Home > Trustmark National Bank > Total Debt Securities
Trustmark National Bank, Total Debt Securities
| 2023-06-30 | Rank | |
| Total debt securities | $3,330,548,000 | 101 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $31,958,000 | 46 |
| Over three months through twelve months | $31,000 | 1,044 |
| Over one year through three years | $4,356,000 | 94 |
| Over three years through five years | $50,810,000 | 47 |
| Over five years through fifteen years | $1,627,027,000 | 27 |
| Over fifteen years | $59,503,000 | 483 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $128,160,000 | 114 |
| Over three years | $141,230,000 | 237 |
| Other debt securities | ||
| Three months or less | $113,683,000 | 196 |
| Over three months through twelve months | $27,062,000 | 389 |
| Over one year through three years | $262,634,000 | 100 |
| Over three years through five years | $204,028,000 | 103 |
| Over five years through fifteen years | $665,455,000 | 82 |
| Over fifteen years | $14,611,000 | 767 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $27,933,000 | 494 |
| 2023-03-31 | Rank | |
| Total debt securities | $3,458,500,000 | 104 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $35,127,000 | 42 |
| Over three months through twelve months | $28,000 | 1,095 |
| Over one year through three years | $5,215,000 | 75 |
| Over three years through five years | $28,953,000 | 59 |
| Over five years through fifteen years | $1,724,155,000 | 27 |
| Over fifteen years | $53,412,000 | 540 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $133,385,000 | 84 |
| Over three years | $154,141,000 | 237 |
| Other debt securities | ||
| Three months or less | $145,211,000 | 124 |
| Over three months through twelve months | $12,015,000 | 740 |
| Over one year through three years | $248,335,000 | 113 |
| Over three years through five years | $187,594,000 | 115 |
| Over five years through fifteen years | $715,650,000 | 84 |
| Over fifteen years | $15,279,000 | 780 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $35,273,000 | 384 |
| 2022-12-31 | Rank | |
| Total debt securities | $3,518,596,000 | 109 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $37,170,000 | 42 |
| Over three months through twelve months | $36,000 | 1,102 |
| Over one year through three years | $6,000,000 | 68 |
| Over three years through five years | $29,874,000 | 57 |
| Over five years through fifteen years | $1,759,798,000 | 32 |
| Over fifteen years | $53,435,000 | 539 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $114,964,000 | 98 |
| Over three years | $188,685,000 | 203 |
| Other debt securities | ||
| Three months or less | $132,244,000 | 132 |
| Over three months through twelve months | $23,999,000 | 387 |
| Over one year through three years | $203,287,000 | 149 |
| Over three years through five years | $238,472,000 | 108 |
| Over five years through fifteen years | $715,296,000 | 94 |
| Over fifteen years | $15,336,000 | 806 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $33,970,000 | 378 |
| 2022-09-30 | Rank | |
| Total debt securities | $3,601,471,000 | 109 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $38,553,000 | 41 |
| Over three months through twelve months | $35,000 | 1,166 |
| Over one year through three years | $2,560,000 | 119 |
| Over three years through five years | $25,134,000 | 61 |
| Over five years through fifteen years | $1,808,975,000 | 33 |
| Over fifteen years | $54,866,000 | 538 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $115,417,000 | 114 |
| Over three years | $208,644,000 | 193 |
| Other debt securities | ||
| Three months or less | $128,894,000 | 130 |
| Over three months through twelve months | $53,014,000 | 174 |
| Over one year through three years | $184,142,000 | 165 |
| Over three years through five years | $228,929,000 | 113 |
| Over five years through fifteen years | $736,904,000 | 91 |
| Over fifteen years | $15,404,000 | 825 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $52,999,000 | 223 |
| 2022-06-30 | Rank | |
| Total debt securities | $3,782,118,000 | 106 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $41,221,000 | 40 |
| Over three months through twelve months | $18,000 | 1,286 |
| Over one year through three years | $1,591,000 | 188 |
| Over three years through five years | $18,552,000 | 69 |
| Over five years through fifteen years | $1,988,791,000 | 33 |
| Over fifteen years | $60,791,000 | 525 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $117,403,000 | 132 |
| Over three years | $237,249,000 | 185 |
| Other debt securities | ||
| Three months or less | $141,469,000 | 125 |
| Over three months through twelve months | $44,924,000 | 175 |
| Over one year through three years | $137,224,000 | 194 |
| Over three years through five years | $218,035,000 | 120 |
| Over five years through fifteen years | $754,894,000 | 90 |
| Over fifteen years | $19,956,000 | 747 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $46,350,000 | 235 |
| 2022-03-31 | Rank | |
| Total debt securities | $3,625,844,000 | 114 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $45,682,000 | 34 |
| Over three months through twelve months | $25,000 | 1,194 |
| Over one year through three years | $1,385,000 | 225 |
| Over three years through five years | $30,959,000 | 51 |
| Over five years through fifteen years | $2,130,001,000 | 34 |
| Over fifteen years | $62,601,000 | 528 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $176,201,000 | 114 |
| Over three years | $212,316,000 | 197 |
| Other debt securities | ||
| Three months or less | $79,190,000 | 203 |
| Over three months through twelve months | $17,625,000 | 391 |
| Over one year through three years | $88,798,000 | 250 |
| Over three years through five years | $193,955,000 | 119 |
| Over five years through fifteen years | $574,629,000 | 105 |
| Over fifteen years | $12,477,000 | 1,021 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $19,676,000 | 453 |
| 2021-12-31 | Rank | |
| Total debt securities | $3,581,414,000 | 119 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $53,476,000 | 30 |
| Over three months through twelve months | $29,000 | 1,176 |
| Over one year through three years | $1,381,000 | 251 |
| Over three years through five years | $18,579,000 | 69 |
| Over five years through fifteen years | $2,122,705,000 | 32 |
| Over fifteen years | $110,283,000 | 345 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $256,550,000 | 103 |
| Over three years | $182,073,000 | 210 |
| Other debt securities | ||
| Three months or less | $82,828,000 | 195 |
| Over three months through twelve months | $17,117,000 | 286 |
| Over one year through three years | $83,096,000 | 186 |
| Over three years through five years | $193,233,000 | 114 |
| Over five years through fifteen years | $447,245,000 | 129 |
| Over fifteen years | $12,819,000 | 1,061 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $17,328,000 | 414 |
| 2021-09-30 | Rank | |
| Total debt securities | $3,452,510,000 | 120 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $61,899,000 | 25 |
| Over three months through twelve months | $38,000 | 1,160 |
| Over one year through three years | $479,000 | 505 |
| Over three years through five years | $16,593,000 | 64 |
| Over five years through fifteen years | $2,079,079,000 | 34 |
| Over fifteen years | $127,650,000 | 305 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $302,175,000 | 98 |
| Over three years | $199,348,000 | 195 |
| Other debt securities | ||
| Three months or less | $87,452,000 | 190 |
| Over three months through twelve months | $36,360,000 | 145 |
| Over one year through three years | $88,299,000 | 137 |
| Over three years through five years | $150,397,000 | 121 |
| Over five years through fifteen years | $289,746,000 | 177 |
| Over fifteen years | $12,995,000 | 1,047 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $39,864,000 | 200 |
| 2021-06-30 | Rank | |
| Total debt securities | $2,981,751,000 | 127 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $71,077,000 | 20 |
| Over three months through twelve months | $0 | 1,653 |
| Over one year through three years | $390,000 | 612 |
| Over three years through five years | $15,193,000 | 65 |
| Over five years through fifteen years | $1,885,978,000 | 36 |
| Over fifteen years | $119,245,000 | 296 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $430,936,000 | 78 |
| Over three years | $144,530,000 | 223 |
| Other debt securities | ||
| Three months or less | $88,165,000 | 190 |
| Over three months through twelve months | $38,519,000 | 142 |
| Over one year through three years | $58,720,000 | 183 |
| Over three years through five years | $15,519,000 | 853 |
| Over five years through fifteen years | $99,928,000 | 471 |
| Over fifteen years | $13,551,000 | 1,003 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $41,070,000 | 211 |
| 2021-03-31 | Rank | |
| Total debt securities | $2,831,414,000 | 126 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $85,665,000 | 19 |
| Over three months through twelve months | $32,000 | 1,250 |
| Over one year through three years | $166,000 | 885 |
| Over three years through five years | $17,266,000 | 63 |
| Over five years through fifteen years | $1,630,005,000 | 41 |
| Over fifteen years | $137,539,000 | 252 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $442,715,000 | 70 |
| Over three years | $227,514,000 | 157 |
| Other debt securities | ||
| Three months or less | $26,043,000 | 420 |
| Over three months through twelve months | $19,684,000 | 291 |
| Over one year through three years | $98,428,000 | 116 |
| Over three years through five years | $2,303,000 | 2,571 |
| Over five years through fifteen years | $129,330,000 | 322 |
| Over fifteen years | $14,724,000 | 921 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $33,316,000 | 271 |
| 2020-12-31 | Rank | |
| Total debt securities | $2,529,887,000 | 128 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $97,336,000 | 18 |
| Over three months through twelve months | $34,000 | 1,236 |
| Over one year through three years | $174,000 | 934 |
| Over three years through five years | $19,301,000 | 67 |
| Over five years through fifteen years | $1,338,643,000 | 41 |
| Over fifteen years | $118,237,000 | 243 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $578,204,000 | 70 |
| Over three years | $201,594,000 | 154 |
| Other debt securities | ||
| Three months or less | $12,771,000 | 688 |
| Over three months through twelve months | $19,237,000 | 310 |
| Over one year through three years | $113,261,000 | 107 |
| Over three years through five years | $2,374,000 | 2,352 |
| Over five years through fifteen years | $12,121,000 | 2,127 |
| Over fifteen years | $16,600,000 | 806 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $19,494,000 | 465 |
