Home > State Street Bank and Trust Company > Total Debt Securities
State Street Bank and Trust Company, Total Debt Securities
| 2023-12-31 | Rank | |
| Total debt securities | $101,348,000,000 | 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 | $10,000,000 | 125 |
| Over three months through twelve months | $25,000,000 | 22 |
| Over one year through three years | $0 | 1,768 |
| Over three years through five years | $0 | 2,265 |
| Over five years through fifteen years | $2,480,000,000 | 14 |
| Over fifteen years | $21,705,000,000 | 11 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,831,000,000 | 22 |
| Over three years | $17,671,000,000 | 7 |
| Other debt securities | ||
| Three months or less | $19,350,000,000 | 50 |
| Over three months through twelve months | $5,181,000,000 | 12 |
| Over one year through three years | $17,198,000,000 | 8 |
| Over three years through five years | $8,716,000,000 | 11 |
| Over five years through fifteen years | $7,000,000,000 | 11 |
| Over fifteen years | $181,000,000 | 111 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,373,000,000 | 9 |
| 2023-09-30 | Rank | |
| Total debt securities | $103,206,000,000 | 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 | $5,000,000 | 198 |
| Over three months through twelve months | $31,000,000 | 17 |
| Over one year through three years | $0 | 1,657 |
| Over three years through five years | $0 | 2,330 |
| Over five years through fifteen years | $2,546,000,000 | 14 |
| Over fifteen years | $21,189,000,000 | 11 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,659,000,000 | 21 |
| Over three years | $17,944,000,000 | 7 |
| Other debt securities | ||
| Three months or less | $19,526,000,000 | 52 |
| Over three months through twelve months | $8,603,000,000 | 7 |
| Over one year through three years | $17,428,000,000 | 7 |
| Over three years through five years | $6,587,000,000 | 11 |
| Over five years through fifteen years | $7,493,000,000 | 12 |
| Over fifteen years | $195,000,000 | 100 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $14,846,000,000 | 6 |
| 2023-06-30 | Rank | |
| Total debt securities | $106,262,000,000 | 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 | $12,000,000 | 106 |
| Over three months through twelve months | $26,000,000 | 17 |
| Over one year through three years | $0 | 1,658 |
| Over three years through five years | $2,000,000 | 494 |
| Over five years through fifteen years | $2,628,000,000 | 14 |
| Over fifteen years | $20,280,000,000 | 13 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,656,000,000 | 22 |
| Over three years | $18,545,000,000 | 7 |
| Other debt securities | ||
| Three months or less | $16,944,000,000 | 53 |
| Over three months through twelve months | $11,720,000,000 | 3 |
| Over one year through three years | $20,478,000,000 | 7 |
| Over three years through five years | $5,862,000,000 | 14 |
| Over five years through fifteen years | $7,901,000,000 | 12 |
| Over fifteen years | $208,000,000 | 100 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $15,410,000,000 | 4 |
| 2023-03-31 | Rank | |
| Total debt securities | $107,561,000,000 | 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 | $5,000,000 | 189 |
| Over three months through twelve months | $37,000,000 | 19 |
| Over one year through three years | $0 | 1,632 |
| Over three years through five years | $2,000,000 | 427 |
| Over five years through fifteen years | $2,704,000,000 | 16 |
| Over fifteen years | $20,223,000,000 | 13 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,808,000,000 | 12 |
| Over three years | $18,934,000,000 | 6 |
| Other debt securities | ||
| Three months or less | $16,851,000,000 | 7 |
| Over three months through twelve months | $12,640,000,000 | 3 |
| Over one year through three years | $17,253,000,000 | 9 |
| Over three years through five years | $8,713,000,000 | 8 |
| Over five years through fifteen years | $8,129,000,000 | 12 |
| Over fifteen years | $262,000,000 | 85 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $15,480,000,000 | 6 |
| 2022-12-31 | Rank | |
| Total debt securities | $105,002,000,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $12,000,000 | 113 |
| Over three months through twelve months | $33,000,000 | 21 |
| Over one year through three years | $0 | 1,584 |
| Over three years through five years | $2,000,000 | 395 |
| Over five years through fifteen years | $2,770,000,000 | 17 |
| Over fifteen years | $19,573,000,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,898,000,000 | 11 |
| Over three years | $18,654,000,000 | 6 |
| Other debt securities | ||
| Three months or less | $10,674,000,000 | 9 |
| Over three months through twelve months | $9,002,000,000 | 6 |
| Over one year through three years | $19,240,000,000 | 9 |
| Over three years through five years | $9,454,000,000 | 8 |
| Over five years through fifteen years | $13,408,000,000 | 11 |
| Over fifteen years | $282,000,000 | 81 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,478,000,000 | 7 |
| 2022-09-30 | Rank | |
| Total debt securities | $105,991,000,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $9,000,000 | 137 |
| Over three months through twelve months | $39,000,000 | 22 |
| Over one year through three years | $0 | 1,530 |
| Over three years through five years | $0 | 2,147 |
| Over five years through fifteen years | $2,849,000,000 | 17 |
| Over fifteen years | $19,828,000,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,948,000,000 | 3 |
| Over three years | $22,369,000,000 | 6 |
| Other debt securities | ||
| Three months or less | $10,684,000,000 | 8 |
| Over three months through twelve months | $4,615,000,000 | 8 |
| Over one year through three years | $20,037,000,000 | 8 |
| Over three years through five years | $11,910,000,000 | 8 |
| Over five years through fifteen years | $4,400,000,000 | 21 |
| Over fifteen years | $303,000,000 | 77 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $6,817,000,000 | 9 |
| 2022-06-30 | Rank | |
| Total debt securities | $109,487,000,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $10,000,000 | 118 |
| Over three months through twelve months | $43,000,000 | 21 |
| Over one year through three years | $0 | 1,603 |
| Over three years through five years | $0 | 2,115 |
| Over five years through fifteen years | $2,952,000,000 | 17 |
| Over fifteen years | $18,265,000,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $9,891,000,000 | 4 |
| Over three years | $22,740,000,000 | 6 |
| Other debt securities | ||
| Three months or less | $12,806,000,000 | 7 |
| Over three months through twelve months | $3,427,000,000 | 8 |
| Over one year through three years | $19,882,000,000 | 7 |
| Over three years through five years | $14,390,000,000 | 7 |
| Over five years through fifteen years | $4,758,000,000 | 19 |
| Over fifteen years | $323,000,000 | 78 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,297,000,000 | 7 |
| 2022-03-31 | Rank | |
| Total debt securities | $119,322,000,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $5,000,000 | 172 |
| Over three months through twelve months | $54,000,000 | 19 |
| Over one year through three years | $3,000,000 | 128 |
| Over three years through five years | $0 | 2,064 |
| Over five years through fifteen years | $3,122,000,000 | 18 |
| Over fifteen years | $19,252,000,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $10,596,000,000 | 2 |
| Over three years | $23,772,000,000 | 6 |
| Other debt securities | ||
| Three months or less | $12,830,000,000 | 8 |
| Over three months through twelve months | $6,242,000,000 | 6 |
| Over one year through three years | $20,908,000,000 | 8 |
| Over three years through five years | $17,035,000,000 | 8 |
| Over five years through fifteen years | $5,160,000,000 | 18 |
| Over fifteen years | $343,000,000 | 78 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $9,675,000,000 | 6 |
| 2021-12-31 | Rank | |
| Total debt securities | $115,660,000,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $4,000,000 | 197 |
| Over three months through twelve months | $46,000,000 | 25 |
| Over one year through three years | $19,000,000 | 28 |
| Over three years through five years | $0 | 1,968 |
| Over five years through fifteen years | $3,390,000,000 | 19 |
| Over fifteen years | $16,717,000,000 | 16 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $9,650,000,000 | 4 |
| Over three years | $23,872,000,000 | 6 |
| Other debt securities | ||
| Three months or less | $13,635,000,000 | 9 |
| Over three months through twelve months | $6,507,000,000 | 6 |
| Over one year through three years | $17,006,000,000 | 7 |
| Over three years through five years | $19,510,000,000 | 5 |
| Over five years through fifteen years | $4,898,000,000 | 20 |
| Over fifteen years | $406,000,000 | 71 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $10,798,000,000 | 5 |
| 2021-09-30 | Rank | |
| Total debt securities | $113,483,000,000 | 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 | $17,000,000 | 60 |
| Over three months through twelve months | $42,000,000 | 21 |
| Over one year through three years | $57,000,000 | 11 |
| Over three years through five years | $0 | 1,886 |
| Over five years through fifteen years | $3,010,000,000 | 21 |
| Over fifteen years | $17,407,000,000 | 16 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,711,000,000 | 4 |
| Over three years | $22,921,000,000 | 6 |
| Other debt securities | ||
| Three months or less | $17,004,000,000 | 6 |
| Over three months through twelve months | $7,916,000,000 | 5 |
| Over one year through three years | $11,126,000,000 | 8 |
| Over three years through five years | $19,520,000,000 | 5 |
| Over five years through fifteen years | $5,325,000,000 | 18 |
| Over fifteen years | $427,000,000 | 68 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $13,044,000,000 | 6 |
| 2021-06-30 | Rank | |
| Total debt securities | $112,537,000,000 | 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 | $14,000,000 | 62 |
| Over three months through twelve months | $50,000,000 | 19 |
| Over one year through three years | $74,000,000 | 8 |
| Over three years through five years | $0 | 1,895 |
| Over five years through fifteen years | $2,636,000,000 | 27 |
| Over fifteen years | $19,609,000,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,152,000,000 | 4 |
| Over three years | $21,393,000,000 | 5 |
| Other debt securities | ||
| Three months or less | $17,346,000,000 | 7 |
| Over three months through twelve months | $6,957,000,000 | 7 |
| Over one year through three years | $13,600,000,000 | 6 |
| Over three years through five years | $16,781,000,000 | 6 |
| Over five years through fifteen years | $5,480,000,000 | 19 |
| Over fifteen years | $445,000,000 | 62 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,836,000,000 | 7 |
| 2021-03-31 | Rank | |
| Total debt securities | $106,657,000,000 | 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 | $8,000,000 | 90 |
