| 2023-12-31 | Rank |
| Total debt securities | $12,760,452,000 | 40 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $73,000 | 907 |
| Over three months through twelve months | $62,000 | 933 |
| Over one year through three years | $5,340,000 | 87 |
| Over three years through five years | $151,400,000 | 21 |
| Over five years through fifteen years | $701,170,000 | 51 |
| Over fifteen years | $837,128,000 | 69 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $142,765,000 | 119 |
| Over three years | $4,119,908,000 | 30 |
| Other debt securities |
| Three months or less | $1,466,610,000 | 75 |
| Over three months through twelve months | $474,863,000 | 38 |
| Over one year through three years | $947,691,000 | 38 |
| Over three years through five years | $634,965,000 | 45 |
| Over five years through fifteen years | $2,082,195,000 | 32 |
| Over fifteen years | $1,196,282,000 | 22 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,317,084,000 | 27 |
| 2023-09-30 | Rank |
| Total debt securities | $12,063,254,000 | 41 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $72,000 | 938 |
| Over three months through twelve months | $123,000 | 762 |
| Over one year through three years | $2,892,000 | 129 |
| Over three years through five years | $129,222,000 | 20 |
| Over five years through fifteen years | $697,213,000 | 55 |
| Over fifteen years | $834,527,000 | 72 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $133,823,000 | 110 |
| Over three years | $4,083,917,000 | 32 |
| Other debt securities |
| Three months or less | $621,280,000 | 100 |
| Over three months through twelve months | $821,498,000 | 24 |
| Over one year through three years | $921,662,000 | 39 |
| Over three years through five years | $553,981,000 | 49 |
| Over five years through fifteen years | $2,074,314,000 | 33 |
| Over fifteen years | $1,188,730,000 | 23 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $847,178,000 | 29 |
| 2023-06-30 | Rank |
| Total debt securities | NA | NA |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $746,000 | 507 |
| Over three months through twelve months | $1,474 | 1,498 |
| Over one year through three years | $746,000 | 328 |
| Over three years through five years | $4,317,000 | 284 |
| Over five years through fifteen years | $0 | 3,391 |
| Over fifteen years | $0 | 3,147 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $195,528,000 | 90 |
| Over three years | NA | NA |
| Other debt securities |
| Three months or less | $999,912,318,274,000 | 37 |
| Over three months through twelve months | $0 | 3,609 |
| Over one year through three years | $0 | 4,101 |
| Over three years through five years | $0 | 3,970 |
| Over five years through fifteen years | $0 | 3,891 |
| Over fifteen years | $8,426 | 2,594 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $0 | 3,740 |
| 2023-03-31 | Rank |
| Total debt securities | $12,769,530,000 | 42 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $208,000 | 745 |
| Over three months through twelve months | $159,000 | 738 |
| Over one year through three years | $3,892,000 | 102 |
| Over three years through five years | $82,407,000 | 29 |
| Over five years through fifteen years | $863,706,000 | 52 |
| Over fifteen years | $871,403,000 | 75 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $131,286,000 | 87 |
| Over three years | $4,451,779,000 | 32 |
| Other debt securities |
| Three months or less | $595,250,000 | 52 |
| Over three months through twelve months | $577,002,000 | 29 |
| Over one year through three years | $1,067,250,000 | 38 |
| Over three years through five years | $531,007,000 | 56 |
| Over five years through fifteen years | $2,307,491,000 | 33 |
| Over fifteen years | $1,286,690,000 | 22 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $563,996,000 | 37 |
| 2022-12-31 | Rank |
| Total debt securities | $12,867,908,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $159,000 | 787 |
| Over three months through twelve months | $484,000 | 505 |
| Over one year through three years | $2,389,000 | 141 |
| Over three years through five years | $57,995,000 | 36 |
| Over five years through fifteen years | $939,974,000 | 52 |
| Over fifteen years | $880,342,000 | 79 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $140,918,000 | 85 |
| Over three years | $4,501,083,000 | 33 |
| Other debt securities |
| Three months or less | $565,908,000 | 56 |
| Over three months through twelve months | $223,006,000 | 61 |
| Over one year through three years | $1,382,446,000 | 40 |
| Over three years through five years | $572,539,000 | 58 |
| Over five years through fifteen years | $2,236,708,000 | 37 |
| Over fifteen years | $1,363,957,000 | 20 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $197,608,000 | 80 |
| 2022-09-30 | Rank |
| Total debt securities | $12,965,945,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $167,000 | 791 |
| Over three months through twelve months | $757,000 | 405 |
| Over one year through three years | $1,344,000 | 192 |
| Over three years through five years | $15,571,000 | 85 |
| Over five years through fifteen years | $1,028,746,000 | 49 |
| Over fifteen years | $884,869,000 | 79 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $146,695,000 | 98 |
| Over three years | $4,608,582,000 | 32 |
| Other debt securities |
| Three months or less | $548,423,000 | 55 |
| Over three months through twelve months | $158,343,000 | 72 |
| Over one year through three years | $1,399,213,000 | 38 |
| Over three years through five years | $555,626,000 | 59 |
| Over five years through fifteen years | $2,238,214,000 | 36 |
| Over fifteen years | $1,379,395,000 | 21 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $134,482,000 | 100 |
| 2022-06-30 | Rank |
| Total debt securities | $13,448,716,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $177,000 | 801 |