| 2020-09-30 | Rank | |
| Total debt securities | $2,534,008,000 | 125 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $115,711,000 | 17 |
| Over three months through twelve months | $37,000 | 1,244 |
| Over one year through three years | $142,000 | 1,037 |
| Over three years through five years | $8,907,000 | 111 |
| Over five years through fifteen years | $1,158,707,000 | 44 |
| Over fifteen years | $145,028,000 | 197 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $523,039,000 | 77 |
| Over three years | $377,219,000 | 107 |
| Other debt securities | ||
| Three months or less | $21,056,000 | 490 |
| Over three months through twelve months | $15,911,000 | 362 |
| Over one year through three years | $133,722,000 | 95 |
| Over three years through five years | $2,446,000 | 2,215 |
| Over five years through fifteen years | $12,294,000 | 1,970 |
| Over fifteen years | $19,789,000 | 659 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $23,790,000 | 388 |
| 2020-06-30 | Rank | |
| Total debt securities | $2,544,201,000 | 123 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $132,380,000 | 17 |
| Over three months through twelve months | $1,000 | 1,682 |
| Over one year through three years | $120,000 | 1,018 |
| Over three years through five years | $5,352,000 | 196 |
| Over five years through fifteen years | $1,020,501,000 | 40 |
| Over fifteen years | $129,539,000 | 207 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $560,047,000 | 75 |
| Over three years | $450,226,000 | 93 |
| Other debt securities | ||
| Three months or less | $17,056,000 | 552 |
| Over three months through twelve months | $21,112,000 | 290 |
| Over one year through three years | $162,245,000 | 81 |
| Over three years through five years | $10,403,000 | 761 |
| Over five years through fifteen years | $12,535,000 | 1,840 |
| Over fifteen years | $22,684,000 | 537 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $24,494,000 | 388 |
| 2020-03-31 | Rank | |
| Total debt securities | $2,538,055,000 | 114 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $142,619,000 | 16 |
| Over three months through twelve months | $51,000 | 1,218 |
| Over one year through three years | $31,000 | 1,273 |
| Over three years through five years | $4,434,000 | 247 |
| Over five years through fifteen years | $823,157,000 | 47 |
| Over fifteen years | $171,471,000 | 163 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $565,371,000 | 68 |
| Over three years | $531,879,000 | 94 |
| Other debt securities | ||
| Three months or less | $27,796,000 | 382 |
| Over three months through twelve months | $10,607,000 | 530 |
| Over one year through three years | $194,564,000 | 63 |
| Over three years through five years | $26,560,000 | 310 |
| Over five years through fifteen years | $12,757,000 | 1,734 |
| Over fifteen years | $26,758,000 | 385 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $23,279,000 | 403 |
| 2019-12-31 | Rank | |
| Total debt securities | $2,340,503,000 | 124 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $150,411,000 | 17 |
| Over three months through twelve months | $61,000 | 1,250 |
| Over one year through three years | $35,000 | 1,242 |
| Over three years through five years | $4,062,000 | 289 |
| Over five years through fifteen years | $631,123,000 | 53 |
| Over fifteen years | $104,367,000 | 222 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $462,284,000 | 72 |
| Over three years | $681,265,000 | 81 |
| Other debt securities | ||
| Three months or less | $17,866,000 | 507 |
| Over three months through twelve months | $23,247,000 | 284 |
| Over one year through three years | $155,213,000 | 82 |
| Over three years through five years | $68,135,000 | 133 |
| Over five years through fifteen years | $12,915,000 | 1,735 |
| Over fifteen years | $29,519,000 | 321 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $25,234,000 | 389 |
| 2019-09-30 | Rank | |
| Total debt securities | $2,339,127,000 | 121 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $160,530,000 | 18 |
| Over three months through twelve months | $63,000 | 1,247 |
| Over one year through three years | $48,000 | 1,173 |
| Over three years through five years | $1,415,000 | 620 |
| Over five years through fifteen years | $509,015,000 | 63 |
| Over fifteen years | $95,324,000 | 211 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $497,440,000 | 66 |
| Over three years | $718,930,000 | 80 |
| Other debt securities | ||
| Three months or less | $27,600,000 | 359 |
| Over three months through twelve months | $17,623,000 | 374 |
| Over one year through three years | $153,954,000 | 88 |
| Over three years through five years | $109,314,000 | 88 |
| Over five years through fifteen years | $17,055,000 | 1,402 |
| Over fifteen years | $30,816,000 | 289 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $27,282,000 | 365 |
| 2019-06-30 | Rank | |
| Total debt securities | $2,469,261,000 | 107 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $169,197,000 | 17 |
| Over three months through twelve months | $2,000 | 1,698 |
| Over one year through three years | $21,000 | 1,365 |
| Over three years through five years | $1,142,000 | 719 |
| Over five years through fifteen years | $539,517,000 | 66 |
| Over fifteen years | $98,139,000 | 192 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $534,545,000 | 56 |
| Over three years | $752,991,000 | 82 |
| Other debt securities | ||
| Three months or less | $23,411,000 | 386 |
| Over three months through twelve months | $24,085,000 | 283 |
| Over one year through three years | $150,310,000 | 92 |
| Over three years through five years | $121,557,000 | 84 |
| Over five years through fifteen years | $17,328,000 | 1,421 |
| Over fifteen years | $37,016,000 | 242 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $28,012,000 | 349 |
| 2019-03-31 | Rank | |
| Total debt securities | $2,607,764,000 | 107 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $176,302,000 | 15 |
| Over three months through twelve months | $80,000 | 1,260 |
| Over one year through three years | $27,000 | 1,327 |
| Over three years through five years | $443,000 | 1,175 |
| Over five years through fifteen years | $566,871,000 | 67 |
| Over fifteen years | $92,084,000 | 189 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $359,530,000 | 52 |
| Over three years | $984,725,000 | 75 |
| Other debt securities | ||
| Three months or less | $40,740,000 | 245 |
| Over three months through twelve months | $15,020,000 | 439 |
| Over one year through three years | $113,026,000 | 142 |
| Over three years through five years | $200,549,000 | 65 |
| Over five years through fifteen years | $19,766,000 | 1,320 |
| Over fifteen years | $38,601,000 | 231 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $34,780,000 | 279 |
| 2018-12-31 | Rank | |
| Total debt securities | $2,721,456,000 | 106 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $179,812,000 | 18 |
| Over three months through twelve months | $91,000 | 1,281 |
| Over one year through three years | $35,000 | 1,288 |
| Over three years through five years | $415,000 | 1,221 |
| Over five years through fifteen years | $587,598,000 | 69 |
| Over fifteen years | $93,450,000 | 182 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $190,896,000 | 72 |
| Over three years | $1,199,531,000 | 67 |
| Other debt securities | ||
| Three months or less | $57,831,000 | 189 |
| Over three months through twelve months | $32,981,000 | 209 |
| Over one year through three years | $76,026,000 | 199 |
| Over three years through five years | $243,917,000 | 58 |
| Over five years through fifteen years | $18,928,000 | 1,380 |
| Over fifteen years | $39,945,000 | 211 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $67,911,000 | 148 |
| 2018-09-30 | Rank | |
| Total debt securities | $2,808,516,000 | 96 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $183,577,000 | 19 |
| Over three months through twelve months | $92,000 | 1,333 |
| Over one year through three years | $53,000 | 1,215 |
| Over three years through five years | $324,000 | 1,352 |
| Over five years through fifteen years | $608,769,000 | 67 |
| Over fifteen years | $88,862,000 | 193 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $136,909,000 | 80 |
| Over three years | $1,303,798,000 | 60 |
| Other debt securities | ||
| Three months or less | $47,872,000 | 212 |
| Over three months through twelve months | $57,889,000 | 124 |
| Over one year through three years | $60,735,000 | 254 |
| Over three years through five years | $269,369,000 | 55 |
| Over five years through fifteen years | $15,047,000 | 1,648 |
| Over fifteen years | $35,220,000 | 237 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $80,924,000 | 130 |
| 2018-06-30 | Rank | |
| Total debt securities | $2,960,520,000 | 86 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $193,602,000 | 17 |
| Over three months through twelve months | $3,000 | 1,911 |
| Over one year through three years | $72,000 | 1,157 |
| Over three years through five years | $258,000 | 1,357 |
| Over five years through fifteen years | $646,443,000 | 67 |
| Over fifteen years | $83,433,000 | 212 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $152,065,000 | 74 |
| Over three years | $1,373,056,000 | 56 |
| Other debt securities | ||
| Three months or less | $38,537,000 | 245 |
| Over three months through twelve months | $70,759,000 | 107 |
| Over one year through three years | $60,487,000 | 247 |
| Over three years through five years | $280,546,000 | 55 |
| Over five years through fifteen years | $24,425,000 | 1,123 |
| Over fifteen years | $36,834,000 | 231 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $80,958,000 | 128 |
| 2018-03-31 | Rank | |
| Total debt securities | $3,121,472,000 | 80 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $203,582,000 | 15 |
| Over three months through twelve months | $101,000 | 1,333 |
| Over one year through three years | $95,000 | 1,117 |
| Over three years through five years | $57,000 | 1,684 |
| Over five years through fifteen years | $684,851,000 | 65 |
| Over fifteen years | $82,938,000 | 221 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $348,964,000 | 45 |
| Over three years | $1,258,898,000 | 57 |
| Other debt securities | ||
| Three months or less | $42,554,000 | 228 |
| Over three months through twelve months | $60,397,000 | 121 |
| Over one year through three years | $62,784,000 | 241 |
| Over three years through five years | $290,554,000 | 52 |
| Over five years through fifteen years | $47,304,000 | 637 |
| Over fifteen years | $38,393,000 | 222 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $70,042,000 | 138 |
| 2017-12-31 | Rank | |
| Total debt securities | $3,295,121,000 | 74 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $213,332,000 | 19 |
