| 2023-12-31 | Rank |
| Total debt securities | $145,463,917,000 | 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 | $68,429,000 | 24 |
| Over three months through twelve months | $120,078,000 | 6 |
| Over one year through three years | $61,000 | 1,142 |
| Over three years through five years | $1,254,000 | 696 |
| Over five years through fifteen years | $22,821,000 | 665 |
| Over fifteen years | $1,228,763,000 | 54 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $8,660,095,000 | 4 |
| Over three years | $33,734,176,000 | 3 |
| Other debt securities |
| Three months or less | $9,222,706,000 | 53 |
| Over three months through twelve months | $12,342,684,000 | 4 |
| Over one year through three years | $24,586,545,000 | 4 |
| Over three years through five years | $32,641,731,000 | 4 |
| Over five years through fifteen years | $15,633,343,000 | 5 |
| Over fifteen years | $7,201,231,000 | 3 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $15,636,760,000 | 5 |
| 2023-09-30 | Rank |
| Total debt securities | $145,152,010,000 | 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 | $25,001,000 | 57 |
| Over three months through twelve months | $176,955,000 | 6 |
| Over one year through three years | $18,000 | 1,374 |
| Over three years through five years | $1,362,000 | 679 |
| Over five years through fifteen years | $21,795,000 | 692 |
| Over fifteen years | $934,395,000 | 64 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $8,328,999,000 | 4 |
| Over three years | $34,244,243,000 | 3 |
| Other debt securities |
| Three months or less | $9,188,118,000 | 54 |
| Over three months through twelve months | $13,332,866,000 | 3 |
| Over one year through three years | $21,800,420,000 | 6 |
| Over three years through five years | $32,009,245,000 | 4 |
| Over five years through fifteen years | $18,658,561,000 | 5 |
| Over fifteen years | $6,430,032,000 | 3 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $16,322,309,000 | 4 |
| 2023-06-30 | Rank |
| Total debt securities | $155,895,377,000 | 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 | $16,742,000 | 87 |
| Over three months through twelve months | $199,062,000 | 5 |
| Over one year through three years | $4,000 | 1,574 |
| Over three years through five years | $188,000 | 1,628 |
| Over five years through fifteen years | $24,348,000 | 669 |
| Over fifteen years | $834,122,000 | 72 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,909,798,000 | 4 |
| Over three years | $36,081,240,000 | 3 |
| Other debt securities |
| Three months or less | $14,115,749,000 | 55 |
| Over three months through twelve months | $9,221,767,000 | 5 |
| Over one year through three years | $23,704,700,000 | 3 |
| Over three years through five years | $34,715,948,000 | 3 |
| Over five years through fifteen years | $21,775,265,000 | 5 |
| Over fifteen years | $7,296,444,000 | 3 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $16,554,097,000 | 3 |
| 2023-03-31 | Rank |
| Total debt securities | $165,216,202,000 | 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 | $7,757,000 | 142 |
| Over three months through twelve months | $165,080,000 | 4 |
| Over one year through three years | $56,370,000 | 12 |
| Over three years through five years | $213,000 | 1,466 |
| Over five years through fifteen years | $25,123,000 | 690 |
| Over fifteen years | $745,418,000 | 83 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $8,142,893,000 | 2 |
| Over three years | $37,431,126,000 | 3 |
| Other debt securities |
| Three months or less | $13,083,529,000 | 8 |
| Over three months through twelve months | $10,347,076,000 | 5 |
| Over one year through three years | $26,667,679,000 | 4 |
| Over three years through five years | $36,446,442,000 | 4 |
| Over five years through fifteen years | $24,551,788,000 | 7 |
| Over fifteen years | $7,545,708,000 | 4 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $16,486,484,000 | 4 |
| 2022-12-31 | Rank |
| Total debt securities | $180,523,123,000 | 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 | $2,213,000 | 299 |
| Over three months through twelve months | $98,286,000 | 8 |
| Over one year through three years | $136,632,000 | 8 |
| Over three years through five years | $229,000 | 1,347 |
| Over five years through fifteen years | $21,463,000 | 802 |
| Over fifteen years | $706,226,000 | 89 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $10,104,093,000 | 2 |
| Over three years | $41,985,601,000 | 3 |
| Other debt securities |
| Three months or less | $11,513,605,000 | 7 |
| Over three months through twelve months | $13,921,483,000 | 4 |
| Over one year through three years | $29,127,398,000 | 3 |
| Over three years through five years | $37,191,588,000 | 4 |
| Over five years through fifteen years | $28,518,728,000 | 5 |
| Over fifteen years | $7,195,578,000 | 4 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $16,301,745,000 | 5 |
| 2022-09-30 | Rank |
| Total debt securities | $189,497,713,000 | 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 | $7,976,000 | 150 |
| Over three months through twelve months | $79,457,000 | 11 |
| Over one year through three years | $163,804,000 | 4 |
| Over three years through five years | $283,000 | 1,180 |
| Over five years through fifteen years | $3,387,000 | 2,218 |
| Over fifteen years | $691,965,000 | 91 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $10,113,108,000 | 2 |
| Over three years | $47,914,022,000 | 3 |
| Other debt securities |
| Three months or less | $11,433,305,000 | 7 |
| Over three months through twelve months | $14,904,565,000 | 4 |
| Over one year through three years | $30,802,935,000 | 3 |
| Over three years through five years | $30,865,511,000 | 4 |
| Over five years through fifteen years | $35,305,149,000 | 4 |
| Over fifteen years | $7,212,246,000 | 4 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $17,229,452,000 | 5 |
| 2022-06-30 | Rank |
| Total debt securities | $198,501,132,000 | 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 | $3,554,000 | 215 |
| Over three months through twelve months | $53,470,000 | 17 |
| Over one year through three years | $213,413,000 | 5 |
| Over three years through five years | $167,000 | 1,386 |
| Over five years through fifteen years | $3,891,000 | 2,162 |
| Over fifteen years | $736,462,000 | 90 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $10,661,022,000 | 2 |
| Over three years | $44,824,265,000 | 3 |
| Other debt securities |
| Three months or less | $12,705,327,000 | 8 |
| Over three months through twelve months | $10,819,214,000 | 5 |
| Over one year through three years | $36,113,479,000 | 3 |
| Over three years through five years | $30,102,396,000 | 4 |
| Over five years through fifteen years | $38,999,827,000 | 4 |
| Over fifteen years | $13,264,645,000 | 4 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $15,146,942,000 | 5 |
| 2022-03-31 | Rank |
| Total debt securities | $196,207,195,000 | 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 | $2,501,000 | 266 |
| Over three months through twelve months | $42,175,000 | 24 |
| Over one year through three years | $259,771,000 | 4 |
| Over three years through five years | $187,000 | 1,300 |
| Over five years through fifteen years | $102,203,000 | 256 |
| Over fifteen years | $788,160,000 | 89 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $10,484,473,000 | 3 |
| Over three years | $41,657,240,000 | 3 |
| Other debt securities |
| Three months or less | $15,454,884,000 | 7 |
| Over three months through twelve months | $7,612,243,000 | 4 |
| Over one year through three years | $37,226,231,000 | 3 |
| Over three years through five years | $28,447,915,000 | 4 |
| Over five years through fifteen years | $39,238,160,000 | 4 |
| Over fifteen years | $14,891,052,000 | 4 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $15,005,109,000 | 4 |
| 2021-12-31 | Rank |
| Total debt securities | $202,860,732,000 | 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 | $2,995,000 | 236 |
| Over three months through twelve months | $48,144,000 | 23 |
| Over one year through three years | $300,216,000 | 3 |
| Over three years through five years | $210,000 | 1,178 |
| Over five years through fifteen years | $4,827,000 | 1,970 |
| Over fifteen years | $880,074,000 | 84 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $10,511,702,000 | 2 |
| Over three years | $38,504,805,000 | 3 |
| Other debt securities |
| Three months or less | $21,936,332,000 | 5 |
| Over three months through twelve months | $10,289,390,000 | 3 |
| Over one year through three years | $36,177,065,000 | 3 |
| Over three years through five years | $27,658,418,000 | 4 |
| Over five years through fifteen years | $40,735,616,000 | 5 |
| Over fifteen years | $15,810,938,000 | 4 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $24,028,948,000 | 3 |
| 2021-09-30 | Rank |
| Total debt securities | $190,206,697,000 | 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 | $13,037,000 | 80 |
| Over three months through twelve months | $34,368,000 | 24 |
| Over one year through three years | $355,981,000 | 3 |
| Over three years through five years | $141,000 | 1,268 |
| Over five years through fifteen years | $5,473,000 | 1,894 |
| Over fifteen years | $941,404,000 | 78 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $9,073,400,000 | 3 |
| Over three years | $40,939,539,000 | 3 |
| Other debt securities |
| Three months or less | $16,439,411,000 | 8 |
| Over three months through twelve months | $16,231,417,000 | 3 |
| Over one year through three years | $35,628,014,000 | 3 |
| Over three years through five years | $25,811,771,000 | 3 |
| Over five years through fifteen years | $35,697,713,000 | 5 |
| Over fifteen years | $9,035,028,000 | 4 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $23,954,117,000 | 3 |
| 2021-06-30 | Rank |
| Total debt securities | $168,940,252,000 | 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 | $5,469,000 | 117 |
| Over three months through twelve months | $49,548,000 | 20 |
| Over one year through three years | $421,944,000 | 2 |
| Over three years through five years | $11,000 | 1,827 |
| Over five years through fifteen years | $5,911,000 | 1,814 |
| Over fifteen years | $997,753,000 | 71 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $9,089,427,000 | 3 |
| Over three years | $42,363,151,000 | 3 |
| Other debt securities |
| Three months or less | $15,851,583,000 | 8 |
| Over three months through twelve months | $18,849,438,000 | 2 |
| Over one year through three years | $19,063,892,000 | 4 |
| Over three years through five years | $22,169,078,000 | 4 |
| Over five years through fifteen years | $33,828,517,000 | 5 |
| Over fifteen years | $6,244,530,000 | 6 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $25,679,318,000 | 2 |
| 2021-03-31 | Rank |
| Total debt securities | $159,017,299,000 | 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 | $3,942,000 | 160 |
| Over three months through twelve months | $56,450,000 | 21 |
| Over one year through three years | $357,943,000 | 3 |