| Over three months through twelve months | $666,000 | 445 |
| Over one year through three years | $1,760,000 | 180 |
| Over three years through five years | $15,440,000 | 81 |
| Over five years through fifteen years | $1,134,344,000 | 49 |
| Over fifteen years | $915,440,000 | 80 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $182,787,000 | 104 |
| Over three years | $4,855,216,000 | 34 |
| Other debt securities |
| Three months or less | $511,018,000 | 58 |
| Over three months through twelve months | $144,523,000 | 68 |
| Over one year through three years | $1,379,491,000 | 40 |
| Over three years through five years | $582,231,000 | 53 |
| Over five years through fifteen years | $2,324,735,000 | 36 |
| Over fifteen years | $1,400,888,000 | 22 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $126,774,000 | 96 |
| 2022-03-31 | Rank |
| Total debt securities | $13,152,282,000 | 43 |
| 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 | 768 |
| Over three months through twelve months | $3,000 | 1,476 |
| Over one year through three years | $2,555,000 | 151 |
| Over three years through five years | $17,477,000 | 78 |
| Over five years through fifteen years | $1,138,085,000 | 50 |
| Over fifteen years | $946,255,000 | 80 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $260,465,000 | 90 |
| Over three years | $5,027,589,000 | 37 |
| Other debt securities |
| Three months or less | $380,654,000 | 70 |
| Over three months through twelve months | $108,823,000 | 78 |
| Over one year through three years | $779,640,000 | 49 |
| Over three years through five years | $594,058,000 | 53 |
| Over five years through fifteen years | $2,403,844,000 | 37 |
| Over fifteen years | $1,492,643,000 | 21 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $128,942,000 | 92 |
| 2021-12-31 | Rank |
| Total debt securities | $13,456,882,000 | 42 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $195,000 | 760 |
| Over three months through twelve months | $3,000 | 1,454 |
| Over one year through three years | $3,413,000 | 135 |
| Over three years through five years | $15,673,000 | 75 |
| Over five years through fifteen years | $1,103,733,000 | 51 |
| Over fifteen years | $1,044,048,000 | 77 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $411,255,000 | 80 |
| Over three years | $5,225,595,000 | 34 |
| Other debt securities |
| Three months or less | $299,282,000 | 79 |
| Over three months through twelve months | $113,069,000 | 69 |
| Over one year through three years | $401,512,000 | 60 |
| Over three years through five years | $560,892,000 | 56 |
| Over five years through fifteen years | $2,594,434,000 | 34 |
| Over fifteen years | $1,683,778,000 | 18 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $168,747,000 | 67 |
| 2021-09-30 | Rank |
| Total debt securities | $12,252,065,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $198,000 | 758 |
| Over three months through twelve months | $3,000 | 1,474 |
| Over one year through three years | $4,386,000 | 124 |
| Over three years through five years | $9,405,000 | 93 |
| Over five years through fifteen years | $937,431,000 | 55 |
| Over fifteen years | $1,178,773,000 | 70 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $617,403,000 | 60 |
| Over three years | $4,027,490,000 | 37 |
| Other debt securities |
| Three months or less | $191,887,000 | 104 |
| Over three months through twelve months | $149,508,000 | 55 |
| Over one year through three years | $378,045,000 | 51 |
| Over three years through five years | $427,284,000 | 56 |
| Over five years through fifteen years | $2,633,588,000 | 35 |
| Over fifteen years | $1,696,664,000 | 18 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $171,328,000 | 68 |
| 2021-06-30 | Rank |
| Total debt securities | $11,431,480,000 | 44 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $274,000 | 745 |
| Over three months through twelve months | $0 | 1,653 |
| Over one year through three years | $5,206,000 | 118 |
| Over three years through five years | $11,192,000 | 80 |
| Over five years through fifteen years | $981,260,000 | 54 |
| Over fifteen years | $1,341,631,000 | 62 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $682,684,000 | 53 |
| Over three years | $2,871,437,000 | 43 |
| Other debt securities |
| Three months or less | $199,413,000 | 99 |
| Over three months through twelve months | $138,948,000 | 58 |
| Over one year through three years | $383,663,000 | 53 |
| Over three years through five years | $346,564,000 | 61 |
| Over five years through fifteen years | $2,687,359,000 | 33 |
| Over fifteen years | $1,781,849,000 | 16 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $177,673,000 | 66 |
| 2021-03-31 | Rank |
| Total debt securities | $10,795,998,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $309,000 | 710 |
| Over three months through twelve months | $66,000 | 1,103 |
| Over one year through three years | $5,584,000 | 125 |
| Over three years through five years | $12,269,000 | 85 |
| Over five years through fifteen years | $1,056,100,000 | 48 |
| Over fifteen years | $1,455,269,000 | 58 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $455,646,000 | 67 |
| Over three years | $2,369,325,000 | 49 |
| Other debt securities |
| Three months or less | $240,998,000 | 80 |
| Over three months through twelve months | $147,672,000 | 54 |
| Over one year through three years | $368,002,000 | 53 |
| Over three years through five years | $331,218,000 | 57 |
| Over five years through fifteen years | $2,544,833,000 | 32 |
| Over fifteen years | $1,808,707,000 | 15 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $228,901,000 | 55 |
| 2020-12-31 | Rank |
| Total debt securities | $10,314,238,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $304,000 | 713 |