| Over three months through twelve months | $104,000 | 1,372 |
| Over one year through three years | $116,000 | 1,028 |
| Over three years through five years | $61,000 | 1,655 |
| Over five years through fifteen years | $728,678,000 | 63 |
| Over fifteen years | $85,419,000 | 211 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $475,996,000 | 40 |
| Over three years | $1,219,720,000 | 56 |
| Other debt securities | ||
| Three months or less | $54,272,000 | 185 |
| Over three months through twelve months | $36,060,000 | 184 |
| Over one year through three years | $97,679,000 | 149 |
| Over three years through five years | $232,907,000 | 62 |
| Over five years through fifteen years | $112,095,000 | 235 |
| Over fifteen years | $38,682,000 | 228 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $53,160,000 | 168 |
| 2017-09-30 | Rank | |
| Total debt securities | $3,471,372,000 | 71 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $222,405,000 | 16 |
| Over three months through twelve months | $113,000 | 1,411 |
| Over one year through three years | $91,000 | 1,099 |
| Over three years through five years | $115,000 | 1,515 |
| Over five years through fifteen years | $771,057,000 | 56 |
| Over fifteen years | $80,615,000 | 218 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $417,766,000 | 45 |
| Over three years | $1,378,118,000 | 50 |
| Other debt securities | ||
| Three months or less | $50,855,000 | 189 |
| Over three months through twelve months | $36,549,000 | 173 |
| Over one year through three years | $108,041,000 | 140 |
| Over three years through five years | $198,184,000 | 68 |
| Over five years through fifteen years | $161,771,000 | 170 |
| Over fifteen years | $45,692,000 | 192 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $45,910,000 | 193 |
| 2017-06-30 | Rank | |
| Total debt securities | $3,587,442,000 | 68 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $230,821,000 | 16 |
| Over three months through twelve months | $0 | 2,237 |
| Over one year through three years | $60,000 | 1,254 |
| Over three years through five years | $109,000 | 1,547 |
| Over five years through fifteen years | $766,654,000 | 55 |
| Over fifteen years | $80,030,000 | 216 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $336,809,000 | 46 |
| Over three years | $1,560,474,000 | 49 |
| Other debt securities | ||
| Three months or less | $48,467,000 | 191 |
| Over three months through twelve months | $36,502,000 | 186 |
| Over one year through three years | $114,989,000 | 140 |
| Over three years through five years | $178,680,000 | 74 |
| Over five years through fifteen years | $184,899,000 | 150 |
| Over fifteen years | $48,948,000 | 181 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $42,454,000 | 210 |
| 2017-03-31 | Rank | |
| Total debt securities | $3,521,621,000 | 69 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $227,906,000 | 14 |
| Over three months through twelve months | $0 | 2,234 |
| Over one year through three years | $70,000 | 1,304 |
| Over three years through five years | $86,000 | 1,682 |
| Over five years through fifteen years | $597,454,000 | 68 |
| Over fifteen years | $84,074,000 | 213 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $224,771,000 | 55 |
| Over three years | $1,749,244,000 | 43 |
| Other debt securities | ||
| Three months or less | $57,516,000 | 167 |
| Over three months through twelve months | $32,682,000 | 207 |
| Over one year through three years | $116,107,000 | 129 |
| Over three years through five years | $136,933,000 | 91 |
| Over five years through fifteen years | $243,981,000 | 114 |
| Over fifteen years | $50,797,000 | 168 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $46,073,000 | 191 |
| 2016-12-31 | Rank | |
| Total debt securities | $3,515,325,000 | 67 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $165,505,000 | 21 |
| Over three months through twelve months | $0 | 2,218 |
| Over one year through three years | $73,000 | 1,390 |
| Over three years through five years | $101,000 | 1,654 |
| Over five years through fifteen years | $509,181,000 | 71 |
| Over fifteen years | $95,787,000 | 181 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $206,312,000 | 75 |
| Over three years | $1,865,113,000 | 42 |
| Other debt securities | ||
| Three months or less | $51,881,000 | 183 |
| Over three months through twelve months | $28,399,000 | 220 |
| Over one year through three years | $149,853,000 | 111 |
| Over three years through five years | $99,545,000 | 117 |
| Over five years through fifteen years | $285,952,000 | 97 |
| Over fifteen years | $57,623,000 | 145 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $34,338,000 | 243 |
| 2016-09-30 | Rank | |
| Total debt securities | $3,554,181,000 | 68 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $100,328,000 | 35 |
| Over three months through twelve months | $3,000 | 2,039 |
| Over one year through three years | $23,000 | 1,779 |
| Over three years through five years | $172,000 | 1,457 |
| Over five years through fifteen years | $476,749,000 | 75 |
| Over fifteen years | $77,674,000 | 222 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $300,299,000 | 66 |
| Over three years | $1,905,762,000 | 42 |
| Other debt securities | ||
| Three months or less | $61,602,000 | 157 |
| Over three months through twelve months | $24,658,000 | 226 |
| Over one year through three years | $155,281,000 | 108 |
| Over three years through five years | $72,638,000 | 159 |
| Over five years through fifteen years | $315,094,000 | 89 |
| Over fifteen years | $63,898,000 | 128 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $38,228,000 | 206 |
| 2016-06-30 | Rank | |
| Total debt securities | $3,561,510,000 | 67 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $34,000 | 1,590 |
| Over three months through twelve months | $6,000 | 1,966 |
| Over one year through three years | $9,000 | 1,963 |
| Over three years through five years | $219,000 | 1,419 |
| Over five years through fifteen years | $435,925,000 | 78 |
| Over fifteen years | $80,313,000 | 211 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $398,755,000 | 55 |
| Over three years | $1,899,777,000 | 41 |
| Other debt securities | ||
| Three months or less | $53,513,000 | 170 |
| Over three months through twelve months | $32,517,000 | 160 |
| Over one year through three years | $159,448,000 | 102 |
| Over three years through five years | $87,842,000 | 137 |
| Over five years through fifteen years | $336,531,000 | 80 |
| Over fifteen years | $76,621,000 | 109 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $36,446,000 | 196 |
| 2016-03-31 | Rank | |
| Total debt securities | $3,536,323,000 | 69 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $36,000 | 1,564 |
| Over three months through twelve months | $5,000 | 1,963 |
| Over one year through three years | $10,000 | 1,990 |
| Over three years through five years | $252,000 | 1,332 |
| Over five years through fifteen years | $297,329,000 | 92 |
| Over fifteen years | $84,864,000 | 191 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $265,360,000 | 64 |
| Over three years | $2,090,284,000 | 38 |
| Other debt securities | ||
| Three months or less | $58,255,000 | 150 |
| Over three months through twelve months | $28,470,000 | 175 |
| Over one year through three years | $152,133,000 | 107 |
| Over three years through five years | $107,942,000 | 118 |
| Over five years through fifteen years | $372,694,000 | 78 |
| Over fifteen years | $78,689,000 | 102 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $39,422,000 | 172 |
| 2015-12-31 | Rank | |
| Total debt securities | $3,533,240,000 | 68 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $38,000 | 1,540 |
| Over three months through twelve months | $0 | 2,242 |
| Over one year through three years | $22,000 | 1,936 |
| Over three years through five years | $274,000 | 1,241 |
| Over five years through fifteen years | $191,068,000 | 128 |
| Over fifteen years | $88,086,000 | 174 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $186,414,000 | 82 |
| Over three years | $2,213,234,000 | 37 |
| Other debt securities | ||
| Three months or less | $84,258,000 | 117 |
| Over three months through twelve months | $29,289,000 | 174 |
| Over one year through three years | $118,536,000 | 131 |
| Over three years through five years | $159,391,000 | 89 |
| Over five years through fifteen years | $382,390,000 | 78 |
| Over fifteen years | $80,240,000 | 97 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $32,879,000 | 202 |
| 2015-09-30 | Rank | |
| Total debt securities | $3,561,262,000 | 65 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $40,000 | 1,611 |
| Over three months through twelve months | $0 | 2,292 |
| Over one year through three years | $26,000 | 1,930 |
| Over three years through five years | $142,000 | 1,572 |
| Over five years through fifteen years | $141,158,000 | 168 |
| Over fifteen years | $91,571,000 | 165 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $239,985,000 | 74 |
| Over three years | $2,195,850,000 | 37 |
| Other debt securities | ||
| Three months or less | $89,811,000 | 115 |
| Over three months through twelve months | $22,037,000 | 213 |
| Over one year through three years | $109,495,000 | 141 |
| Over three years through five years | $153,027,000 | 88 |
| Over five years through fifteen years | $437,015,000 | 70 |
| Over fifteen years | $81,105,000 | 93 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $26,547,000 | 241 |
| 2015-06-30 | Rank | |
| Total debt securities | $3,636,544,000 | 64 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $86,000 | 1,506 |
| Over three months through twelve months | $0 | 2,423 |
| Over one year through three years | $31,000 | 1,852 |
| Over three years through five years | $157,000 | 1,607 |
| Over five years through fifteen years | $147,108,000 | 161 |
| Over fifteen years | $88,591,000 | 169 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $369,066,000 | 56 |
| Over three years | $2,128,969,000 | 37 |
| Other debt securities | ||
| Three months or less | $93,786,000 | 105 |
| Over three months through twelve months | $17,085,000 | 256 |
| Over one year through three years | $119,115,000 | 137 |
| Over three years through five years | $167,439,000 | 86 |
| Over five years through fifteen years | $423,408,000 | 69 |
| Over fifteen years | $81,703,000 | 92 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $21,024,000 | 297 |
| 2015-03-31 | Rank | |
| Total debt securities | $3,566,013,000 | 64 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $105,000 | 1,490 |
| Over three months through twelve months | $0 | 2,397 |
| Over one year through three years | $39,000 | 1,707 |