| Over three months through twelve months | $66,000,000 | 18 |
| Over one year through three years | $89,000,000 | 9 |
| Over three years through five years | $1,000,000 | 531 |
| Over five years through fifteen years | $623,000,000 | 62 |
| Over fifteen years | $22,523,000,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,712,000,000 | 5 |
| Over three years | $21,730,000,000 | 4 |
| Other debt securities | ||
| Three months or less | $15,886,000,000 | 8 |
| Over three months through twelve months | $8,864,000,000 | 5 |
| Over one year through three years | $13,301,000,000 | 6 |
| Over three years through five years | $10,453,000,000 | 8 |
| Over five years through fifteen years | $5,940,000,000 | 18 |
| Over fifteen years | $461,000,000 | 56 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $13,321,000,000 | 8 |
| 2020-12-31 | Rank | |
| Total debt securities | $108,020,000,000 | 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 | $6,000,000 | 114 |
| Over three months through twelve months | $40,000,000 | 33 |
| Over one year through three years | $142,000,000 | 9 |
| Over three years through five years | $1,000,000 | 532 |
| Over five years through fifteen years | $286,000,000 | 92 |
| Over fifteen years | $26,175,000,000 | 10 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,287,000,000 | 10 |
| Over three years | $21,658,000,000 | 5 |
| Other debt securities | ||
| Three months or less | $14,394,000,000 | 9 |
| Over three months through twelve months | $7,443,000,000 | 8 |
| Over one year through three years | $16,339,000,000 | 7 |
| Over three years through five years | $9,630,000,000 | 7 |
| Over five years through fifteen years | $6,140,000,000 | 17 |
| Over fifteen years | $479,000,000 | 52 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,002,000,000 | 9 |
| 2020-09-30 | Rank | |
| Total debt securities | $108,313,000,000 | 9 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $8,000,000 | 98 |
| Over three months through twelve months | $23,000,000 | 41 |
| Over one year through three years | $188,000,000 | 6 |
| Over three years through five years | $1,000,000 | 545 |
| Over five years through fifteen years | $313,000,000 | 85 |
| Over fifteen years | $28,664,000,000 | 10 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,989,000,000 | 11 |
| Over three years | $19,402,000,000 | 5 |
| Other debt securities | ||
| Three months or less | $16,782,000,000 | 8 |
| Over three months through twelve months | $6,653,000,000 | 10 |
| Over one year through three years | $15,290,000,000 | 6 |
| Over three years through five years | $9,738,000,000 | 7 |
| Over five years through fifteen years | $5,982,000,000 | 14 |
| Over fifteen years | $280,000,000 | 73 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $13,486,000,000 | 8 |
| 2020-06-30 | Rank | |
| Total debt securities | $102,513,000,000 | 9 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $23,000,000 | 50 |
| Over three months through twelve months | $13,000,000 | 69 |
| Over one year through three years | $220,000,000 | 6 |
| Over three years through five years | $1,000,000 | 609 |
| Over five years through fifteen years | $336,000,000 | 80 |
| Over fifteen years | $30,028,000,000 | 10 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,460,000,000 | 13 |
| Over three years | $11,952,000,000 | 13 |
| Other debt securities | ||
| Three months or less | $18,286,000,000 | 8 |
| Over three months through twelve months | $7,750,000,000 | 9 |
| Over one year through three years | $14,078,000,000 | 7 |
| Over three years through five years | $9,483,000,000 | 7 |
| Over five years through fifteen years | $5,593,000,000 | 13 |
| Over fifteen years | $290,000,000 | 62 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $16,870,000,000 | 7 |
| 2020-03-31 | Rank | |
| Total debt securities | $111,101,000,000 | 9 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $12,000,000 | 70 |
| Over three months through twelve months | $31,000,000 | 36 |
| Over one year through three years | $232,000,000 | 5 |
| Over three years through five years | $11,000,000 | 114 |
| Over five years through fifteen years | $354,000,000 | 76 |
| Over fifteen years | $32,187,000,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,478,000,000 | 14 |
| Over three years | $9,816,000,000 | 15 |
| Other debt securities | ||
| Three months or less | $23,312,000,000 | 6 |
| Over three months through twelve months | $11,740,000,000 | 4 |
| Over one year through three years | $13,957,000,000 | 7 |
| Over three years through five years | $9,548,000,000 | 7 |
| Over five years through fifteen years | $5,222,000,000 | 14 |
| Over fifteen years | $201,000,000 | 74 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $25,819,000,000 | 2 |
| 2019-12-31 | Rank | |
| Total debt securities | $95,328,000,000 | 9 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $8,000,000 | 102 |
| Over three months through twelve months | $33,000,000 | 38 |
| Over one year through three years | $188,000,000 | 8 |
| Over three years through five years | $79,000,000 | 20 |
| Over five years through fifteen years | $371,000,000 | 75 |
| Over fifteen years | $31,975,000,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,941,000,000 | 9 |
| Over three years | $9,015,000,000 | 14 |
| Other debt securities | ||
| Three months or less | $13,428,000,000 | 8 |
| Over three months through twelve months | $7,516,000,000 | 5 |
| Over one year through three years | $14,658,000,000 | 6 |
| Over three years through five years | $8,612,000,000 | 7 |
| Over five years through fifteen years | $4,295,000,000 | 16 |
| Over fifteen years | $209,000,000 | 67 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,406,000,000 | 6 |
| 2019-09-30 | Rank | |
| Total debt securities | $93,633,000,000 | 9 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $11,000,000 | 86 |
| Over three months through twelve months | $31,000,000 | 34 |
| Over one year through three years | $97,000,000 | 17 |
| Over three years through five years | $194,000,000 | 10 |
| Over five years through fifteen years | $388,000,000 | 76 |
| Over fifteen years | $32,924,000,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,069,000,000 | 9 |
| Over three years | $8,158,000,000 | 15 |
| Other debt securities | ||
| Three months or less | $14,060,000,000 | 9 |
| Over three months through twelve months | $6,710,000,000 | 6 |
| Over one year through three years | $13,400,000,000 | 6 |
| Over three years through five years | $8,596,000,000 | 8 |
| Over five years through fifteen years | $3,779,000,000 | 16 |
| Over fifteen years | $216,000,000 | 58 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,890,000,000 | 4 |
| 2019-06-30 | Rank | |
| Total debt securities | $92,235,000,000 | 9 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $24,000,000 | 52 |
| Over three months through twelve months | $13,000,000 | 84 |
| Over one year through three years | $98,000,000 | 17 |
| Over three years through five years | $223,000,000 | 9 |
| Over five years through fifteen years | $405,000,000 | 79 |
| Over fifteen years | $31,289,000,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,611,000,000 | 12 |
| Over three years | $8,562,000,000 | 15 |
| Other debt securities | ||
| Three months or less | $13,222,000,000 | 8 |
| Over three months through twelve months | $6,173,000,000 | 4 |
| Over one year through three years | $14,353,000,000 | 5 |
| Over three years through five years | $9,878,000,000 | 5 |
| Over five years through fifteen years | $3,227,000,000 | 16 |
| Over fifteen years | $157,000,000 | 73 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $10,577,000,000 | 5 |
| 2019-03-31 | Rank | |
| Total debt securities | $89,905,000,000 | 9 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $14,000,000 | 85 |
| Over three months through twelve months | $25,000,000 | 57 |
| Over one year through three years | $104,000,000 | 19 |
| Over three years through five years | $239,000,000 | 12 |
| Over five years through fifteen years | $421,000,000 | 79 |
| Over fifteen years | $31,290,000,000 | 6 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,940,000,000 | 10 |
| Over three years | $8,841,000,000 | 15 |
| Other debt securities | ||
| Three months or less | $12,023,000,000 | 9 |
| Over three months through twelve months | $4,591,000,000 | 6 |
| Over one year through three years | $13,986,000,000 | 5 |
| Over three years through five years | $9,702,000,000 | 6 |
| Over five years through fifteen years | $4,569,000,000 | 15 |
| Over fifteen years | $160,000,000 | 70 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $8,999,000,000 | 7 |
| 2018-12-31 | Rank | |
| Total debt securities | $86,819,661,000 | 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 | $25,997,000 | 50 |
| Over three months through twelve months | $80,677,000 | 23 |
| Over one year through three years | $51,735,000 | 33 |
| Over three years through five years | $310,038,000 | 11 |
| Over five years through fifteen years | $435,037,000 | 79 |
| Over fifteen years | $26,968,007,000 | 7 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,295,968,000 | 7 |
| Over three years | $8,948,627,000 | 17 |
| Other debt securities | ||
| Three months or less | $12,155,822,000 | 9 |
| Over three months through twelve months | $5,358,485,000 | 6 |
| Over one year through three years | $12,695,367,000 | 5 |
| Over three years through five years | $11,073,055,000 | 5 |
| Over five years through fifteen years | $5,195,028,000 | 14 |
| Over fifteen years | $225,818,000 | 50 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $9,567,372,000 | 7 |
| 2018-09-30 | Rank | |
| Total debt securities | $86,669,299,000 | 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 | $54,993,000 | 36 |
| Over three months through twelve months | $130,480,000 | 17 |
| Over one year through three years | $30,006,000 | 47 |
| Over three years through five years | $345,580,000 | 10 |
| Over five years through fifteen years | $593,140,000 | 70 |
| Over fifteen years | $23,264,731,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,147,626,000 | 6 |
| Over three years | $9,925,000,000 | 14 |
| Other debt securities | ||
| Three months or less | $12,582,489,000 | 8 |
| Over three months through twelve months | $4,351,018,000 | 6 |
| Over one year through three years | $12,367,663,000 | 6 |
| Over three years through five years | $8,991,154,000 | 8 |
| Over five years through fifteen years | $9,466,215,000 | 10 |
| Over fifteen years | $419,204,000 | 28 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,581,882,000 | 6 |
| 2018-06-30 | Rank | |
| Total debt securities | $86,841,967,000 | 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 | $60,125,000 | 33 |
| Over three months through twelve months | $139,520,000 | 17 |
| Over one year through three years | $35,206,000 | 43 |
| Over three years through five years | $368,194,000 | 8 |