| Over three months through twelve months | $302,000 | 773 |
| Over one year through three years | $5,980,000 | 138 |
| Over three years through five years | $8,367,000 | 127 |
| Over five years through fifteen years | $1,192,663,000 | 43 |
| Over fifteen years | $1,420,605,000 | 51 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $719,095,000 | 56 |
| Over three years | $1,481,221,000 | 59 |
| Other debt securities |
| Three months or less | $276,651,000 | 73 |
| Over three months through twelve months | $144,421,000 | 50 |
| Over one year through three years | $352,186,000 | 51 |
| Over three years through five years | $399,244,000 | 44 |
| Over five years through fifteen years | $2,402,463,000 | 30 |
| Over fifteen years | $1,910,736,000 | 14 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $247,651,000 | 55 |
| 2020-09-30 | Rank |
| Total debt securities | $9,789,482,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $327,000 | 715 |
| Over three months through twelve months | $665,000 | 583 |
| Over one year through three years | $7,212,000 | 137 |
| Over three years through five years | $5,256,000 | 165 |
| Over five years through fifteen years | $1,293,897,000 | 37 |
| Over fifteen years | $1,587,763,000 | 44 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $636,520,000 | 67 |
| Over three years | $773,672,000 | 72 |
| Other debt securities |
| Three months or less | $211,488,000 | 100 |
| Over three months through twelve months | $199,311,000 | 44 |
| Over one year through three years | $322,840,000 | 53 |
| Over three years through five years | $470,659,000 | 35 |
| Over five years through fifteen years | $2,377,882,000 | 27 |
| Over fifteen years | $1,901,990,000 | 14 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $240,846,000 | 61 |
| 2020-06-30 | Rank |
| Total debt securities | $9,598,479,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $339,000 | 754 |
| Over three months through twelve months | $795,000 | 537 |
| Over one year through three years | $5,131,000 | 179 |
| Over three years through five years | $8,386,000 | 134 |
| Over five years through fifteen years | $1,373,095,000 | 32 |
| Over fifteen years | $1,468,952,000 | 45 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $683,081,000 | 64 |
| Over three years | $554,834,000 | 84 |
| Other debt securities |
| Three months or less | $215,079,000 | 99 |
| Over three months through twelve months | $197,164,000 | 47 |
| Over one year through three years | $516,987,000 | 41 |
| Over three years through five years | $636,458,000 | 32 |
| Over five years through fifteen years | $2,339,892,000 | 26 |
| Over fifteen years | $1,598,286,000 | 15 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $232,743,000 | 67 |
| 2020-03-31 | Rank |
| Total debt securities | $8,752,873,000 | 43 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $335,000 | 755 |
| Over three months through twelve months | $612,000 | 621 |
| Over one year through three years | $1,268,000 | 407 |
| Over three years through five years | $13,483,000 | 94 |
| Over five years through fifteen years | $1,481,125,000 | 31 |
| Over fifteen years | $868,066,000 | 53 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $488,783,000 | 74 |
| Over three years | $726,070,000 | 72 |
| Other debt securities |
| Three months or less | $268,667,000 | 71 |
| Over three months through twelve months | $157,467,000 | 58 |
| Over one year through three years | $420,012,000 | 42 |
| Over three years through five years | $535,874,000 | 34 |
| Over five years through fifteen years | $2,318,539,000 | 28 |
| Over fifteen years | $1,472,572,000 | 14 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $232,155,000 | 60 |
| 2019-12-31 | Rank |
| Total debt securities | $8,563,379,000 | 44 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $348,000 | 737 |
| Over three months through twelve months | $642,000 | 656 |
| Over one year through three years | $2,132,000 | 271 |
| Over three years through five years | $14,786,000 | 93 |
| Over five years through fifteen years | $1,593,555,000 | 30 |
| Over fifteen years | $614,646,000 | 56 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $428,484,000 | 76 |
| Over three years | $798,210,000 | 73 |
| Other debt securities |
| Three months or less | $294,569,000 | 69 |
| Over three months through twelve months | $160,673,000 | 53 |
| Over one year through three years | $472,679,000 | 39 |
| Over three years through five years | $535,194,000 | 37 |
| Over five years through fifteen years | $2,316,670,000 | 25 |
| Over fifteen years | $1,330,791,000 | 13 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $259,391,000 | 53 |
| 2019-09-30 | Rank |
| Total debt securities | $8,513,823,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $346,000 | 799 |
| Over three months through twelve months | $626,000 | 681 |
| Over one year through three years | $3,189,000 | 208 |
| Over three years through five years | $16,888,000 | 87 |
| Over five years through fifteen years | $1,705,295,000 | 32 |
| Over fifteen years | $373,495,000 | 79 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $514,723,000 | 62 |
| Over three years | $776,192,000 | 72 |
| Other debt securities |
| Three months or less | $402,978,000 | 59 |
| Over three months through twelve months | $262,637,000 | 35 |
| Over one year through three years | $500,151,000 | 40 |
| Over three years through five years | $511,849,000 | 38 |
| Over five years through fifteen years | $2,287,904,000 | 24 |
| Over fifteen years | $1,157,550,000 | 15 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $498,366,000 | 37 |
| 2019-06-30 | Rank |
| Total debt securities | $8,289,033,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $423,000 | 778 |
| Over three months through twelve months | $341,000 | 888 |