| Over three years through five years | $145,419,000 | 12 |
| Over five years through fifteen years | $6,399,000 | 1,700 |
| Over fifteen years | $1,063,168,000 | 68 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $12,736,966,000 | 1 |
| Over three years | $38,460,687,000 | 3 |
| Other debt securities |
| Three months or less | $18,074,559,000 | 7 |
| Over three months through twelve months | $16,978,891,000 | 3 |
| Over one year through three years | $21,707,233,000 | 3 |
| Over three years through five years | $20,365,647,000 | 4 |
| Over five years through fifteen years | $28,996,879,000 | 5 |
| Over fifteen years | $63,116,000 | 307 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $25,936,090,000 | 3 |
| 2020-12-31 | Rank |
| Total debt securities | $160,646,161,000 | 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 | $3,159,000 | 188 |
| Over three months through twelve months | $61,799,000 | 21 |
| Over one year through three years | $214,744,000 | 6 |
| Over three years through five years | $380,170,000 | 6 |
| Over five years through fifteen years | $6,897,000 | 1,616 |
| Over fifteen years | $1,153,092,000 | 57 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $18,762,484,000 | 1 |
| Over three years | $33,604,112,000 | 3 |
| Other debt securities |
| Three months or less | $30,269,349,000 | 4 |
| Over three months through twelve months | $14,245,526,000 | 5 |
| Over one year through three years | $25,490,007,000 | 3 |
| Over three years through five years | $18,241,024,000 | 5 |
| Over five years through fifteen years | $18,126,561,000 | 5 |
| Over fifteen years | $87,237,000 | 213 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $35,660,060,000 | 4 |
| 2020-09-30 | Rank |
| Total debt securities | $173,731,322,000 | 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 | $792,419,000 | 4 |
| Over three months through twelve months | $122,000 | 1,033 |
| Over one year through three years | $1,981,000 | 312 |
| Over three years through five years | $1,631,000 | 388 |
| Over five years through fifteen years | $7,519,000 | 1,535 |
| Over fifteen years | $1,086,950,000 | 54 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $24,547,676,000 | 1 |
| Over three years | $26,756,297,000 | 3 |
| Other debt securities |
| Three months or less | $31,914,182,000 | 4 |
| Over three months through twelve months | $25,054,788,000 | 4 |
| Over one year through three years | $26,447,051,000 | 3 |
| Over three years through five years | $18,968,187,000 | 3 |
| Over five years through fifteen years | $18,016,120,000 | 4 |
| Over fifteen years | $136,399,000 | 126 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $44,576,427,000 | 3 |
| 2020-06-30 | Rank |
| Total debt securities | $145,896,308,000 | 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 | $938,595,000 | 4 |
| Over three months through twelve months | $318,000 | 789 |
| Over one year through three years | $1,879,000 | 322 |
| Over three years through five years | $2,487,000 | 334 |
| Over five years through fifteen years | $8,195,000 | 1,440 |
| Over fifteen years | $887,562,000 | 56 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $18,476,455,000 | 1 |
| Over three years | $31,961,030,000 | 2 |
| Other debt securities |
| Three months or less | $22,830,694,000 | 6 |
| Over three months through twelve months | $10,623,382,000 | 6 |
| Over one year through three years | $28,380,942,000 | 3 |
| Over three years through five years | $17,599,306,000 | 3 |
| Over five years through fifteen years | $14,047,825,000 | 5 |
| Over fifteen years | $137,638,000 | 114 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $21,141,468,000 | 5 |
| 2020-03-31 | Rank |
| Total debt securities | $130,248,011,000 | 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 | $1,059,351,000 | 6 |
| Over three months through twelve months | $563,000 | 644 |
| Over one year through three years | $2,370,000 | 275 |
| Over three years through five years | $2,852,000 | 342 |
| Over five years through fifteen years | $6,235,000 | 1,678 |
| Over fifteen years | $865,918,000 | 54 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $14,007,723,000 | 1 |
| Over three years | $32,182,719,000 | 2 |
| Other debt securities |
| Three months or less | $15,279,265,000 | 8 |
| Over three months through twelve months | $8,822,073,000 | 6 |
| Over one year through three years | $29,717,220,000 | 3 |
| Over three years through five years | $17,538,346,000 | 4 |
| Over five years through fifteen years | $10,620,207,000 | 7 |
| Over fifteen years | $143,169,000 | 97 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $10,863,272,000 | 7 |
| 2019-12-31 | Rank |
| Total debt securities | $126,309,009,000 | 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 | $1,112,244,000 | 5 |
| Over three months through twelve months | $0 | 1,801 |
| Over one year through three years | $1,727,000 | 322 |
| Over three years through five years | $5,230,000 | 241 |
| Over five years through fifteen years | $6,467,000 | 1,643 |
| Over fifteen years | $877,237,000 | 49 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $13,068,872,000 | 1 |
| Over three years | $28,079,415,000 | 2 |
| Other debt securities |
| Three months or less | $17,455,201,000 | 6 |
| Over three months through twelve months | $7,943,139,000 | 4 |
| Over one year through three years | $27,846,518,000 | 4 |
| Over three years through five years | $17,575,185,000 | 4 |
| Over five years through fifteen years | $12,194,429,000 | 5 |
| Over fifteen years | $143,345,000 | 88 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $11,205,538,000 | 7 |
| 2019-09-30 | Rank |
| Total debt securities | $124,418,051,000 | 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 | $1,205,422,000 | 4 |
| Over three months through twelve months | $0 | 1,798 |
| Over one year through three years | $1,192,000 | 404 |
| Over three years through five years | $7,092,000 | 206 |
| Over five years through fifteen years | $19,573,000 | 749 |
| Over fifteen years | $1,548,747,000 | 40 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $14,382,627,000 | 1 |
| Over three years | $24,080,757,000 | 2 |
| Other debt securities |
| Three months or less | $15,611,436,000 | 7 |
| Over three months through twelve months | $7,675,534,000 | 4 |
| Over one year through three years | $30,289,019,000 | 4 |
| Over three years through five years | $16,919,663,000 | 4 |
| Over five years through fifteen years | $12,524,851,000 | 5 |
| Over fifteen years | $152,138,000 | 80 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $9,785,649,000 | 7 |
| 2019-06-30 | Rank |
| Total debt securities | $118,358,317,000 | 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 | $1,315,712,000 | 4 |
| Over three months through twelve months | $15,000 | 1,489 |
| Over one year through three years | $1,596,000 | 352 |
| Over three years through five years | $8,176,000 | 193 |
| Over five years through fifteen years | $17,633,000 | 847 |
| Over fifteen years | $1,470,691,000 | 43 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $13,887,833,000 | 1 |
| Over three years | $20,013,286,000 | 4 |
| Other debt securities |
| Three months or less | $16,077,042,000 | 6 |
| Over three months through twelve months | $5,832,058,000 | 5 |
| Over one year through three years | $30,750,619,000 | 4 |
| Over three years through five years | $17,433,918,000 | 4 |
| Over five years through fifteen years | $11,395,974,000 | 7 |
| Over fifteen years | $153,764,000 | 74 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $8,518,756,000 | 6 |
| 2019-03-31 | Rank |
| Total debt securities | $116,514,721,000 | 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 | $1,348,711,000 | 5 |
| Over three months through twelve months | $81,746,000 | 24 |
| Over one year through three years | $2,061,000 | 308 |
| Over three years through five years | $9,268,000 | 180 |
| Over five years through fifteen years | $16,530,000 | 915 |
| Over fifteen years | $1,355,164,000 | 41 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $10,839,803,000 | 1 |
| Over three years | $21,518,119,000 | 4 |
| Other debt securities |
| Three months or less | $17,139,311,000 | 6 |
| Over three months through twelve months | $5,418,468,000 | 4 |
| Over one year through three years | $29,168,329,000 | 3 |
| Over three years through five years | $18,037,586,000 | 4 |
| Over five years through fifteen years | $11,425,137,000 | 7 |
| Over fifteen years | $154,488,000 | 73 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $9,054,257,000 | 6 |
| 2018-12-31 | Rank |
| Total debt securities | $118,402,783,000 | 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 | $1,389,199,000 | 5 |
| Over three months through twelve months | $83,892,000 | 22 |
| Over one year through three years | $2,555,000 | 267 |
| Over three years through five years | $10,127,000 | 174 |
| Over five years through fifteen years | $95,815,000 | 231 |
| Over fifteen years | $2,789,691,000 | 28 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $11,482,726,000 | 1 |
| Over three years | $20,311,681,000 | 4 |
| Other debt securities |
| Three months or less | $16,671,993,000 | 7 |
| Over three months through twelve months | $5,397,859,000 | 5 |
| Over one year through three years | $26,217,033,000 | 3 |
| Over three years through five years | $21,723,219,000 | 3 |
| Over five years through fifteen years | $12,071,632,000 | 6 |
| Over fifteen years | $155,361,000 | 71 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $7,551,899,000 | 8 |
| 2018-09-30 | Rank |
| Total debt securities | $119,667,243,000 | 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 | $1,485,286,000 | 5 |
| Over three months through twelve months | $93,044,000 | 21 |
| Over one year through three years | $3,416,000 | 222 |
| Over three years through five years | $7,964,000 | 207 |
| Over five years through fifteen years | $97,674,000 | 223 |
| Over fifteen years | $2,693,790,000 | 27 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $11,512,197,000 | 1 |
| Over three years | $21,027,375,000 | 4 |
| Other debt securities |
| Three months or less | $16,696,001,000 | 6 |
| Over three months through twelve months | $4,913,398,000 | 4 |
| Over one year through three years | $24,455,751,000 | 3 |
| Over three years through five years | $23,807,355,000 | 2 |
| Over five years through fifteen years | $12,715,559,000 | 5 |
| Over fifteen years | $158,433,000 | 71 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $7,481,271,000 | 7 |
| 2018-06-30 | Rank |
| Total debt securities | $115,717,190,000 | 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 | $1,598,138,000 | 5 |
| Over three months through twelve months | $107,838,000 | 22 |
| Over one year through three years | $100,180,000 | 16 |
| Over three years through five years | $7,042,000 | 210 |
| Over five years through fifteen years | $102,201,000 | 216 |
| Over fifteen years | $2,675,258,000 | 27 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $12,082,167,000 | 1 |
