | $6,839,443,000 | 8 |
| Other debt securities | ||
| Three months or less | $1,194,491,000 | 12 |
| Over three months through twelve months | $6,782,000 | 1,562 |
| Over one year through three years | $9,953,000 | 2,020 |
| Over three years through five years | $86,670,000 | 98 |
| Over five years through fifteen years | $429,655,000 | 40 |
| Over fifteen years | $4,967,000 | 612 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $0 | 6,662 |
| 2006-03-31 | Rank | |
| Total debt securities | $10,839,357,000 | 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 | $1,409,000 | 550 |
| 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 | $0 | 4,491 |
| Over fifteen years | $0 | 2,972 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,847,693,000 | 8 |
| Over three years | $6,432,411,000 | 7 |
| Other debt securities | ||
| Three months or less | $954,353,000 | 18 |
| Over three months through twelve months | $27,323,000 | 374 |
| Over one year through three years | $44,604,000 | 397 |
| Over three years through five years | $101,469,000 | 88 |
| Over five years through fifteen years | $424,812,000 | 36 |
| Over fifteen years | $5,283,000 | 582 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $0 | 6,654 |
| 2005-12-31 | Rank | |
| Total debt securities | $10,692,048,000 | 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 | $1,562,000 | 511 |
| 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 | $0 | 4,518 |
| Over fifteen years | $27,598,000 | 224 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,651,725,000 | 9 |
| Over three years | $5,458,082,000 | 9 |
| Other debt securities | ||
| Three months or less | $982,355,000 | 18 |
| Over three months through twelve months | $1,941,289,000 | 5 |
| Over one year through three years | $36,941,000 | 519 |
| Over three years through five years | $138,419,000 | 69 |
| Over five years through fifteen years | $427,787,000 | 38 |
| Over fifteen years | $26,290,000 | 157 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $13,005,000 | 1,013 |
| 2005-09-30 | Rank | |
| Total debt securities | $14,764,197,000 | 17 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,689,000 | 521 |
| 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 | $0 | 4,581 |
| Over fifteen years | $30,128,000 | 211 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,205,462,000 | 19 |
| Over three years | $4,038,749,000 | 14 |
| Other debt securities | ||
| Three months or less | $6,001,111,000 | 3 |
| Over three months through twelve months | $2,239,565,000 | 5 |
| Over one year through three years | $343,008,000 | 50 |
| Over three years through five years | $162,707,000 | 66 |
| Over five years through fifteen years | $681,975,000 | 28 |
| Over fifteen years | $59,803,000 | 71 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $0 | 6,532 |
| 2005-06-30 | Rank | |
| Total debt securities | $21,010,327,000 | 14 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $52,814,000 | 46 |
| 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 | $0 | 4,680 |
| Over fifteen years | $34,165,000 | 191 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,554,055,000 | 12 |
| Over three years | $4,723,197,000 | 10 |
| Other debt securities | ||
| Three months or less | $8,722,254,000 | 2 |
| Over three months through twelve months | $3,352,115,000 | 5 |
| Over one year through three years | $452,155,000 | 35 |
| Over three years through five years | $280,181,000 | 43 |
| Over five years through fifteen years | $760,081,000 | 26 |
| Over fifteen years | $79,310,000 | 53 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $25,551,000 | 403 |
| 2005-03-31 | Rank | |
| Total debt securities | $22,972,937,000 | 11 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,868,000 | 544 |
| 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 | $0 | 4,790 |
| Over fifteen years | $40,327,000 | 181 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,486,873,000 | 12 |
| Over three years | $4,714,963,000 | 11 |
| Other debt securities | ||
| Three months or less | $10,339,522,000 | 2 |
| Over three months through twelve months | $3,834,653,000 | 4 |
| Over one year through three years | $652,480,000 | 25 |
| Over three years through five years | $481,339,000 | 22 |
| Over five years through fifteen years | $1,262,883,000 | 16 |