| Over one year through three years | $4,632,000 | 167 |
| Over three years through five years | $17,186,000 | 104 |
| Over five years through fifteen years | $1,843,640,000 | 30 |
| Over fifteen years | $239,202,000 | 100 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $457,354,000 | 61 |
| Over three years | $875,455,000 | 71 |
| Other debt securities |
| Three months or less | $216,931,000 | 88 |
| Over three months through twelve months | $470,815,000 | 32 |
| Over one year through three years | $510,328,000 | 39 |
| Over three years through five years | $591,238,000 | 35 |
| Over five years through fifteen years | $2,240,446,000 | 22 |
| Over fifteen years | $821,042,000 | 17 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $516,589,000 | 36 |
| 2019-03-31 | Rank |
| Total debt securities | $8,039,720,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $458,000 | 794 |
| Over three months through twelve months | $211,000 | 1,062 |
| Over one year through three years | $6,165,000 | 142 |
| Over three years through five years | $17,077,000 | 113 |
| Over five years through fifteen years | $1,865,929,000 | 31 |
| Over fifteen years | $154,148,000 | 128 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $336,022,000 | 57 |
| Over three years | $1,055,221,000 | 71 |
| Other debt securities |
| Three months or less | $249,836,000 | 76 |
| Over three months through twelve months | $434,440,000 | 31 |
| Over one year through three years | $589,379,000 | 37 |
| Over three years through five years | $527,938,000 | 38 |
| Over five years through fifteen years | $2,257,171,000 | 21 |
| Over fifteen years | $545,725,000 | 25 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $529,746,000 | 35 |
| 2018-12-31 | Rank |
| Total debt securities | $7,713,344,000 | 47 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $497,000 | 785 |
| Over three months through twelve months | $209,000 | 1,111 |
| Over one year through three years | $7,787,000 | 116 |
| Over three years through five years | $16,542,000 | 121 |
| Over five years through fifteen years | $1,926,712,000 | 32 |
| Over fifteen years | $122,142,000 | 149 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $140,646,000 | 84 |
| Over three years | $1,288,685,000 | 63 |
| Other debt securities |
| Three months or less | $279,456,000 | 71 |
| Over three months through twelve months | $413,038,000 | 29 |
| Over one year through three years | $601,498,000 | 33 |
| Over three years through five years | $443,951,000 | 41 |
| Over five years through fifteen years | $2,170,199,000 | 22 |
| Over fifteen years | $301,982,000 | 35 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $534,753,000 | 33 |
| 2018-09-30 | Rank |
| Total debt securities | $7,131,745,000 | 49 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $582,000 | 749 |
| Over three months through twelve months | $346,000 | 992 |
| Over one year through three years | $9,263,000 | 111 |
| Over three years through five years | $17,838,000 | 115 |
| Over five years through fifteen years | $1,969,232,000 | 30 |
| Over fifteen years | $81,306,000 | 213 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $133,758,000 | 83 |
| Over three years | $1,222,254,000 | 62 |
| Other debt securities |
| Three months or less | $204,232,000 | 85 |
| Over three months through twelve months | $284,624,000 | 35 |
| Over one year through three years | $570,855,000 | 32 |
| Over three years through five years | $439,344,000 | 42 |
| Over five years through fifteen years | $2,003,359,000 | 23 |
| Over fifteen years | $194,752,000 | 53 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $327,539,000 | 42 |
| 2018-06-30 | Rank |
| Total debt securities | $7,216,146,000 | 47 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $747,000 | 677 |
| Over three months through twelve months | $466,000 | 901 |
| Over one year through three years | $9,009,000 | 118 |
| Over three years through five years | $13,420,000 | 131 |
| Over five years through fifteen years | $2,071,003,000 | 30 |
| Over fifteen years | $85,619,000 | 204 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $136,293,000 | 81 |
| Over three years | $1,291,980,000 | 59 |
| Other debt securities |
| Three months or less | $214,395,000 | 78 |
| Over three months through twelve months | $274,884,000 | 37 |
| Over one year through three years | $622,527,000 | 30 |
| Over three years through five years | $477,994,000 | 38 |
| Over five years through fifteen years | $1,815,447,000 | 28 |
| Over fifteen years | $202,362,000 | 54 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $325,411,000 | 42 |
| 2018-03-31 | Rank |
| Total debt securities | $7,385,668,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $709,000 | 709 |
| Over three months through twelve months | $395,000 | 981 |
| Over one year through three years | $7,524,000 | 143 |
| Over three years through five years | $6,134,000 | 229 |
| Over five years through fifteen years | $2,078,615,000 | 29 |
| Over fifteen years | $95,676,000 | 192 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $144,730,000 | 75 |
| Over three years | $1,316,502,000 | 55 |
| Other debt securities |
| Three months or less | $243,715,000 | 72 |
| Over three months through twelve months | $230,057,000 | 40 |
| Over one year through three years | $648,947,000 | 32 |
| Over three years through five years | $516,864,000 | 35 |
| Over five years through fifteen years | $1,847,057,000 | 29 |
| Over fifteen years | $248,743,000 | 42 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $306,452,000 | 40 |
| 2017-12-31 | Rank |
| Total debt securities | $7,518,426,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $750,000 | 736 |
| Over three months through twelve months | $614,000 | 835 |
| Over one year through three years | $6,988,000 | 157 |