| Over three years | $18,489,261,000 | 6 |
| Other debt securities |
| Three months or less | $16,016,074,000 | 6 |
| Over three months through twelve months | $4,586,902,000 | 5 |
| Over one year through three years | $22,492,009,000 | 3 |
| Over three years through five years | $25,430,041,000 | 2 |
| Over five years through fifteen years | $11,866,968,000 | 6 |
| Over fifteen years | $163,111,000 | 70 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $6,569,117,000 | 5 |
| 2018-03-31 | Rank |
| Total debt securities | $113,229,130,000 | 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 | $2,032,303,000 | 3 |
| Over three months through twelve months | $461,284,000 | 7 |
| Over one year through three years | $107,683,000 | 18 |
| Over three years through five years | $7,960,000 | 192 |
| Over five years through fifteen years | $104,145,000 | 221 |
| Over fifteen years | $2,557,661,000 | 28 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $12,132,305,000 | 1 |
| Over three years | $17,700,633,000 | 7 |
| Other debt securities |
| Three months or less | $16,864,298,000 | 6 |
| Over three months through twelve months | $2,946,574,000 | 7 |
| Over one year through three years | $20,889,661,000 | 2 |
| Over three years through five years | $26,262,766,000 | 3 |
| Over five years through fifteen years | $10,993,191,000 | 8 |
| Over fifteen years | $168,666,000 | 65 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $6,289,905,000 | 6 |
| 2017-12-31 | Rank |
| Total debt securities | $109,698,260,000 | 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 | $1,771,972,000 | 5 |
| Over three months through twelve months | $1,429,925,000 | 1 |
| Over one year through three years | $110,404,000 | 18 |
| Over three years through five years | $8,341,000 | 163 |
| Over five years through fifteen years | $113,548,000 | 198 |
| Over fifteen years | $2,547,514,000 | 28 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $11,995,725,000 | 2 |
| Over three years | $16,972,226,000 | 6 |
| Other debt securities |
| Three months or less | $17,421,268,000 | 7 |
| Over three months through twelve months | $2,336,891,000 | 9 |
| Over one year through three years | $18,520,050,000 | 2 |
| Over three years through five years | $25,213,325,000 | 3 |
| Over five years through fifteen years | $11,066,912,000 | 8 |
| Over fifteen years | $190,159,000 | 61 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $5,723,432,000 | 7 |
| 2017-09-30 | Rank |
| Total debt securities | $108,767,415,000 | 8 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $2,366,994,000 | 3 |
| Over three months through twelve months | $1,212,023,000 | 2 |
| Over one year through three years | $614,894,000 | 9 |
| Over three years through five years | $6,012,000 | 205 |
| Over five years through fifteen years | $118,152,000 | 196 |
| Over fifteen years | $2,265,099,000 | 28 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $11,153,118,000 | 2 |
| Over three years | $17,449,665,000 | 7 |
| Other debt securities |
| Three months or less | $16,930,889,000 | 7 |
| Over three months through twelve months | $1,961,887,000 | 10 |
| Over one year through three years | $16,513,706,000 | 2 |
| Over three years through five years | $27,403,501,000 | 3 |
| Over five years through fifteen years | $10,575,555,000 | 7 |
| Over fifteen years | $195,920,000 | 58 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $5,021,573,000 | 8 |
| 2017-06-30 | Rank |
| Total debt securities | $95,316,650,000 | 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 | $240,105,000 | 15 |
| Over three months through twelve months | $2,352,611,000 | 1 |
| Over one year through three years | $748,960,000 | 8 |
| Over three years through five years | $6,910,000 | 188 |
| Over five years through fifteen years | $97,771,000 | 231 |
| Over fifteen years | $1,834,677,000 | 30 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $10,896,506,000 | 3 |
| Over three years | $13,980,510,000 | 9 |
| Other debt securities |
| Three months or less | $16,363,690,000 | 6 |
| Over three months through twelve months | $1,962,304,000 | 10 |
| Over one year through three years | $11,638,297,000 | 3 |
| Over three years through five years | $26,816,015,000 | 3 |
| Over five years through fifteen years | $8,376,820,000 | 11 |
| Over fifteen years | $1,474,000 | 1,804 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $5,805,783,000 | 6 |
| 2017-03-31 | Rank |
| Total debt securities | $93,827,169,000 | 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 | $10,864,000 | 134 |
| Over three months through twelve months | $2,178,693,000 | 1 |
| Over one year through three years | $1,881,758,000 | 1 |
| Over three years through five years | $7,972,000 | 176 |
| Over five years through fifteen years | $81,920,000 | 268 |
| Over fifteen years | $1,432,425,000 | 34 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $10,484,963,000 | 3 |
| Over three years | $13,572,297,000 | 11 |
| Other debt securities |
| Three months or less | $17,484,358,000 | 7 |
| Over three months through twelve months | $1,699,866,000 | 11 |
| Over one year through three years | $10,825,905,000 | 4 |
| Over three years through five years | $24,473,225,000 | 3 |
| Over five years through fifteen years | $9,691,269,000 | 8 |
| Over fifteen years | $1,654,000 | 1,734 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $4,778,117,000 | 9 |
| 2016-12-31 | Rank |
| Total debt securities | $92,135,602,000 | 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 | $11,361,000 | 148 |
| Over three months through twelve months | $2,363,294,000 | 1 |
| Over one year through three years | $1,989,191,000 | 1 |
| Over three years through five years | $9,210,000 | 146 |
| Over five years through fifteen years | $74,639,000 | 283 |
| Over fifteen years | $1,259,894,000 | 34 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $9,323,115,000 | 4 |
| Over three years | $14,708,038,000 | 11 |
| Other debt securities |
| Three months or less | $19,374,569,000 | 7 |
| Over three months through twelve months | $1,655,220,000 | 11 |
| Over one year through three years | $8,857,544,000 | 6 |
| Over three years through five years | $20,177,072,000 | 4 |
| Over five years through fifteen years | $12,134,551,000 | 5 |
| Over fifteen years | $197,904,000 | 56 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $4,601,258,000 | 8 |
| 2016-09-30 | Rank |
| Total debt securities | $92,695,521,000 | 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 | $12,613,000 | 140 |
| Over three months through twelve months | $893,471,000 | 3 |
| Over one year through three years | $3,777,761,000 | 1 |
| Over three years through five years | $10,764,000 | 129 |
| Over five years through fifteen years | $74,590,000 | 283 |
| Over fifteen years | $1,197,305,000 | 33 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $9,181,224,000 | 5 |
| Over three years | $15,141,303,000 | 9 |
| Other debt securities |
| Three months or less | $21,857,897,000 | 7 |
| Over three months through twelve months | $1,228,035,000 | 12 |
| Over one year through three years | $8,446,619,000 | 7 |
| Over three years through five years | $15,618,364,000 | 5 |
| Over five years through fifteen years | $15,253,782,000 | 5 |
| Over fifteen years | $1,793,000 | 1,669 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $3,885,923,000 | 8 |
| 2016-06-30 | Rank |
| Total debt securities | $88,589,614,000 | 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 | $114,782,000 | 33 |
| Over three months through twelve months | $0 | 2,201 |
| Over one year through three years | $4,876,108,000 | 1 |
| Over three years through five years | $148,310,000 | 21 |
| Over five years through fifteen years | $77,253,000 | 282 |
| Over fifteen years | $1,083,000,000 | 33 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $8,228,551,000 | 5 |
| Over three years | $16,389,658,000 | 7 |
| Other debt securities |
| Three months or less | $21,154,533,000 | 7 |
| Over three months through twelve months | $2,052,463,000 | 7 |
| Over one year through three years | $7,306,805,000 | 9 |
| Over three years through five years | $12,382,096,000 | 4 |
| Over five years through fifteen years | $14,774,110,000 | 5 |
| Over fifteen years | $1,945,000 | 1,654 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $2,870,245,000 | 9 |
| 2016-03-31 | Rank |
| Total debt securities | $86,728,277,000 | 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 | $717,411,000 | 8 |
| Over three months through twelve months | $215,371,000 | 14 |
| Over one year through three years | $5,032,473,000 | 1 |
| Over three years through five years | $161,563,000 | 21 |
| Over five years through fifteen years | $78,537,000 | 287 |
| Over fifteen years | $1,016,780,000 | 32 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,918,695,000 | 5 |
| Over three years | $16,260,138,000 | 10 |
| Other debt securities |
| Three months or less | $21,257,670,000 | 7 |
| Over three months through twelve months | $1,966,555,000 | 8 |
| Over one year through three years | $5,387,789,000 | 10 |
| Over three years through five years | $12,560,540,000 | 3 |
| Over five years through fifteen years | $14,152,810,000 | 5 |
| Over fifteen years | $1,945,000 | 1,639 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $3,282,948,000 | 9 |
| 2015-12-31 | Rank |
| Total debt securities | $82,345,045,000 | 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 | $34,130,000 | 52 |
| Over three months through twelve months | $1,835,090,000 | 2 |
| Over one year through three years | $4,879,349,000 | 1 |
| Over three years through five years | $144,841,000 | 20 |
| Over five years through fifteen years | $91,027,000 | 250 |
| Over fifteen years | $1,000,019,000 | 33 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,744,586,000 | 5 |
| Over three years | $15,803,890,000 | 10 |
| Other debt securities |
| Three months or less | $21,515,112,000 | 6 |
| Over three months through twelve months | $1,947,824,000 | 9 |
| Over one year through three years | $4,533,068,000 | 10 |
| Over three years through five years | $8,257,062,000 | 7 |
| Over five years through fifteen years | $14,541,587,000 | 5 |
| Over fifteen years | $17,460,000 | 425 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $3,889,944,000 | 10 |
| 2015-09-30 | Rank |
| Total debt securities | $83,557,333,000 | 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 | $16,721,000 | 99 |
| Over three months through twelve months | $2,772,576,000 | 1 |
| Over one year through three years | $4,607,952,000 | 1 |
| Over three years through five years | $805,182,000 | 7 |
| Over five years through fifteen years | $94,845,000 | 240 |
| Over fifteen years | $1,001,975,000 | 32 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,681,335,000 | 5 |
| Over three years | $16,188,999,000 | 10 |
| Other debt securities |
| Three months or less | $22,710,601,000 | 6 |
| Over three months through twelve months | $506,452,000 | 23 |
