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The Northern Trust Company, Total Debt Securities

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2023-12-31		Rank
Total debt securities	$48,726,375,000	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	$170,020,000	10
Over three months through twelve months	$325,818,000	2
Over one year through three years	$0	1,768
Over three years through five years	$2,425,000	458
Over five years through fifteen years	$219,811,000	105
Over fifteen years	$1,844,680,000	43
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,430,689,000	16
Over three years	$12,523,544,000	9
Other debt securities
Three months or less	$11,645,056,000	52
Over three months through twelve months	$1,970,085,000	18
Over one year through three years	$8,231,888,000	13
Over three years through five years	$6,180,120,000	14
Over five years through fifteen years	$2,589,276,000	26
Over fifteen years	$592,963,000	38
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,033,567,000	14
2023-09-30		Rank
Total debt securities	$48,857,069,000	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	$117,044,000	13
Over three months through twelve months	$397,390,000	2
Over one year through three years	$0	1,657
Over three years through five years	$2,388,000	461
Over five years through fifteen years	$227,363,000	107
Over fifteen years	$1,877,117,000	45
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,659,310,000	20
Over three years	$12,906,807,000	9
Other debt securities
Three months or less	$11,332,336,000	53
Over three months through twelve months	$1,877,041,000	17
Over one year through three years	$8,382,944,000	13
Over three years through five years	$6,100,034,000	13
Over five years through fifteen years	$3,096,306,000	23
Over fifteen years	$880,989,000	32
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,817,717,000	13
2023-06-30		Rank
Total debt securities	$49,682,523,000	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	$145,914,000	14
Over three months through twelve months	$403,973,000	2
Over one year through three years	$4,603,000	91
Over three years through five years	$608,000	1,035
Over five years through fifteen years	$238,530,000	104
Over fifteen years	$1,907,548,000	45
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,269,486,000	25
Over three years	$13,184,267,000	10
Other debt securities
Three months or less	$12,179,432,000	56
Over three months through twelve months	$2,091,667,000	17
Over one year through three years	$7,921,368,000	13
Over three years through five years	$5,918,742,000	13
Over five years through fifteen years	$3,328,979,000	21
Over fifteen years	$1,087,406,000	28
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,914,811,000	12
2023-03-31		Rank
Total debt securities	$48,798,991,000	19
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$122,313,000	13
Over three months through twelve months	$446,147,000	2
Over one year through three years	$28,579,000	19
Over three years through five years	$0	2,223
Over five years through fifteen years	$248,383,000	110
Over fifteen years	$1,903,697,000	48
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,136,824,000	20
Over three years	$13,156,311,000	11
Other debt securities
Three months or less	$10,112,025,000	9
Over three months through twelve months	$3,178,374,000	10
Over one year through three years	$7,527,376,000	14
Over three years through five years	$6,130,145,000	14
Over five years through fifteen years	$3,579,623,000	22
Over fifteen years	$1,229,194,000	24
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,090,049,000	11
2022-12-31		Rank
Total debt securities	$51,700,141,000	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	$110,131,000	14
Over three months through twelve months	$433,449,000	2
Over one year through three years	$89,390,000	9
Over three years through five years	$0	2,162
Over five years through fifteen years	$256,365,000	115
Over fifteen years	$1,933,542,000	47
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,216,683,000	16
Over three years	$13,585,538,000	11
Other debt securities
Three months or less	$11,457,610,000	8
Over three months through twelve months	$3,251,251,000	10
Over one year through three years	$6,772,613,000	17
Over three years through five years	$7,101,819,000	11
Over five years through fifteen years	$4,276,798,000	21
Over fifteen years	$1,214,952,000	25
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,438,866,000	9
2022-09-30		Rank
Total debt securities	$51,753,539,000	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	$156,508,000	14
Over three months through twelve months	$425,293,000	2
Over one year through three years	$94,441,000	9
Over three years through five years	$0	2,147
Over five years through fifteen years	$266,269,000	115
Over fifteen years	$1,972,057,000	48
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,286,060,000	18
Over three years	$14,229,995,000	10
Other debt securities
Three months or less	$10,196,577,000	9
Over three months through twelve months	$3,344,071,000	10
Over one year through three years	$6,177,203,000	16
Over three years through five years	$7,326,648,000	12
Over five years through fifteen years	$5,045,648,000	16
Over fifteen years	$1,232,769,000	27
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,711,782,000	10
2022-06-30		Rank
Total debt securities	$54,576,147,000	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	$171,836,000	14
Over three months through twelve months	$442,438,000	2
Over one year through three years	$125,293,000	7
Over three years through five years	$0	2,115
Over five years through fifteen years	$278,979,000	115
Over fifteen years	$2,027,238,000	49
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,283,645,000	17
Over three years	$15,119,321,000	11
Other debt securities
Three months or less	$10,222,849,000	9
Over three months through twelve months	$2,650,891,000	11
Over one year through three years	$6,969,531,000	16
Over three years through five years	$8,259,701,000	11
Over five years through fifteen years	$5,565,250,000	14
Over fifteen years	$1,459,175,000	20
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,348,065,000	9
2022-03-31		Rank
Total debt securities	$57,192,292,000	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	$160,678,000	17
Over three months through twelve months	$514,773,000	2
Over one year through three years	$152,258,000	7
Over three years through five years	$0	2,064
Over five years through fifteen years	$388,395,000	98
Over fifteen years	$2,196,329,000	49
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,728,766,000	13
Over three years	$15,537,393,000	11
Other debt securities
Three months or less	$10,481,293,000	9
Over three months through twelve months	$2,325,688,000	11
Over one year through three years	$7,375,299,000	13
Over three years through five years	$8,662,327,000	12
Over five years through fifteen years	$6,427,375,000	14
Over fifteen years	$1,241,718,000	28
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,205,113,000	9
2021-12-31		Rank
Total debt securities	$60,900,305,000	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	$142,173,000	18
Over three months through twelve months	$590,618,000	2
Over one year through three years	$189,665,000	7
Over three years through five years	$0	1,968
Over five years through fifteen years	$431,455,000	92
Over fifteen years	$2,357,546,000	45
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,228,474,000	16
Over three years	$15,540,634,000	11
Other debt securities
Three months or less	$14,021,936,000	8
Over three months through twelve months	$1,920,492,000	12
Over one year through three years	$7,398,447,000	14
Over three years through five years	$8,177,276,000	12
Over five years through fifteen years	$6,780,197,000	15
Over fifteen years	$1,121,392,000	28
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,914,173,000	7
2021-09-30		Rank
Total debt securities	$58,052,982,000	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	$182,040,000	14
Over three months through twelve months	$587,931,000	3
Over one year through three years	$275,264,000	4
Over three years through five years	$0	1,886
Over five years through fifteen years	$422,949,000	89
Over fifteen years	$2,400,222,000	43
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,687,246,000	14
Over three years	$15,465,181,000	11
Other debt securities
Three months or less	$10,204,397,000	9
Over three months through twelve months	$2,602,258,000	12
Over one year through three years	$7,059,525,000	11
Over three years through five years	$7,503,441,000	13
Over five years through fifteen years	$7,729,811,000	13
Over fifteen years	$932,717,000	33
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,857,355,000	11
2021-06-30		Rank
Total debt securities	$57,613,077,000	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	$248,628,000	8
Over three months through twelve months	$613,798,000	2
Over one year through three years	$342,187,000	3
Over three years through five years	$7,652,000	115
Over five years through fifteen years	$459,832,000	83
Over fifteen years	$2,343,562,000	41
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,449,220,000	17
Over three years	$15,271,201,000	11
Other debt securities
Three months or less	$11,759,243,000	9
Over three months through twelve months	$2,447,613,000	13
Over one year through three years	$7,159,030,000	11
Over three years through five years	$6,023,621,000	12
Over five years through fifteen years	$7,689,293,000	13
Over fifteen years	$798,197,000	37
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,733,763,000	11
2021-03-31		Rank
Total debt securities	$59,370,970,000	17
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$187,874,000	12
Over three months through twelve months	$720,535,000	3
Over one year through three years	$455,431,000	2