| Over three years through five years | $9,459,000 | 149 |
| Over five years through fifteen years | $2,004,654,000 | 30 |
| Over fifteen years | $72,211,000 | 238 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $160,648,000 | 86 |
| Over three years | $1,309,199,000 | 52 |
| Other debt securities |
| Three months or less | $276,307,000 | 63 |
| Over three months through twelve months | $194,418,000 | 38 |
| Over one year through three years | $672,102,000 | 32 |
| Over three years through five years | $560,879,000 | 36 |
| Over five years through fifteen years | $1,997,067,000 | 28 |
| Over fifteen years | $253,130,000 | 44 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $288,522,000 | 43 |
| 2017-09-30 | Rank |
| Total debt securities | $7,124,029,000 | 47 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $773,000 | 752 |
| Over three months through twelve months | $741,000 | 814 |
| Over one year through three years | $6,347,000 | 162 |
| Over three years through five years | $19,063,000 | 89 |
| Over five years through fifteen years | $1,867,931,000 | 31 |
| Over fifteen years | $65,491,000 | 253 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $186,355,000 | 80 |
| Over three years | $981,195,000 | 63 |
| Other debt securities |
| Three months or less | $229,450,000 | 68 |
| Over three months through twelve months | $247,092,000 | 38 |
| Over one year through three years | $670,988,000 | 29 |
| Over three years through five years | $573,426,000 | 35 |
| Over five years through fifteen years | $1,979,011,000 | 27 |
| Over fifteen years | $296,166,000 | 35 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $282,057,000 | 45 |
| 2017-06-30 | Rank |
| Total debt securities | $7,503,363,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $959,000 | 696 |
| Over three months through twelve months | $251,000 | 1,248 |
| Over one year through three years | $5,706,000 | 180 |
| Over three years through five years | $27,248,000 | 72 |
| Over five years through fifteen years | $1,983,004,000 | 31 |
| Over fifteen years | $72,218,000 | 237 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $187,004,000 | 72 |
| Over three years | $1,221,415,000 | 56 |
| Other debt securities |
| Three months or less | $265,629,000 | 57 |
| Over three months through twelve months | $231,576,000 | 35 |
| Over one year through three years | $676,903,000 | 32 |
| Over three years through five years | $593,555,000 | 32 |
| Over five years through fifteen years | $1,932,274,000 | 26 |
| Over fifteen years | $305,621,000 | 34 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $319,973,000 | 42 |
| 2017-03-31 | Rank |
| Total debt securities | $7,755,515,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,007,000 | 697 |
| Over three months through twelve months | $243,000 | 1,274 |
| Over one year through three years | $5,387,000 | 199 |
| Over three years through five years | $32,959,000 | 67 |
| Over five years through fifteen years | $2,174,283,000 | 28 |
| Over fifteen years | $74,749,000 | 232 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $188,940,000 | 67 |
| Over three years | $1,305,741,000 | 54 |
| Other debt securities |
| Three months or less | $343,902,000 | 47 |
| Over three months through twelve months | $258,330,000 | 36 |
| Over one year through three years | $627,556,000 | 39 |
| Over three years through five years | $618,633,000 | 33 |
| Over five years through fifteen years | $1,777,556,000 | 29 |
| Over fifteen years | $346,229,000 | 29 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $403,467,000 | 32 |
| 2016-12-31 | Rank |
| Total debt securities | $7,579,525,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,032,000 | 728 |
| Over three months through twelve months | $242,000 | 1,303 |
| Over one year through three years | $5,704,000 | 190 |
| Over three years through five years | $38,018,000 | 56 |
| Over five years through fifteen years | $2,036,340,000 | 27 |
| Over fifteen years | $79,533,000 | 213 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $167,741,000 | 90 |
| Over three years | $1,275,892,000 | 54 |
| Other debt securities |
| Three months or less | $415,213,000 | 47 |
| Over three months through twelve months | $294,121,000 | 29 |
| Over one year through three years | $576,809,000 | 40 |
| Over three years through five years | $597,857,000 | 31 |
| Over five years through fifteen years | $1,801,873,000 | 26 |
| Over fifteen years | $289,150,000 | 35 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $509,649,000 | 29 |
| 2016-09-30 | Rank |
| Total debt securities | $7,302,038,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,103,000 | 721 |
| Over three months through twelve months | $19,000 | 1,820 |
| Over one year through three years | $7,041,000 | 161 |
| Over three years through five years | $43,466,000 | 49 |
| Over five years through fifteen years | $1,725,378,000 | 31 |
| Over fifteen years | $67,704,000 | 245 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $235,815,000 | 88 |
| Over three years | $1,162,311,000 | 52 |
| Other debt securities |
| Three months or less | $423,972,000 | 44 |
| Over three months through twelve months | $458,499,000 | 26 |
| Over one year through three years | $558,487,000 | 37 |
| Over three years through five years | $611,451,000 | 30 |
| Over five years through fifteen years | $1,855,083,000 | 26 |
| Over fifteen years | $151,709,000 | 65 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $742,136,000 | 26 |
| 2016-06-30 | Rank |
| Total debt securities | $7,648,989,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,148,000 | 686 |
| Over three months through twelve months | $24,000 | 1,786 |
| Over one year through three years | $7,587,000 | 152 |
| Over three years through five years | $41,745,000 | 50 |