| Over three years through five years | $173,000 | 1,655 |
| Over five years through fifteen years | $156,074,000 | 161 |
| Over fifteen years | $81,756,000 | 191 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $848,770,000 | 32 |
| Over three years | $1,637,214,000 | 42 |
| Other debt securities | ||
| Three months or less | $104,682,000 | 96 |
| Over three months through twelve months | $12,198,000 | 358 |
| Over one year through three years | $129,105,000 | 123 |
| Over three years through five years | $168,664,000 | 86 |
| Over five years through fifteen years | $361,590,000 | 78 |
| Over fifteen years | $65,643,000 | 111 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $22,113,000 | 288 |
| 2014-12-31 | Rank | |
| Total debt securities | $3,545,252,000 | 64 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $108,000 | 1,519 |
| Over three months through twelve months | $0 | 2,405 |
| Over one year through three years | $44,000 | 1,625 |
| Over three years through five years | $173,000 | 1,756 |
| Over five years through fifteen years | $163,289,000 | 151 |
| Over fifteen years | $84,287,000 | 179 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $477,863,000 | 49 |
| Over three years | $2,014,479,000 | 38 |
| Other debt securities | ||
| Three months or less | $100,431,000 | 99 |
| Over three months through twelve months | $17,796,000 | 253 |
| Over one year through three years | $95,116,000 | 154 |
| Over three years through five years | $204,018,000 | 74 |
| Over five years through fifteen years | $321,145,000 | 86 |
| Over fifteen years | $66,503,000 | 113 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $20,748,000 | 302 |
| 2014-09-30 | Rank | |
| Total debt securities | $3,533,535,000 | 65 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $106,000 | 1,505 |
| Over three months through twelve months | $0 | 2,458 |
| Over one year through three years | $50,000 | 1,609 |
| Over three years through five years | $36,000 | 2,363 |
| Over five years through fifteen years | $170,980,000 | 148 |
| Over fifteen years | $80,758,000 | 189 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $396,766,000 | 53 |
| Over three years | $2,039,557,000 | 39 |
| Other debt securities | ||
| Three months or less | $105,719,000 | 93 |
| Over three months through twelve months | $16,242,000 | 256 |
| Over one year through three years | $89,937,000 | 146 |
| Over three years through five years | $229,761,000 | 60 |
| Over five years through fifteen years | $336,604,000 | 86 |
| Over fifteen years | $67,019,000 | 109 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $19,353,000 | 308 |
| 2014-06-30 | Rank | |
| Total debt securities | $3,533,221,000 | 67 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $109,000 | 1,529 |
| Over three months through twelve months | $0 | 2,537 |
| Over one year through three years | $56,000 | 1,642 |
| Over three years through five years | $14,000 | 2,556 |
| Over five years through fifteen years | $180,553,000 | 139 |
| Over fifteen years | $84,628,000 | 183 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $438,461,000 | 51 |
| Over three years | $1,923,721,000 | 40 |
| Other debt securities | ||
| Three months or less | $143,880,000 | 82 |
| Over three months through twelve months | $15,413,000 | 265 |
| Over one year through three years | $77,998,000 | 155 |
| Over three years through five years | $253,928,000 | 59 |
| Over five years through fifteen years | $347,079,000 | 84 |
| Over fifteen years | $67,381,000 | 116 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $20,886,000 | 270 |
| 2014-03-31 | Rank | |
| Total debt securities | $3,538,010,000 | 66 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $115,000 | 1,600 |
| Over three months through twelve months | $0 | 2,596 |
| Over one year through three years | $17,000 | 1,947 |
| Over three years through five years | $45,000 | 2,437 |
| Over five years through fifteen years | $186,802,000 | 137 |
| Over fifteen years | $84,868,000 | 184 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $442,587,000 | 52 |
| Over three years | $1,905,644,000 | 40 |
| Other debt securities | ||
| Three months or less | $148,272,000 | 83 |
| Over three months through twelve months | $9,982,000 | 424 |
| Over one year through three years | $73,429,000 | 162 |
| Over three years through five years | $245,917,000 | 53 |
| Over five years through fifteen years | $372,980,000 | 76 |
| Over fifteen years | $67,352,000 | 120 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,973,000 | 518 |
| 2013-12-31 | Rank | |
| Total debt securities | $3,362,882,000 | 64 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $118,000 | 1,593 |
| Over three months through twelve months | $0 | 2,701 |
| Over one year through three years | $0 | 2,310 |
| Over three years through five years | $89,000 | 2,330 |
| Over five years through fifteen years | $194,336,000 | 126 |
| Over fifteen years | $83,749,000 | 180 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $438,347,000 | 53 |
| Over three years | $1,685,711,000 | 40 |
| Other debt securities | ||
| Three months or less | $180,666,000 | 78 |
| Over three months through twelve months | $9,168,000 | 495 |
| Over one year through three years | $69,818,000 | 163 |
| Over three years through five years | $194,909,000 | 65 |
| Over five years through fifteen years | $438,309,000 | 70 |
| Over fifteen years | $67,662,000 | 122 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $10,988,000 | 590 |
| 2013-09-30 | Rank | |
| Total debt securities | $3,442,081,000 | 64 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $124,000 | 1,621 |
| Over three months through twelve months | $0 | 2,734 |
| Over one year through three years | $0 | 2,357 |
| Over three years through five years | $97,000 | 2,304 |
| Over five years through fifteen years | $152,710,000 | 162 |
| Over fifteen years | $113,088,000 | 141 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $512,689,000 | 53 |
| Over three years | $1,535,587,000 | 40 |
| Other debt securities | ||
| Three months or less | $350,858,000 | 51 |
| Over three months through twelve months | $7,874,000 | 584 |
| Over one year through three years | $61,115,000 | 182 |
| Over three years through five years | $183,749,000 | 68 |
| Over five years through fifteen years | $457,126,000 | 67 |
| Over fifteen years | $67,064,000 | 126 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $12,540,000 | 537 |
| 2013-06-30 | Rank | |
| Total debt securities | $3,582,021,000 | 65 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $131,000 | 1,624 |
| Over three months through twelve months | $0 | 2,820 |
| Over one year through three years | $0 | 2,355 |
| Over three years through five years | $122,000 | 2,139 |
| Over five years through fifteen years | $165,894,000 | 148 |
| Over fifteen years | $111,223,000 | 146 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $568,843,000 | 51 |
| Over three years | $1,587,477,000 | 38 |
| Other debt securities | ||
| Three months or less | $360,360,000 | 49 |
| Over three months through twelve months | $8,466,000 | 599 |
| Over one year through three years | $55,229,000 | 190 |
| Over three years through five years | $172,149,000 | 62 |
| Over five years through fifteen years | $483,884,000 | 64 |
| Over fifteen years | $68,243,000 | 126 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $11,029,000 | 630 |
| 2013-03-31 | Rank | |
| Total debt securities | $3,619,749,000 | 65 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $168,000 | 1,588 |
| Over three months through twelve months | $0 | 2,887 |
| Over one year through three years | $0 | 2,432 |
| Over three years through five years | $131,000 | 1,952 |
| Over five years through fifteen years | $178,391,000 | 142 |
| Over fifteen years | $117,314,000 | 145 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $744,526,000 | 49 |
| Over three years | $1,345,990,000 | 41 |
| Other debt securities | ||
| Three months or less | $372,475,000 | 44 |
| Over three months through twelve months | $8,873,000 | 556 |
| Over one year through three years | $37,852,000 | 297 |
| Over three years through five years | $183,364,000 | 59 |
| Over five years through fifteen years | $559,276,000 | 53 |
| Over fifteen years | $71,389,000 | 122 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $16,677,000 | 454 |
| 2012-12-31 | Rank | |
| Total debt securities | $2,699,933,000 | 75 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $50,000 | 1,844 |
| Over three months through twelve months | $0 | 2,958 |
| Over one year through three years | $0 | 2,439 |
| Over three years through five years | $139,000 | 1,789 |
| Over five years through fifteen years | $203,108,000 | 125 |
| Over fifteen years | $28,986,000 | 497 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $895,750,000 | 46 |
| Over three years | $570,617,000 | 56 |
| Other debt securities | ||
| Three months or less | $161,708,000 | 81 |
| Over three months through twelve months | $11,877,000 | 432 |
| Over one year through three years | $50,008,000 | 209 |
| Over three years through five years | $220,926,000 | 55 |
| Over five years through fifteen years | $485,799,000 | 59 |
| Over fifteen years | $70,965,000 | 117 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $14,068,000 | 523 |
| 2012-09-30 | Rank | |
| Total debt securities | $2,769,930,000 | 79 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $53,000 | 1,896 |
| Over three months through twelve months | $0 | 2,974 |
| Over one year through three years | $0 | 2,514 |
| Over three years through five years | $147,000 | 1,724 |
| Over five years through fifteen years | $232,248,000 | 121 |
| Over fifteen years | $30,805,000 | 494 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,070,095,000 | 44 |
| Over three years | $496,819,000 | 66 |
| Other debt securities | ||
| Three months or less | $68,819,000 | 134 |
| Over three months through twelve months | $10,365,000 | 463 |
| Over one year through three years | $46,844,000 | 231 |
| Over three years through five years | $256,253,000 | 45 |
| Over five years through fifteen years | $486,464,000 | 51 |
| Over fifteen years | $71,018,000 | 114 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $14,721,000 | 483 |
| 2012-06-30 | Rank | |
| Total debt securities | $2,640,674,000 | 80 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $58,000 | 1,831 |
| Over three months through twelve months | $0 | 2,913 |
| Over one year through three years | $0 | 2,599 |
| Over three years through five years | $155,000 | 1,662 |
| Over five years through fifteen years | $258,118,000 | 117 |
| Over fifteen years | $32,383,000 | 468 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,130,641,000 | 44 |