Over three years through five years	$63,813,000	25
Over five years through fifteen years	$506,098,000	71
Over fifteen years	$2,037,712,000	46
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,724,779,000	16
Over three years	$14,729,448,000	11
Other debt securities
Three months or less	$14,656,263,000	9
Over three months through twelve months	$3,400,310,000	12
Over one year through three years	$6,960,995,000	12
Over three years through five years	$5,219,029,000	11
Over five years through fifteen years	$6,983,484,000	15
Over fifteen years	$725,199,000	34
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$10,763,441,000	9
2020-12-31		Rank
Total debt securities	$59,005,881,000	14
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$148,879,000	14
Over three months through twelve months	$782,988,000	2
Over one year through three years	$494,062,000	2
Over three years through five years	$235,018,000	9
Over five years through fifteen years	$571,577,000	61
Over fifteen years	$1,598,992,000	43
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$3,444,550,000	20
Over three years	$13,948,065,000	10
Other debt securities
Three months or less	$17,390,897,000	8
Over three months through twelve months	$2,514,607,000	13
Over one year through three years	$7,208,086,000	11
Over three years through five years	$4,441,205,000	11
Over five years through fifteen years	$5,575,645,000	18
Over fifteen years	$651,310,000	41
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$12,898,455,000	8
2020-09-30		Rank
Total debt securities	$58,578,801,000	14
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$239,248,000	12
Over three months through twelve months	$784,237,000	3
Over one year through three years	$662,217,000	2
Over three years through five years	$275,955,000	7
Over five years through fifteen years	$632,280,000	59
Over fifteen years	$1,121,590,000	53
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$3,692,134,000	21
Over three years	$13,030,546,000	10
Other debt securities
Three months or less	$14,657,267,000	9
Over three months through twelve months	$6,242,749,000	11
Over one year through three years	$7,061,900,000	13
Over three years through five years	$5,209,224,000	10
Over five years through fifteen years	$4,305,456,000	18
Over fifteen years	$663,998,000	38
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$13,944,993,000	7
2020-06-30		Rank
Total debt securities	$54,034,530,000	14
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$349,937,000	11
Over three months through twelve months	$765,812,000	3
Over one year through three years	$798,871,000	2
Over three years through five years	$394,122,000	7
Over five years through fifteen years	$557,634,000	60
Over fifteen years	$415,045,000	82
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$3,948,488,000	20
Over three years	$12,188,055,000	12
Other debt securities
Three months or less	$13,403,987,000	9
Over three months through twelve months	$5,698,245,000	10
Over one year through three years	$5,877,874,000	14
Over three years through five years	$5,514,236,000	11
Over five years through fifteen years	$3,511,423,000	17
Over fifteen years	$610,801,000	36
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$12,161,407,000	8
2020-03-31		Rank
Total debt securities	$51,035,432,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$280,740,000	13
Over three months through twelve months	$879,730,000	3
Over one year through three years	$923,184,000	2
Over three years through five years	$460,756,000	5
Over five years through fifteen years	$304,902,000	84
Over fifteen years	$251,908,000	114
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$3,878,151,000	18
Over three years	$12,873,446,000	10
Other debt securities
Three months or less	$11,035,537,000	9
Over three months through twelve months	$4,942,925,000	8
Over one year through three years	$5,965,657,000	12
Over three years through five years	$5,463,689,000	10
Over five years through fifteen years	$3,127,995,000	21
Over fifteen years	$646,812,000	32
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$8,060,819,000	9
2019-12-31		Rank
Total debt securities	$50,897,903,000	14
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$226,429,000	14
Over three months through twelve months	$1,066,183,000	2
Over one year through three years	$948,587,000	2
Over three years through five years	$554,063,000	4
Over five years through fifteen years	$154,726,000	145
Over fifteen years	$256,917,000	111
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,997,923,000	16
Over three years	$12,678,684,000	9
Other debt securities
Three months or less	$12,561,732,000	9
Over three months through twelve months	$3,030,157,000	9
Over one year through three years	$6,694,007,000	12
Over three years through five years	$6,132,254,000	9
Over five years through fifteen years	$3,029,361,000	20
Over fifteen years	$566,880,000	29
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,207,461,000	8
2019-09-30		Rank
Total debt securities	$50,276,165,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$260,618,000	14
Over three months through twelve months	$1,057,896,000	4
Over one year through three years	$972,605,000	2
Over three years through five years	$768,743,000	3
Over five years through fifteen years	$174,388,000	137
Over fifteen years	$268,383,000	95
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$3,687,185,000	15
Over three years	$10,628,862,000	11
Other debt securities
Three months or less	$14,102,364,000	8
Over three months through twelve months	$1,302,687,000	16
Over one year through three years	$8,078,002,000	10
Over three years through five years	$5,855,311,000	10
Over five years through fifteen years	$2,591,569,000	22
Over fifteen years	$527,552,000	29
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,560,164,000	8
2019-06-30		Rank
Total debt securities	$48,180,842,000	14
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$363,240,000	13
Over three months through twelve months	$956,415,000	3
Over one year through three years	$1,131,728,000	2
Over three years through five years	$891,245,000	3
Over five years through fifteen years	$202,124,000	127
Over fifteen years	$274,978,000	88
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$3,129,355,000	16
Over three years	$10,275,439,000	12
Other debt securities
Three months or less	$12,732,639,000	9
Over three months through twelve months	$2,579,054,000	11
Over one year through three years	$8,103,639,000	11
Over three years through five years	$5,768,171,000	10
Over five years through fifteen years	$1,496,201,000	35
Over fifteen years	$276,614,000	43
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,065,615,000	10
2019-03-31		Rank
Total debt securities	$49,125,459,000	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	$715,804,000	7
Over three months through twelve months	$561,020,000	5
Over one year through three years	$1,120,856,000	3
Over three years through five years	$1,091,999,000	2
Over five years through fifteen years	$314,188,000	95
Over fifteen years	$277,778,000	91
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$4,667,738,000	7
Over three years	$8,303,805,000	16
Other debt securities
Three months or less	$14,272,946,000	7
Over three months through twelve months	$3,307,007,000	7
Over one year through three years	$7,924,925,000	12
Over three years through five years	$5,222,835,000	10
Over five years through fifteen years	$1,270,032,000	36
Over fifteen years	$74,526,000	136
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,737,821,000	8
2018-12-31		Rank
Total debt securities	$51,197,684,000	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	$801,286,000	7
Over three months through twelve months	$587,784,000	5
Over one year through three years	$936,809,000	4
Over three years through five years	$1,082,031,000	2
Over five years through fifteen years	$609,165,000	66
Over fifteen years	$277,858,000	88
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,774,604,000	10
Over three years	$9,890,540,000	14
Other debt securities
Three months or less	$16,718,605,000	6
Over three months through twelve months	$3,191,081,000	8
Over one year through three years	$7,676,364,000	11
Over three years through five years	$5,530,219,000	10
Over five years through fifteen years	$1,107,444,000	39
Over fifteen years	$13,894,000	532
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$9,691,958,000	6
2018-09-30		Rank
Total debt securities	$50,516,411,000	12
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$4,231,869,000	1
Over three months through twelve months	$598,378,000	4
Over one year through three years	$955,807,000	5
Over three years through five years	$1,252,258,000	2
Over five years through fifteen years	$602,562,000	68
Over fifteen years	$277,941,000	86
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,043,999,000	12
Over three years	$9,105,434,000	17
Other debt securities
Three months or less	$13,771,642,000	7
Over three months through twelve months	$2,369,018,000	9
Over one year through three years	$8,686,918,000	9
Over three years through five years	$5,316,060,000	12
Over five years through fifteen years	$1,248,567,000	37
Over fifteen years	$55,958,000	159
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$9,008,594,000	4
2018-06-30		Rank
Total debt securities	$49,357,661,000	12
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$4,585,594,000	1
Over three months through twelve months	$604,618,000	5
Over one year through three years	$992,918,000	6
Over three years through five years	$1,366,988,000	2
Over five years through fifteen years	$761,426,000	60
Over fifteen years	$274,618,000	90
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,385,275,000	16
Over three years	$8,307,488,000	18
Other debt securities
Three months or less	$12,746,690,000	8
Over three months through twelve months	$2,325,063,000	10