| Over five years through fifteen years | $2,059,758,000 | 27 |
| Over fifteen years | $70,558,000 | 229 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $243,573,000 | 79 |
| Over three years | $1,053,897,000 | 52 |
| Other debt securities |
| Three months or less | $385,133,000 | 50 |
| Over three months through twelve months | $685,095,000 | 19 |
| Over one year through three years | $617,712,000 | 34 |
| Over three years through five years | $590,279,000 | 31 |
| Over five years through fifteen years | $1,740,647,000 | 25 |
| Over fifteen years | $151,833,000 | 62 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $932,462,000 | 18 |
| 2016-03-31 | Rank |
| Total debt securities | $7,685,155,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,179,000 | 640 |
| Over three months through twelve months | $41,000 | 1,688 |
| Over one year through three years | $5,904,000 | 176 |
| Over three years through five years | $34,883,000 | 62 |
| Over five years through fifteen years | $2,253,766,000 | 26 |
| Over fifteen years | $73,967,000 | 215 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $257,251,000 | 67 |
| Over three years | $920,852,000 | 62 |
| Other debt securities |
| Three months or less | $353,148,000 | 54 |
| Over three months through twelve months | $840,648,000 | 17 |
| Over one year through three years | $665,291,000 | 34 |
| Over three years through five years | $584,238,000 | 34 |
| Over five years through fifteen years | $1,615,277,000 | 27 |
| Over fifteen years | $78,710,000 | 101 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,057,630,000 | 18 |
| 2015-12-31 | Rank |
| Total debt securities | $7,471,237,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,214,000 | 648 |
| Over three months through twelve months | $33,000 | 1,761 |
| Over one year through three years | $5,956,000 | 170 |
| Over three years through five years | $23,606,000 | 78 |
| Over five years through fifteen years | $2,274,643,000 | 25 |
| Over fifteen years | $50,305,000 | 303 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $275,798,000 | 60 |
| Over three years | $813,682,000 | 69 |
| Other debt securities |
| Three months or less | $317,838,000 | 53 |
| Over three months through twelve months | $824,299,000 | 20 |
| Over one year through three years | $810,501,000 | 32 |
| Over three years through five years | $550,064,000 | 33 |
| Over five years through fifteen years | $1,444,267,000 | 26 |
| Over fifteen years | $79,031,000 | 102 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $998,285,000 | 18 |
| 2015-09-30 | Rank |
| Total debt securities | $7,257,358,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,240,000 | 662 |
| Over three months through twelve months | $19,000 | 1,891 |
| Over one year through three years | $5,397,000 | 184 |
| Over three years through five years | $20,396,000 | 85 |
| Over five years through fifteen years | $2,066,522,000 | 27 |
| Over fifteen years | $48,629,000 | 303 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $388,866,000 | 54 |
| Over three years | $753,414,000 | 69 |
| Other debt securities |
| Three months or less | $225,660,000 | 60 |
| Over three months through twelve months | $715,024,000 | 16 |
| Over one year through three years | $1,084,942,000 | 28 |
| Over three years through five years | $536,103,000 | 32 |
| Over five years through fifteen years | $1,330,568,000 | 26 |
| Over fifteen years | $80,578,000 | 94 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $807,596,000 | 17 |
| 2015-06-30 | Rank |
| Total debt securities | $7,369,053,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $129,711,000 | 24 |
| Over three months through twelve months | $11,000 | 2,075 |
| Over one year through three years | $2,416,000 | 375 |
| Over three years through five years | $20,006,000 | 87 |
| Over five years through fifteen years | $2,122,094,000 | 27 |
| Over fifteen years | $46,019,000 | 321 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $440,877,000 | 48 |
| Over three years | $762,746,000 | 66 |
| Other debt securities |
| Three months or less | $75,504,000 | 121 |
| Over three months through twelve months | $565,699,000 | 15 |
| Over one year through three years | $1,375,614,000 | 25 |
| Over three years through five years | $525,067,000 | 34 |
| Over five years through fifteen years | $1,289,932,000 | 29 |
| Over fifteen years | $13,357,000 | 539 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $639,757,000 | 20 |
| 2015-03-31 | Rank |
| Total debt securities | $7,133,886,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $131,335,000 | 26 |
| Over three months through twelve months | $4,000 | 2,218 |
| Over one year through three years | $1,650,000 | 559 |
| Over three years through five years | $17,369,000 | 104 |
| Over five years through fifteen years | $1,925,691,000 | 28 |
| Over fifteen years | $31,079,000 | 425 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $550,326,000 | 44 |
| Over three years | $686,068,000 | 71 |
| Other debt securities |
| Three months or less | $76,058,000 | 121 |
| Over three months through twelve months | $539,630,000 | 16 |
| Over one year through three years | $1,502,581,000 | 22 |
| Over three years through five years | $472,349,000 | 37 |
| Over five years through fifteen years | $1,174,105,000 | 32 |
| Over fifteen years | $25,641,000 | 293 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $613,451,000 | 14 |
| 2014-12-31 | Rank |
| Total debt securities | $7,189,990,000 | 44 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $129,412,000 | 25 |
| Over three months through twelve months | $41,000 | 1,878 |
| Over one year through three years | $1,472,000 | 632 |
| Over three years through five years | $17,169,000 | 109 |
| Over five years through fifteen years | $1,667,481,000 | 29 |