| Over one year through three years | $5,091,598,000 | 10 |
| Over three years through five years | $6,856,983,000 | 8 |
| Over five years through fifteen years | $15,204,553,000 | 5 |
| Over fifteen years | $17,561,000 | 422 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $3,921,860,000 | 8 |
| 2015-06-30 | Rank |
| Total debt securities | $78,523,187,000 | 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 | $121,013,000 | 27 |
| Over three months through twelve months | $3,017,042,000 | 1 |
| Over one year through three years | $5,229,551,000 | 1 |
| Over three years through five years | $1,092,282,000 | 7 |
| Over five years through fifteen years | $95,256,000 | 245 |
| Over fifteen years | $972,120,000 | 30 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,890,642,000 | 5 |
| Over three years | $16,421,707,000 | 8 |
| Other debt securities |
| Three months or less | $23,229,396,000 | 6 |
| Over three months through twelve months | $217,642,000 | 33 |
| Over one year through three years | $5,607,968,000 | 9 |
| Over three years through five years | $5,781,604,000 | 9 |
| Over five years through fifteen years | $8,829,208,000 | 8 |
| Over fifteen years | $17,756,000 | 415 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $4,039,524,000 | 6 |
| 2015-03-31 | Rank |
| Total debt securities | $78,694,905,000 | 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 | $433,802,000 | 13 |
| Over three months through twelve months | $665,235,000 | 6 |
| Over one year through three years | $6,480,534,000 | 1 |
| Over three years through five years | $2,741,516,000 | 3 |
| Over five years through fifteen years | $101,022,000 | 232 |
| Over fifteen years | $1,043,335,000 | 30 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,243,170,000 | 6 |
| Over three years | $16,627,448,000 | 9 |
| Other debt securities |
| Three months or less | $24,923,835,000 | 6 |
| Over three months through twelve months | $367,211,000 | 17 |
| Over one year through three years | $4,253,338,000 | 10 |
| Over three years through five years | $5,641,116,000 | 9 |
| Over five years through fifteen years | $8,155,449,000 | 8 |
| Over fifteen years | $17,894,000 | 404 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $2,969,628,000 | 8 |
| 2014-12-31 | Rank |
| Total debt securities | $78,463,295,000 | 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 | $108,646,000 | 28 |
| Over three months through twelve months | $1,364,012,000 | 2 |
| Over one year through three years | $7,600,015,000 | 1 |
| Over three years through five years | $3,115,537,000 | 2 |
| Over five years through fifteen years | $106,744,000 | 224 |
| Over fifteen years | $1,086,054,000 | 29 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,592,327,000 | 6 |
| Over three years | $16,079,100,000 | 10 |
| Other debt securities |
| Three months or less | $25,385,249,000 | 6 |
| Over three months through twelve months | $1,041,179,000 | 11 |
| Over one year through three years | $3,092,953,000 | 14 |
| Over three years through five years | $5,265,437,000 | 9 |
| Over five years through fifteen years | $6,608,115,000 | 9 |
| Over fifteen years | $17,927,000 | 413 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $4,387,709,000 | 7 |
| 2014-09-30 | Rank |
| Total debt securities | $83,538,229,000 | 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 | $30,344,000 | 62 |
| Over three months through twelve months | $1,775,809,000 | 1 |
| Over one year through three years | $5,608,457,000 | 1 |
| Over three years through five years | $5,837,809,000 | 1 |
| Over five years through fifteen years | $111,031,000 | 215 |
| Over fifteen years | $1,109,129,000 | 28 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,541,388,000 | 5 |
| Over three years | $15,710,706,000 | 10 |
| Other debt securities |
| Three months or less | $27,508,978,000 | 5 |
| Over three months through twelve months | $1,721,506,000 | 7 |
| Over one year through three years | $4,034,921,000 | 10 |
| Over three years through five years | $5,301,031,000 | 8 |
| Over five years through fifteen years | $7,228,839,000 | 8 |
| Over fifteen years | $18,281,000 | 411 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $5,740,704,000 | 5 |
| 2014-06-30 | Rank |
| Total debt securities | $84,052,860,000 | 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 | $82,465,000 | 32 |
| Over three months through twelve months | $1,682,720,000 | 1 |
| Over one year through three years | $5,150,407,000 | 1 |
| Over three years through five years | $7,644,327,000 | 1 |
| Over five years through fifteen years | $115,378,000 | 205 |
| Over fifteen years | $1,120,313,000 | 28 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,616,578,000 | 5 |
| Over three years | $15,028,279,000 | 9 |
| Other debt securities |
| Three months or less | $27,390,773,000 | 5 |
| Over three months through twelve months | $2,687,378,000 | 5 |
| Over one year through three years | $3,515,764,000 | 11 |
| Over three years through five years | $5,541,830,000 | 7 |
| Over five years through fifteen years | $6,458,182,000 | 9 |
| Over fifteen years | $18,466,000 | 431 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $5,979,719,000 | 5 |
| 2014-03-31 | Rank |
| Total debt securities | $80,512,596,000 | 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 | $20,231,000 | 95 |
| Over three months through twelve months | $1,016,407,000 | 3 |
| Over one year through three years | $6,420,306,000 | 1 |
| Over three years through five years | $7,513,399,000 | 1 |
| Over five years through fifteen years | $118,574,000 | 197 |
| Over fifteen years | $1,002,561,000 | 26 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $6,688,307,000 | 5 |
| Over three years | $14,857,949,000 | 10 |
| Other debt securities |
| Three months or less | $26,262,611,000 | 5 |
| Over three months through twelve months | $2,016,511,000 | 6 |
| Over one year through three years | $3,244,808,000 | 10 |
| Over three years through five years | $5,886,843,000 | 7 |
| Over five years through fifteen years | $5,445,471,000 | 11 |
| Over fifteen years | $18,618,000 | 429 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $5,298,536,000 | 6 |
| 2013-12-31 | Rank |
| Total debt securities | $83,121,500,000 | 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 | $34,000 | 1,849 |
| Over three months through twelve months | $1,010,166,000 | 3 |
| Over one year through three years | $7,221,216,000 | 1 |
| Over three years through five years | $7,873,269,000 | 1 |
| Over five years through fifteen years | $107,326,000 | 213 |
| Over fifteen years | $821,575,000 | 27 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $6,796,724,000 | 4 |
| Over three years | $14,657,409,000 | 10 |
| Other debt securities |
| Three months or less | $28,396,201,000 | 5 |
| Over three months through twelve months | $1,416,675,000 | 8 |
| Over one year through three years | $4,318,450,000 | 9 |
| Over three years through five years | $5,665,926,000 | 7 |
| Over five years through fifteen years | $4,786,819,000 | 11 |
| Over fifteen years | $49,710,000 | 165 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $7,456,268,000 | 4 |
| 2013-09-30 | Rank |
| Total debt securities | $83,768,118,000 | 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 | $83,247,000 | 30 |
| Over three months through twelve months | $914,840,000 | 2 |
| Over one year through three years | $8,107,732,000 | 1 |
| Over three years through five years | $6,105,198,000 | 1 |
| Over five years through fifteen years | $100,654,000 | 223 |
| Over fifteen years | $711,081,000 | 35 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,151,731,000 | 4 |
| Over three years | $14,852,127,000 | 8 |
| Other debt securities |
| Three months or less | $29,172,937,000 | 5 |
| Over three months through twelve months | $585,031,000 | 17 |
| Over one year through three years | $5,175,991,000 | 8 |
| Over three years through five years | $4,968,140,000 | 8 |
| Over five years through fifteen years | $5,821,610,000 | 9 |
| Over fifteen years | $17,799,000 | 484 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $6,573,266,000 | 5 |
| 2013-06-30 | Rank |
| Total debt securities | $78,726,292,000 | 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 | $40,000 | 1,916 |
| Over three months through twelve months | $221,396,000 | 12 |
| Over one year through three years | $6,687,775,000 | 1 |
| Over three years through five years | $5,916,072,000 | 1 |
| Over five years through fifteen years | $88,708,000 | 246 |
| Over fifteen years | $895,209,000 | 30 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,284,071,000 | 5 |
| Over three years | $14,935,812,000 | 9 |
| Other debt securities |
| Three months or less | $27,774,195,000 | 5 |
| Over three months through twelve months | $745,314,000 | 12 |
| Over one year through three years | $4,842,538,000 | 8 |
| Over three years through five years | $3,998,473,000 | 7 |
| Over five years through fifteen years | $5,318,817,000 | 10 |
| Over fifteen years | $17,872,000 | 487 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $6,498,891,000 | 5 |
| 2013-03-31 | Rank |
| Total debt securities | $73,205,754,000 | 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 | $31,654,000 | 66 |
| Over three months through twelve months | $283,105,000 | 11 |
| Over one year through three years | $4,632,537,000 | 1 |
| Over three years through five years | $4,600,216,000 | 1 |
| Over five years through fifteen years | $89,743,000 | 247 |
| Over fifteen years | $622,300,000 | 37 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,607,270,000 | 7 |
| Over three years | $14,230,013,000 | 10 |
| Other debt securities |
| Three months or less | $26,594,692,000 | 5 |
| Over three months through twelve months | $571,866,000 | 17 |
| Over one year through three years | $5,536,867,000 | 8 |
| Over three years through five years | $3,111,337,000 | 8 |
| Over five years through fifteen years | $5,265,239,000 | 9 |
| Over fifteen years | $28,915,000 | 300 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $5,828,043,000 | 4 |
| 2012-12-31 | Rank |
| Total debt securities | $72,073,011,000 | 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 | $48,977,000 | 45 |
| Over three months through twelve months | $660,846,000 | 3 |
| Over one year through three years | $4,192,281,000 | 1 |
| Over three years through five years | $3,424,427,000 | 3 |
| Over five years through fifteen years | $924,655,000 | 45 |
| Over fifteen years | $724,742,000 | 32 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,894,670,000 | 8 |
| Over three years | $14,795,306,000 | 8 |
| Other debt securities |
| Three months or less | $25,515,941,000 | 5 |
| Over three months through twelve months | $217,865,000 | 33 |
| Over one year through three years | $5,956,753,000 | 8 |
| Over three years through five years | $2,671,609,000 | 11 |
| Over five years through fifteen years | $5,012,757,000 | 8 |
| Over fifteen years | $32,182,000 | 283 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,233,845,000 | 15 |