Over one year through three years	$9,175,175,000	7
Over three years through five years	$4,867,765,000	12
Over five years through fifteen years	$1,836,004,000	27
Over fifteen years	$128,039,000	80
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$8,736,109,000	3
2018-03-31		Rank
Total debt securities	$48,544,204,000	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	$4,741,540,000	1
Over three months through twelve months	$711,926,000	5
Over one year through three years	$1,027,659,000	6
Over three years through five years	$1,521,021,000	2
Over five years through fifteen years	$830,912,000	55
Over fifteen years	$221,439,000	101
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,164,792,000	21
Over three years	$6,756,484,000	19
Other debt securities
Three months or less	$12,239,731,000	8
Over three months through twelve months	$2,804,510,000	9
Over one year through three years	$8,941,362,000	7
Over three years through five years	$5,519,477,000	12
Over five years through fifteen years	$1,911,759,000	28
Over fifteen years	$151,592,000	71
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$8,824,133,000	3
2017-12-31		Rank
Total debt securities	$46,746,358,000	14
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$4,898,752,000	1
Over three months through twelve months	$658,652,000	5
Over one year through three years	$1,197,868,000	5
Over three years through five years	$1,577,768,000	2
Over five years through fifteen years	$958,796,000	48
Over fifteen years	$229,233,000	104
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,327,942,000	14
Over three years	$4,340,529,000	31
Other debt securities
Three months or less	$11,544,139,000	8
Over three months through twelve months	$2,683,437,000	8
Over one year through three years	$7,553,905,000	5
Over three years through five years	$5,943,435,000	12
Over five years through fifteen years	$2,568,980,000	21
Over fifteen years	$262,922,000	40
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$8,162,237,000	4
2017-09-30		Rank
Total debt securities	$44,501,575,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$4,847,175,000	1
Over three months through twelve months	$589,604,000	6
Over one year through three years	$1,202,670,000	4
Over three years through five years	$1,624,332,000	2
Over five years through fifteen years	$1,294,861,000	42
Over fifteen years	$5,291,000	1,374
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,370,358,000	15
Over three years	$3,361,289,000	33
Other debt securities
Three months or less	$9,622,380,000	8
Over three months through twelve months	$1,876,200,000	11
Over one year through three years	$6,971,287,000	6
Over three years through five years	$7,653,797,000	11
Over five years through fifteen years	$2,809,476,000	21
Over fifteen years	$272,855,000	40
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,269,341,000	7
2017-06-30		Rank
Total debt securities	$43,266,547,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$4,750,110,000	1
Over three months through twelve months	$521,486,000	6
Over one year through three years	$1,339,573,000	2
Over three years through five years	$1,637,614,000	1
Over five years through fifteen years	$1,198,572,000	44
Over fifteen years	$5,408,000	1,404
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,806,969,000	17
Over three years	$3,775,954,000	32
Other debt securities
Three months or less	$8,652,122,000	7
Over three months through twelve months	$1,931,600,000	11
Over one year through three years	$7,510,001,000	6
Over three years through five years	$7,105,131,000	8
Over five years through fifteen years	$2,751,087,000	21
Over fifteen years	$280,920,000	39
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,537,161,000	8
2017-03-31		Rank
Total debt securities	$43,628,673,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$4,690,012,000	1
Over three months through twelve months	$387,519,000	7
Over one year through three years	$1,236,454,000	7
Over three years through five years	$1,711,850,000	2
Over five years through fifteen years	$1,282,734,000	43
Over fifteen years	$5,448,000	1,433
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,588,846,000	18
Over three years	$4,344,185,000	29
Other debt securities
Three months or less	$8,388,888,000	8
Over three months through twelve months	$2,368,625,000	8
Over one year through three years	$7,984,529,000	7
Over three years through five years	$6,737,511,000	10
Over five years through fifteen years	$2,604,668,000	21
Over fifteen years	$297,404,000	36
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,988,340,000	7
2016-12-31		Rank
Total debt securities	$43,893,919,000	14
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$4,555,596,000	1
Over three months through twelve months	$321,822,000	9
Over one year through three years	$1,406,451,000	4
Over three years through five years	$1,481,727,000	2
Over five years through fifteen years	$1,282,169,000	42
Over fifteen years	$5,488,000	1,452
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,447,128,000	20
Over three years	$4,696,270,000	29
Other debt securities
Three months or less	$9,461,622,000	8
Over three months through twelve months	$2,696,118,000	7
Over one year through three years	$7,719,414,000	9
Over three years through five years	$6,072,278,000	11
Over five years through fifteen years	$2,481,389,000	20
Over fifteen years	$266,447,000	39
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,537,248,000	5
2016-09-30		Rank
Total debt securities	$43,938,285,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$4,387,940,000	1
Over three months through twelve months	$279,741,000	12
Over one year through three years	$1,454,963,000	3
Over three years through five years	$1,425,036,000	3
Over five years through fifteen years	$1,141,842,000	43
Over fifteen years	$6,090,000	1,373
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,734,513,000	24
Over three years	$4,534,126,000	25
Other debt securities
Three months or less	$10,007,105,000	8
Over three months through twelve months	$3,441,420,000	5
Over one year through three years	$7,303,917,000	9
Over three years through five years	$5,527,954,000	11
Over five years through fifteen years	$2,457,870,000	21
Over fifteen years	$235,768,000	41
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,707,063,000	5
2016-06-30		Rank
Total debt securities	$39,879,442,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$3,616,507,000	1
Over three months through twelve months	$528,978,000	5
Over one year through three years	$1,383,508,000	3
Over three years through five years	$1,471,492,000	6
Over five years through fifteen years	$985,039,000	46
Over fifteen years	$6,448,000	1,340
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,680,725,000	26
Over three years	$4,191,858,000	25
Other debt securities
Three months or less	$8,235,130,000	8
Over three months through twelve months	$4,757,346,000	5
Over one year through three years	$7,340,599,000	8
Over three years through five years	$3,869,627,000	11
Over five years through fifteen years	$1,616,873,000	27
Over fifteen years	$195,312,000	48
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,098,757,000	5
2016-03-31		Rank
Total debt securities	$38,468,299,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$3,518,280,000	1
Over three months through twelve months	$552,477,000	8
Over one year through three years	$1,373,556,000	3
Over three years through five years	$1,618,645,000	4
Over five years through fifteen years	$818,452,000	55
Over fifteen years	$6,614,000	1,263
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,654,689,000	23
Over three years	$4,275,670,000	26
Other debt securities
Three months or less	$7,317,223,000	9
Over three months through twelve months	$4,511,546,000	4
Over one year through three years	$7,759,410,000	8
Over three years through five years	$3,246,182,000	13
Over five years through fifteen years	$1,801,451,000	24
Over fifteen years	$14,104,000	537
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,142,854,000	5
2015-12-31		Rank
Total debt securities	$36,873,514,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$3,198,090,000	2
Over three months through twelve months	$500,666,000	8
Over one year through three years	$1,281,074,000	4
Over three years through five years	$1,707,255,000	4
Over five years through fifteen years	$864,722,000	53
Over fifteen years	$7,308,000	1,178
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,539,425,000	22
Over three years	$4,450,184,000	27
Other debt securities
Three months or less	$7,239,478,000	9
Over three months through twelve months	$3,692,938,000	6
Over one year through three years	$8,181,137,000	6
Over three years through five years	$3,014,415,000	13
Over five years through fifteen years	$1,196,822,000	31
Over fifteen years	$0	2,925
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,429,477,000	5
2015-09-30		Rank
Total debt securities	$35,204,681,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$3,225,062,000	2
Over three months through twelve months	$366,882,000	9
Over one year through three years	$1,187,066,000	3
Over three years through five years	$1,442,948,000	5
Over five years through fifteen years	$949,199,000	48
Over fifteen years	$7,947,000	1,100
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,335,586,000	28
Over three years	$4,347,332,000	28
Other debt securities
Three months or less	$7,229,988,000	9
Over three months through twelve months	$1,842,458,000	6
Over one year through three years	$10,213,471,000	5
Over three years through five years	$1,934,166,000	16
Over five years through fifteen years	$1,122,576,000	32
Over fifteen years	$0	2,990
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,618,154,000	6
2015-06-30		Rank
Total debt securities	$35,788,456,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$2,844,878,000	2