| Over three years | $442,584,000 | 70 |
| Other debt securities | ||
| Three months or less | $21,318,000 | 310 |
| Over three months through twelve months | $12,542,000 | 409 |
| Over one year through three years | $31,632,000 | 365 |
| Over three years through five years | $86,472,000 | 114 |
| Over five years through fifteen years | $518,864,000 | 44 |
| Over fifteen years | $105,907,000 | 60 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $14,160,000 | 490 |
| 2012-03-31 | Rank | |
| Total debt securities | $2,647,674,000 | 80 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $61,000 | 1,835 |
| Over three months through twelve months | $1,000 | 2,777 |
| Over one year through three years | $0 | 2,685 |
| Over three years through five years | $57,000 | 1,903 |
| Over five years through fifteen years | $279,990,000 | 109 |
| Over fifteen years | $30,798,000 | 478 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,031,244,000 | 41 |
| Over three years | $593,420,000 | 66 |
| Other debt securities | ||
| Three months or less | $12,628,000 | 437 |
| Over three months through twelve months | $8,247,000 | 570 |
| Over one year through three years | $43,404,000 | 264 |
| Over three years through five years | $110,907,000 | 91 |
| Over five years through fifteen years | $439,695,000 | 50 |
| Over fifteen years | $97,222,000 | 71 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $13,885,000 | 474 |
| 2011-12-31 | Rank | |
| Total debt securities | $2,526,698,000 | 80 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $65,000 | 1,602 |
| Over three months through twelve months | $3,000 | 2,353 |
| Over one year through three years | $0 | 2,402 |
| Over three years through five years | $0 | 2,043 |
| Over five years through fifteen years | $335,351,000 | 81 |
| Over fifteen years | $30,084,000 | 371 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $727,327,000 | 47 |
| Over three years | $895,386,000 | 34 |
| Other debt securities | ||
| Three months or less | $7,216,000 | 553 |
| Over three months through twelve months | $11,699,000 | 388 |
| Over one year through three years | $43,854,000 | 246 |
| Over three years through five years | $87,786,000 | 104 |
| Over five years through fifteen years | $358,785,000 | 51 |
| Over fifteen years | $29,142,000 | 237 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $12,493,000 | 502 |
| 2011-09-30 | Rank | |
| Total debt securities | $2,547,951,000 | 80 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $68,000 | 1,608 |
| Over three months through twelve months | $0 | 2,418 |
| Over one year through three years | $5,000 | 2,354 |
| Over three years through five years | $0 | 2,038 |
| Over five years through fifteen years | $388,861,000 | 68 |
| Over fifteen years | $32,336,000 | 335 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $797,718,000 | 43 |
| Over three years | $801,514,000 | 37 |
| Other debt securities | ||
| Three months or less | $47,353,000 | 137 |
| Over three months through twelve months | $7,548,000 | 580 |
| Over one year through three years | $25,326,000 | 455 |
| Over three years through five years | $81,496,000 | 112 |
| Over five years through fifteen years | $339,536,000 | 50 |
| Over fifteen years | $26,190,000 | 257 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $47,975,000 | 148 |
| 2011-06-30 | Rank | |
| Total debt securities | $2,486,965,000 | 85 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $73,000 | 1,619 |
| Over three months through twelve months | $0 | 2,537 |
| Over one year through three years | $6,000 | 2,374 |
| Over three years through five years | $0 | 2,015 |
| Over five years through fifteen years | $401,311,000 | 69 |
| Over fifteen years | $32,640,000 | 330 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $495,665,000 | 46 |
| Over three years | $1,093,468,000 | 39 |
| Other debt securities | ||
| Three months or less | $17,698,000 | 259 |
| Over three months through twelve months | $28,039,000 | 176 |
| Over one year through three years | $24,927,000 | 485 |
| Over three years through five years | $58,153,000 | 167 |
| Over five years through fifteen years | $334,026,000 | 47 |
| Over fifteen years | $959,000 | 2,246 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $38,947,000 | 180 |
| 2011-03-31 | Rank | |
| Total debt securities | $2,419,758,000 | 90 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $85,000 | 1,674 |
| Over three months through twelve months | $0 | 2,697 |
| Over one year through three years | $7,000 | 2,343 |
| Over three years through five years | $0 | 2,135 |
| Over five years through fifteen years | $406,415,000 | 63 |
| Over fifteen years | $28,244,000 | 372 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $570,670,000 | 42 |
| Over three years | $968,474,000 | 40 |
| Other debt securities | ||
| Three months or less | $8,284,000 | 509 |
| Over three months through twelve months | $14,353,000 | 327 |
| Over one year through three years | $26,713,000 | 457 |
| Over three years through five years | $52,344,000 | 202 |
| Over five years through fifteen years | $343,208,000 | 47 |
| Over fifteen years | $961,000 | 2,277 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $16,437,000 | 412 |
| 2010-12-31 | Rank | |
| Total debt securities | $2,318,096,000 | 91 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $85,000 | 1,598 |
| Over three months through twelve months | $37,000 | 2,289 |
| Over one year through three years | $10,000 | 2,369 |
| Over three years through five years | $0 | 2,206 |
| Over five years through fifteen years | $415,743,000 | 63 |
| Over fifteen years | $29,129,000 | 358 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $691,054,000 | 35 |
| Over three years | $788,288,000 | 42 |
| Other debt securities | ||
| Three months or less | $7,054,000 | 580 |
| Over three months through twelve months | $15,746,000 | 305 |
| Over one year through three years | $27,046,000 | 451 |
| Over three years through five years | $36,960,000 | 274 |
| Over five years through fifteen years | $305,890,000 | 51 |
| Over fifteen years | $1,054,000 | 2,170 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $16,628,000 | 430 |
| 2010-09-30 | Rank | |
| Total debt securities | $2,137,473,000 | 94 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $93,000 | 1,750 |
| Over three months through twelve months | $78,000 | 2,108 |
| Over one year through three years | $14,000 | 2,314 |
| Over three years through five years | $0 | 2,361 |
| Over five years through fifteen years | $216,443,000 | 90 |
| Over fifteen years | $46,327,000 | 242 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,057,143,000 | 31 |
| Over three years | $407,448,000 | 46 |
| Other debt securities | ||
| Three months or less | $17,534,000 | 271 |
| Over three months through twelve months | $14,201,000 | 333 |
| Over one year through three years | $25,454,000 | 467 |
| Over three years through five years | $32,698,000 | 280 |
| Over five years through fifteen years | $318,789,000 | 47 |
| Over fifteen years | $1,251,000 | 2,008 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $21,537,000 | 342 |
| 2010-06-30 | Rank | |
| Total debt securities | $1,979,570,000 | 95 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $105,000 | 1,855 |
| Over three months through twelve months | $123,000 | 2,097 |
| Over one year through three years | $18,000 | 2,252 |
| Over three years through five years | $0 | 2,549 |
| Over five years through fifteen years | $133,820,000 | 119 |
| Over fifteen years | $28,815,000 | 375 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $953,834,000 | 30 |
| Over three years | $498,599,000 | 41 |
| Other debt securities | ||
| Three months or less | $19,895,000 | 246 |
| Over three months through twelve months | $14,133,000 | 332 |
| Over one year through three years | $28,845,000 | 425 |
| Over three years through five years | $31,459,000 | 294 |
| Over five years through fifteen years | $268,668,000 | 52 |
| Over fifteen years | $1,256,000 | 1,901 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $13,908,000 | 510 |
| 2010-03-31 | Rank | |
| Total debt securities | $1,922,453,000 | 94 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $116,000 | 1,798 |
| Over three months through twelve months | $1,000 | 3,048 |
| Over one year through three years | $203,000 | 1,713 |
| Over three years through five years | $0 | 2,713 |
| Over five years through fifteen years | $42,143,000 | 331 |
| Over fifteen years | $27,616,000 | 449 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $934,747,000 | 27 |
| Over three years | $589,059,000 | 40 |
| Other debt securities | ||
| Three months or less | $19,942,000 | 235 |
| Over three months through twelve months | $22,317,000 | 196 |
| Over one year through three years | $28,820,000 | 419 |
| Over three years through five years | $26,730,000 | 360 |
| Over five years through fifteen years | $228,979,000 | 61 |
| Over fifteen years | $1,780,000 | 1,653 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $14,864,000 | 450 |
| 2009-12-31 | Rank | |
| Total debt securities | $1,917,380,000 | 99 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $120,000 | 1,661 |
| Over three months through twelve months | $3,000 | 3,123 |
| Over one year through three years | $265,000 | 1,611 |
| Over three years through five years | $0 | 2,776 |
| Over five years through fifteen years | $42,789,000 | 320 |
| Over fifteen years | $25,338,000 | 531 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $844,361,000 | 30 |
| Over three years | $686,421,000 | 37 |
| Other debt securities | ||
| Three months or less | $16,484,000 | 275 |
| Over three months through twelve months | $24,471,000 | 187 |
| Over one year through three years | $29,168,000 | 410 |
| Over three years through five years | $26,498,000 | 310 |
| Over five years through fifteen years | $219,681,000 | 59 |
| Over fifteen years | $1,781,000 | 1,651 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $15,735,000 | 433 |
| 2009-09-30 | Rank | |
| Total debt securities | $1,771,228,000 | 107 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $124,000 | 1,684 |
| Over three months through twelve months | $0 | 3,216 |
| Over one year through three years | $326,000 | 1,720 |
| Over three years through five years | $36,000 | 2,696 |
| Over five years through fifteen years | $568,000 | 3,732 |
| Over fifteen years | $23,034,000 | 589 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,155,543,000 | 22 |
| Over three years | $256,964,000 | 58 |
| Other debt securities | ||
| Three months or less | $61,811,000 | 106 |
| Over three months through twelve months | $8,232,000 | 552 |
| Over one year through three years | $32,904,000 | 332 |