| Over five years through fifteen years | $620,749,000 | 70 |
| Over fifteen years | $20,982,808,000 | 8 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,293,957,000 | 6 |
| Over three years | $10,506,510,000 | 13 |
| Other debt securities | ||
| Three months or less | $13,303,310,000 | 7 |
| Over three months through twelve months | $4,763,364,000 | 4 |
| Over one year through three years | $10,904,804,000 | 6 |
| Over three years through five years | $9,995,506,000 | 8 |
| Over five years through fifteen years | $10,431,991,000 | 8 |
| Over fifteen years | $435,923,000 | 26 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,803,784,000 | 4 |
| 2018-03-31 | Rank | |
| Total debt securities | $85,462,405,000 | 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 | $33,060,000 | 49 |
| Over three months through twelve months | $184,520,000 | 16 |
| Over one year through three years | $37,360,000 | 45 |
| Over three years through five years | $100,836,000 | 24 |
| Over five years through fifteen years | $574,176,000 | 75 |
| Over fifteen years | $15,524,854,000 | 11 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $4,760,884,000 | 6 |
| Over three years | $11,050,534,000 | 13 |
| Other debt securities | ||
| Three months or less | $14,600,400,000 | 7 |
| Over three months through twelve months | $4,214,845,000 | 3 |
| Over one year through three years | $11,265,641,000 | 6 |
| Over three years through five years | $10,754,353,000 | 7 |
| Over five years through fifteen years | $11,914,073,000 | 5 |
| Over fifteen years | $446,869,000 | 24 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,739,184,000 | 5 |
| 2017-12-31 | Rank | |
| Total debt securities | $97,182,316,000 | 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 | $89,301,000 | 35 |
| Over three months through twelve months | $260,624,000 | 13 |
| Over one year through three years | $36,299,000 | 48 |
| Over three years through five years | $113,924,000 | 24 |
| Over five years through fifteen years | $559,307,000 | 69 |
| Over fifteen years | $13,984,370,000 | 10 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,870,532,000 | 4 |
| Over three years | $11,830,685,000 | 11 |
| Other debt securities | ||
| Three months or less | $18,892,095,000 | 6 |
| Over three months through twelve months | $3,829,998,000 | 6 |
| Over one year through three years | $12,612,571,000 | 4 |
| Over three years through five years | $11,608,148,000 | 6 |
| Over five years through fifteen years | $13,545,661,000 | 5 |
| Over fifteen years | $948,801,000 | 17 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $6,547,031,000 | 6 |
| 2017-09-30 | Rank | |
| Total debt securities | $92,648,613,000 | 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 | $113,915,000 | 29 |
| Over three months through twelve months | $359,256,000 | 8 |
| Over one year through three years | $88,464,000 | 22 |
| Over three years through five years | $123,500,000 | 23 |
| Over five years through fifteen years | $1,024,891,000 | 46 |
| Over fifteen years | $8,980,070,000 | 15 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $9,613,099,000 | 4 |
| Over three years | $12,052,678,000 | 12 |
| Other debt securities | ||
| Three months or less | $22,642,216,000 | 6 |
| Over three months through twelve months | $2,829,113,000 | 7 |
| Over one year through three years | $11,975,728,000 | 4 |
| Over three years through five years | $11,372,634,000 | 5 |
| Over five years through fifteen years | $10,312,400,000 | 8 |
| Over fifteen years | $1,160,649,000 | 14 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $8,130,961,000 | 3 |
| 2017-06-30 | Rank | |
| Total debt securities | $95,132,869,000 | 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 | $103,260,000 | 31 |
| Over three months through twelve months | $352,119,000 | 10 |
| Over one year through three years | $137,626,000 | 18 |
| Over three years through five years | $144,909,000 | 21 |
| Over five years through fifteen years | $1,039,957,000 | 45 |
| Over fifteen years | $8,716,594,000 | 15 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $9,517,965,000 | 4 |
| Over three years | $12,542,693,000 | 12 |
| Other debt securities | ||
| Three months or less | $22,723,319,000 | 5 |
| Over three months through twelve months | $3,841,515,000 | 6 |
| Over one year through three years | $10,610,105,000 | 4 |
| Over three years through five years | $12,587,727,000 | 5 |
| Over five years through fifteen years | $10,956,180,000 | 7 |
| Over fifteen years | $1,858,900,000 | 12 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $8,243,590,000 | 3 |
| 2017-03-31 | Rank | |
| Total debt securities | $94,153,071,000 | 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 | $118,801,000 | 26 |
| Over three months through twelve months | $359,172,000 | 10 |
| Over one year through three years | $156,072,000 | 16 |
| Over three years through five years | $161,304,000 | 21 |
| Over five years through fifteen years | $1,046,914,000 | 45 |
| Over fifteen years | $8,976,781,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,935,944,000 | 4 |
| Over three years | $11,793,804,000 | 12 |
| Other debt securities | ||
| Three months or less | $24,704,042,000 | 6 |
| Over three months through twelve months | $3,570,274,000 | 5 |
| Over one year through three years | $9,944,970,000 | 5 |
| Over three years through five years | $12,561,090,000 | 5 |
| Over five years through fifteen years | $10,001,147,000 | 7 |
| Over fifteen years | $1,822,756,000 | 11 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $10,507,429,000 | 2 |
| 2016-12-31 | Rank | |
| Total debt securities | $96,697,920,000 | 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 | $147,157,000 | 25 |
| Over three months through twelve months | $276,953,000 | 11 |
| Over one year through three years | $250,574,000 | 14 |
| Over three years through five years | $85,518,000 | 32 |
| Over five years through fifteen years | $1,810,782,000 | 29 |
| Over fifteen years | $8,648,668,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,687,226,000 | 5 |
| Over three years | $14,710,155,000 | 10 |
| Other debt securities | ||
| Three months or less | $22,510,268,000 | 6 |
| Over three months through twelve months | $6,123,172,000 | 3 |
| Over one year through three years | $9,461,535,000 | 5 |
| Over three years through five years | $12,300,706,000 | 6 |
| Over five years through fifteen years | $11,747,508,000 | 6 |
| Over fifteen years | $1,937,698,000 | 11 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,240,033,000 | 2 |
| 2016-09-30 | Rank | |
| Total debt securities | $99,465,354,000 | 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 | $123,997,000 | 29 |
| Over three months through twelve months | $292,664,000 | 10 |
| Over one year through three years | $292,964,000 | 13 |
| Over three years through five years | $76,260,000 | 30 |
| Over five years through fifteen years | $1,886,779,000 | 29 |
| Over fifteen years | $6,279,791,000 | 17 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $7,639,030,000 | 6 |
| Over three years | $16,008,117,000 | 6 |
| Other debt securities | ||
| Three months or less | $24,799,215,000 | 6 |
| Over three months through twelve months | $5,447,360,000 | 4 |
| Over one year through three years | $9,212,948,000 | 5 |
| Over three years through five years | $13,207,346,000 | 6 |
| Over five years through fifteen years | $12,348,679,000 | 6 |
| Over fifteen years | $1,850,204,000 | 11 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,087,946,000 | 2 |
| 2016-06-30 | Rank | |
| Total debt securities | $102,655,731,000 | 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 | $973,695,000 | 7 |
| Over three months through twelve months | $193,000 | 1,409 |
| Over one year through three years | $11,710,000 | 109 |
| Over three years through five years | $8,660,000 | 172 |
| Over five years through fifteen years | $1,854,510,000 | 31 |
| Over fifteen years | $3,630,489,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,144,699,000 | 6 |
| Over three years | $16,919,516,000 | 6 |
| Other debt securities | ||
| Three months or less | $24,392,381,000 | 6 |
| Over three months through twelve months | $6,679,216,000 | 4 |
| Over one year through three years | $8,542,477,000 | 7 |
| Over three years through five years | $10,902,709,000 | 5 |
| Over five years through fifteen years | $18,888,688,000 | 4 |
| Over fifteen years | $1,706,788,000 | 12 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,717,565,000 | 2 |
| 2016-03-31 | Rank | |
| Total debt securities | $101,765,447,000 | 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 | $1,001,441,000 | 7 |
| Over three months through twelve months | $37,607,000 | 58 |
| Over one year through three years | $13,376,000 | 94 |
| Over three years through five years | $5,061,000 | 260 |
| Over five years through fifteen years | $1,939,122,000 | 30 |
| Over fifteen years | $2,075,209,000 | 25 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,619,531,000 | 4 |
| Over three years | $16,712,805,000 | 9 |
| Other debt securities | ||
| Three months or less | $24,293,918,000 | 5 |
| Over three months through twelve months | $3,860,642,000 | 6 |
| Over one year through three years | $10,728,547,000 | 6 |
| Over three years through five years | $10,928,486,000 | 5 |
| Over five years through fifteen years | $19,658,992,000 | 4 |
| Over fifteen years | $1,890,710,000 | 10 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $8,433,403,000 | 3 |
| 2015-12-31 | Rank | |
| Total debt securities | $99,420,028,000 | 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 | $925,234,000 | 8 |
| Over three months through twelve months | $172,592,000 | 17 |
| Over one year through three years | $15,135,000 | 89 |
| Over three years through five years | $6,516,000 | 202 |
| Over five years through fifteen years | $1,989,309,000 | 30 |
| Over fifteen years | $2,125,291,000 | 24 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,315,341,000 | 4 |
| Over three years | $16,356,272,000 | 9 |
| Other debt securities | ||
| Three months or less | $24,504,445,000 | 5 |
| Over three months through twelve months | $4,262,777,000 | 5 |
| Over one year through three years | $9,764,983,000 | 5 |
| Over three years through five years | $11,355,204,000 | 5 |
| Over five years through fifteen years | $17,567,103,000 | 4 |
| Over fifteen years | $2,059,826,000 | 9 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,884,778,000 | 4 |
| 2015-09-30 | Rank | |
| Total debt securities | $97,214,039,000 | 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 | $1,127,356,000 | 7 |
| Over three months through twelve months | $42,556,000 | 51 |
| Over one year through three years | $17,261,000 | 86 |
| Over three years through five years | $6,134,000 | 205 |
| Over five years through fifteen years | $2,102,283,000 | 26 |