Over three months through twelve months	$530,707,000	8
Over one year through three years	$857,194,000	6
Over three years through five years	$1,981,413,000	4
Over five years through fifteen years	$970,673,000	48
Over fifteen years	$11,166,000	916
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,168,674,000	29
Over three years	$4,232,401,000	28
Other debt securities
Three months or less	$6,735,407,000	9
Over three months through twelve months	$2,441,349,000	6
Over one year through three years	$10,846,951,000	5
Over three years through five years	$1,970,599,000	16
Over five years through fifteen years	$1,164,808,000	33
Over fifteen years	$32,236,000	234
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,000,343,000	7
2015-03-31		Rank
Total debt securities	$34,023,522,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$2,573,050,000	3
Over three months through twelve months	$397,891,000	9
Over one year through three years	$802,540,000	8
Over three years through five years	$2,243,759,000	4
Over five years through fifteen years	$985,892,000	44
Over fifteen years	$11,603,000	902
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,118,753,000	29
Over three years	$3,983,912,000	29
Other debt securities
Three months or less	$5,457,472,000	10
Over three months through twelve months	$3,358,141,000	5
Over one year through three years	$9,974,392,000	6
Over three years through five years	$1,909,371,000	16
Over five years through fifteen years	$1,174,452,000	31
Over fifteen years	$32,294,000	226
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$3,917,863,000	7
2014-12-31		Rank
Total debt securities	$32,802,617,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$2,083,395,000	6
Over three months through twelve months	$358,607,000	8
Over one year through three years	$737,982,000	9
Over three years through five years	$2,172,818,000	4
Over five years through fifteen years	$1,026,623,000	44
Over fifteen years	$12,149,000	873
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,084,134,000	27
Over three years	$4,079,668,000	28
Other debt securities
Three months or less	$5,011,573,000	10
Over three months through twelve months	$2,888,155,000	5
Over one year through three years	$10,077,364,000	5
Over three years through five years	$2,061,758,000	15
Over five years through fifteen years	$1,169,969,000	30
Over fifteen years	$38,422,000	192
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$3,847,323,000	8
2014-09-30		Rank
Total debt securities	$30,822,463,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$1,317,004,000	8
Over three months through twelve months	$217,637,000	14
Over one year through three years	$768,249,000	9
Over three years through five years	$2,140,312,000	4
Over five years through fifteen years	$1,076,819,000	42
Over fifteen years	$14,316,000	808
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,097,203,000	25
Over three years	$3,954,725,000	30
Other debt securities
Three months or less	$4,958,166,000	10
Over three months through twelve months	$2,118,852,000	6
Over one year through three years	$10,325,301,000	6
Over three years through five years	$1,631,746,000	15
Over five years through fifteen years	$1,153,653,000	27
Over fifteen years	$48,480,000	154
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$3,707,396,000	8
2014-06-30		Rank
Total debt securities	$32,421,918,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$903,796,000	9
Over three months through twelve months	$303,160,000	9
Over one year through three years	$809,268,000	9
Over three years through five years	$2,226,767,000	4
Over five years through fifteen years	$1,123,342,000	40
Over fifteen years	$16,110,000	752
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,141,637,000	25
Over three years	$3,772,793,000	29
Other debt securities
Three months or less	$7,412,146,000	9
Over three months through twelve months	$969,036,000	8
Over one year through three years	$10,666,799,000	6
Over three years through five years	$1,846,358,000	15
Over five years through fifteen years	$1,181,277,000	29
Over fifteen years	$49,429,000	160
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,010,146,000	8
2014-03-31		Rank
Total debt securities	$32,215,364,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$839,540,000	10
Over three months through twelve months	$168,660,000	14
Over one year through three years	$789,106,000	9
Over three years through five years	$2,122,937,000	5
Over five years through fifteen years	$1,214,357,000	36
Over fifteen years	$22,275,000	598
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,157,266,000	24
Over three years	$3,139,514,000	32
Other debt securities
Three months or less	$7,966,579,000	8
Over three months through twelve months	$1,124,169,000	8
Over one year through three years	$9,910,615,000	6
Over three years through five years	$2,507,117,000	13
Over five years through fifteen years	$1,204,858,000	27
Over fifteen years	$48,371,000	163
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,683,290,000	5
2013-12-31		Rank
Total debt securities	$30,015,217,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$924,040,000	9
Over three months through twelve months	$188,384,000	11
Over one year through three years	$662,362,000	8
Over three years through five years	$1,565,300,000	4
Over five years through fifteen years	$1,208,299,000	34
Over fifteen years	$19,879,000	643
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$785,515,000	31
Over three years	$1,864,394,000	37
Other debt securities
Three months or less	$9,373,160,000	8
Over three months through twelve months	$836,638,000	14
Over one year through three years	$8,609,697,000	6
Over three years through five years	$2,552,300,000	12
Over five years through fifteen years	$1,383,059,000	23
Over fifteen years	$42,190,000	197
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,632,544,000	5
2013-09-30		Rank
Total debt securities	$29,052,605,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$563,415,000	9
Over three months through twelve months	$233,846,000	12
Over one year through three years	$551,388,000	9
Over three years through five years	$1,444,881,000	5
Over five years through fifteen years	$1,266,889,000	31
Over fifteen years	$24,216,000	563
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$773,526,000	34
Over three years	$1,705,263,000	39
Other debt securities
Three months or less	$8,935,400,000	8
Over three months through twelve months	$2,026,010,000	7
Over one year through three years	$7,159,065,000	7
Over three years through five years	$2,929,507,000	11
Over five years through fifteen years	$1,395,709,000	19
Over fifteen years	$43,490,000	198
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,804,467,000	4
2013-06-30		Rank
Total debt securities	$28,579,100,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$210,696,000	18
Over three months through twelve months	$355,973,000	10
Over one year through three years	$361,137,000	12
Over three years through five years	$1,153,029,000	9
Over five years through fifteen years	$1,258,323,000	29
Over fifteen years	$23,582,000	593
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$951,821,000	34
Over three years	$1,777,265,000	37
Other debt securities
Three months or less	$8,378,623,000	8
Over three months through twelve months	$3,065,180,000	6
Over one year through three years	$6,203,717,000	7
Over three years through five years	$3,314,452,000	8
Over five years through fifteen years	$1,481,192,000	19
Over fifteen years	$44,110,000	202
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,662,526,000	6
2013-03-31		Rank
Total debt securities	$28,028,553,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$201,507,000	19
Over three months through twelve months	$209,742,000	15
Over one year through three years	$288,836,000	13
Over three years through five years	$1,053,387,000	9
Over five years through fifteen years	$1,358,596,000	28
Over fifteen years	$24,895,000	573
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,247,919,000	32
Over three years	$1,698,337,000	36
Other debt securities
Three months or less	$9,005,135,000	8
Over three months through twelve months	$2,606,289,000	6
Over one year through three years	$5,937,384,000	7
Over three years through five years	$3,076,478,000	9
Over five years through fifteen years	$1,274,610,000	24
Over fifteen years	$45,438,000	197
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,194,758,000	5
2012-12-31		Rank
Total debt securities	$29,353,094,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$260,290,000	17
Over three months through twelve months	$172,985,000	15
Over one year through three years	$226,543,000	17
Over three years through five years	$1,167,536,000	9
Over five years through fifteen years	$1,248,692,000	30
Over fifteen years	$28,750,000	498
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,674,062,000	30
Over three years	$1,344,383,000	35
Other debt securities
Three months or less	$10,261,343,000	8
Over three months through twelve months	$1,333,345,000	9
Over one year through three years	$7,189,375,000	7
Over three years through five years	$3,154,297,000	8
Over five years through fifteen years	$1,240,860,000	22
Over fifteen years	$50,633,000	173
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$3,861,172,000	5
2012-09-30		Rank
Total debt securities	$28,915,234,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$153,632,000	22
Over three months through twelve months	$303,253,000	13
Over one year through three years	$41,706,000	54
Over three years through five years	$1,401,421,000	9
Over five years through fifteen years	$1,177,774,000	36
Over fifteen years	$31,101,000	491
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,881,115,000	29
Over three years	$1,231,418,000	34
Other debt securities
Three months or less	$10,650,739,000	8
Over three months through twelve months	$430,494,000	21