| Over fifteen years | $158,029,000 | 32 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,683,063,000 | 13 |
| 2004-12-31 | Rank | |
| Total debt securities | $25,368,590,000 | 8 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,957,000 | 514 |
| 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 | $0 | 4,825 |
| Over fifteen years | $48,060,000 | 168 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,272,638,000 | 10 |
| Over three years | $5,342,977,000 | 5 |
| Other debt securities | ||
| Three months or less | $8,824,796,000 | 3 |
| Over three months through twelve months | $5,707,905,000 | 3 |
| Over one year through three years | $395,625,000 | 43 |
| Over three years through five years | $963,343,000 | 15 |
| Over five years through fifteen years | $1,602,632,000 | 13 |
| Over fifteen years | $208,657,000 | 27 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,630,358,000 | 14 |
| 2004-09-30 | Rank | |
| Total debt securities | $24,612,285,000 | 8 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,130,000 | 488 |
| 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 | $0 | 4,892 |
| Over fifteen years | $56,515,000 | 146 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,206,131,000 | 20 |
| Over three years | $5,093,594,000 | 7 |
| Other debt securities | ||
| Three months or less | $8,391,248,000 | 2 |
| Over three months through twelve months | $6,596,422,000 | 3 |
| Over one year through three years | $256,769,000 | 61 |
| Over three years through five years | $1,152,262,000 | 15 |
| Over five years through fifteen years | $1,589,410,000 | 12 |
| Over fifteen years | $267,804,000 | 22 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $1,659,696,000 | 14 |
| 2004-06-30 | Rank | |
| Total debt securities | $27,831,813,000 | 9 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $2,305,000 | 486 |
| 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 | $0 | 4,982 |
| Over fifteen years | $71,183,000 | 133 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,154,552,000 | 6 |
| Over three years | $4,159,535,000 | 11 |
| Other debt securities | ||
| Three months or less | $8,685,700,000 | 3 |
| Over three months through twelve months | $5,371,293,000 | 3 |
| Over one year through three years | $3,386,168,000 | 6 |
| Over three years through five years | $2,118,102,000 | 10 |
| Over five years through fifteen years | $1,578,519,000 | 16 |
| Over fifteen years | $304,456,000 | 23 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $197,998,000 | 53 |
| 2004-03-31 | Rank | |
| Total debt securities | $28,834,518,000 | 8 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $5,692,000 | 282 |
| Over three months through twelve months | $0 | 3,069 |
| Over one year through three years | $23,715,000 | 58 |
| Over three years through five years | $0 | 4,136 |
| Over five years through fifteen years | $0 | 4,988 |
| Over fifteen years | $65,265,000 | 145 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,789,754,000 | 18 |
| Over three years | $3,314,407,000 | 13 |
| Other debt securities | ||
| Three months or less | $9,686,880,000 | 2 |
| Over three months through twelve months | $4,250,195,000 | 3 |
| Over one year through three years | $5,564,553,000 | 5 |
| Over three years through five years | $2,186,043,000 | 9 |
| Over five years through fifteen years | $1,726,660,000 | 13 |
| Over fifteen years | $221,354,000 | 29 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $217,924,000 | 46 |
| 2003-12-31 | Rank | |
| Total debt securities | $27,979,491,000 | 10 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $6,216,000 | 247 |
| Over three months through twelve months | $0 | 3,137 |
| Over one year through three years | $30,402,000 | 52 |
| Over three years through five years | $0 | 4,124 |
| Over five years through fifteen years | $0 | 5,038 |
| Over fifteen years | $49,503,000 | 184 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,160,116,000 | 17 |
| Over three years | $4,163,564,000 | 9 |
| Other debt securities | ||
| Three months or less | $9,698,961,000 | 1 |
| Over three months through twelve months | $3,677,866,000 | 3 |
| Over one year through three years | $5,834,661,000 | 5 |
| Over three years through five years | $1,605,128,000 | 12 |