| 2012-09-30 | Rank |
| Total debt securities | $73,968,578,000 | 7 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $8,348,000 | 186 |
| Over three months through twelve months | $546,093,000 | 7 |
| Over one year through three years | $4,723,753,000 | 2 |
| Over three years through five years | $1,710,110,000 | 7 |
| Over five years through fifteen years | $1,036,944,000 | 42 |
| Over fifteen years | $746,583,000 | 34 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $7,436,947,000 | 8 |
| Over three years | $15,798,692,000 | 8 |
| Other debt securities |
| Three months or less | $27,856,382,000 | 5 |
| Over three months through twelve months | $206,393,000 | 38 |
| Over one year through three years | $6,026,150,000 | 8 |
| Over three years through five years | $2,810,516,000 | 11 |
| Over five years through fifteen years | $5,023,615,000 | 8 |
| Over fifteen years | $38,052,000 | 210 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $3,390,297,000 | 6 |
| 2012-06-30 | Rank |
| Total debt securities | $73,447,823,000 | 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 | $22,524,000 | 89 |
| Over three months through twelve months | $697,391,000 | 6 |
| Over one year through three years | $4,161,345,000 | 2 |
| Over three years through five years | $2,406,251,000 | 7 |
| Over five years through fifteen years | $1,152,463,000 | 37 |
| Over fifteen years | $1,383,779,000 | 24 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $6,835,737,000 | 10 |
| Over three years | $15,702,112,000 | 8 |
| Other debt securities |
| Three months or less | $28,266,902,000 | 4 |
| Over three months through twelve months | $16,153,000 | 318 |
| Over one year through three years | $5,798,526,000 | 8 |
| Over three years through five years | $2,826,500,000 | 10 |
| Over five years through fifteen years | $4,141,214,000 | 8 |
| Over fifteen years | $36,926,000 | 221 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $4,289,223,000 | 5 |
| 2012-03-31 | Rank |
| Total debt securities | $69,403,543,000 | 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 | $310,331,000 | 17 |
| Over three months through twelve months | $276,129,000 | 12 |
| Over one year through three years | $2,796,538,000 | 2 |
| Over three years through five years | $3,815,138,000 | 3 |
| Over five years through fifteen years | $1,227,646,000 | 36 |
| Over fifteen years | $1,233,593,000 | 26 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $5,676,365,000 | 11 |
| Over three years | $14,101,864,000 | 10 |
| Other debt securities |
| Three months or less | $28,167,468,000 | 4 |
| Over three months through twelve months | $142,772,000 | 49 |
| Over one year through three years | $4,372,819,000 | 9 |
| Over three years through five years | $2,877,720,000 | 11 |
| Over five years through fifteen years | $4,326,241,000 | 8 |
| Over fifteen years | $78,919,000 | 93 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $5,564,350,000 | 3 |
| 2011-12-31 | Rank |
| Total debt securities | $73,959,413,000 | 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 | $331,060,000 | 14 |
| Over three months through twelve months | $0 | 2,454 |
| Over one year through three years | $0 | 2,402 |
| Over three years through five years | $0 | 2,043 |
| Over five years through fifteen years | $1,298,732,000 | 29 |
| Over fifteen years | $1,160,575,000 | 26 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $5,293,880,000 | 11 |
| Over three years | $12,452,185,000 | 9 |
| Other debt securities |
| Three months or less | $32,421,033,000 | 3 |
| Over three months through twelve months | $1,350,866,000 | 8 |
| Over one year through three years | $7,067,989,000 | 7 |
| Over three years through five years | $8,457,696,000 | 5 |
| Over five years through fifteen years | $4,049,012,000 | 8 |
| Over fifteen years | $76,385,000 | 89 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $11,991,737,000 | 3 |
| 2011-09-30 | Rank |
| Total debt securities | $73,269,942,000 | 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 | $354,734,000 | 14 |
| Over three months through twelve months | $0 | 2,418 |
| Over one year through three years | $0 | 2,426 |
| Over three years through five years | $0 | 2,038 |
| Over five years through fifteen years | $1,498,590,000 | 22 |
| Over fifteen years | $1,039,968,000 | 25 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $5,350,768,000 | 11 |
| Over three years | $10,211,930,000 | 9 |
| Other debt securities |
| Three months or less | $33,821,913,000 | 3 |
| Over three months through twelve months | $1,138,527,000 | 12 |
| Over one year through three years | $6,772,532,000 | 6 |
| Over three years through five years | $9,159,797,000 | 3 |
| Over five years through fifteen years | $3,841,184,000 | 9 |
| Over fifteen years | $79,999,000 | 82 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $12,076,297,000 | 3 |
| 2011-06-30 | Rank |
| Total debt securities | $70,274,482,000 | 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 | $389,586,000 | 15 |
| Over three months through twelve months | $0 | 2,537 |
| Over one year through three years | $0 | 2,447 |
| Over three years through five years | $0 | 2,015 |
| Over five years through fifteen years | $1,516,353,000 | 22 |
| Over fifteen years | $892,751,000 | 26 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $5,209,109,000 | 8 |
| Over three years | $8,769,811,000 | 10 |
| Other debt securities |
| Three months or less | $34,343,673,000 | 3 |
| Over three months through twelve months | $1,050,169,000 | 12 |
| Over one year through three years | $5,277,137,000 | 6 |
| Over three years through five years | $9,685,014,000 | 3 |
| Over five years through fifteen years | $3,024,089,000 | 9 |
| Over fifteen years | $116,790,000 | 46 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $11,948,594,000 | 3 |
| 2011-03-31 | Rank |
| Total debt securities | $68,679,710,000 | 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 | $448,611,000 | 12 |
| Over three months through twelve months | $0 | 2,697 |
| Over one year through three years | $0 | 2,440 |
| Over three years through five years | $0 | 2,135 |
| Over five years through fifteen years | $1,595,008,000 | 20 |
| Over fifteen years | $748,448,000 | 28 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $5,383,137,000 | 6 |
| Over three years | $8,169,135,000 | 12 |
| Other debt securities |
| Three months or less | $34,219,718,000 | 3 |
| Over three months through twelve months | $511,920,000 | 20 |
| Over one year through three years | $5,349,243,000 | 6 |
| Over three years through five years | $9,874,089,000 | 3 |
| Over five years through fifteen years | $2,335,448,000 | 9 |
| Over fifteen years | $44,953,000 | 134 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $10,236,475,000 | 3 |
| 2010-12-31 | Rank |
| Total debt securities | $68,267,026,000 | 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 | $500,962,000 | 11 |
| Over three months through twelve months | $0 | 2,789 |
| Over one year through three years | $0 | 2,489 |
| Over three years through five years | $0 | 2,206 |
| Over five years through fifteen years | $1,691,327,000 | 18 |
| Over fifteen years | $1,604,381,000 | 17 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $4,749,512,000 | 7 |
| Over three years | $6,784,685,000 | 12 |
| Other debt securities |
| Three months or less | $34,280,724,000 | 3 |
| Over three months through twelve months | $478,989,000 | 23 |
| Over one year through three years | $4,683,520,000 | 8 |
| Over three years through five years | $10,781,213,000 | 3 |
| Over five years through fifteen years | $2,318,718,000 | 9 |
| Over fifteen years | $392,995,000 | 18 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $5,226,727,000 | 6 |
| 2010-09-30 | Rank |
| Total debt securities | $65,828,161,000 | 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 | $611,627,000 | 11 |
| Over three months through twelve months | $0 | 2,812 |
| Over one year through three years | $0 | 2,480 |
| Over three years through five years | $0 | 2,361 |
| Over five years through fifteen years | $898,506,000 | 35 |
| Over fifteen years | $1,647,769,000 | 19 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $4,825,637,000 | 9 |
| Over three years | $5,320,706,000 | 10 |
| Other debt securities |
| Three months or less | $34,083,512,000 | 2 |
| Over three months through twelve months | $814,347,000 | 15 |
| Over one year through three years | $4,586,025,000 | 8 |
| Over three years through five years | $10,170,990,000 | 3 |
| Over five years through fifteen years | $2,309,207,000 | 9 |
| Over fifteen years | $559,835,000 | 14 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $4,279,449,000 | 6 |
| 2010-06-30 | Rank |
| Total debt securities | $58,670,969,000 | 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 | $623,697,000 | 12 |
| Over three months through twelve months | $0 | 2,926 |
| Over one year through three years | $0 | 2,443 |
| Over three years through five years | $0 | 2,549 |
| Over five years through fifteen years | $731,737,000 | 39 |
| Over fifteen years | $1,061,003,000 | 27 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $4,186,522,000 | 9 |
| Over three years | $5,315,461,000 | 11 |
| Other debt securities |
| Three months or less | $32,926,087,000 | 2 |
| Over three months through twelve months | $407,541,000 | 20 |
| Over one year through three years | $3,635,271,000 | 10 |
| Over three years through five years | $7,598,669,000 | 3 |
| Over five years through fifteen years | $1,859,149,000 | 9 |
| Over fifteen years | $325,832,000 | 19 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $2,272,592,000 | 12 |
| 2010-03-31 | Rank |
| Total debt securities | $53,217,031,000 | 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 | $698,722,000 | 12 |
| Over three months through twelve months | $1,000 | 3,048 |
| Over one year through three years | $0 | 2,501 |
| Over three years through five years | $0 | 2,713 |
| Over five years through fifteen years | $238,138,000 | 76 |
| Over fifteen years | $560,328,000 | 35 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $4,376,344,000 | 11 |
| Over three years | $5,545,664,000 | 11 |
| Other debt securities |
| Three months or less | $32,867,120,000 | 3 |
| Over three months through twelve months | $650,093,000 | 17 |
| Over one year through three years | $2,092,150,000 | 14 |
| Over three years through five years | $4,619,489,000 | 7 |
| Over five years through fifteen years | $1,246,377,000 | 11 |
| Over fifteen years | $322,605,000 | 21 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $896,820,000 | 17 |
| 2009-12-31 | Rank |
| Total debt securities | $49,360,190,000 | 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 | $780,433,000 | 12 |
| Over three months through twelve months | $1,000 | 3,156 |
| Over one year through three years | $0 | 2,461 |
| Over three years through five years | $0 | 2,776 |
| Over five years through fifteen years | $186,825,000 | 95 |