Over one year through three years	$7,186,523,000	7
Over three years through five years	$3,847,445,000	8
Over five years through fifteen years	$520,952,000	48
Over fifteen years	$57,661,000	142
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$3,294,734,000	7
2012-06-30		Rank
Total debt securities	$27,597,619,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,578
Over three months through twelve months	$0	2,913
Over one year through three years	$0	2,599
Over three years through five years	$64,000	1,894
Over five years through fifteen years	$1,011,485,000	45
Over fifteen years	$2,205,121,000	19
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,983,522,000	28
Over three years	$911,183,000	42
Other debt securities
Three months or less	$11,834,327,000	6
Over three months through twelve months	$545,000,000	18
Over one year through three years	$5,880,924,000	7
Over three years through five years	$3,027,788,000	9
Over five years through fifteen years	$142,285,000	145
Over fifteen years	$55,920,000	145
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,197,398,000	6
2012-03-31		Rank
Total debt securities	$29,145,387,000	14
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,568
Over three months through twelve months	$0	2,819
Over one year through three years	$0	2,685
Over three years through five years	$68,000	1,860
Over five years through fifteen years	$406,533,000	85
Over fifteen years	$2,361,079,000	20
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$23,418,000	601
Over three years	$3,011,047,000	24
Other debt securities
Three months or less	$13,392,455,000	6
Over three months through twelve months	$458,326,000	17
Over one year through three years	$5,868,098,000	8
Over three years through five years	$3,370,221,000	9
Over five years through fifteen years	$198,535,000	100
Over fifteen years	$55,607,000	143
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,995,457,000	4
2011-12-31		Rank
Total debt securities	$28,463,607,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,336
Over three months through twelve months	$0	2,454
Over one year through three years	$0	2,402
Over three years through five years	$73,000	1,632
Over five years through fifteen years	$61,000	4,338
Over fifteen years	$2,159,085,000	20
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$27,711,000	500
Over three years	$3,184,937,000	18
Other debt securities
Three months or less	$14,136,329,000	6
Over three months through twelve months	$366,197,000	22
Over one year through three years	$5,732,402,000	9
Over three years through five years	$2,584,483,000	11
Over five years through fifteen years	$215,058,000	81
Over fifteen years	$57,271,000	118
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,843,490,000	5
2011-09-30		Rank
Total debt securities	$25,662,420,000	15
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,384
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	$0	4,495
Over fifteen years	$1,873,957,000	19
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$3,898,000	1,453
Over three years	$3,287,791,000	17
Other debt securities
Three months or less	$13,569,984,000	6
Over three months through twelve months	$958,316,000	13
Over one year through three years	$3,203,533,000	9
Over three years through five years	$2,466,795,000	12
Over five years through fifteen years	$238,842,000	69
Over fifteen years	$59,304,000	109
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,487,199,000	5
2011-06-30		Rank
Total debt securities	$21,622,795,000	18
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,483
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	$0	4,478
Over fifteen years	$1,316,783,000	22
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$4,712,000	1,183
Over three years	$3,041,188,000	19
Other debt securities
Three months or less	$11,465,845,000	6
Over three months through twelve months	$579,094,000	19
Over one year through three years	$2,965,361,000	9
Over three years through five years	$1,926,197,000	12
Over five years through fifteen years	$260,956,000	59
Over fifteen years	$62,659,000	94
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,537,523,000	6
2011-03-31		Rank
Total debt securities	$21,090,250,000	19
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,500
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	$10,362,000	1,314
Over fifteen years	$1,173,648,000	22
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$5,591,000	1,136
Over three years	$2,675,625,000	21
Other debt securities
Three months or less	$11,730,002,000	6
Over three months through twelve months	$889,203,000	15
Over one year through three years	$2,606,061,000	11
Over three years through five years	$1,627,315,000	14
Over five years through fifteen years	$301,361,000	51
Over fifteen years	$71,082,000	83
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,472,375,000	6
2010-12-31		Rank
Total debt securities	$19,231,113,000	20
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,431
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	$15,415,000	884
Over fifteen years	$745,892,000	31
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$14,549,000	656
Over three years	$2,544,895,000	20
Other debt securities
Three months or less	$11,082,412,000	6
Over three months through twelve months	$812,886,000	15
Over one year through three years	$2,510,450,000	12
Over three years through five years	$1,125,071,000	15
Over five years through fifteen years	$310,708,000	49
Over fifteen years	$68,835,000	81
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,062,560,000	7
2010-09-30		Rank
Total debt securities	$18,927,329,000	21
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$12,099,000	132
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	$15,624,000	829
Over fifteen years	$757,028,000	32
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,996
Over three years	$2,441,678,000	16
Other debt securities
Three months or less	$11,550,360,000	6
Over three months through twelve months	$622,449,000	19
Over one year through three years	$2,610,843,000	12
Over three years through five years	$488,887,000	24
Over five years through fifteen years	$356,672,000	41
Over fifteen years	$71,689,000	78
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,818,796,000	5
2010-06-30		Rank
Total debt securities	$18,303,614,000	21
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$12,059,000	131
Over three months through twelve months	$16,965,000	113
Over one year through three years	$0	2,443
Over three years through five years	$0	2,549
Over five years through fifteen years	$15,830,000	782
Over fifteen years	$844,007,000	31
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,942
Over three years	$2,036,962,000	20
Other debt securities
Three months or less	$11,625,317,000	5
Over three months through twelve months	$609,681,000	15
Over one year through three years	$2,421,497,000	13
Over three years through five years	$269,974,000	34
Over five years through fifteen years	$376,052,000	38
Over fifteen years	$75,270,000	71
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,386,429,000	5
2010-03-31		Rank
Total debt securities	$17,156,518,000	21
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$148,943,000	25
Over three months through twelve months	$33,922,000	68
Over one year through three years	$0	2,501
Over three years through five years	$0	2,713
Over five years through fifteen years	$16,030,000	766
Over fifteen years	$741,655,000	34
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,955
Over three years	$1,973,789,000	20
Other debt securities
Three months or less	$10,634,388,000	5
Over three months through twelve months	$702,077,000	16
Over one year through three years	$2,089,253,000	15
Over three years through five years	$335,540,000	26
Over five years through fifteen years	$403,170,000	33
Over fifteen years	$77,751,000	69
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$3,874,155,000	6
2009-12-31		Rank
Total debt securities	$18,000,792,000	20
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$132,922,000	25
Over three months through twelve months	$193,802,000	9
Over one year through three years	$0	2,461
Over three years through five years	$0	2,776
Over five years through fifteen years	$16,224,000	759
Over fifteen years	$617,406,000	36
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$118,868,000	140
Over three years	$1,074,885,000	31
Other debt securities
Three months or less	$13,128,814,000	6
Over three months through twelve months	$510,149,000	17
Over one year through three years	$899,153,000	24
Over three years through five years	$807,768,000	16
Over five years through fifteen years	$426,790,000	32
Over fifteen years	$74,011,000	71
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,064,682,000	6
2009-09-30		Rank
Total debt securities	$16,762,793,000	22
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$181,195,000	23
Over three months through twelve months	$161,474,000	10
Over one year through three years	$0	2,648
Over three years through five years	$0	2,874
Over five years through fifteen years	$16,417,000	758
Over fifteen years	$624,246,000	39
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,916
Over three years	$1,080,583,000	30
Other debt securities
Three months or less	$12,360,954,000	5
Over three months through twelve months	$586,773,000	14
Over one year through three years	$946,744,000	22
Over three years through five years	$262,449,000	30
Over five years through fifteen years	$449,379,000	31
Over fifteen years	$92,579,000	55
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,357,355,000	6
2009-06-30		Rank
Total debt securities	$16,890,136,000	21
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$186,656,000	21
Over three months through twelve months	$181,342,000	10
Over one year through three years	$0	2,895
Over three years through five years	$0	2,925