| Over five years through fifteen years | $1,731,800,000 | 13 |
| Over fifteen years | $21,274,000 | 224 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,636,208,000 | 8 |
| 2003-09-30 | Rank | |
| Total debt securities | $29,011,901,000 | 9 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $7,111,000 | 253 |
| 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 | $0 | 5,096 |
| Over fifteen years | $78,595,000 | 152 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,148,045,000 | 19 |
| Over three years | $4,255,549,000 | 7 |
| Other debt securities | ||
| Three months or less | $10,219,795,000 | 1 |
| Over three months through twelve months | $3,451,431,000 | 4 |
| Over one year through three years | $6,966,059,000 | 4 |
| Over three years through five years | $1,116,422,000 | 14 |
| Over five years through fifteen years | $1,726,568,000 | 13 |
| Over fifteen years | $42,326,000 | 118 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $371,386,000 | 31 |
| 2003-06-30 | Rank | |
| Total debt securities | $30,115,894,000 | 9 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $7,594,000 | 250 |
| 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 | $28,121,000 | 451 |
| Over fifteen years | $69,901,000 | 177 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,378,760,000 | 26 |
| Over three years | $4,814,428,000 | 6 |
| Other debt securities | ||
| Three months or less | $12,514,939,000 | 1 |
| Over three months through twelve months | $4,741,533,000 | 3 |
| Over one year through three years | $1,925,668,000 | 11 |
| Over three years through five years | $3,156,197,000 | 5 |
| Over five years through fifteen years | $1,444,264,000 | 13 |
| Over fifteen years | $34,489,000 | 147 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $980,475,000 | 17 |
| 2003-03-31 | Rank | |
| Total debt securities | $34,185,329,000 | 7 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $8,480,000 | 216 |
| 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 | $0 | 5,014 |
| Over fifteen years | $40,076,000 | 279 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,369,842,000 | 22 |
| Over three years | $5,477,526,000 | 5 |
| Other debt securities | ||
| Three months or less | $14,398,099,000 | 1 |
| Over three months through twelve months | $5,208,962,000 | 2 |
| Over one year through three years | $3,168,225,000 | 7 |
| Over three years through five years | $3,493,028,000 | 4 |
| Over five years through fifteen years | $1,021,091,000 | 15 |
| Over fifteen years | $0 | 2,861 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $760,151,000 | 22 |
| 2002-12-31 | Rank | |
| Total debt securities | $40,595,954,000 | 6 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $8,999,000 | 187 |
| 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 | $0 | 4,946 |
| Over fifteen years | $54,452,000 | 232 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,386,914,000 | 22 |
| Over three years | $6,215,457,000 | 4 |
| Other debt securities | ||
| Three months or less | $16,004,326,000 | 1 |
| Over three months through twelve months | $5,104,929,000 | 4 |
| Over one year through three years | $3,582,469,000 | 8 |
| Over three years through five years | $7,247,975,000 | 4 |
| Over five years through fifteen years | $990,433,000 | 13 |
| Over fifteen years | $0 | 2,861 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $463,884,000 | 29 |
| 2001-12-31 | Rank | |
| Total debt securities | $48,859,875,000 | 4 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $46,714,000 | 50 |
| 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 | $0 | 4,789 |
| Over fifteen years | $198,339,000 | 107 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,500,934,000 | 4 |
| Over three years | $6,812,006,000 | 3 |
| Other debt securities | ||
| Three months or less | $21,621,911,000 | 1 |
| Over three months through twelve months | $7,395,286,000 | 1 |
| Over one year through three years | $4,784,068,000 | 7 |
| Over three years through five years | $3,785,831,000 | 2 |
| Over five years through fifteen years | $1,700,456,000 | 8 |
| Over fifteen years | $14,330,000 | 314 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $195,088,000 | 52 |
| 2000-12-31 | Rank | |
| Total debt securities | $27,790,182,000 | 6 |
| 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 | $28,670,000 | 89 |