| Over fifteen years | $2,241,974,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $8,986,339,000 | 4 |
| Over three years | $16,997,293,000 | 8 |
| Other debt securities | ||
| Three months or less | $25,374,082,000 | 5 |
| Over three months through twelve months | $4,137,530,000 | 4 |
| Over one year through three years | $9,757,649,000 | 6 |
| Over three years through five years | $7,158,800,000 | 7 |
| Over five years through fifteen years | $16,984,798,000 | 4 |
| Over fifteen years | $2,279,984,000 | 9 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,344,261,000 | 4 |
| 2015-06-30 | Rank | |
| Total debt securities | $101,130,209,000 | 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 | $1,063,345,000 | 7 |
| Over three months through twelve months | $190,374,000 | 15 |
| Over one year through three years | $18,652,000 | 77 |
| Over three years through five years | $8,578,000 | 156 |
| Over five years through fifteen years | $2,194,124,000 | 26 |
| Over fifteen years | $2,335,324,000 | 24 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $9,362,078,000 | 4 |
| Over three years | $18,345,321,000 | 6 |
| Other debt securities | ||
| Three months or less | $28,814,060,000 | 5 |
| Over three months through twelve months | $2,471,043,000 | 5 |
| Over one year through three years | $10,504,369,000 | 6 |
| Over three years through five years | $6,102,472,000 | 8 |
| Over five years through fifteen years | $16,885,154,000 | 4 |
| Over fifteen years | $2,835,315,000 | 8 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $6,060,815,000 | 5 |
| 2015-03-31 | Rank | |
| Total debt securities | $112,223,774,000 | 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 | $1,122,294,000 | 8 |
| Over three months through twelve months | $127,235,000 | 21 |
| Over one year through three years | $12,953,000 | 103 |
| Over three years through five years | $18,426,000 | 96 |
| Over five years through fifteen years | $2,309,789,000 | 23 |
| Over fifteen years | $2,613,208,000 | 21 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $10,112,667,000 | 4 |
| Over three years | $19,668,346,000 | 4 |
| Other debt securities | ||
| Three months or less | $35,538,791,000 | 4 |
| Over three months through twelve months | $2,359,818,000 | 7 |
| Over one year through three years | $10,855,571,000 | 5 |
| Over three years through five years | $6,586,222,000 | 7 |
| Over five years through fifteen years | $17,389,757,000 | 4 |
| Over fifteen years | $3,508,697,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,617,397,000 | 4 |
| 2014-12-31 | Rank | |
| Total debt securities | $112,137,872,000 | 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 | $1,122,711,000 | 8 |
| Over three months through twelve months | $185,965,000 | 11 |
| Over one year through three years | $11,909,000 | 115 |
| Over three years through five years | $23,712,000 | 82 |
| Over five years through fifteen years | $2,378,992,000 | 21 |
| Over fifteen years | $1,445,669,000 | 26 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $11,410,811,000 | 4 |
| Over three years | $20,068,971,000 | 4 |
| Other debt securities | ||
| Three months or less | $36,783,160,000 | 3 |
| Over three months through twelve months | $2,479,171,000 | 6 |
| Over one year through three years | $9,812,351,000 | 7 |
| Over three years through five years | $5,711,683,000 | 8 |
| Over five years through fifteen years | $17,134,493,000 | 5 |
| Over fifteen years | $3,568,274,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,792,717,000 | 5 |
| 2014-09-30 | Rank | |
| Total debt securities | $114,737,436,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,098,436,000 | 9 |
| Over three months through twelve months | $276,977,000 | 8 |
| Over one year through three years | $882,000 | 889 |
| Over three years through five years | $35,518,000 | 66 |
| Over five years through fifteen years | $2,448,272,000 | 20 |
| Over fifteen years | $1,385,425,000 | 25 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $11,643,313,000 | 4 |
| Over three years | $20,688,758,000 | 4 |
| Other debt securities | ||
| Three months or less | $36,740,349,000 | 4 |
| Over three months through twelve months | $3,699,200,000 | 4 |
| Over one year through three years | $9,965,903,000 | 7 |
| Over three years through five years | $5,906,465,000 | 7 |
| Over five years through fifteen years | $17,202,203,000 | 3 |
| Over fifteen years | $3,645,735,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,179,880,000 | 6 |
| 2014-06-30 | Rank | |
| Total debt securities | $116,643,467,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,171,837,000 | 8 |
| Over three months through twelve months | $288,588,000 | 10 |
| Over one year through three years | $1,093,000 | 897 |
| Over three years through five years | $40,222,000 | 61 |
| Over five years through fifteen years | $2,565,166,000 | 19 |
| Over fifteen years | $1,438,003,000 | 26 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $14,868,945,000 | 3 |
| Over three years | $19,356,456,000 | 4 |
| Other debt securities | ||
| Three months or less | $44,065,273,000 | 2 |
| Over three months through twelve months | $2,061,505,000 | 6 |
| Over one year through three years | $6,170,236,000 | 8 |
| Over three years through five years | $4,073,969,000 | 10 |
| Over five years through fifteen years | $16,080,982,000 | 3 |
| Over fifteen years | $4,461,192,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,277,546,000 | 7 |
| 2014-03-31 | Rank | |
| Total debt securities | $116,467,093,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,057,194,000 | 9 |
| Over three months through twelve months | $477,899,000 | 8 |
| Over one year through three years | $500,000 | 1,208 |
| Over three years through five years | $42,359,000 | 60 |
| Over five years through fifteen years | $2,616,752,000 | 19 |
| Over fifteen years | $1,454,041,000 | 24 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,497,693,000 | 14 |
| Over three years | $16,965,675,000 | 7 |
| Other debt securities | ||
| Three months or less | $59,852,871,000 | 1 |
| Over three months through twelve months | $2,468,955,000 | 5 |
| Over one year through three years | $5,133,884,000 | 8 |
| Over three years through five years | $4,831,782,000 | 10 |
| Over five years through fifteen years | $14,620,617,000 | 3 |
| Over fifteen years | $4,446,871,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $4,380,273,000 | 8 |
| 2013-12-31 | Rank | |
| Total debt securities | $116,434,210,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $979,363,000 | 8 |
| Over three months through twelve months | $614,566,000 | 7 |
| Over one year through three years | $767,000 | 1,076 |
| Over three years through five years | $45,266,000 | 58 |
| Over five years through fifteen years | $2,635,962,000 | 16 |
| Over fifteen years | $1,330,564,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,691,558,000 | 15 |
| Over three years | $17,477,380,000 | 8 |
| Other debt securities | ||
| Three months or less | $60,392,638,000 | 1 |
| Over three months through twelve months | $2,505,282,000 | 5 |
| Over one year through three years | $4,745,527,000 | 8 |
| Over three years through five years | $4,991,067,000 | 9 |
| Over five years through fifteen years | $13,713,161,000 | 2 |
| Over fifteen years | $4,311,109,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $4,230,090,000 | 8 |
| 2013-09-30 | Rank | |
| Total debt securities | $115,784,345,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,117,967,000 | 8 |
| Over three months through twelve months | $565,990,000 | 9 |
| Over one year through three years | $1,335,000 | 886 |
| Over three years through five years | $48,638,000 | 49 |
| Over five years through fifteen years | $2,739,539,000 | 16 |
| Over fifteen years | $961,108,000 | 25 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,410,951,000 | 17 |
| Over three years | $19,020,197,000 | 6 |
| Other debt securities | ||
| Three months or less | $59,636,772,000 | 1 |
| Over three months through twelve months | $2,553,578,000 | 6 |
| Over one year through three years | $4,614,858,000 | 9 |
| Over three years through five years | $5,255,503,000 | 7 |
| Over five years through fifteen years | $12,660,320,000 | 2 |
| Over fifteen years | $4,197,589,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,967,937,000 | 7 |
| 2013-06-30 | Rank | |
| Total debt securities | $114,456,130,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,023,334,000 | 8 |
| Over three months through twelve months | $812,078,000 | 3 |
| Over one year through three years | $4,272,000 | 444 |
| Over three years through five years | $51,776,000 | 47 |
| Over five years through fifteen years | $2,831,699,000 | 15 |
| Over fifteen years | $997,221,000 | 26 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,556,110,000 | 16 |
| Over three years | $20,295,193,000 | 6 |
| Other debt securities | ||
| Three months or less | $57,784,293,000 | 1 |
| Over three months through twelve months | $2,546,170,000 | 8 |
| Over one year through three years | $4,139,092,000 | 9 |
| Over three years through five years | $5,410,499,000 | 6 |
| Over five years through fifteen years | $11,626,709,000 | 3 |
| Over fifteen years | $4,377,684,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,693,464,000 | 7 |
| 2013-03-31 | Rank | |
| Total debt securities | $116,030,322,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,519,697,000 | 6 |
| Over three months through twelve months | $491,880,000 | 7 |
| Over one year through three years | $12,322,000 | 160 |
| Over three years through five years | $37,072,000 | 66 |
| Over five years through fifteen years | $3,937,463,000 | 14 |
| Over fifteen years | $1,520,354,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,739,638,000 | 17 |
| Over three years | $20,603,492,000 | 6 |
| Other debt securities | ||
| Three months or less | $57,837,067,000 | 1 |
| Over three months through twelve months | $2,090,596,000 | 7 |
| Over one year through three years | $4,172,776,000 | 9 |
| Over three years through five years | $5,588,390,000 | 7 |
| Over five years through fifteen years | $11,270,360,000 | 4 |
| Over fifteen years | $4,209,215,000 | 7 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,278,632,000 | 8 |
| 2012-12-31 | Rank | |
| Total debt securities | $119,845,630,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,723,103,000 | 6 |
| Over three months through twelve months | $453,233,000 | 7 |
| Over one year through three years | $18,636,000 | 108 |
| Over three years through five years | $32,248,000 | 64 |
| Over five years through fifteen years | $4,460,984,000 | 13 |
| Over fifteen years | $1,640,865,000 | 21 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,948,023,000 | 19 |
| Over three years | $23,278,008,000 | 5 |
| Other debt securities | ||
| Three months or less | $58,351,491,000 | 2 |