| Over three years through five years | $23,539,000 | 342 |
| Over five years through fifteen years | $206,361,000 | 67 |
| Over fifteen years | $1,786,000 | 1,657 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $55,335,000 | 140 |
| 2009-06-30 | Rank | |
| Total debt securities | $1,742,808,000 | 111 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $129,000 | 1,598 |
| Over three months through twelve months | $0 | 3,216 |
| Over one year through three years | $396,000 | 1,902 |
| Over three years through five years | $49,000 | 2,716 |
| Over five years through fifteen years | $584,000 | 3,746 |
| Over fifteen years | $23,333,000 | 580 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,175,733,000 | 22 |
| Over three years | $188,599,000 | 78 |
| Other debt securities | ||
| Three months or less | $7,662,000 | 531 |
| Over three months through twelve months | $52,193,000 | 102 |
| Over one year through three years | $35,029,000 | 285 |
| Over three years through five years | $22,981,000 | 312 |
| Over five years through fifteen years | $234,146,000 | 58 |
| Over fifteen years | $1,974,000 | 1,548 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $59,831,000 | 148 |
| 2009-03-31 | Rank | |
| Total debt securities | $1,868,965,000 | 100 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $141,000 | 1,714 |
| Over three months through twelve months | $0 | 3,167 |
| Over one year through three years | $468,000 | 1,966 |
| Over three years through five years | $6,331,000 | 293 |
| Over five years through fifteen years | $65,568,000 | 206 |
| Over fifteen years | $22,482,000 | 626 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,484,953,000 | 20 |
| Over three years | $34,528,000 | 271 |
| Other debt securities | ||
| Three months or less | $5,617,000 | 713 |
| Over three months through twelve months | $58,979,000 | 92 |
| Over one year through three years | $34,623,000 | 257 |
| Over three years through five years | $25,654,000 | 277 |
| Over five years through fifteen years | $128,678,000 | 108 |
| Over fifteen years | $943,000 | 1,927 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $64,571,000 | 138 |
| 2008-12-31 | Rank | |
| Total debt securities | $1,800,945,000 | 99 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $151,000 | 1,580 |
| Over three months through twelve months | $4,000 | 3,102 |
| Over one year through three years | $577,000 | 1,878 |
| Over three years through five years | $67,000 | 2,671 |
| Over five years through fifteen years | $11,702,000 | 983 |
| Over fifteen years | $15,411,000 | 805 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,514,818,000 | 20 |
| Over three years | $18,396,000 | 450 |
| Other debt securities | ||
| Three months or less | $6,292,000 | 636 |
| Over three months through twelve months | $62,470,000 | 90 |
| Over one year through three years | $35,829,000 | 235 |
| Over three years through five years | $25,762,000 | 281 |
| Over five years through fifteen years | $108,524,000 | 137 |
| Over fifteen years | $942,000 | 1,810 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $68,743,000 | 138 |
| 2008-09-30 | Rank | |
| Total debt securities | $1,161,414,000 | 130 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $155,000 | 1,514 |
| Over three months through twelve months | $39,000 | 2,618 |
| Over one year through three years | $664,000 | 1,807 |
| Over three years through five years | $73,000 | 2,561 |
| Over five years through fifteen years | $8,929,000 | 1,192 |
| Over fifteen years | $12,715,000 | 916 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $271,921,000 | 49 |
| Over three years | $712,849,000 | 44 |
| Other debt securities | ||
| Three months or less | $12,244,000 | 412 |
| Over three months through twelve months | $19,557,000 | 245 |
| Over one year through three years | $26,565,000 | 309 |
| Over three years through five years | $24,949,000 | 307 |
| Over five years through fifteen years | $69,823,000 | 237 |
| Over fifteen years | $931,000 | 1,766 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $31,815,000 | 261 |
| 2008-06-30 | Rank | |
| Total debt securities | $1,167,670,000 | 131 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $158,000 | 1,648 |
| Over three months through twelve months | $59,000 | 2,538 |
| Over one year through three years | $845,000 | 1,618 |
| Over three years through five years | $80,000 | 2,436 |
| Over five years through fifteen years | $6,847,000 | 1,439 |
| Over fifteen years | $9,954,000 | 1,082 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $339,896,000 | 37 |
| Over three years | $651,672,000 | 50 |
| Other debt securities | ||
| Three months or less | $10,742,000 | 500 |
| Over three months through twelve months | $19,097,000 | 246 |
| Over one year through three years | $32,566,000 | 259 |
| Over three years through five years | $23,715,000 | 321 |
| Over five years through fifteen years | $70,913,000 | 229 |
| Over fifteen years | $1,126,000 | 1,678 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $29,868,000 | 284 |
| 2008-03-31 | Rank | |
| Total debt securities | $850,012,000 | 173 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $166,000 | 1,731 |
| Over three months through twelve months | $86,000 | 2,437 |
| Over one year through three years | $218,000 | 2,601 |
| Over three years through five years | $905,000 | 1,177 |
| Over five years through fifteen years | $7,069,000 | 1,313 |
| Over fifteen years | $6,916,000 | 1,312 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $366,806,000 | 40 |
| Over three years | $306,100,000 | 67 |
| Other debt securities | ||
| Three months or less | $14,370,000 | 438 |
| Over three months through twelve months | $20,258,000 | 273 |
| Over one year through three years | $34,953,000 | 234 |
| Over three years through five years | $22,994,000 | 326 |
| Over five years through fifteen years | $67,568,000 | 258 |
| Over fifteen years | $1,603,000 | 1,386 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $34,686,000 | 296 |
| 2007-12-31 | Rank | |
| Total debt securities | $713,405,000 | 196 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $173,000 | 1,529 |
| Over three months through twelve months | $88,000 | 2,521 |
| Over one year through three years | $305,000 | 2,475 |
| Over three years through five years | $1,065,000 | 991 |
| Over five years through fifteen years | $7,104,000 | 1,130 |
| Over fifteen years | $7,147,000 | 1,063 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $339,466,000 | 39 |
| Over three years | $122,860,000 | 141 |
| Other debt securities | ||
| Three months or less | $33,581,000 | 247 |
| Over three months through twelve months | $35,365,000 | 198 |
| Over one year through three years | $65,572,000 | 146 |
| Over three years through five years | $27,951,000 | 268 |
| Over five years through fifteen years | $71,124,000 | 233 |
| Over fifteen years | $1,604,000 | 1,301 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $69,001,000 | 181 |
| 2007-09-30 | Rank | |
| Total debt securities | $794,204,000 | 185 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $181,000 | 1,481 |
| Over three months through twelve months | $125,000 | 2,432 |
| Over one year through three years | $395,000 | 2,217 |
| Over three years through five years | $1,156,000 | 1,065 |
| Over five years through fifteen years | $13,606,000 | 612 |
| Over fifteen years | $7,271,000 | 888 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $325,766,000 | 39 |
| Over three years | $187,808,000 | 97 |
| Other debt securities | ||
| Three months or less | $23,517,000 | 301 |
| Over three months through twelve months | $48,653,000 | 170 |
| Over one year through three years | $76,449,000 | 155 |
| Over three years through five years | $31,759,000 | 267 |
| Over five years through fifteen years | $75,849,000 | 219 |
| Over fifteen years | $1,669,000 | 1,224 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $72,260,000 | 181 |
| 2007-06-30 | Rank | |
| Total debt securities | $886,225,000 | 176 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $187,000 | 1,345 |
| Over three months through twelve months | $90,000 | 2,506 |
| Over one year through three years | $618,000 | 1,786 |
| Over three years through five years | $1,295,000 | 1,193 |
| Over five years through fifteen years | $12,938,000 | 638 |
| Over fifteen years | $34,494,000 | 258 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $358,538,000 | 42 |
| Over three years | $213,133,000 | 92 |
| Other debt securities | ||
| Three months or less | $16,452,000 | 408 |
| Over three months through twelve months | $56,309,000 | 143 |
| Over one year through three years | $68,477,000 | 193 |
| Over three years through five years | $43,284,000 | 171 |
| Over five years through fifteen years | $78,314,000 | 206 |
| Over fifteen years | $2,096,000 | 1,051 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $72,814,000 | 180 |
| 2007-03-31 | Rank | |
| Total debt securities | $985,188,000 | 170 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $244,000 | 1,272 |
| Over three months through twelve months | $16,000 | 2,887 |
| Over one year through three years | $21,902,000 | 130 |
| Over three years through five years | $1,462,000 | 1,287 |
| Over five years through fifteen years | $13,391,000 | 627 |
| Over fifteen years | $34,768,000 | 236 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $404,722,000 | 37 |
| Over three years | $226,236,000 | 85 |
| Other debt securities | ||
| Three months or less | $27,289,000 | 281 |
| Over three months through twelve months | $50,380,000 | 162 |
| Over one year through three years | $76,342,000 | 178 |
| Over three years through five years | $43,145,000 | 180 |
| Over five years through fifteen years | $83,236,000 | 189 |
| Over fifteen years | $2,055,000 | 1,067 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $77,144,000 | 183 |
| 2006-12-31 | Rank | |
| Total debt securities | $1,050,516,000 | 165 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $313,000 | 1,094 |
| Over three months through twelve months | $3,000 | 3,079 |
| Over one year through three years | $22,117,000 | 124 |
| Over three years through five years | $1,570,000 | 1,353 |
| Over five years through fifteen years | $13,397,000 | 639 |
| Over fifteen years | $34,922,000 | 214 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $450,593,000 | 37 |
| Over three years | $237,373,000 | 86 |
| Other debt securities | ||
| Three months or less | $16,089,000 | 460 |
| Over three months through twelve months | $28,460,000 | 314 |
| Over one year through three years | $108,916,000 | 134 |
| Over three years through five years | $44,961,000 | 192 |
| Over five years through fifteen years | $89,744,000 | 166 |