Over five years through fifteen years	$16,600,000	748
Over fifteen years	$659,486,000	40
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,843
Over three years	$869,679,000	36
Other debt securities
Three months or less	$13,313,110,000	4
Over three months through twelve months	$488,308,000	13
Over one year through three years	$500,113,000	32
Over three years through five years	$130,670,000	55
Over five years through fifteen years	$475,383,000	29
Over fifteen years	$68,789,000	76
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,715,965,000	4
2009-03-31		Rank
Total debt securities	$17,194,239,000	20
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,846
Over three months through twelve months	$0	3,167
Over one year through three years	$0	3,054
Over three years through five years	$0	2,918
Over five years through fifteen years	$16,779,000	739
Over fifteen years	$1,039,359,000	36
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,844
Over three years	$703,333,000	38
Other debt securities
Three months or less	$12,912,353,000	3
Over three months through twelve months	$1,309,452,000	6
Over one year through three years	$482,917,000	27
Over three years through five years	$191,600,000	37
Over five years through fifteen years	$479,486,000	32
Over fifteen years	$58,960,000	75
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$8,337,784,000	4
2008-12-31		Rank
Total debt securities	$14,621,459,000	20
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,846
Over three months through twelve months	$0	3,232
Over one year through three years	$0	3,086
Over three years through five years	$0	2,944
Over five years through fifteen years	$0	4,593
Over fifteen years	$820,661,000	34
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,770
Over three years	$552,786,000	44
Other debt securities
Three months or less	$10,136,649,000	4
Over three months through twelve months	$1,608,750,000	8
Over one year through three years	$671,707,000	14
Over three years through five years	$192,948,000	34
Over five years through fifteen years	$560,212,000	29
Over fifteen years	$77,746,000	59
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,053,258,000	3
2008-09-30		Rank
Total debt securities	$12,804,035,000	21
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,849
Over three months through twelve months	$0	3,257
Over one year through three years	$0	3,209
Over three years through five years	$0	2,837
Over five years through fifteen years	$10,388,000	1,041
Over fifteen years	$255,318,000	64
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,592
Over three years	$635,634,000	49
Other debt securities
Three months or less	$8,241,441,000	5
Over three months through twelve months	$2,140,374,000	5
Over one year through three years	$687,350,000	11
Over three years through five years	$200,803,000	32
Over five years through fifteen years	$527,183,000	26
Over fifteen years	$105,544,000	41
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,313,800,000	5
2008-06-30		Rank
Total debt securities	$11,225,881,000	27
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,921
Over three months through twelve months	$0	3,361
Over one year through three years	$0	3,281
Over three years through five years	$0	2,760
Over five years through fifteen years	$0	4,639
Over fifteen years	$260,137,000	63
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,631
Over three years	$517,594,000	54
Other debt securities
Three months or less	$5,740,097,000	5
Over three months through twelve months	$3,014,768,000	3
Over one year through three years	$730,329,000	12
Over three years through five years	$296,709,000	22
Over five years through fifteen years	$540,814,000	26
Over fifteen years	$125,433,000	41
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,739,629,000	5
2008-03-31		Rank
Total debt securities	$10,735,830,000	26
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,952
Over three months through twelve months	$0	3,372
Over one year through three years	$0	3,358
Over three years through five years	$0	2,696
Over five years through fifteen years	$1,000	4,553
Over fifteen years	$7,064,000	1,298
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,678
Over three years	$577,177,000	47
Other debt securities
Three months or less	$5,857,158,000	4
Over three months through twelve months	$2,411,755,000	3
Over one year through three years	$834,996,000	9
Over three years through five years	$321,257,000	23
Over five years through fifteen years	$569,620,000	28
Over fifteen years	$156,802,000	33
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,026,326,000	5
2007-12-31		Rank
Total debt securities	$8,390,946,000	31
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,833
Over three months through twelve months	$0	3,395
Over one year through three years	$0	3,512
Over three years through five years	$0	2,645
Over five years through fifteen years	$1,000	4,393
Over fifteen years	$7,649,000	1,020
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,576
Over three years	$639,079,000	51
Other debt securities
Three months or less	$4,817,395,000	5
Over three months through twelve months	$1,331,131,000	6
Over one year through three years	$556,580,000	19
Over three years through five years	$269,699,000	26
Over five years through fifteen years	$587,365,000	26
Over fifteen years	$182,047,000	31
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$3,859,647,000	7
2007-09-30		Rank
Total debt securities	$11,301,144,000	27
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,837
Over three months through twelve months	$0	3,386
Over one year through three years	$0	3,614
Over three years through five years	$0	2,752
Over five years through fifteen years	$1,000	4,307
Over fifteen years	$8,177,000	815
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$0	2,615
Over three years	$585,889,000	52
Other debt securities
Three months or less	$7,924,605,000	3
Over three months through twelve months	$695,360,000	11
Over one year through three years	$847,873,000	14
Over three years through five years	$284,730,000	23
Over five years through fifteen years	$626,507,000	23
Over fifteen years	$328,002,000	19
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,690,853,000	4
2007-06-30		Rank
Total debt securities	$12,160,059,000	24
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,695
Over three months through twelve months	$0	3,395
Over one year through three years	$0	3,608
Over three years through five years	$0	3,005
Over five years through fifteen years	$1,000	4,296
Over fifteen years	$8,406,000	731
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$559,000	1,805
Over three years	$204,792,000	96
Other debt securities
Three months or less	$8,958,580,000	3
Over three months through twelve months	$810,978,000	10
Over one year through three years	$1,017,239,000	13
Over three years through five years	$302,456,000	26
Over five years through fifteen years	$634,831,000	23
Over fifteen years	$222,217,000	24
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$8,464,743,000	2
2007-03-31		Rank
Total debt securities	$12,082,852,000	25
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,702
Over three months through twelve months	$0	3,251
Over one year through three years	$0	3,692
Over three years through five years	$0	3,202
Over five years through fifteen years	$1,000	4,261
Over fifteen years	$8,504,000	661
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$693,000	1,751
Over three years	$30,598,000	308
Other debt securities
Three months or less	$9,276,813,000	3
Over three months through twelve months	$625,921,000	12
Over one year through three years	$1,008,416,000	14
Over three years through five years	$314,568,000	24
Over five years through fifteen years	$653,807,000	24
Over fifteen years	$163,531,000	31
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$8,048,182,000	2
2006-12-31		Rank
Total debt securities	$11,922,328,000	24
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,672
Over three months through twelve months	$0	3,212
Over one year through three years	$1,000	3,723
Over three years through five years	$0	3,335
Over five years through fifteen years	$1,000	4,294
Over fifteen years	$8,556,000	615
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$828,000	1,684
Over three years	$37,232,000	284
Other debt securities
Three months or less	$9,503,755,000	3
Over three months through twelve months	$867,817,000	10
Over one year through three years	$411,355,000	28
Over three years through five years	$299,883,000	30
Over five years through fifteen years	$676,656,000	24
Over fifteen years	$116,244,000	38
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$8,101,378,000	2
2006-09-30		Rank
Total debt securities	$11,693,822,000	26
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,720
Over three months through twelve months	$0	3,034
Over one year through three years	$1,000	3,749
Over three years through five years	$0	3,523
Over five years through fifteen years	$1,000	4,331
Over fifteen years	$8,631,000	581
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$975,000	1,583
Over three years	$41,563,000	273
Other debt securities
Three months or less	$8,073,929,000	3
Over three months through twelve months	$2,092,725,000	6
Over one year through three years	$422,540,000	35
Over three years through five years	$301,867,000	30
Over five years through fifteen years	$690,215,000	25
Over fifteen years	$61,375,000	65
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,731,501,000	2
2006-06-30		Rank
Total debt securities	$10,078,523,000	26
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,776
Over three months through twelve months	$0	3,054
Over one year through three years	$1,000	3,826
Over three years through five years	$0	3,628
Over five years through fifteen years	$2,000	4,355
Over fifteen years	$2,760,000	1,116