| Over three months through twelve months | $1,568,610,000 | 6 |
| Over one year through three years | $3,781,651,000 | 9 |
| Over three years through five years | $5,926,794,000 | 7 |
| Over five years through fifteen years | $11,572,508,000 | 3 |
| Over fifteen years | $4,089,476,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,255,174,000 | 7 |
| 2012-09-30 | Rank | |
| Total debt securities | $114,477,544,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $605,164,000 | 8 |
| Over three months through twelve months | $1,767,669,000 | 1 |
| Over one year through three years | $26,131,000 | 82 |
| Over three years through five years | $13,076,000 | 164 |
| Over five years through fifteen years | $2,612,870,000 | 16 |
| Over fifteen years | $1,767,155,000 | 20 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,162,726,000 | 19 |
| Over three years | $24,618,668,000 | 4 |
| Other debt securities | ||
| Three months or less | $57,063,143,000 | 2 |
| Over three months through twelve months | $2,051,368,000 | 6 |
| Over one year through three years | $3,487,156,000 | 10 |
| Over three years through five years | $5,900,077,000 | 7 |
| Over five years through fifteen years | $7,664,049,000 | 6 |
| Over fifteen years | $3,738,292,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,828,960,000 | 9 |
| 2012-06-30 | Rank | |
| Total debt securities | $113,399,970,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $627,650,000 | 8 |
| Over three months through twelve months | $1,907,028,000 | 1 |
| Over one year through three years | $35,267,000 | 65 |
| Over three years through five years | $5,214,000 | 354 |
| Over five years through fifteen years | $2,592,201,000 | 17 |
| Over fifteen years | $1,834,313,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,313,103,000 | 17 |
| Over three years | $26,613,361,000 | 4 |
| Other debt securities | ||
| Three months or less | $56,892,589,000 | 2 |
| Over three months through twelve months | $2,976,550,000 | 3 |
| Over one year through three years | $3,236,207,000 | 10 |
| Over three years through five years | $4,892,690,000 | 6 |
| Over five years through fifteen years | $4,738,791,000 | 7 |
| Over fifteen years | $3,735,006,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,728,619,000 | 9 |
| 2012-03-31 | Rank | |
| Total debt securities | $112,573,501,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $651,812,000 | 7 |
| Over three months through twelve months | $1,800,556,000 | 1 |
| Over one year through three years | $50,831,000 | 51 |
| Over three years through five years | $4,158,000 | 405 |
| Over five years through fifteen years | $2,773,570,000 | 18 |
| Over fifteen years | $453,318,000 | 47 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,255,817,000 | 15 |
| Over three years | $26,595,676,000 | 4 |
| Other debt securities | ||
| Three months or less | $59,271,508,000 | 2 |
| Over three months through twelve months | $1,776,529,000 | 6 |
| Over one year through three years | $2,533,591,000 | 16 |
| Over three years through five years | $4,280,461,000 | 7 |
| Over five years through fifteen years | $5,133,901,000 | 6 |
| Over fifteen years | $3,991,773,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,664,953,000 | 10 |
| 2011-12-31 | Rank | |
| Total debt securities | $108,390,473,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $753,422,000 | 7 |
| Over three months through twelve months | $1,804,598,000 | 1 |
| Over one year through three years | $65,812,000 | 30 |
| Over three years through five years | $5,024,000 | 289 |
| Over five years through fifteen years | $2,961,807,000 | 15 |
| Over fifteen years | $258,815,000 | 57 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,204,333,000 | 12 |
| Over three years | $23,910,276,000 | 5 |
| Other debt securities | ||
| Three months or less | $58,917,343,000 | 1 |
| Over three months through twelve months | $1,122,849,000 | 10 |
| Over one year through three years | $2,229,747,000 | 13 |
| Over three years through five years | $3,764,749,000 | 8 |
| Over five years through fifteen years | $5,372,153,000 | 6 |
| Over fifteen years | $4,019,545,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,627,770,000 | 6 |
| 2011-09-30 | Rank | |
| Total debt securities | $105,790,758,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $695,250,000 | 9 |
| Over three months through twelve months | $1,390,558,000 | 1 |
| Over one year through three years | $78,135,000 | 27 |
| Over three years through five years | $10,242,000 | 176 |
| Over five years through fifteen years | $2,456,910,000 | 16 |
| Over fifteen years | $277,100,000 | 52 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,645,734,000 | 9 |
| Over three years | $20,188,954,000 | 5 |
| Other debt securities | ||
| Three months or less | $56,731,819,000 | 1 |
| Over three months through twelve months | $1,823,176,000 | 8 |
| Over one year through three years | $2,982,323,000 | 10 |
| Over three years through five years | $3,668,356,000 | 9 |
| Over five years through fifteen years | $5,915,474,000 | 6 |
| Over fifteen years | $3,926,727,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $4,327,976,000 | 6 |
| 2011-06-30 | Rank | |
| Total debt securities | $105,157,015,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $722,839,000 | 10 |
| Over three months through twelve months | $847,424,000 | 3 |
| Over one year through three years | $77,595,000 | 27 |
| Over three years through five years | $26,130,000 | 78 |
| Over five years through fifteen years | $2,009,699,000 | 16 |
| Over fifteen years | $299,015,000 | 47 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,571,744,000 | 6 |
| Over three years | $18,678,742,000 | 6 |
| Other debt securities | ||
| Three months or less | $59,077,149,000 | 1 |
| Over three months through twelve months | $860,946,000 | 14 |
| Over one year through three years | $2,962,985,000 | 10 |
| Over three years through five years | $4,374,812,000 | 7 |
| Over five years through fifteen years | $5,742,703,000 | 6 |
| Over fifteen years | $3,905,232,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,746,847,000 | 5 |
| 2011-03-31 | Rank | |
| Total debt securities | $102,152,556,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $752,893,000 | 9 |
| Over three months through twelve months | $874,193,000 | 2 |
| Over one year through three years | $58,564,000 | 35 |
| Over three years through five years | $63,473,000 | 39 |
| Over five years through fifteen years | $2,921,529,000 | 14 |
| Over fifteen years | $317,085,000 | 47 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $5,337,722,000 | 7 |
| Over three years | $19,212,507,000 | 6 |
| Other debt securities | ||
| Three months or less | $49,631,044,000 | 2 |
| Over three months through twelve months | $1,052,033,000 | 11 |
| Over one year through three years | $4,183,887,000 | 8 |
| Over three years through five years | $3,571,534,000 | 9 |
| Over five years through fifteen years | $6,466,168,000 | 6 |
| Over fifteen years | $7,709,924,000 | 3 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,942,903,000 | 5 |
| 2010-12-31 | Rank | |
| Total debt securities | $92,883,524,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $804,534,000 | 9 |
| Over three months through twelve months | $930,543,000 | 2 |
| Over one year through three years | $62,380,000 | 35 |
| Over three years through five years | $81,898,000 | 34 |
| Over five years through fifteen years | $3,077,156,000 | 12 |
| Over fifteen years | $341,158,000 | 43 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,785,046,000 | 12 |
| Over three years | $18,390,656,000 | 5 |
| Other debt securities | ||
| Three months or less | $39,691,007,000 | 2 |
| Over three months through twelve months | $1,041,969,000 | 12 |
| Over one year through three years | $4,217,955,000 | 9 |
| Over three years through five years | $6,336,056,000 | 4 |
| Over five years through fifteen years | $6,887,192,000 | 6 |
| Over fifteen years | $8,235,974,000 | 3 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,725,379,000 | 10 |
| 2010-09-30 | Rank | |
| Total debt securities | $97,629,958,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,573,970,000 | 5 |
| Over three months through twelve months | $16,469,000 | 109 |
| Over one year through three years | $44,033,000 | 41 |
| Over three years through five years | $116,776,000 | 22 |
| Over five years through fifteen years | $2,620,406,000 | 12 |
| Over fifteen years | $370,423,000 | 44 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,307,865,000 | 14 |
| Over three years | $17,828,895,000 | 5 |
| Other debt securities | ||
| Three months or less | $40,201,883,000 | 1 |
| Over three months through twelve months | $1,691,814,000 | 7 |
| Over one year through three years | $4,255,033,000 | 9 |
| Over three years through five years | $6,255,787,000 | 4 |
| Over five years through fifteen years | $8,470,787,000 | 6 |
| Over fifteen years | $10,875,817,000 | 3 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,379,136,000 | 11 |
| 2010-06-30 | Rank | |
| Total debt securities | $97,226,119,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,488,890,000 | 6 |
| Over three months through twelve months | $202,018,000 | 9 |
| Over one year through three years | $51,115,000 | 35 |
| Over three years through five years | $131,650,000 | 26 |
| Over five years through fifteen years | $2,716,411,000 | 11 |
| Over fifteen years | $397,765,000 | 44 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,585,269,000 | 12 |
| Over three years | $18,798,212,000 | 5 |
| Other debt securities | ||
| Three months or less | $38,006,983,000 | 1 |
| Over three months through twelve months | $996,969,000 | 13 |
| Over one year through three years | $4,287,991,000 | 8 |
| Over three years through five years | $6,175,053,000 | 5 |
| Over five years through fifteen years | $9,655,454,000 | 4 |
| Over fifteen years | $10,732,339,000 | 3 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $2,961,096,000 | 9 |
| 2010-03-31 | Rank | |
| Total debt securities | $91,715,407,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $808,149,000 | 9 |
| Over three months through twelve months | $935,572,000 | 2 |
| Over one year through three years | $38,926,000 | 40 |
| Over three years through five years | $180,661,000 | 20 |
| Over five years through fifteen years | $306,435,000 | 60 |
| Over fifteen years | $438,975,000 | 41 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,522,690,000 | 12 |
| Over three years | $16,297,659,000 | 5 |
| Other debt securities | ||
| Three months or less | $41,072,086,000 | 1 |
| Over three months through twelve months | $5,722,282,000 | 3 |
| Over one year through three years | $2,029,987,000 | 16 |
| Over three years through five years | $2,952,187,000 | 9 |
| Over five years through fifteen years | $6,463,269,000 | 5 |
| Over fifteen years | $10,946,529,000 | 3 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,994,496,000 | 3 |