| Over fifteen years | $2,058,000 | 1,058 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $44,594,000 | 313 |
| 2006-09-30 | Rank | |
| Total debt securities | $1,114,231,000 | 158 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $321,000 | 1,156 |
| Over three months through twelve months | $5,000 | 2,873 |
| Over one year through three years | $22,316,000 | 126 |
| Over three years through five years | $1,721,000 | 1,373 |
| Over five years through fifteen years | $13,496,000 | 647 |
| Over fifteen years | $35,197,000 | 204 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $505,352,000 | 37 |
| Over three years | $237,797,000 | 91 |
| Other debt securities | ||
| Three months or less | $9,093,000 | 716 |
| Over three months through twelve months | $33,164,000 | 269 |
| Over one year through three years | $114,109,000 | 127 |
| Over three years through five years | $46,299,000 | 191 |
| Over five years through fifteen years | $93,232,000 | 174 |
| Over fifteen years | $2,129,000 | 1,003 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $29,084,000 | 477 |
| 2006-06-30 | Rank | |
| Total debt securities | $1,168,683,000 | 157 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $333,000 | 1,136 |
| Over three months through twelve months | $0 | 3,054 |
| Over one year through three years | $1,255,000 | 1,309 |
| Over three years through five years | $23,106,000 | 172 |
| Over five years through fifteen years | $11,068,000 | 786 |
| Over fifteen years | $35,358,000 | 197 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $532,313,000 | 30 |
| Over three years | $255,225,000 | 90 |
| Other debt securities | ||
| Three months or less | $23,140,000 | 292 |
| Over three months through twelve months | $27,554,000 | 364 |
| Over one year through three years | $103,353,000 | 162 |
| Over three years through five years | $60,453,000 | 145 |
| Over five years through fifteen years | $93,245,000 | 158 |
| Over fifteen years | $2,280,000 | 928 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $50,998,000 | 246 |
| 2006-03-31 | Rank | |
| Total debt securities | $1,228,703,000 | 155 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $349,000 | 1,143 |
| Over three months through twelve months | $0 | 3,057 |
| Over one year through three years | $988,000 | 1,487 |
| Over three years through five years | $22,192,000 | 184 |
| Over five years through fifteen years | $11,106,000 | 812 |
| Over fifteen years | $36,176,000 | 186 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $580,572,000 | 33 |
| Over three years | $257,128,000 | 89 |
| Other debt securities | ||
| Three months or less | $21,969,000 | 322 |
| Over three months through twelve months | $26,200,000 | 387 |
| Over one year through three years | $106,503,000 | 162 |
| Over three years through five years | $67,654,000 | 132 |
| Over five years through fifteen years | $95,142,000 | 147 |
| Over fifteen years | $2,724,000 | 851 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $48,107,000 | 292 |
| 2005-12-31 | Rank | |
| Total debt securities | $1,280,634,000 | 149 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $317,000 | 1,189 |
| Over three months through twelve months | $49,000 | 2,264 |
| Over one year through three years | $844,000 | 1,532 |
| Over three years through five years | $22,632,000 | 190 |
| Over five years through fifteen years | $11,805,000 | 806 |
| Over fifteen years | $36,566,000 | 186 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $627,721,000 | 30 |
| Over three years | $259,776,000 | 88 |
| Other debt securities | ||
| Three months or less | $18,756,000 | 333 |
| Over three months through twelve months | $26,465,000 | 372 |
| Over one year through three years | $105,704,000 | 156 |
| Over three years through five years | $69,063,000 | 140 |
| Over five years through fifteen years | $98,204,000 | 144 |
| Over fifteen years | $2,732,000 | 832 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $45,158,000 | 297 |
| 2005-09-30 | Rank | |
| Total debt securities | $1,365,062,000 | 143 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $191,000 | 1,483 |
| Over three months through twelve months | $193,000 | 1,664 |
| Over one year through three years | $881,000 | 1,483 |
| Over three years through five years | $32,796,000 | 130 |
| Over five years through fifteen years | $12,399,000 | 797 |
| Over fifteen years | $37,423,000 | 185 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $685,955,000 | 34 |
| Over three years | $261,916,000 | 81 |
| Other debt securities | ||
| Three months or less | $20,668,000 | 277 |
| Over three months through twelve months | $26,222,000 | 315 |
| Over one year through three years | $100,300,000 | 170 |
| Over three years through five years | $78,296,000 | 137 |
| Over five years through fifteen years | $104,928,000 | 124 |
| Over fifteen years | $2,894,000 | 797 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $46,826,000 | 246 |
| 2005-06-30 | Rank | |
| Total debt securities | $1,443,569,000 | 144 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $190,000 | 1,491 |
| Over three months through twelve months | $209,000 | 1,644 |
| Over one year through three years | $455,000 | 1,822 |
| Over three years through five years | $33,885,000 | 128 |
| Over five years through fifteen years | $13,013,000 | 844 |
| Over fifteen years | $38,892,000 | 176 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $769,310,000 | 38 |
| Over three years | $249,288,000 | 81 |
| Other debt securities | ||
| Three months or less | $17,307,000 | 310 |
| Over three months through twelve months | $18,402,000 | 435 |
| Over one year through three years | $106,571,000 | 155 |
| Over three years through five years | $69,361,000 | 150 |
| Over five years through fifteen years | $124,261,000 | 112 |
| Over fifteen years | $2,425,000 | 847 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $35,643,000 | 286 |
| 2005-03-31 | Rank | |
| Total debt securities | $1,748,589,000 | 126 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $170,000 | 1,617 |
| Over three months through twelve months | $236,000 | 1,628 |
| Over one year through three years | $110,000 | 2,405 |
| Over three years through five years | $34,648,000 | 129 |
| Over five years through fifteen years | $13,009,000 | 918 |
| Over fifteen years | $54,153,000 | 143 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $781,000,000 | 29 |
| Over three years | $284,710,000 | 82 |
| Other debt securities | ||
| Three months or less | $2,645,000 | 1,404 |
| Over three months through twelve months | $21,921,000 | 320 |
| Over one year through three years | $326,866,000 | 55 |
| Over three years through five years | $105,318,000 | 111 |
| Over five years through fifteen years | $122,353,000 | 119 |
| Over fifteen years | $1,450,000 | 1,113 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $24,495,000 | 407 |
| 2004-12-31 | Rank | |
| Total debt securities | $1,638,500,000 | 133 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $118,000 | 1,738 |
| Over three months through twelve months | $154,000 | 1,852 |
| Over one year through three years | $175,000 | 1,969 |
| Over three years through five years | $35,631,000 | 113 |
| Over five years through fifteen years | $13,515,000 | 921 |
| Over fifteen years | $56,015,000 | 147 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $738,157,000 | 37 |
| Over three years | $215,127,000 | 87 |
| Other debt securities | ||
| Three months or less | $2,848,000 | 1,367 |
| Over three months through twelve months | $14,756,000 | 436 |
| Over one year through three years | $278,986,000 | 58 |
| Over three years through five years | $161,278,000 | 77 |
| Over five years through fifteen years | $120,280,000 | 130 |
| Over fifteen years | $1,460,000 | 1,138 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $17,531,000 | 536 |
| 2004-09-30 | Rank | |
| Total debt securities | $1,984,911,000 | 121 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $135,000 | 1,704 |
| Over three months through twelve months | $296,000 | 1,534 |
| Over one year through three years | $34,000 | 2,464 |
| Over three years through five years | $35,975,000 | 117 |
| Over five years through fifteen years | $13,569,000 | 933 |
| Over fifteen years | $55,466,000 | 148 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $869,663,000 | 29 |
| Over three years | $347,909,000 | 66 |
| Other debt securities | ||
| Three months or less | $4,313,000 | 956 |
| Over three months through twelve months | $13,039,000 | 443 |
| Over one year through three years | $313,288,000 | 52 |
| Over three years through five years | $204,978,000 | 63 |
| Over five years through fifteen years | $124,635,000 | 131 |
| Over fifteen years | $1,611,000 | 1,097 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $17,277,000 | 483 |
| 2004-06-30 | Rank | |
| Total debt securities | $2,073,279,000 | 119 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $239,000 | 1,469 |
| Over three months through twelve months | $230,000 | 1,659 |
| Over one year through three years | $45,000 | 2,310 |
| Over three years through five years | $14,044,000 | 272 |
| Over five years through fifteen years | $8,150,000 | 1,335 |
| Over fifteen years | $68,554,000 | 138 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $857,205,000 | 18 |
| Over three years | $463,251,000 | 62 |
| Other debt securities | ||
| Three months or less | $8,212,000 | 547 |
| Over three months through twelve months | $9,901,000 | 600 |
| Over one year through three years | $206,754,000 | 74 |
| Over three years through five years | $297,461,000 | 44 |
| Over five years through fifteen years | $138,383,000 | 123 |
| Over fifteen years | $850,000 | 1,484 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $18,041,000 | 468 |
| 2004-03-31 | Rank | |
| Total debt securities | $2,050,635,000 | 120 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $212,000 | 1,697 |
| Over three months through twelve months | $293,000 | 1,519 |
| Over one year through three years | $58,000 | 2,087 |
| Over three years through five years | $13,370,000 | 264 |
| Over five years through fifteen years | $10,187,000 | 1,158 |
| Over fifteen years | $75,041,000 | 133 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $910,359,000 | 30 |
| Over three years | $399,985,000 | 62 |
| Other debt securities | ||
| Three months or less | $3,544,000 | 1,277 |
| Over three months through twelve months | $15,310,000 | 379 |
| Over one year through three years | $174,587,000 | 87 |
| Over three years through five years | $305,580,000 | 42 |
| Over five years through fifteen years | $141,159,000 | 117 |
| Over fifteen years | $950,000 | 1,429 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $18,785,000 | 489 |
| 2003-12-31 | Rank | |