| Over fifteen years | $550,772,000 | 37 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $5,535,506,000 | 8 |
| Over three years | $4,194,729,000 | 13 |
| Other debt securities |
| Three months or less | $29,995,421,000 | 3 |
| Over three months through twelve months | $386,100,000 | 21 |
| Over one year through three years | $2,049,292,000 | 14 |
| Over three years through five years | $4,924,483,000 | 6 |
| Over five years through fifteen years | $640,961,000 | 18 |
| Over fifteen years | $115,667,000 | 42 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $487,317,000 | 29 |
| 2009-09-30 | Rank |
| Total debt securities | $28,387,843,000 | 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 | $6,628,000 | 216 |
| Over three months through twelve months | $2,000 | 3,170 |
| Over one year through three years | $1,000 | 2,627 |
| Over three years through five years | $0 | 2,874 |
| Over five years through fifteen years | $198,476,000 | 92 |
| Over fifteen years | $558,407,000 | 40 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $6,184,511,000 | 5 |
| Over three years | $3,154,419,000 | 16 |
| Other debt securities |
| Three months or less | $12,730,679,000 | 4 |
| Over three months through twelve months | $398,062,000 | 19 |
| Over one year through three years | $868,357,000 | 24 |
| Over three years through five years | $4,184,734,000 | 6 |
| Over five years through fifteen years | $50,424,000 | 392 |
| Over fifteen years | $53,143,000 | 102 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $191,818,000 | 42 |
| 2009-06-30 | Rank |
| Total debt securities | $25,539,591,000 | 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 | $6,874,000 | 209 |
| Over three months through twelve months | $0 | 3,216 |
| Over one year through three years | $1,000 | 2,872 |
| Over three years through five years | $4,000 | 2,883 |
| Over five years through fifteen years | $206,100,000 | 91 |
| Over fifteen years | $566,291,000 | 43 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $5,114,303,000 | 6 |
| Over three years | $3,204,669,000 | 15 |
| Other debt securities |
| Three months or less | $12,124,456,000 | 5 |
| Over three months through twelve months | $321,891,000 | 21 |
| Over one year through three years | $853,242,000 | 17 |
| Over three years through five years | $2,903,245,000 | 7 |
| Over five years through fifteen years | $187,712,000 | 75 |
| Over fifteen years | $50,803,000 | 101 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $481,645,000 | 28 |
| 2009-03-31 | Rank |
| Total debt securities | $26,258,818,000 | 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 | $3,000 | 2,748 |
| Over three months through twelve months | $12,000 | 2,907 |
| Over one year through three years | $9,000 | 2,936 |
| Over three years through five years | $0 | 2,918 |
| Over five years through fifteen years | $40,633,000 | 316 |
| Over fifteen years | $779,866,000 | 38 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $2,059,078,000 | 14 |
| Over three years | $6,641,162,000 | 10 |
| Other debt securities |
| Three months or less | $227,197,000 | 52 |
| Over three months through twelve months | $304,823,000 | 20 |
| Over one year through three years | $3,078,618,000 | 5 |
| Over three years through five years | $9,068,134,000 | 3 |
| Over five years through fifteen years | $3,382,231,000 | 8 |
| Over fifteen years | $677,052,000 | 12 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $532,067,000 | 29 |
| 2008-12-31 | Rank |
| Total debt securities | $19,869,959,000 | 16 |
| 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 | 2,561 |
| Over three months through twelve months | $69,000 | 2,512 |
| Over one year through three years | $34,000 | 2,853 |
| Over three years through five years | $0 | 2,944 |
| Over five years through fifteen years | $37,112,000 | 338 |
| Over fifteen years | $1,829,866,000 | 20 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,540,805,000 | 19 |
| Over three years | $7,248,860,000 | 10 |
| Other debt securities |
| Three months or less | $91,380,000 | 88 |
| Over three months through twelve months | $452,451,000 | 17 |
| Over one year through three years | $468,106,000 | 21 |
| Over three years through five years | $3,715,892,000 | 5 |
| Over five years through fifteen years | $3,762,111,000 | 6 |
| Over fifteen years | $723,264,000 | 12 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $543,952,000 | 22 |
| 2008-09-30 | Rank |
| Total debt securities | $20,248,186,000 | 16 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $632,232,000 | 8 |
| Over three months through twelve months | $123,000 | 2,194 |
| Over one year through three years | $2,073,000 | 936 |
| Over three years through five years | $7,188,000 | 245 |
| Over five years through fifteen years | $102,144,000 | 135 |
| Over fifteen years | $1,242,259,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $482,718,000 | 31 |
| Over three years | $8,770,155,000 | 13 |
| Other debt securities |
| Three months or less | $305,285,000 | 42 |
| Over three months through twelve months | $214,547,000 | 30 |
| Over one year through three years | $334,889,000 | 26 |
| Over three years through five years | $2,554,044,000 | 7 |
| Over five years through fifteen years | $4,849,332,000 | 3 |
| Over fifteen years | $751,197,000 | 13 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $465,895,000 | 31 |
| 2008-06-30 | Rank |
| Total debt securities | $27,721,791,000 | 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 | $650,415,000 | 9 |
| Over three months through twelve months | $222,000 | 1,907 |
| Over one year through three years | $2,340,000 | 860 |
| Over three years through five years | $3,721,000 | 412 |
| Over five years through fifteen years | $106,857,000 | 137 |
| Over fifteen years | $1,273,447,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $378,042,000 | 34 |
| Over three years | $9,312,222,000 | 12 |
| Other debt securities |
| Three months or less | $6,287,751,000 | 4 |
| Over three months through twelve months | $116,053,000 | 43 |
| Over one year through three years | $246,992,000 | 36 |
| Over three years through five years | $2,167,188,000 | 7 |
| Over five years through fifteen years | $6,334,654,000 | 2 |
| Over fifteen years | $841,887,000 | 12 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $6,342,223,000 | 3 |
| 2008-03-31 | Rank |
| Total debt securities | $2,858,491,000 | 73 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $682,103,000 | 9 |
| Over three months through twelve months | $343,000 | 1,728 |
| Over one year through three years | $2,013,000 | 955 |
| Over three years through five years | $4,422,000 | 348 |
| Over five years through fifteen years | $116,368,000 | 118 |
| Over fifteen years | $986,567,000 | 28 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $23,377,000 | 308 |
| Over three years | $72,441,000 | 202 |
| Other debt securities |
| Three months or less | $204,519,000 | 68 |
| Over three months through twelve months | $71,617,000 | 79 |
| Over one year through three years | $43,067,000 | 183 |
| Over three years through five years | $22,653,000 | 332 |
| Over five years through fifteen years | $592,933,000 | 26 |
| Over fifteen years | $36,068,000 | 136 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $216,257,000 | 58 |
| 2007-12-31 | Rank |
| Total debt securities | $2,868,131,000 | 70 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $170,736,000 | 19 |
| Over three months through twelve months | $381,000 | 1,706 |
| Over one year through three years | $2,366,000 | 861 |
| Over three years through five years | $3,673,000 | 385 |
| Over five years through fifteen years | $253,340,000 | 60 |
| Over fifteen years | $1,415,090,000 | 19 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $22,742,000 | 292 |
| Over three years | $75,917,000 | 207 |
| Other debt securities |
| Three months or less | $115,264,000 | 98 |
| Over three months through twelve months | $178,095,000 | 37 |
| Over one year through three years | $13,702,000 | 939 |
| Over three years through five years | $2,267,000 | 3,249 |
| Over five years through fifteen years | $577,640,000 | 27 |
| Over fifteen years | $36,918,000 | 116 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $233,890,000 | 57 |
| 2007-09-30 | Rank |
| Total debt securities | $3,031,004,000 | 72 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $173,295,000 | 21 |
| Over three months through twelve months | $511,000 | 1,566 |
| Over one year through three years | $2,219,000 | 866 |
| Over three years through five years | $4,002,000 | 404 |
| Over five years through fifteen years | $261,028,000 | 61 |
| Over fifteen years | $1,369,789,000 | 21 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $22,639,000 | 299 |
| Over three years | $79,498,000 | 189 |
| Other debt securities |
| Three months or less | $294,739,000 | 45 |
| Over three months through twelve months | $204,595,000 | 33 |
| Over one year through three years | $9,006,000 | 1,732 |
| Over three years through five years | $7,985,000 | 1,252 |
| Over five years through fifteen years | $560,605,000 | 28 |
| Over fifteen years | $41,093,000 | 97 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $434,712,000 | 35 |
| 2007-06-30 | Rank |
| Total debt securities | $2,851,874,000 | 80 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $183,478,000 | 17 |
| Over three months through twelve months | $520,000 | 1,459 |
| Over one year through three years | $2,571,000 | 737 |
| Over three years through five years | $4,879,000 | 414 |
| Over five years through fifteen years | $265,667,000 | 62 |
| Over fifteen years | $1,262,646,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $22,782,000 | 295 |
| Over three years | $83,515,000 | 186 |
| Other debt securities |
| Three months or less | $223,140,000 | 54 |
| Over three months through twelve months | $200,367,000 | 33 |
| Over one year through three years | $9,565,000 | 1,716 |
| Over three years through five years | $7,918,000 | 1,251 |
| Over five years through fifteen years | $541,979,000 | 29 |
| Over fifteen years | $42,847,000 | 97 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $353,200,000 | 39 |
| 2007-03-31 | Rank |
| Total debt securities | $2,226,583,000 | 98 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $196,465,000 | 16 |
| Over three months through twelve months | $414,000 | 1,475 |
| Over one year through three years | $3,147,000 | 663 |
| Over three years through five years | $5,345,000 | 463 |
| Over five years through fifteen years | $275,615,000 | 63 |
| Over fifteen years | $1,046,103,000 | 24 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $23,524,000 | 285 |
| Over three years | $90,124,000 | 172 |
| Other debt securities |
| Three months or less | $246,269,000 | 57 |
| Over three months through twelve months | $197,544,000 | 37 |
| Over one year through three years | $10,085,000 | 1,694 |
| Over three years through five years | $9,062,000 | 1,099 |
| Over five years through fifteen years | $61,157,000 | 268 |