| 2009-12-31 | Rank | |
| Total debt securities | $92,391,496,000 | 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 | $803,945,000 | 11 |
| Over three months through twelve months | $603,762,000 | 5 |
| Over one year through three years | $30,181,000 | 43 |
| Over three years through five years | $218,689,000 | 16 |
| Over five years through fifteen years | $320,383,000 | 60 |
| Over fifteen years | $474,591,000 | 40 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,482,821,000 | 13 |
| Over three years | $16,887,695,000 | 5 |
| Other debt securities | ||
| Three months or less | $38,335,296,000 | 2 |
| Over three months through twelve months | $7,705,228,000 | 3 |
| Over one year through three years | $2,249,499,000 | 12 |
| Over three years through five years | $3,029,140,000 | 7 |
| Over five years through fifteen years | $6,705,238,000 | 3 |
| Over fifteen years | $11,545,028,000 | 3 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $13,501,595,000 | 3 |
| 2009-09-30 | Rank | |
| Total debt securities | $91,897,993,000 | 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 | $1,081,166,000 | 7 |
| Over three months through twelve months | $407,060,000 | 6 |
| Over one year through three years | $54,545,000 | 34 |
| Over three years through five years | $469,472,000 | 7 |
| Over five years through fifteen years | $354,755,000 | 56 |
| Over fifteen years | $704,951,000 | 36 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,296,674,000 | 12 |
| Over three years | $17,250,723,000 | 5 |
| Other debt securities | ||
| Three months or less | $36,979,583,000 | 1 |
| Over three months through twelve months | $6,478,830,000 | 3 |
| Over one year through three years | $2,265,356,000 | 11 |
| Over three years through five years | $3,191,588,000 | 8 |
| Over five years through fifteen years | $6,858,936,000 | 4 |
| Over fifteen years | $12,504,354,000 | 3 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $13,730,966,000 | 3 |
| 2009-06-30 | Rank | |
| Total debt securities | $79,758,629,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,300,918,000 | 4 |
| Over three months through twelve months | $63,292,000 | 41 |
| Over one year through three years | $72,136,000 | 33 |
| Over three years through five years | $420,358,000 | 9 |
| Over five years through fifteen years | $2,056,440,000 | 13 |
| Over fifteen years | $1,070,346,000 | 36 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $3,539,021,000 | 11 |
| Over three years | $6,993,834,000 | 9 |
| Other debt securities | ||
| Three months or less | $34,540,189,000 | 1 |
| Over three months through twelve months | $5,023,225,000 | 3 |
| Over one year through three years | $2,523,768,000 | 7 |
| Over three years through five years | $2,943,729,000 | 6 |
| Over five years through fifteen years | $7,603,152,000 | 4 |
| Over fifteen years | $11,608,221,000 | 3 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $12,346,070,000 | 3 |
| 2009-03-31 | Rank | |
| Total debt securities | $69,835,637,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,738,873,000 | 3 |
| Over three months through twelve months | $50,218,000 | 48 |
| Over one year through three years | $116,053,000 | 27 |
| Over three years through five years | $493,338,000 | 6 |
| Over five years through fifteen years | $2,603,303,000 | 11 |
| Over fifteen years | $1,378,521,000 | 27 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $7,073,514,000 | 4 |
| Over three years | $8,447,464,000 | 9 |
| Other debt securities | ||
| Three months or less | $29,439,550,000 | 1 |
| Over three months through twelve months | $6,852,618,000 | 3 |
| Over one year through three years | $2,748,340,000 | 6 |
| Over three years through five years | $1,893,056,000 | 7 |
| Over five years through fifteen years | $4,113,649,000 | 6 |
| Over fifteen years | $2,887,140,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $13,410,995,000 | 3 |
| 2008-12-31 | Rank | |
| Total debt securities | $72,361,648,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $1,841,240,000 | 3 |
| Over three months through twelve months | $41,006,000 | 53 |
| Over one year through three years | $157,668,000 | 20 |
| Over three years through five years | $312,297,000 | 13 |
| Over five years through fifteen years | $3,040,320,000 | 10 |
| Over fifteen years | $1,832,040,000 | 19 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,756,624,000 | 4 |
| Over three years | $9,047,747,000 | 9 |
| Other debt securities | ||
| Three months or less | $30,544,190,000 | 1 |
| Over three months through twelve months | $7,511,965,000 | 2 |
| Over one year through three years | $3,102,333,000 | 5 |
| Over three years through five years | $2,591,586,000 | 7 |
| Over five years through fifteen years | $4,049,137,000 | 5 |
| Over fifteen years | $1,533,495,000 | 7 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $15,655,409,000 | 2 |
| 2008-09-30 | Rank | |
| Total debt securities | $146,056,125,000 | 3 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $431,443,000 | 13 |
| Over three months through twelve months | $253,201,000 | 8 |
| Over one year through three years | $177,724,000 | 14 |
| Over three years through five years | $301,182,000 | 10 |
| Over five years through fifteen years | $3,130,228,000 | 8 |
| Over fifteen years | $3,081,525,000 | 15 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,132,685,000 | 2 |
| Over three years | $9,732,625,000 | 10 |
| Other debt securities | ||
| Three months or less | $105,938,918,000 | 1 |
| Over three months through twelve months | $6,116,504,000 | 3 |
| Over one year through three years | $2,762,013,000 | 5 |
| Over three years through five years | $2,648,701,000 | 6 |
| Over five years through fifteen years | $3,865,622,000 | 5 |
| Over fifteen years | $1,483,754,000 | 9 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $86,009,713,000 | 1 |
| 2008-06-30 | Rank | |
| Total debt securities | $71,130,748,000 | 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 | $131,362,000 | 22 |
| Over three months through twelve months | $1,030,743,000 | 2 |
| Over one year through three years | $188,350,000 | 14 |
| Over three years through five years | $250,214,000 | 11 |
| Over five years through fifteen years | $3,331,431,000 | 6 |
| Over fifteen years | $3,758,465,000 | 12 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,167,671,000 | 3 |
| Over three years | $10,911,474,000 | 7 |
| Other debt securities | ||
| Three months or less | $13,039,325,000 | 3 |
| Over three months through twelve months | $19,821,574,000 | 1 |
| Over one year through three years | $4,274,351,000 | 3 |
| Over three years through five years | $2,624,710,000 | 4 |
| Over five years through fifteen years | $3,893,922,000 | 6 |
| Over fifteen years | $1,707,156,000 | 8 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,480,906,000 | 2 |
| 2008-03-31 | Rank | |
| Total debt securities | $71,726,025,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $444,865,000 | 15 |
| Over three months through twelve months | $834,462,000 | 4 |
| Over one year through three years | $214,306,000 | 11 |
| Over three years through five years | $152,778,000 | 16 |
| Over five years through fifteen years | $4,632,018,000 | 6 |
| Over fifteen years | $4,012,184,000 | 10 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,253,206,000 | 3 |
| Over three years | $11,529,130,000 | 6 |
| Other debt securities | ||
| Three months or less | $12,659,876,000 | 2 |
| Over three months through twelve months | $20,520,485,000 | 1 |
| Over one year through three years | $2,812,816,000 | 4 |
| Over three years through five years | $1,726,688,000 | 6 |
| Over five years through fifteen years | $4,175,058,000 | 5 |
| Over fifteen years | $1,758,153,000 | 8 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,871,928,000 | 2 |
| 2007-12-31 | Rank | |
| Total debt securities | $73,745,084,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $779,220,000 | 8 |
| Over three months through twelve months | $413,668,000 | 6 |
| Over one year through three years | $251,864,000 | 9 |
| Over three years through five years | $132,838,000 | 18 |
| Over five years through fifteen years | $4,809,917,000 | 4 |
| Over fifteen years | $4,309,727,000 | 9 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,045,093,000 | 3 |
| Over three years | $12,869,388,000 | 6 |
| Other debt securities | ||
| Three months or less | $12,000,423,000 | 2 |
| Over three months through twelve months | $21,503,426,000 | 1 |
| Over one year through three years | $2,875,263,000 | 7 |
| Over three years through five years | $1,720,633,000 | 7 |
| Over five years through fifteen years | $4,222,165,000 | 5 |
| Over fifteen years | $1,811,459,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,721,424,000 | 2 |
| 2007-09-30 | Rank | |
| Total debt securities | $76,362,706,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $954,898,000 | 8 |
| Over three months through twelve months | $349,086,000 | 5 |
| Over one year through three years | $270,541,000 | 7 |
| Over three years through five years | $103,990,000 | 23 |
| Over five years through fifteen years | $4,972,965,000 | 4 |
| Over fifteen years | $4,438,142,000 | 11 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,170,195,000 | 2 |
| Over three years | $13,291,888,000 | 5 |
| Other debt securities | ||
| Three months or less | $11,931,657,000 | 2 |
| Over three months through twelve months | $23,309,049,000 | 1 |
| Over one year through three years | $2,670,365,000 | 8 |
| Over three years through five years | $1,844,986,000 | 6 |
| Over five years through fifteen years | $4,207,124,000 | 5 |
| Over fifteen years | $1,847,820,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $8,311,736,000 | 2 |
| 2007-06-30 | Rank | |
| Total debt securities | $66,300,970,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,695 |
| Over three months through twelve months | $0 | 3,395 |
| Over one year through three years | $0 | 3,608 |
| Over three years through five years | $0 | 3,005 |
| Over five years through fifteen years | $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 | $904,280,000 | 20 |
| Over three years | $17,744,710,000 | 3 |
| Other debt securities | ||
| Three months or less | $24,385,742,000 | 1 |
| Over three months through twelve months | $4,402,339,000 | 2 |
| Over one year through three years | $2,554,383,000 | 7 |
| Over three years through five years | $3,177,736,000 | 4 |
| Over five years through fifteen years | $5,853,224,000 | 3 |
| Over fifteen years | $7,278,556,000 | 4 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $4,873,126,000 | 6 |
| 2007-03-31 | Rank | |
| Total debt securities | $67,237,936,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,702 |
| Over three months through twelve months | $0 | 3,251 |
| Over one year through three years | $0 | 3,692 |