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,135,000	1,468
Over three years	$56,636,000	230
Other debt securities
Three months or less	$6,207,623,000	3
Over three months through twelve months	$2,370,467,000	6
Over one year through three years	$389,788,000	37
Over three years through five years	$291,493,000	30
Over five years through fifteen years	$704,618,000	24
Over fifteen years	$54,000,000	70
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,860,082,000	3
2006-03-31		Rank
Total debt securities	$10,663,181,000	27
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,681
Over three months through twelve months	$0	3,057
Over one year through three years	$2,000	3,729
Over three years through five years	$0	3,680
Over five years through fifteen years	$2,000	4,409
Over fifteen years	$2,915,000	1,034
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,325,000	1,420
Over three years	$29,337,000	327
Other debt securities
Three months or less	$6,952,810,000	3
Over three months through twelve months	$1,972,525,000	6
Over one year through three years	$535,555,000	26
Over three years through five years	$423,558,000	24
Over five years through fifteen years	$734,832,000	23
Over fifteen years	$10,320,000	352
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,305,193,000	3
2005-12-31		Rank
Total debt securities	$10,659,197,000	27
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,636
Over three months through twelve months	$0	3,017
Over one year through three years	$2,000	3,628
Over three years through five years	$0	3,864
Over five years through fifteen years	$2,000	4,442
Over fifteen years	$3,095,000	969
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,531,000	1,437
Over three years	$19,695,000	364
Other debt securities
Three months or less	$7,199,317,000	3
Over three months through twelve months	$1,685,533,000	9
Over one year through three years	$527,601,000	30
Over three years through five years	$456,320,000	25
Over five years through fifteen years	$751,772,000	24
Over fifteen years	$14,329,000	270
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,715,953,000	3
2005-09-30		Rank
Total debt securities	$9,994,760,000	28
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,647
Over three months through twelve months	$0	2,991
Over one year through three years	$3,000	3,522
Over three years through five years	$0	3,987
Over five years through fifteen years	$2,000	4,508
Over fifteen years	$3,340,000	898
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,717,000	1,470
Over three years	$0	2,334
Other debt securities
Three months or less	$5,969,259,000	4
Over three months through twelve months	$1,786,089,000	6
Over one year through three years	$996,999,000	20
Over three years through five years	$452,145,000	27
Over five years through fifteen years	$765,325,000	24
Over fifteen years	$19,881,000	205
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,760,562,000	5
2005-06-30		Rank
Total debt securities	$7,704,010,000	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	$0	2,738
Over three months through twelve months	$0	2,897
Over one year through three years	$3,000	3,440
Over three years through five years	$0	4,009
Over five years through fifteen years	$3,000	4,594
Over fifteen years	$3,558,000	866
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$1,931,000	1,467
Over three years	$0	2,324
Other debt securities
Three months or less	$5,795,895,000	4
Over three months through twelve months	$319,068,000	32
Over one year through three years	$464,408,000	34
Over three years through five years	$322,112,000	32
Over five years through fifteen years	$773,623,000	24
Over fifteen years	$23,409,000	175
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,167,342,000	6
2005-03-31		Rank
Total debt securities	$8,089,051,000	37
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,795
Over three months through twelve months	$0	2,913
Over one year through three years	$4,000	3,272
Over three years through five years	$0	4,091
Over five years through fifteen years	$3,000	4,696
Over fifteen years	$3,969,000	844
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,175,000	1,310
Over three years	$0	2,472
Other debt securities
Three months or less	$6,438,741,000	4
Over three months through twelve months	$464,661,000	17
Over one year through three years	$63,247,000	283
Over three years through five years	$310,126,000	41
Over five years through fifteen years	$777,510,000	26
Over fifteen years	$28,615,000	155
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,863,210,000	4
2004-12-31		Rank
Total debt securities	$8,368,143,000	34
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,733
Over three months through twelve months	$0	2,936
Over one year through three years	$0	3,324
Over three years through five years	$4,000	3,998
Over five years through fifteen years	$3,000	4,726
Over fifteen years	$3,987,000	874
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,425,000	1,377
Over three years	$0	2,351
Other debt securities
Three months or less	$6,873,179,000	4
Over three months through twelve months	$251,223,000	32
Over one year through three years	$112,042,000	153
Over three years through five years	$309,877,000	41
Over five years through fifteen years	$785,783,000	26
Over fifteen years	$29,620,000	150
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,250,630,000	4
2004-09-30		Rank
Total debt securities	$6,017,831,000	49
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,864
Over three months through twelve months	$0	2,944
Over one year through three years	$0	3,124
Over three years through five years	$5,000	4,015
Over five years through fifteen years	$3,000	4,797
Over fifteen years	$4,115,000	884
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,674,000	1,296
Over three years	$0	2,319
Other debt securities
Three months or less	$3,908,492,000	4
Over three months through twelve months	$860,002,000	10
Over one year through three years	$100,922,000	163
Over three years through five years	$315,902,000	44
Over five years through fifteen years	$792,004,000	28
Over fifteen years	$33,712,000	139
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$3,996,800,000	5
2004-06-30		Rank
Total debt securities	$8,070,183,000	40
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,885
Over three months through twelve months	$0	3,046
Over one year through three years	$0	3,084
Over three years through five years	$5,000	4,074
Over five years through fifteen years	$4,000	4,851
Over fifteen years	$4,134,000	931
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$2,979,000	1,139
Over three years	$0	2,503
Other debt securities
Three months or less	$5,833,592,000	4
Over three months through twelve months	$1,004,170,000	10
Over one year through three years	$102,722,000	158
Over three years through five years	$303,069,000	43
Over five years through fifteen years	$781,954,000	29
Over fifteen years	$37,554,000	120
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,235,818,000	4
2004-03-31		Rank
Total debt securities	$7,902,046,000	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	$0	2,970
Over three months through twelve months	$0	3,069
Over one year through three years	$0	2,952
Over three years through five years	$5,000	4,014
Over five years through fifteen years	$4,000	4,865
Over fifteen years	$4,493,000	931
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$3,319,000	1,280
Over three years	$17,000	2,151
Other debt securities
Three months or less	$3,256,106,000	5
Over three months through twelve months	$3,460,567,000	5
Over one year through three years	$309,060,000	49
Over three years through five years	$51,819,000	231
Over five years through fifteen years	$771,089,000	30
Over fifteen years	$45,567,000	107
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,443,643,000	4
2003-12-31		Rank
Total debt securities	$8,773,406,000	33
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	3,043
Over three months through twelve months	$0	3,137
Over one year through three years	$0	2,913
Over three years through five years	$6,000	3,987
Over five years through fifteen years	$6,000	4,880
Over fifteen years	$4,774,000	916
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$3,690,000	1,138
Over three years	$0	2,413
Other debt securities
Three months or less	$4,853,918,000	4
Over three months through twelve months	$2,730,831,000	5
Over one year through three years	$353,680,000	40
Over three years through five years	$45,916,000	266
Over five years through fifteen years	$732,053,000	33
Over fifteen years	$48,532,000	95
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,202,737,000	4
2003-09-30		Rank
Total debt securities	$8,426,522,000	32
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	3,223
Over three months through twelve months	$0	3,113
Over one year through three years	$0	2,869
Over three years through five years	$8,000	3,840
Over five years through fifteen years	$6,000	4,957
Over fifteen years	$4,834,000	976
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$4,102,000	1,100
Over three years	$0	2,375
Other debt securities
Three months or less	$3,651,461,000	5
Over three months through twelve months	$3,437,866,000	5
Over one year through three years	$501,792,000	25
Over three years through five years	$48,490,000	243
Over five years through fifteen years	$721,664,000	30
Over fifteen years	$56,299,000	87
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$7,031,041,000	2
2003-06-30		Rank
Total debt securities	$7,111,403,000	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	$0	3,173
Over three months through twelve months	$0	3,226
Over one year through three years	$0	2,730
Over three years through five years	$8,000	3,718
Over five years through fifteen years	$7,000	4,933
Over fifteen years	$5,543,000	983
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$4,580,000	1,274