| Total debt securities | $2,035,439,000 | 118 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $180,000 | 1,827 |
| Over three months through twelve months | $217,000 | 1,695 |
| Over one year through three years | $235,000 | 1,309 |
| Over three years through five years | $12,744,000 | 281 |
| Over five years through fifteen years | $10,543,000 | 1,105 |
| Over fifteen years | $77,854,000 | 144 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $972,614,000 | 23 |
| Over three years | $335,879,000 | 68 |
| Other debt securities | ||
| Three months or less | $3,183,000 | 1,334 |
| Over three months through twelve months | $16,073,000 | 401 |
| Over one year through three years | $69,847,000 | 223 |
| Over three years through five years | $396,420,000 | 36 |
| Over five years through fifteen years | $138,095,000 | 123 |
| Over fifteen years | $1,555,000 | 1,174 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $19,193,000 | 534 |
| 2003-09-30 | Rank | |
| Total debt securities | $1,806,126,000 | 124 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $187,000 | 1,905 |
| Over three months through twelve months | $426,000 | 1,342 |
| Over one year through three years | $100,000 | 1,705 |
| Over three years through five years | $2,546,000 | 995 |
| Over five years through fifteen years | $12,119,000 | 956 |
| Over fifteen years | $55,216,000 | 186 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,025,221,000 | 22 |
| Over three years | $175,830,000 | 103 |
| Other debt securities | ||
| Three months or less | $3,200,000 | 1,345 |
| Over three months through twelve months | $15,268,000 | 420 |
| Over one year through three years | $49,076,000 | 294 |
| Over three years through five years | $336,184,000 | 39 |
| Over five years through fifteen years | $129,048,000 | 131 |
| Over fifteen years | $1,705,000 | 1,127 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $18,412,000 | 553 |
| 2003-06-30 | Rank | |
| Total debt securities | $1,800,175,000 | 128 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $348,000 | 1,619 |
| Over three months through twelve months | $322,000 | 1,558 |
| Over one year through three years | $66,000 | 1,803 |
| Over three years through five years | $1,327,000 | 1,514 |
| Over five years through fifteen years | $15,707,000 | 730 |
| Over fifteen years | $62,181,000 | 190 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,233,879,000 | 27 |
| Over three years | $119,252,000 | 107 |
| Other debt securities | ||
| Three months or less | $10,906,000 | 492 |
| Over three months through twelve months | $10,106,000 | 703 |
| Over one year through three years | $40,970,000 | 347 |
| Over three years through five years | $200,652,000 | 55 |
| Over five years through fifteen years | $102,629,000 | 148 |
| Over fifteen years | $1,830,000 | 1,086 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $20,934,000 | 494 |
| 2003-03-31 | Rank | |
| Total debt securities | $1,918,017,000 | 123 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $748,000 | 1,207 |
| Over three months through twelve months | $375,000 | 1,506 |
| Over one year through three years | $70,000 | 1,797 |
| Over three years through five years | $408,000 | 2,309 |
| Over five years through fifteen years | $18,962,000 | 569 |
| Over fifteen years | $74,115,000 | 190 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $1,291,486,000 | 23 |
| Over three years | $112,504,000 | 125 |
| Other debt securities | ||
| Three months or less | $4,852,000 | 934 |
| Over three months through twelve months | $43,330,000 | 156 |
| Over one year through three years | $152,120,000 | 90 |
| Over three years through five years | $111,677,000 | 97 |
| Over five years through fifteen years | $105,370,000 | 132 |
| Over fifteen years | $2,000,000 | 1,023 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $48,532,000 | 215 |
| 2002-12-31 | Rank | |
| Total debt securities | $1,763,468,000 | 131 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $432,000 | 1,469 |
| Over three months through twelve months | $1,763,000 | 746 |
| Over one year through three years | $96,000 | 1,706 |
| Over three years through five years | $162,000 | 2,592 |
| Over five years through fifteen years | $21,357,000 | 462 |
| Over fifteen years | $85,096,000 | 176 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $967,662,000 | 32 |
| Over three years | $263,930,000 | 65 |
| Other debt securities | ||
| Three months or less | $33,307,000 | 211 |
| Over three months through twelve months | $45,354,000 | 131 |
| Over one year through three years | $132,703,000 | 107 |
| Over three years through five years | $36,919,000 | 273 |
| Over five years through fifteen years | $172,120,000 | 77 |
| Over fifteen years | $2,567,000 | 923 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $49,090,000 | 207 |
| 2001-12-31 | Rank | |
| Total debt securities | $1,803,042,000 | 112 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $310,000 | 1,822 |
| Over three months through twelve months | $301,000 | 1,786 |
| Over one year through three years | $7,964,000 | 115 |
| Over three years through five years | $308,000 | 1,746 |
| Over five years through fifteen years | $44,821,000 | 185 |
| Over fifteen years | $212,749,000 | 101 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $545,226,000 | 33 |
| Over three years | $430,959,000 | 57 |
| Other debt securities | ||
| Three months or less | $58,729,000 | 122 |
| Over three months through twelve months | $72,308,000 | 64 |
| Over one year through three years | $126,533,000 | 105 |
| Over three years through five years | $71,543,000 | 118 |
| Over five years through fifteen years | $225,195,000 | 59 |
| Over fifteen years | $6,096,000 | 587 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $81,745,000 | 126 |
| 2000-12-31 | Rank | |
| Total debt securities | $2,082,620,000 | 92 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $429,000 | 1,350 |
| Over three months through twelve months | $846,000 | 1,334 |
| Over one year through three years | $13,654,000 | 62 |
| Over three years through five years | $407,000 | 1,242 |
| Over five years through fifteen years | $64,263,000 | 120 |
| Over fifteen years | $133,946,000 | 125 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $491,333,000 | 29 |
| Over three years | $677,081,000 | 40 |
| Other debt securities | ||
| Three months or less | $141,908,000 | 78 |
| Over three months through twelve months | $174,007,000 | 35 |
| Over one year through three years | $123,588,000 | 99 |
| Over three years through five years | $84,556,000 | 108 |
| Over five years through fifteen years | $162,932,000 | 88 |
| Over fifteen years | $13,670,000 | 312 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $273,265,000 | 55 |
| 1999-12-31 | Rank | |
| Total debt securities | $2,119,112,000 | 95 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $523,000 | 1,245 |
| Over three months through twelve months | $1,946,000 | 972 |
| Over one year through three years | $849,000 | 721 |
| Over three years through five years | $16,792,000 | 79 |
| Over five years through fifteen years | $61,866,000 | 129 |
| Over fifteen years | $103,271,000 | 151 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $382,241,000 | 31 |
| Over three years | $702,604,000 | 40 |
| Other debt securities | ||
| Three months or less | $27,042,000 | 200 |
| Over three months through twelve months | $94,722,000 | 61 |
| Over one year through three years | $481,066,000 | 29 |
| Over three years through five years | $49,154,000 | 245 |
| Over five years through fifteen years | $184,764,000 | 88 |
| Over fifteen years | $12,272,000 | 312 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $122,861,000 | 96 |
| 1998-12-31 | Rank | |
| Total debt securities | $1,904,330,000 | 93 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $756,000 | 1,313 |
| Over three months through twelve months | $1,013,000 | 1,614 |
| Over one year through three years | $2,395,000 | 498 |
| Over three years through five years | $24,679,000 | 57 |
| Over five years through fifteen years | $77,378,000 | 129 |
| Over fifteen years | $4,083,000 | 1,032 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $739,847,000 | 27 |
| Over three years | $306,823,000 | 59 |
| Other debt securities | ||
| Three months or less | $8,536,000 | 758 |
| Over three months through twelve months | $45,485,000 | 153 |
| Over one year through three years | $356,459,000 | 29 |
| Over three years through five years | $169,213,000 | 52 |
| Over five years through fifteen years | $163,411,000 | 86 |
| Over fifteen years | $4,252,000 | 580 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $54,720,000 | 246 |
| 1997-12-31 | Rank | |
| Total debt securities | $1,981,154,000 | 81 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | $892,000 | 1,211 |
| Over three months through twelve months | $1,215,000 | 1,613 |
| Over one year through three years | $3,296,000 | 442 |
| Over three years through five years | $2,805,000 | 473 |
| Over five years through fifteen years | $96,414,000 | 108 |
| Over fifteen years | $5,829,000 | 631 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: | ||
| Three years or less | $729,433,000 | 14 |
| Over three years | $202,349,000 | 70 |
| Other debt securities | ||
| Three months or less | $64,381,000 | 115 |
| Over three months through twelve months | $115,068,000 | 72 |
| Over one year through three years | $225,022,000 | 68 |
| Over three years through five years | $415,043,000 | 23 |
| Over five years through fifteen years | $115,137,000 | 120 |
| Over fifteen years | $4,270,000 | 397 |
| Fixed and floating rate debt securities (included above) | ||
| With remaining maturity of one year or less | $179,507,000 | 84 |
| 1996-12-31 | Rank | |
| Total debt securities | $1,931,470,000 | 93 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | 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 | $266,329,000 | 52 |
| 1995-12-31 | Rank | |
| Total debt securities | $1,823,752,000 | 93 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | 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 | $187,083,000 | 132 |
| 1994-12-31 | Rank | |
| Total debt securities | $1,845,821,000 | 98 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | 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 | $93,920,000 | 242 |
| 1993-12-31 | Rank | |
| Total debt securities | $1,869,137,000 | 95 |
| 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 | $158,832,000 | 145 |
| 1992-12-31 | Rank | |
| Total debt securities | $1,622,766,000 | 93 |
| Maturity and repricing data for debt securities: | ||
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages | ||
| Three months or less | 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 | $199,421,000 | 108 |