| Over three years through five years | $0 | 3,202 |
| Over five years through fifteen years | $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 | $998,286,000 | 18 |
| Over three years | $17,689,044,000 | 2 |
| Other debt securities | ||
| Three months or less | $24,249,824,000 | 1 |
| Over three months through twelve months | $4,901,648,000 | 2 |
| Over one year through three years | $3,715,852,000 | 5 |
| Over three years through five years | $3,845,485,000 | 4 |
| Over five years through fifteen years | $5,406,324,000 | 3 |
| Over fifteen years | $6,431,473,000 | 5 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,039,800,000 | 5 |
| 2006-12-31 | Rank | |
| Total debt securities | $64,405,638,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,672 |
| Over three months through twelve months | $0 | 3,212 |
| Over one year through three years | $0 | 3,786 |
| Over three years through five years | $0 | 3,335 |
| Over five years through fifteen years | $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 | $1,095,818,000 | 20 |
| Over three years | $16,161,617,000 | 2 |
| Other debt securities | ||
| Three months or less | $23,732,276,000 | 1 |
| Over three months through twelve months | $4,824,995,000 | 2 |
| Over one year through three years | $4,051,860,000 | 5 |
| Over three years through five years | $3,673,235,000 | 5 |
| Over five years through fifteen years | $5,460,927,000 | 3 |
| Over fifteen years | $5,404,910,000 | 5 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,878,035,000 | 3 |
| 2006-09-30 | Rank | |
| Total debt securities | $65,482,443,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,720 |
| Over three months through twelve months | $0 | 3,034 |
| Over one year through three years | $0 | 3,837 |
| Over three years through five years | $0 | 3,523 |
| Over five years through fifteen years | $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 | $4,679,815,000 | 3 |
| Over three years | $13,160,911,000 | 2 |
| Other debt securities | ||
| Three months or less | $25,000,545,000 | 1 |
| Over three months through twelve months | $5,022,034,000 | 2 |
| Over one year through three years | $4,773,671,000 | 2 |
| Over three years through five years | $3,095,280,000 | 5 |
| Over five years through fifteen years | $7,908,614,000 | 2 |
| Over fifteen years | $1,841,573,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,385,189,000 | 3 |
| 2006-06-30 | Rank | |
| Total debt securities | $59,025,983,000 | 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 | 2,776 |
| Over three months through twelve months | $0 | 3,054 |
| Over one year through three years | $0 | 3,893 |
| Over three years through five years | $0 | 3,628 |
| Over five years through fifteen years | $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 | $5,196,588,000 | 2 |
| Over three years | $10,455,314,000 | 3 |
| Other debt securities | ||
| Three months or less | $25,008,887,000 | 1 |
| Over three months through twelve months | $4,321,560,000 | 2 |
| Over one year through three years | $6,588,832,000 | 2 |
| Over three years through five years | $2,380,979,000 | 8 |
| Over five years through fifteen years | $3,905,419,000 | 4 |
| Over fifteen years | $1,168,404,000 | 6 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $6,604,603,000 | 2 |
| 2006-03-31 | Rank | |
| Total debt securities | $59,325,433,000 | 4 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,681 |
| Over three months through twelve months | $0 | 3,057 |
| Over one year through three years | $0 | 3,835 |
| Over three years through five years | $0 | 3,680 |
| Over five years through fifteen years | $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 | $4,241,006,000 | 4 |
| Over three years | $9,781,223,000 | 3 |
| Other debt securities | ||
| Three months or less | $24,369,250,000 | 1 |
| Over three months through twelve months | $3,092,297,000 | 2 |
| Over one year through three years | $8,314,435,000 | 2 |
| Over three years through five years | $2,607,089,000 | 9 |
| Over five years through fifteen years | $6,736,243,000 | 3 |
| Over fifteen years | $183,890,000 | 30 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,178,988,000 | 4 |
| 2005-12-31 | Rank | |
| Total debt securities | $59,145,889,000 | 4 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,636 |
| Over three months through twelve months | $0 | 3,017 |
| Over one year through three years | $0 | 3,736 |
| Over three years through five years | $0 | 3,864 |
| Over five years through fifteen years | $0 | 4,518 |
| Over fifteen years | $0 | 2,976 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $878,896,000 | 23 |
| Over three years | $11,895,431,000 | 3 |
| Other debt securities | ||
| Three months or less | $23,373,445,000 | 1 |
| Over three months through twelve months | $2,505,027,000 | 3 |
| Over one year through three years | $8,447,456,000 | 2 |
| Over three years through five years | $3,940,059,000 | 5 |
| Over five years through fifteen years | $7,651,554,000 | 3 |
| Over fifteen years | $454,021,000 | 17 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,617,022,000 | 4 |
| 2005-09-30 | Rank | |
| Total debt securities | $56,940,057,000 | 4 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,647 |
| Over three months through twelve months | $0 | 2,991 |
| Over one year through three years | $0 | 3,658 |
| Over three years through five years | $0 | 3,987 |
| Over five years through fifteen years | $0 | 4,581 |
| Over fifteen years | $0 | 2,965 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $591,794,000 | 43 |
| Over three years | $12,571,959,000 | 2 |
| Other debt securities | ||
| Three months or less | $3,705,355,000 | 6 |
| Over three months through twelve months | $5,171,510,000 | 2 |
| Over one year through three years | $11,290,921,000 | 2 |
| Over three years through five years | $5,940,416,000 | 3 |
| Over five years through fifteen years | $15,805,601,000 | 1 |
| Over fifteen years | $1,862,501,000 | 4 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $9,023,391,000 | 2 |
| 2005-06-30 | Rank | |
| Total debt securities | $52,836,611,000 | 4 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,738 |
| Over three months through twelve months | $0 | 2,897 |
| Over one year through three years | $0 | 3,574 |
| Over three years through five years | $0 | 4,009 |
| Over five years through fifteen years | $0 | 4,680 |
| Over fifteen years | $0 | 2,952 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $690,869,000 | 42 |
| Over three years | $10,434,236,000 | 2 |
| Other debt securities | ||
| Three months or less | $3,721,669,000 | 5 |
| Over three months through twelve months | $7,274,475,000 | 2 |
| Over one year through three years | $9,502,769,000 | 2 |
| Over three years through five years | $5,374,475,000 | 3 |
| Over five years through fifteen years | $14,508,663,000 | 1 |
| Over fifteen years | $1,329,455,000 | 4 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,096,332,000 | 2 |
| 2005-03-31 | Rank | |
| Total debt securities | $47,619,956,000 | 5 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,795 |
| Over three months through twelve months | $0 | 2,913 |
| Over one year through three years | $0 | 3,455 |
| Over three years through five years | $0 | 4,091 |
| Over five years through fifteen years | $0 | 4,790 |
| Over fifteen years | $0 | 3,008 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $6,388,000 | 762 |
| Over three years | $8,970,075,000 | 4 |
| Other debt securities | ||
| Three months or less | $2,756,081,000 | 6 |
| Over three months through twelve months | $7,489,980,000 | 2 |
| Over one year through three years | $6,760,689,000 | 2 |
| Over three years through five years | $5,014,814,000 | 5 |
| Over five years through fifteen years | $7,633,899,000 | 2 |
| Over fifteen years | $8,988,030,000 | 2 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $10,234,186,000 | 2 |
| 2004-12-31 | Rank | |
| Total debt securities | $37,111,313,000 | 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 | 2,733 |
| Over three months through twelve months | $0 | 2,936 |
| Over one year through three years | $0 | 3,324 |
| Over three years through five years | $0 | 4,127 |
| Over five years through fifteen years | $0 | 4,825 |
| Over fifteen years | $0 | 3,087 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $740,911,000 | 36 |
| Over three years | $5,049,103,000 | 6 |
| Other debt securities | ||
| Three months or less | $3,418,514,000 | 6 |
| Over three months through twelve months | $8,450,672,000 | 2 |
| Over one year through three years | $9,717,921,000 | 2 |
| Over three years through five years | $3,406,050,000 | 7 |
| Over five years through fifteen years | $5,681,199,000 | 2 |
| Over fifteen years | $646,943,000 | 11 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,962,120,000 | 2 |
| 2004-09-30 | Rank | |
| Total debt securities | $36,338,086,000 | 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 | 2,864 |
| Over three months through twelve months | $0 | 2,944 |
| Over one year through three years | $0 | 3,124 |
| Over three years through five years | $0 | 4,153 |
| Over five years through fifteen years | $0 | 4,892 |
| Over fifteen years | $0 | 3,151 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $736,857,000 | 34 |
| Over three years | $3,263,340,000 | 14 |
| Other debt securities | ||
| Three months or less | $3,519,012,000 | 5 |
| Over three months through twelve months | $8,161,663,000 | 2 |
| Over one year through three years | $12,118,850,000 | 2 |
| Over three years through five years | $2,405,400,000 | 7 |
| Over five years through fifteen years | $5,480,256,000 | 2 |
| Over fifteen years | $652,708,000 | 11 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,744,592,000 | 2 |
| 2004-06-30 | Rank | |
| Total debt securities | $35,564,396,000 | 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 | $0 | 2,885 |
| Over three months through twelve months | $0 | 3,046 |
| Over one year through three years | $0 | 3,084 |
| Over three years through five years | $0 | 4,205 |
| Over five years through fifteen years | $0 | 4,982 |
| Over fifteen years | $0 | 3,262 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $681,981,000 | 26 |
| Over three years | $1,342,778,000 | 36 |
| Other debt securities | ||
| Three months or less | $1,841,882,000 | 12 |
| Over three months through twelve months | $8,850,671,000 | 2 |
| Over one year through three years | $15,592,403,000 | 2 |
| Over three years through five years | $2,151,979,000 | 9 |
| Over five years through fifteen years | $4,652,422,000 | 4 |
| Over fifteen years | $450,280,000 | 17 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $10,778,529,000 | 3 |
| 2004-03-31 | Rank | |
| Total debt securities | $34,159,658,000 | 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 | $0 | 2,970 |
| Over three months through twelve months | $0 | 3,069 |