| Over fifteen years | $61,729,000 | 71 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $367,127,000 | 43 |
| 2006-12-31 | Rank |
| Total debt securities | $2,537,430,000 | 89 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $227,086,000 | 13 |
| Over three months through twelve months | $309,000 | 1,558 |
| Over one year through three years | $4,182,000 | 539 |
| Over three years through five years | $6,107,000 | 468 |
| Over five years through fifteen years | $283,435,000 | 60 |
| Over fifteen years | $918,260,000 | 25 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $33,805,000 | 222 |
| Over three years | $85,654,000 | 182 |
| Other debt securities |
| Three months or less | $133,629,000 | 96 |
| Over three months through twelve months | $284,255,000 | 27 |
| Over one year through three years | $405,793,000 | 29 |
| Over three years through five years | $10,424,000 | 956 |
| Over five years through fifteen years | $60,122,000 | 269 |
| Over fifteen years | $84,369,000 | 50 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $339,064,000 | 48 |
| 2006-09-30 | Rank |
| Total debt securities | $2,540,282,000 | 93 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $235,986,000 | 15 |
| Over three months through twelve months | $233,000 | 1,549 |
| Over one year through three years | $4,575,000 | 518 |
| Over three years through five years | $7,387,000 | 450 |
| Over five years through fifteen years | $286,393,000 | 67 |
| Over fifteen years | $865,407,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $37,155,000 | 206 |
| Over three years | $90,257,000 | 169 |
| Other debt securities |
| Three months or less | $204,629,000 | 66 |
| Over three months through twelve months | $237,146,000 | 38 |
| Over one year through three years | $409,759,000 | 37 |
| Over three years through five years | $10,203,000 | 1,023 |
| Over five years through fifteen years | $59,507,000 | 276 |
| Over fifteen years | $91,645,000 | 50 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $356,408,000 | 46 |
| 2006-06-30 | Rank |
| Total debt securities | $2,394,417,000 | 98 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $246,934,000 | 13 |
| Over three months through twelve months | $156,000 | 1,774 |
| Over one year through three years | $5,555,000 | 455 |
| Over three years through five years | $7,644,000 | 440 |
| Over five years through fifteen years | $286,372,000 | 70 |
| Over fifteen years | $784,800,000 | 24 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $36,611,000 | 207 |
| Over three years | $97,131,000 | 166 |
| Other debt securities |
| Three months or less | $188,558,000 | 59 |
| Over three months through twelve months | $174,450,000 | 51 |
| Over one year through three years | $404,912,000 | 36 |
| Over three years through five years | $11,484,000 | 927 |
| Over five years through fifteen years | $57,658,000 | 271 |
| Over fifteen years | $92,152,000 | 50 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $266,384,000 | 53 |
| 2006-03-31 | Rank |
| Total debt securities | $2,312,478,000 | 101 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $260,633,000 | 14 |
| Over three months through twelve months | $123,000 | 1,834 |
| Over one year through three years | $6,199,000 | 409 |
| Over three years through five years | $7,323,000 | 489 |
| Over five years through fifteen years | $288,481,000 | 71 |
| Over fifteen years | $718,599,000 | 26 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $37,974,000 | 207 |
| Over three years | $104,420,000 | 157 |
| Other debt securities |
| Three months or less | $188,350,000 | 74 |
| Over three months through twelve months | $114,156,000 | 74 |
| Over one year through three years | $406,727,000 | 37 |
| Over three years through five years | $14,916,000 | 693 |
| Over five years through fifteen years | $58,500,000 | 268 |
| Over fifteen years | $106,077,000 | 40 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $218,865,000 | 70 |
| 2005-12-31 | Rank |
| Total debt securities | $4,475,163,000 | 57 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $337,485,000 | 11 |
| Over three months through twelve months | $60,000 | 2,166 |
| Over one year through three years | $11,307,000 | 234 |
| Over three years through five years | $19,991,000 | 210 |
| Over five years through fifteen years | $1,920,530,000 | 11 |
| Over fifteen years | $1,444,894,000 | 17 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $177,708,000 | 83 |
| Over three years | $128,109,000 | 137 |
| Other debt securities |
| Three months or less | $133,786,000 | 85 |
| Over three months through twelve months | $117,517,000 | 78 |
| Over one year through three years | $11,896,000 | 1,778 |
| Over three years through five years | $16,322,000 | 640 |
| Over five years through fifteen years | $58,293,000 | 271 |
| Over fifteen years | $97,265,000 | 47 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $153,995,000 | 89 |
| 2005-09-30 | Rank |
| Total debt securities | $4,471,009,000 | 55 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $361,368,000 | 10 |
| Over three months through twelve months | $73,000 | 2,091 |
| Over one year through three years | $11,482,000 | 223 |
| Over three years through five years | $17,113,000 | 240 |
| Over five years through fifteen years | $1,867,328,000 | 12 |
| Over fifteen years | $1,452,695,000 | 16 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $238,350,000 | 86 |
| Over three years | $89,885,000 | 163 |
| Other debt securities |
| Three months or less | $109,762,000 | 86 |
| Over three months through twelve months | $119,505,000 | 67 |
| Over one year through three years | $19,850,000 | 1,078 |
| Over three years through five years | $10,193,000 | 1,151 |
| Over five years through fifteen years | $65,362,000 | 231 |
| Over fifteen years | $108,043,000 | 43 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $141,405,000 | 85 |
| 2005-06-30 | Rank |
| Total debt securities | $4,204,521,000 | 58 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $238,059,000 | 13 |
| Over three months through twelve months | $116,000 | 1,901 |
| Over one year through three years | $10,959,000 | 209 |
| Over three years through five years | $19,687,000 | 222 |
| Over five years through fifteen years | $1,502,581,000 | 15 |
| Over fifteen years | $1,708,098,000 | 14 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $228,067,000 | 89 |
| Over three years | $74,944,000 | 172 |
| Other debt securities |
| Three months or less | $127,664,000 | 76 |
| Over three months through twelve months | $76,939,000 | 105 |
| Over one year through three years | $29,467,000 | 665 |
| Over three years through five years | $11,458,000 | 1,085 |
| Over five years through fifteen years | $65,123,000 | 226 |
| Over fifteen years | $111,359,000 | 38 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $106,405,000 | 104 |
| 2005-03-31 | Rank |
| Total debt securities | $4,727,358,000 | 56 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $252,977,000 | 16 |
| Over three months through twelve months | $149,000 | 1,814 |
| Over one year through three years | $4,057,000 | 418 |
| Over three years through five years | $28,684,000 | 155 |
| Over five years through fifteen years | $1,649,726,000 | 16 |
| Over fifteen years | $1,994,783,000 | 15 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $225,039,000 | 74 |
| Over three years | $97,229,000 | 167 |
| Other debt securities |
| Three months or less | $195,973,000 | 60 |
| Over three months through twelve months | $49,545,000 | 138 |
| Over one year through three years | $38,222,000 | 501 |
| Over three years through five years | $11,846,000 | 1,105 |
| Over five years through fifteen years | $64,670,000 | 237 |
| Over fifteen years | $114,458,000 | 42 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $147,372,000 | 69 |
| 2004-12-31 | Rank |
| Total debt securities | $6,803,968,000 | 44 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $280,925,000 | 14 |
| Over three months through twelve months | $38,000 | 2,387 |
| Over one year through three years | $3,083,000 | 460 |
| Over three years through five years | $24,405,000 | 176 |
| Over five years through fifteen years | $2,513,362,000 | 12 |
| Over fifteen years | $2,310,105,000 | 15 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $24,784,000 | 351 |
| Over three years | $662,094,000 | 56 |
| Other debt securities |
| Three months or less | $131,577,000 | 74 |
| Over three months through twelve months | $116,324,000 | 51 |
| Over one year through three years | $139,073,000 | 114 |
| Over three years through five years | $366,701,000 | 36 |
| Over five years through fifteen years | $105,687,000 | 146 |
| Over fifteen years | $125,810,000 | 39 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $157,207,000 | 64 |
| 2004-09-30 | Rank |
| Total debt securities | $7,271,200,000 | 41 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $220,327,000 | 18 |
| Over three months through twelve months | $13,000 | 2,692 |
| Over one year through three years | $2,448,000 | 470 |
| Over three years through five years | $25,918,000 | 158 |
| Over five years through fifteen years | $2,024,115,000 | 16 |
| Over fifteen years | $2,307,707,000 | 12 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $33,345,000 | 294 |
| Over three years | $521,271,000 | 56 |
| Other debt securities |
| Three months or less | $122,788,000 | 83 |
| Over three months through twelve months | $127,767,000 | 51 |
| Over one year through three years | $47,624,000 | 375 |
| Over three years through five years | $1,602,733,000 | 13 |
| Over five years through fifteen years | $100,973,000 | 153 |
| Over fifteen years | $134,171,000 | 41 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $162,121,000 | 64 |
| 2004-06-30 | Rank |
| Total debt securities | $7,825,758,000 | 42 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $198,915,000 | 22 |
| Over three months through twelve months | $22,000 | 2,630 |
| Over one year through three years | $1,911,000 | 530 |
| Over three years through five years | $27,396,000 | 150 |
| Over five years through fifteen years | $2,653,357,000 | 14 |
| Over fifteen years | $2,424,448,000 | 12 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $33,764,000 | 255 |
| Over three years | $361,368,000 | 69 |
| Other debt securities |
| Three months or less | $125,966,000 | 79 |
| Over three months through twelve months | $108,519,000 | 64 |
| Over one year through three years | $67,002,000 | 247 |
| Over three years through five years | $1,483,593,000 | 13 |
| Over five years through fifteen years | $193,184,000 | 79 |
| Over fifteen years | $146,313,000 | 43 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $132,090,000 | 72 |
| 2004-03-31 | Rank |
| Total debt securities | $7,350,323,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $228,918,000 | 19 |
| Over three months through twelve months | $3,282,000 | 445 |
| Over one year through three years | $1,796,000 | 456 |