| Over fifteen years | $39,003,000 | 359 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $502,935,000 | 46 |
| Over three years | $920,091,000 | 60 |
| Other debt securities |
| Three months or less | $151,968,000 | 80 |
| Over three months through twelve months | $457,477,000 | 18 |
| Over one year through three years | $1,787,266,000 | 19 |
| Over three years through five years | $468,056,000 | 38 |
| Over five years through fifteen years | $1,026,230,000 | 33 |
| Over fifteen years | $21,389,000 | 349 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $609,589,000 | 17 |
| 2014-09-30 | Rank |
| Total debt securities | $6,997,764,000 | 44 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $116,606,000 | 28 |
| Over three months through twelve months | $78,000 | 1,813 |
| Over one year through three years | $1,000 | 2,098 |
| Over three years through five years | $20,513,000 | 94 |
| Over five years through fifteen years | $1,492,681,000 | 33 |
| Over fifteen years | $40,005,000 | 360 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $521,564,000 | 40 |
| Over three years | $974,926,000 | 58 |
| Other debt securities |
| Three months or less | $106,281,000 | 92 |
| Over three months through twelve months | $361,555,000 | 16 |
| Over one year through three years | $1,803,284,000 | 17 |
| Over three years through five years | $534,394,000 | 30 |
| Over five years through fifteen years | $1,004,310,000 | 32 |
| Over fifteen years | $21,566,000 | 351 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $468,367,000 | 23 |
| 2014-06-30 | Rank |
| Total debt securities | $6,939,422,000 | 45 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $118,342,000 | 24 |
| Over three months through twelve months | $136,000 | 1,736 |
| Over one year through three years | $1,000 | 2,157 |
| Over three years through five years | $22,816,000 | 93 |
| Over five years through fifteen years | $1,425,061,000 | 30 |
| Over fifteen years | $40,901,000 | 354 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $487,493,000 | 45 |
| Over three years | $1,093,455,000 | 55 |
| Other debt securities |
| Three months or less | $90,232,000 | 112 |
| Over three months through twelve months | $318,533,000 | 22 |
| Over one year through three years | $1,688,036,000 | 19 |
| Over three years through five years | $603,990,000 | 27 |
| Over five years through fifteen years | $1,010,204,000 | 32 |
| Over fifteen years | $40,222,000 | 198 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $409,761,000 | 27 |
| 2014-03-31 | Rank |
| Total debt securities | $6,954,655,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $115,451,000 | 27 |
| Over three months through twelve months | $9,000 | 2,290 |
| Over one year through three years | $181,000 | 1,469 |
| Over three years through five years | $15,481,000 | 117 |
| Over five years through fifteen years | $1,237,707,000 | 35 |
| Over fifteen years | $37,838,000 | 379 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $499,586,000 | 47 |
| Over three years | $1,177,133,000 | 53 |
| Other debt securities |
| Three months or less | $138,381,000 | 88 |
| Over three months through twelve months | $333,360,000 | 23 |
| Over one year through three years | $1,690,584,000 | 17 |
| Over three years through five years | $652,920,000 | 26 |
| Over five years through fifteen years | $1,021,544,000 | 30 |
| Over fifteen years | $34,480,000 | 235 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $473,066,000 | 27 |
| 2013-12-31 | Rank |
| Total debt securities | $6,972,181,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $112,925,000 | 29 |
| Over three months through twelve months | $23,000 | 2,116 |
| Over one year through three years | $259,000 | 1,434 |
| Over three years through five years | $14,833,000 | 122 |
| Over five years through fifteen years | $1,087,804,000 | 39 |
| Over fifteen years | $21,254,000 | 611 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $535,948,000 | 48 |
| Over three years | $1,171,520,000 | 52 |
| Other debt securities |
| Three months or less | $212,543,000 | 71 |
| Over three months through twelve months | $313,329,000 | 26 |
| Over one year through three years | $1,529,948,000 | 20 |
| Over three years through five years | $889,376,000 | 24 |
| Over five years through fifteen years | $1,046,739,000 | 29 |
| Over fifteen years | $35,680,000 | 242 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $525,831,000 | 26 |
| 2013-09-30 | Rank |
| Total debt securities | $6,873,990,000 | 46 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $115,188,000 | 25 |
| Over three months through twelve months | $14,000 | 2,300 |
| Over one year through three years | $335,000 | 1,397 |
| Over three years through five years | $12,495,000 | 150 |
| Over five years through fifteen years | $1,087,241,000 | 35 |
| Over fifteen years | $26,305,000 | 522 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $570,873,000 | 44 |
| Over three years | $1,248,468,000 | 45 |
| Other debt securities |
| Three months or less | $165,735,000 | 80 |
| Over three months through twelve months | $412,941,000 | 22 |
| Over one year through three years | $1,221,606,000 | 22 |
| Over three years through five years | $914,944,000 | 23 |
| Over five years through fifteen years | $1,056,015,000 | 28 |
| Over fifteen years | $41,830,000 | 209 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $578,483,000 | 25 |
| 2013-06-30 | Rank |
| Total debt securities | $7,104,686,000 | 42 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $9,000 | 2,228 |
| Over three months through twelve months | $18,000 | 2,330 |
| Over one year through three years | $421,000 | 1,331 |
| Over three years through five years | $4,278,000 | 405 |
| Over five years through fifteen years | $1,252,334,000 | 30 |