| Over one year through three years | $0 | 2,952 |
| Over three years through five years | $0 | 4,136 |
| Over five years through fifteen years | $0 | 4,988 |
| Over fifteen years | $0 | 3,320 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $681,464,000 | 42 |
| Over three years | $1,592,529,000 | 29 |
| Other debt securities | ||
| Three months or less | $944,039,000 | 23 |
| Over three months through twelve months | $6,996,148,000 | 2 |
| Over one year through three years | $10,125,747,000 | 3 |
| Over three years through five years | $5,773,329,000 | 3 |
| Over five years through fifteen years | $4,127,848,000 | 6 |
| Over fifteen years | $3,918,554,000 | 4 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,969,119,000 | 3 |
| 2003-12-31 | Rank | |
| Total debt securities | $37,796,028,000 | 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 | $0 | 3,043 |
| Over three months through twelve months | $0 | 3,137 |
| Over one year through three years | $0 | 2,913 |
| Over three years through five years | $0 | 4,124 |
| Over five years through fifteen years | $0 | 5,038 |
| Over fifteen years | $0 | 3,416 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $630,801,000 | 34 |
| Over three years | $3,015,359,000 | 20 |
| Other debt securities | ||
| Three months or less | $1,079,890,000 | 18 |
| Over three months through twelve months | $8,985,086,000 | 2 |
| Over one year through three years | $18,484,820,000 | 2 |
| Over three years through five years | $2,269,449,000 | 6 |
| Over five years through fifteen years | $2,766,069,000 | 8 |
| Over fifteen years | $564,554,000 | 15 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $9,810,357,000 | 2 |
| 2003-09-30 | Rank | |
| Total debt securities | $32,068,261,000 | 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 | $0 | 3,223 |
| Over three months through twelve months | $0 | 3,113 |
| Over one year through three years | $0 | 2,869 |
| Over three years through five years | $0 | 4,007 |
| Over five years through fifteen years | $0 | 5,096 |
| Over fifteen years | $0 | 3,490 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $453,846,000 | 54 |
| Over three years | $2,931,927,000 | 14 |
| Other debt securities | ||
| Three months or less | $1,134,293,000 | 17 |
| Over three months through twelve months | $7,585,954,000 | 2 |
| Over one year through three years | $14,937,713,000 | 2 |
| Over three years through five years | $2,052,364,000 | 6 |
| Over five years through fifteen years | $2,421,324,000 | 8 |
| Over fifteen years | $550,840,000 | 15 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,599,142,000 | 6 |
| 2003-06-30 | Rank | |
| Total debt securities | $29,408,730,000 | 10 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 3,173 |
| Over three months through twelve months | $0 | 3,226 |
| Over one year through three years | $0 | 2,730 |
| Over three years through five years | $0 | 3,882 |
| Over five years through fifteen years | $0 | 5,061 |
| Over fifteen years | $0 | 3,563 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $2,068,943,000 | 16 |
| Over three years | $2,070,257,000 | 18 |
| Other debt securities | ||
| Three months or less | $1,367,463,000 | 15 |
| Over three months through twelve months | $5,816,818,000 | 2 |
| Over one year through three years | $11,145,989,000 | 2 |
| Over three years through five years | $2,873,024,000 | 6 |
| Over five years through fifteen years | $3,099,047,000 | 8 |
| Over fifteen years | $967,189,000 | 7 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $7,529,269,000 | 2 |
| 2003-03-31 | Rank | |
| Total debt securities | $28,277,702,000 | 10 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 3,284 |
| Over three months through twelve months | $0 | 3,351 |
| Over one year through three years | $0 | 2,729 |
| Over three years through five years | $0 | 3,717 |
| Over five years through fifteen years | $0 | 5,014 |
| Over fifteen years | $0 | 3,620 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $609,935,000 | 52 |
| Over three years | $2,887,019,000 | 11 |
| Other debt securities | ||
| Three months or less | $1,334,412,000 | 14 |
| Over three months through twelve months | $5,127,121,000 | 3 |
| Over one year through three years | $14,269,085,000 | 2 |
| Over three years through five years | $1,806,933,000 | 8 |
| Over five years through fifteen years | $1,897,730,000 | 6 |
| Over fifteen years | $345,467,000 | 21 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $6,381,461,000 | 5 |
| 2002-12-31 | Rank | |
| Total debt securities | $24,834,709,000 | 10 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 3,149 |
| Over three months through twelve months | $0 | 3,429 |
| Over one year through three years | $0 | 2,763 |
| Over three years through five years | $0 | 3,532 |
| Over five years through fifteen years | $0 | 4,946 |
| Over fifteen years | $0 | 3,618 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $775,995,000 | 42 |
| Over three years | $2,599,863,000 | 15 |
| Other debt securities | ||
| Three months or less | $1,309,767,000 | 16 |
| Over three months through twelve months | $6,873,978,000 | 2 |
| Over one year through three years | $10,579,899,000 | 3 |
| Over three years through five years | $1,042,800,000 | 13 |
| Over five years through fifteen years | $958,350,000 | 14 |
| Over fifteen years | $694,057,000 | 8 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $6,425,546,000 | 3 |
| 2001-12-31 | Rank | |
| Total debt securities | $18,147,156,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 3,181 |
| Over three months through twelve months | $0 | 3,321 |
| Over one year through three years | $0 | 2,979 |
| Over three years through five years | $0 | 2,981 |
| Over five years through fifteen years | $0 | 4,789 |
| Over fifteen years | $0 | 3,783 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $805,753,000 | 21 |
| Over three years | $2,378,272,000 | 11 |
| Other debt securities | ||
| Three months or less | $1,702,846,000 | 16 |
| Over three months through twelve months | $2,215,486,000 | 4 |
| Over one year through three years | $8,752,769,000 | 1 |
| Over three years through five years | $1,034,589,000 | 9 |
| Over five years through fifteen years | $854,751,000 | 15 |
| Over fifteen years | $402,690,000 | 12 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,819,165,000 | 6 |
| 2000-12-31 | Rank | |
| Total debt securities | $13,705,153,000 | 12 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 2,886 |
| Over three months through twelve months | $0 | 3,714 |
| Over one year through three years | $0 | 3,191 |
| Over three years through five years | $0 | 2,740 |
| Over five years through fifteen years | $0 | 4,438 |
| Over fifteen years | $0 | 3,547 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,354,642,000 | 8 |
| Over three years | $972,135,000 | 28 |
| Other debt securities | ||
| Three months or less | $996,868,000 | 20 |
| Over three months through twelve months | $5,166,303,000 | 2 |
| Over one year through three years | $3,678,445,000 | 4 |
| Over three years through five years | $687,475,000 | 15 |
| Over five years through fifteen years | $306,045,000 | 48 |
| Over fifteen years | $543,240,000 | 7 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $5,902,313,000 | 6 |
| 1999-12-31 | Rank | |
| Total debt securities | $14,676,298,000 | 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 | $0 | 2,773 |
| Over three months through twelve months | $0 | 3,783 |
| Over one year through three years | $0 | 3,546 |
| Over three years through five years | $0 | 3,128 |
| Over five years through fifteen years | $0 | 4,690 |
| Over fifteen years | $0 | 3,621 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $976,240,000 | 9 |
| Over three years | $989,110,000 | 28 |
| Other debt securities | ||
| Three months or less | $878,293,000 | 18 |
| Over three months through twelve months | $2,229,028,000 | 2 |
| Over one year through three years | $5,737,645,000 | 3 |
| Over three years through five years | $1,447,970,000 | 6 |
| Over five years through fifteen years | $1,017,318,000 | 16 |
| Over fifteen years | $1,400,694,000 | 3 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,077,112,000 | 6 |
| 1998-12-31 | Rank | |
| Total debt securities | $9,690,148,000 | 13 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 3,090 |
| Over three months through twelve months | $0 | 3,743 |
| Over one year through three years | $0 | 3,796 |
| Over three years through five years | $0 | 3,447 |
| Over five years through fifteen years | $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 | $845,183,000 | 23 |
| Over three years | $474,047,000 | 45 |
| Other debt securities | ||
| Three months or less | $1,620,083,000 | 7 |
| Over three months through twelve months | $1,626,024,000 | 3 |
| Over one year through three years | $2,391,401,000 | 3 |
| Over three years through five years | $722,353,000 | 12 |
| Over five years through fifteen years | $785,844,000 | 19 |
| Over fifteen years | $1,225,213,000 | 4 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,225,075,000 | 5 |
| 1997-12-31 | Rank | |
| Total debt securities | $10,359,259,000 | 10 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $0 | 3,237 |
| Over three months through twelve months | $0 | 4,112 |
| Over one year through three years | $0 | 3,405 |
| Over three years through five years | $0 | 3,868 |
| Over five years through fifteen years | $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 | $1,037,250,000 | 9 |
| Over three years | $151,108,000 | 85 |
| Other debt securities | ||
| Three months or less | $1,435,169,000 | 5 |
| Over three months through twelve months | $2,580,552,000 | 2 |
| Over one year through three years | $2,821,003,000 | 2 |
| Over three years through five years | $1,056,685,000 | 8 |
| Over five years through fifteen years | $717,509,000 | 17 |
| Over fifteen years | $559,983,000 | 7 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $3,630,381,000 | 3 |
| 1996-12-31 | Rank | |
| Total debt securities | $9,376,862,000 | 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 | 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 | $3,601,268,000 | 3 |
| 1995-12-31 | Rank | |
| Total debt securities | $6,317,343,000 | 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 | 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 | $2,896,634,000 | 4 |
| 1994-12-31 | Rank | |
| Total debt securities | $8,404,170,000 | 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 | 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 | $2,768,546,000 | 6 |
| 1993-12-31 | Rank | |
| Total debt securities | $5,653,624,000 | 18 |
| 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 | $2,904,313,000 | 6 |
| 1992-12-31 | Rank | |
| Total debt securities | $4,042,442,000 | 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 | 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 | $1,775,567,000 | 6 |