| Over three years through five years | $29,592,000 | 125 |
| Over five years through fifteen years | $2,373,297,000 | 16 |
| Over fifteen years | $2,030,157,000 | 15 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $34,811,000 | 315 |
| Over three years | $428,411,000 | 60 |
| Other debt securities |
| Three months or less | $129,702,000 | 76 |
| Over three months through twelve months | $57,335,000 | 108 |
| Over one year through three years | $98,441,000 | 147 |
| Over three years through five years | $1,358,746,000 | 15 |
| Over five years through fifteen years | $405,944,000 | 46 |
| Over fifteen years | $169,891,000 | 40 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $100,985,000 | 89 |
| 2003-12-31 | Rank |
| Total debt securities | $7,105,047,000 | 41 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $244,804,000 | 19 |
| Over three months through twelve months | $3,724,000 | 397 |
| Over one year through three years | $1,450,000 | 491 |
| Over three years through five years | $26,982,000 | 130 |
| Over five years through fifteen years | $2,147,813,000 | 14 |
| Over fifteen years | $1,438,484,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $38,064,000 | 288 |
| Over three years | $366,858,000 | 64 |
| Other debt securities |
| Three months or less | $98,288,000 | 87 |
| Over three months through twelve months | $82,073,000 | 80 |
| Over one year through three years | $167,625,000 | 82 |
| Over three years through five years | $1,902,859,000 | 10 |
| Over five years through fifteen years | $415,942,000 | 50 |
| Over fifteen years | $170,081,000 | 39 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $111,006,000 | 94 |
| 2003-09-30 | Rank |
| Total debt securities | $6,938,303,000 | 38 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $272,512,000 | 15 |
| Over three months through twelve months | $6,864,000 | 243 |
| Over one year through three years | $1,378,000 | 469 |
| Over three years through five years | $27,137,000 | 113 |
| Over five years through fifteen years | $2,117,907,000 | 14 |
| Over fifteen years | $1,223,033,000 | 22 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $40,480,000 | 290 |
| Over three years | $428,178,000 | 57 |
| Other debt securities |
| Three months or less | $128,618,000 | 76 |
| Over three months through twelve months | $76,113,000 | 93 |
| Over one year through three years | $156,806,000 | 89 |
| Over three years through five years | $1,884,313,000 | 7 |
| Over five years through fifteen years | $393,849,000 | 55 |
| Over fifteen years | $181,115,000 | 36 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $141,748,000 | 73 |
| 2003-06-30 | Rank |
| Total debt securities | $7,018,222,000 | 40 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $334,910,000 | 13 |
| Over three months through twelve months | $3,736,000 | 405 |
| Over one year through three years | $4,834,000 | 189 |
| Over three years through five years | $26,116,000 | 111 |
| Over five years through fifteen years | $2,373,868,000 | 10 |
| Over fifteen years | $990,463,000 | 28 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $22,781,000 | 501 |
| Over three years | $608,410,000 | 39 |
| Other debt securities |
| Three months or less | $101,657,000 | 86 |
| Over three months through twelve months | $83,281,000 | 88 |
| Over one year through three years | $277,371,000 | 41 |
| Over three years through five years | $1,593,799,000 | 10 |
| Over five years through fifteen years | $404,691,000 | 49 |
| Over fifteen years | $192,305,000 | 32 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $128,390,000 | 82 |
| 2003-03-31 | Rank |
| Total debt securities | $7,533,311,000 | 35 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $386,642,000 | 10 |
| Over three months through twelve months | $3,976,000 | 418 |
| Over one year through three years | $8,504,000 | 115 |
| Over three years through five years | $15,207,000 | 167 |
| Over five years through fifteen years | $2,248,615,000 | 10 |
| Over fifteen years | $1,674,875,000 | 20 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $23,795,000 | 478 |
| Over three years | $764,333,000 | 40 |
| Other debt securities |
| Three months or less | $130,684,000 | 78 |
| Over three months through twelve months | $89,354,000 | 66 |
| Over one year through three years | $308,940,000 | 42 |
| Over three years through five years | $1,574,156,000 | 10 |
| Over five years through fifteen years | $111,822,000 | 130 |
| Over fifteen years | $192,408,000 | 30 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $55,266,000 | 186 |
| 2002-12-31 | Rank |
| Total debt securities | $6,633,151,000 | 39 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $75,661,000 | 41 |
| Over three months through twelve months | $8,440,000 | 230 |
| Over one year through three years | $8,493,000 | 105 |
| Over three years through five years | $12,724,000 | 172 |
| Over five years through fifteen years | $1,931,826,000 | 11 |
| Over fifteen years | $1,762,077,000 | 23 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $35,065,000 | 382 |
| Over three years | $781,861,000 | 38 |
| Other debt securities |
| Three months or less | $118,629,000 | 82 |
| Over three months through twelve months | $90,932,000 | 72 |
| Over one year through three years | $290,714,000 | 49 |
| Over three years through five years | $1,084,248,000 | 10 |
| Over five years through fifteen years | $318,220,000 | 49 |
| Over fifteen years | $114,261,000 | 54 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $86,225,000 | 124 |
| 2001-12-31 | Rank |
| Total debt securities | $1,792,404,000 | 116 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $7,040,000 | 229 |
| Over three months through twelve months | $124,000 | 2,322 |
| Over one year through three years | $119,000 | 1,950 |
| Over three years through five years | $810,000 | 1,152 |
| Over five years through fifteen years | $892,429,000 | 21 |
| Over fifteen years | $378,489,000 | 64 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $94,505,000 | 130 |
| Over three years | $139,389,000 | 123 |
| Other debt securities |
| Three months or less | $29,269,000 | 205 |
| Over three months through twelve months | $15,459,000 | 344 |
| Over one year through three years | $3,105,000 | 3,901 |
| Over three years through five years | $152,641,000 | 52 |
| Over five years through fifteen years | $33,249,000 | 436 |
| Over fifteen years | $45,776,000 | 127 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,250,000 | 4,140 |
| 2000-12-31 | Rank |
| Total debt securities | $1,285,104,000 | 135 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,332,000 | 727 |
| Over three months through twelve months | $3,250,000 | 567 |
| Over one year through three years | $1,049,000 | 631 |
| Over three years through five years | $775,000 | 863 |
| Over five years through fifteen years | $956,234,000 | 15 |
| Over fifteen years | $4,201,000 | 1,094 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $622,000 | 1,808 |
| Over three years | $110,558,000 | 136 |
| Other debt securities |
| Three months or less | $16,919,000 | 324 |
| Over three months through twelve months | $74,149,000 | 95 |
| Over one year through three years | $48,313,000 | 317 |
| Over three years through five years | $19,936,000 | 596 |
| Over five years through fifteen years | $13,345,000 | 1,332 |
| Over fifteen years | $34,421,000 | 151 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $76,136,000 | 161 |
| 1999-12-31 | Rank |
| Total debt securities | $1,509,245,000 | 129 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,900,000 | 599 |
| Over three months through twelve months | $2,682,000 | 767 |
| Over one year through three years | $3,900,000 | 186 |
| Over three years through five years | $723,000 | 1,130 |
| Over five years through fifteen years | $1,109,642,000 | 14 |
| Over fifteen years | $5,427,000 | 955 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $40,429,000 | 182 |
| Over three years | $84,889,000 | 178 |
| Other debt securities |
| Three months or less | $0 | 6,402 |
| Over three months through twelve months | $10,020,000 | 677 |
| Over one year through three years | $143,630,000 | 94 |
| Over three years through five years | $17,401,000 | 830 |
| Over five years through fifteen years | $27,072,000 | 673 |
| Over fifteen years | $61,530,000 | 80 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $10,038,000 | 1,071 |
| 1998-12-31 | Rank |
| Total debt securities | $889,770,000 | 172 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $3,950,000 | 431 |
| Over three months through twelve months | $3,996,000 | 668 |
| Over one year through three years | $8,488,000 | 137 |
| Over three years through five years | $10,512,000 | 125 |
| Over five years through fifteen years | $687,240,000 | 25 |
| Over fifteen years | $15,607,000 | 468 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $9,446,000 | 611 |
| Over three years | $2,516,000 | 1,346 |
| Other debt securities |
| Three months or less | $20,044,000 | 348 |
| Over three months through twelve months | $41,368,000 | 166 |
| Over one year through three years | $44,780,000 | 292 |
| Over three years through five years | $0 | 7,998 |
| Over five years through fifteen years | $0 | 7,614 |
| Over fifteen years | $41,823,000 | 94 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $61,641,000 | 215 |
| 1997-12-31 | Rank |
| Total debt securities | $423,057,000 | 327 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $3,570,000 | 508 |
| Over three months through twelve months | $18,938,000 | 213 |
| Over one year through three years | $107,462,000 | 8 |
| Over three years through five years | $109,718,000 | 15 |
| Over five years through fifteen years | $4,668,000 | 888 |
| 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 | $13,316,000 | 399 |
| Over three years | $12,647,000 | 496 |
| Other debt securities |
| Three months or less | $25,048,000 | 253 |
| Over three months through twelve months | $63,201,000 | 129 |
| Over one year through three years | $60,150,000 | 259 |
| Over three years through five years | $2,000,000 | 4,691 |
| Over five years through fifteen years | $0 | 7,786 |
| Over fifteen years | $2,339,000 | 590 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $74,346,000 | 186 |
| 1996-12-31 | Rank |
| Total debt securities | $344,206,000 | 406 |
| 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 | $90,940,000 | 163 |
| 1995-12-31 | Rank |
| Total debt securities | $340,457,000 | 430 |
| 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 | $118,169,000 | 206 |
| 1994-12-31 | Rank |
| Total debt securities | $310,761,000 | 477 |
| 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 | $83,928,000 | 264 |
| 1993-12-31 | Rank |
| Total debt securities | $275,852,000 | 546 |
| 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 | $55,182,000 | 395 |
| 1992-12-31 | Rank |
| Total debt securities | $250,579,000 | 577 |
| 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 | $43,690,000 | 445 |