| Over one year through three years | $154,851,000 | 4 |
| Over three years through five years | $40,435,000 | 22 |
| Over five years through fifteen years | $0 | 4,438 |
| Over fifteen years | $7,856,000 | 759 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $10,701,424,000 | 1 |
| Over three years | $54,763,000 | 200 |
| Other debt securities | ||
| Three months or less | $2,412,987,000 | 10 |
| Over three months through twelve months | $171,948,000 | 37 |
| Over one year through three years | $1,888,202,000 | 9 |
| Over three years through five years | $4,457,454,000 | 2 |
| Over five years through fifteen years | $7,431,643,000 | 3 |
| Over fifteen years | $439,949,000 | 9 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,609,952,000 | 9 |
| 1999-12-31 | Rank | |
| Total debt securities | $1,331,664,000 | 139 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $23,210,000 | 79 |
| Over three months through twelve months | $41,178,000 | 72 |
| Over one year through three years | $77,064,000 | 10 |
| Over three years through five years | $24,786,000 | 54 |
| Over five years through fifteen years | $936,000 | 2,351 |
| Over fifteen years | $1,057,000 | 1,981 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $803,558,000 | 12 |
| Over three years | $31,341,000 | 327 |
| Other debt securities | ||
| Three months or less | $59,577,000 | 117 |
| Over three months through twelve months | $0 | 7,352 |
| Over one year through three years | $254,643,000 | 42 |
| Over three years through five years | $14,314,000 | 1,060 |
| Over five years through fifteen years | $0 | 7,408 |
| Over fifteen years | $0 | 3,083 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $24,507,000 | 450 |
| 1998-12-31 | Rank | |
| Total debt securities | $242,721,000 | 497 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $12,284,000 | 175 |
| Over three months through twelve months | $40,578,000 | 90 |
| Over one year through three years | $0 | 3,796 |
| Over three years through five years | $0 | 3,447 |
| Over five years through fifteen years | $0 | 4,763 |
| 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 | $138,456,000 | 94 |
| Over three years | $2,190,000 | 1,437 |
| Other debt securities | ||
| Three months or less | $49,213,000 | 172 |
| Over three months through twelve months | $0 | 7,913 |
| Over one year through three years | $0 | 8,340 |
| Over three years through five years | $0 | 7,998 |
| Over five years through fifteen years | $0 | 7,614 |
| Over fifteen years | $0 | 3,104 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,000 | 8,436 |
| 1997-12-31 | Rank | |
| Total debt securities | $127,382,000 | 875 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $13,724,000 | 186 |
| Over three months through twelve months | $58,465,000 | 73 |
| Over one year through three years | $13,847,000 | 125 |
| Over three years through five years | $0 | 3,868 |
| Over five years through fifteen years | $0 | 4,800 |
| 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 | $5,000 | 3,430 |
| Over three years | $2,260,000 | 1,520 |
| Other debt securities | ||
| Three months or less | $15,020,000 | 406 |
| Over three months through twelve months | $3,966,000 | 2,712 |
| Over one year through three years | $0 | 9,013 |
| Over three years through five years | $0 | 8,311 |
| Over five years through fifteen years | $20,095,000 | 719 |
| Over fifteen years | $0 | 2,762 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $18,986,000 | 831 |
| 1996-12-31 | Rank | |
| Total debt securities | $215,004,000 | 584 |
| 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 | $82,022,000 | 179 |
| 1995-12-31 | Rank | |
| Total debt securities | $340,057,000 | 432 |
| 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 | $169,743,000 | 146 |
| 1994-12-31 | Rank | |
| Total debt securities | $300,850,000 | 494 |
| 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 | $176,450,000 | 136 |
| 1993-12-31 | Rank | |
| Total debt securities | $101,237,000 | 1,320 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities | ||
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $4,303,000 | 4,290 |
| 1992-12-31 | Rank | |
| Total debt securities | $26,722,000 | 4,817 |
| 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 | $20,244,000 | 1,020 |