Over three years	$0	1,950
Other debt securities
Three months or less	$3,520,379,000	5
Over three months through twelve months	$2,262,699,000	4
Over one year through three years	$494,187,000	27
Over three years through five years	$47,526,000	230
Over five years through fifteen years	$714,910,000	29
Over fifteen years	$61,564,000	86
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,614,806,000	5
2003-03-31		Rank
Total debt securities	$6,857,862,000	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	$0	3,284
Over three months through twelve months	$0	3,351
Over one year through three years	$0	2,729
Over three years through five years	$9,000	3,527
Over five years through fifteen years	$7,000	4,884
Over fifteen years	$5,646,000	1,058
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$5,287,000	1,201
Over three years	$0	2,284
Other debt securities
Three months or less	$4,022,811,000	6
Over three months through twelve months	$1,393,208,000	5
Over one year through three years	$572,590,000	24
Over three years through five years	$91,061,000	119
Over five years through fifteen years	$694,241,000	28
Over fifteen years	$73,002,000	76
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,239,728,000	6
2002-12-31		Rank
Total debt securities	$5,914,642,000	41
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	3,149
Over three months through twelve months	$0	3,429
Over one year through three years	$0	2,763
Over three years through five years	$0	3,532
Over five years through fifteen years	$18,000	4,698
Over fifteen years	$5,702,000	1,105
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$6,366,000	1,121
Over three years	$0	2,194
Other debt securities
Three months or less	$3,988,737,000	5
Over three months through twelve months	$626,368,000	16
Over one year through three years	$474,895,000	29
Over three years through five years	$135,777,000	76
Over five years through fifteen years	$598,526,000	28
Over fifteen years	$78,253,000	73
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,544,553,000	5
2001-12-31		Rank
Total debt securities	$5,729,705,000	41
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	3,181
Over three months through twelve months	$0	3,321
Over one year through three years	$0	2,979
Over three years through five years	$0	2,981
Over five years through fifteen years	$30,000	4,430
Over fifteen years	$1,170,000	2,424
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$11,467,000	642
Over three years	$0	3,074
Other debt securities
Three months or less	$4,404,585,000	6
Over three months through twelve months	$772,325,000	12
Over one year through three years	$53,028,000	258
Over three years through five years	$30,831,000	329
Over five years through fifteen years	$389,329,000	39
Over fifteen years	$66,940,000	87
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,168,782,000	4
2000-12-31		Rank
Total debt securities	$6,659,699,000	30
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,886
Over three months through twelve months	$0	3,714
Over one year through three years	$0	3,191
Over three years through five years	$0	2,740
Over five years through fifteen years	$31,000	4,008
Over fifteen years	$935,000	2,112
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$35,021,000	177
Over three years	$0	3,176
Other debt securities
Three months or less	$5,980,666,000	3
Over three months through twelve months	$202,160,000	29
Over one year through three years	$47,188,000	321
Over three years through five years	$34,744,000	293
Over five years through fifteen years	$318,374,000	45
Over fifteen years	$40,580,000	123
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$6,174,403,000	5
1999-12-31		Rank
Total debt securities	$5,615,687,000	36
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	2,773
Over three months through twelve months	$0	3,783
Over one year through three years	$0	3,546
Over three years through five years	$0	3,128
Over five years through fifteen years	$44,000	4,178
Over fifteen years	$992,000	2,014
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$48,040,000	158
Over three years	$13,933,000	560
Other debt securities
Three months or less	$4,670,508,000	2
Over three months through twelve months	$437,965,000	17
Over one year through three years	$32,882,000	441
Over three years through five years	$44,948,000	269
Over five years through fifteen years	$317,489,000	51
Over fifteen years	$48,886,000	100
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$5,100,538,000	4
1998-12-31		Rank
Total debt securities	$5,382,042,000	34
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	3,090
Over three months through twelve months	$0	3,743
Over one year through three years	$0	3,796
Over three years through five years	$0	3,447
Over five years through fifteen years	$61,000	4,204
Over fifteen years	$26,000	3,278
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$146,697,000	89
Over three years	$1,155,000	1,907
Other debt securities
Three months or less	$4,311,448,000	3
Over three months through twelve months	$244,886,000	26
Over one year through three years	$250,962,000	41
Over three years through five years	$43,051,000	259
Over five years through fifteen years	$329,656,000	39
Over fifteen years	$54,100,000	73
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$4,549,179,000	3
1997-12-31		Rank
Total debt securities	$3,714,710,000	41
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	$0	3,237
Over three months through twelve months	$0	4,112
Over one year through three years	$0	3,405
Over three years through five years	$0	3,868
Over five years through fifteen years	$104,000	3,997
Over fifteen years	$53,000	2,866
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	$329,612,000	41
Over three years	$2,342,000	1,487
Other debt securities
Three months or less	$2,372,312,000	3
Over three months through twelve months	$465,052,000	16
Over one year through three years	$273,393,000	56
Over three years through five years	$30,998,000	332
Over five years through fifteen years	$237,342,000	49
Over fifteen years	$3,502,000	452
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$2,829,508,000	4
1996-12-31		Rank
Total debt securities	$4,330,486,000	26
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	NA	NA
Over three months through twelve months	NA	NA
Over one year through three years	NA	NA
Over three years through five years	NA	NA
Over five years through fifteen years	NA	NA
Over fifteen years	NA	NA
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	NA	NA
Over three years	NA	NA
Other debt securities
Three months or less	NA	NA
Over three months through twelve months	NA	NA
Over one year through three years	NA	NA
Over three years through five years	NA	NA
Over five years through fifteen years	NA	NA
Over fifteen years	NA	NA
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$3,453,334,000	4
1995-12-31		Rank
Total debt securities	$4,576,448,000	29
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	NA	NA
Over three months through twelve months	NA	NA
Over one year through three years	NA	NA
Over three years through five years	NA	NA
Over five years through fifteen years	NA	NA
Over fifteen years	NA	NA
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	NA	NA
Over three years	NA	NA
Other debt securities
Three months or less	NA	NA
Over three months through twelve months	NA	NA
Over one year through three years	NA	NA
Over three years through five years	NA	NA
Over five years through fifteen years	NA	NA
Over fifteen years	NA	NA
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$2,501,660,000	9
1994-12-31		Rank
Total debt securities	$4,134,819,000	29
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	NA	NA
Over three months through twelve months	NA	NA
Over one year through three years	NA	NA
Over three years through five years	NA	NA
Over five years through fifteen years	NA	NA
Over fifteen years	NA	NA
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	NA	NA
Over three years	NA	NA
Other debt securities
Three months or less	NA	NA
Over three months through twelve months	NA	NA
Over one year through three years	NA	NA
Over three years through five years	NA	NA
Over five years through fifteen years	NA	NA
Over fifteen years	NA	NA
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$2,977,271,000	4
1993-12-31		Rank
Total debt securities	$3,198,539,000	46
Maturity and repricing data for debt securities:
Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages
Three months or less	NA	NA
Over three months through twelve months	NA	NA
Over one year through three years	NA	NA
Over three years through five years	NA	NA
Over five years through fifteen years	NA	NA
Over fifteen years	NA	NA
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	NA	NA
Over three years	NA	NA
Other debt securities
Three months or less	NA	NA
Over three months through twelve months	NA	NA
Over one year through three years	NA	NA
Over three years through five years	NA	NA
Over five years through fifteen years	NA	NA
Over fifteen years	NA	NA
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$1,891,157,000	11
1992-12-31		Rank
Total debt securities	$2,355,215,000	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	NA	NA
Over three months through twelve months	NA	NA
Over one year through three years	NA	NA
Over three years through five years	NA	NA
Over five years through fifteen years	NA	NA
Over fifteen years	NA	NA
CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of:
Three years or less	NA	NA
Over three years	NA	NA
Other debt securities
Three months or less	NA	NA
Over three months through twelve months	NA	NA
Over one year through three years	NA	NA
Over three years through five years	NA	NA
Over five years through fifteen years	NA	NA
Over fifteen years	NA	NA
Fixed and floating rate debt securities (included above)
With remaining maturity of one year or less	$1,552,227,000	8