| Over fifteen years | $47,521,000 | 339 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $658,766,000 | 44 |
| Over three years | $1,264,852,000 | 44 |
| Other debt securities |
| Three months or less | $108,443,000 | 102 |
| Over three months through twelve months | $480,360,000 | 18 |
| Over one year through three years | $1,149,220,000 | 21 |
| Over three years through five years | $1,034,260,000 | 20 |
| Over five years through fifteen years | $1,074,416,000 | 29 |
| Over fifteen years | $29,788,000 | 286 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $582,461,000 | 24 |
| 2013-03-31 | Rank |
| Total debt securities | $6,971,082,000 | 43 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $16,000 | 2,151 |
| Over three months through twelve months | $14,000 | 2,438 |
| Over one year through three years | $536,000 | 1,230 |
| Over three years through five years | $4,376,000 | 418 |
| Over five years through fifteen years | $1,073,903,000 | 37 |
| Over fifteen years | $17,127,000 | 778 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $936,435,000 | 40 |
| Over three years | $1,238,311,000 | 43 |
| Other debt securities |
| Three months or less | $142,576,000 | 87 |
| Over three months through twelve months | $430,813,000 | 21 |
| Over one year through three years | $947,967,000 | 24 |
| Over three years through five years | $1,131,092,000 | 18 |
| Over five years through fifteen years | $1,019,046,000 | 29 |
| Over fifteen years | $28,870,000 | 303 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $571,722,000 | 23 |
| 2012-12-31 | Rank |
| Total debt securities | $7,052,191,000 | 44 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,036,000 | 822 |
| Over three months through twelve months | $33,000 | 2,280 |
| Over one year through three years | $667,000 | 1,109 |
| Over three years through five years | $3,893,000 | 442 |
| Over five years through fifteen years | $1,140,025,000 | 37 |
| Over fifteen years | $18,122,000 | 714 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $1,422,577,000 | 34 |
| Over three years | $969,813,000 | 44 |
| Other debt securities |
| Three months or less | $154,591,000 | 84 |
| Over three months through twelve months | $362,880,000 | 28 |
| Over one year through three years | $831,099,000 | 28 |
| Over three years through five years | $1,198,137,000 | 20 |
| Over five years through fifteen years | $920,298,000 | 32 |
| Over fifteen years | $29,020,000 | 297 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $516,554,000 | 25 |
| 2012-09-30 | Rank |
| Total debt securities | $5,455,395,000 | 51 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,069,000 | 848 |
| Over three months through twelve months | $735,000 | 1,155 |
| Over one year through three years | $803,000 | 1,019 |
| Over three years through five years | $2,000 | 2,353 |
| Over five years through fifteen years | $804,294,000 | 53 |
| Over fifteen years | $13,806,000 | 896 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $832,386,000 | 51 |
| Over three years | $851,356,000 | 43 |
| Other debt securities |
| Three months or less | $126,676,000 | 95 |
| Over three months through twelve months | $338,225,000 | 26 |
| Over one year through three years | $861,397,000 | 29 |
| Over three years through five years | $738,757,000 | 25 |
| Over five years through fifteen years | $858,037,000 | 28 |
| Over fifteen years | $27,852,000 | 294 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $465,852,000 | 33 |
| 2012-06-30 | Rank |
| Total debt securities | $5,274,433,000 | 51 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $701,000 | 976 |
| Over three months through twelve months | $2,232,000 | 664 |
| Over one year through three years | $952,000 | 894 |
| Over three years through five years | $2,000 | 2,299 |
| Over five years through fifteen years | $764,702,000 | 55 |
| Over fifteen years | $14,319,000 | 867 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $701,163,000 | 57 |
| Over three years | $951,031,000 | 40 |
| Other debt securities |
| Three months or less | $134,931,000 | 88 |
| Over three months through twelve months | $378,765,000 | 26 |
| Over one year through three years | $827,972,000 | 28 |
| Over three years through five years | $695,311,000 | 27 |
| Over five years through fifteen years | $776,462,000 | 26 |
| Over fifteen years | $25,890,000 | 302 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $516,606,000 | 29 |
| 2012-03-31 | Rank |
| Total debt securities | $5,099,593,000 | 51 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,346,000 | 742 |
| Over three months through twelve months | $3,565,000 | 467 |
| Over one year through three years | $0 | 2,685 |
| Over three years through five years | $3,161,000 | 495 |
| Over five years through fifteen years | $738,006,000 | 55 |
| Over fifteen years | $14,793,000 | 841 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $616,715,000 | 52 |
| Over three years | $835,999,000 | 52 |
| Other debt securities |
| Three months or less | $186,711,000 | 72 |
| Over three months through twelve months | $386,443,000 | 21 |
| Over one year through three years | $879,390,000 | 28 |
| Over three years through five years | $704,545,000 | 27 |
| Over five years through fifteen years | $702,956,000 | 28 |
| Over fifteen years | $25,963,000 | 293 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $578,002,000 | 31 |
| 2011-12-31 | Rank |
| Total debt securities | $4,998,586,000 | 50 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $2,401,000 | 403 |
| Over three months through twelve months | $4,482,000 | 324 |
| Over one year through three years | $1,308,000 | 595 |
| Over three years through five years | $3,670,000 | 370 |
| Over five years through fifteen years | $472,320,000 | 62 |
| Over fifteen years | $22,187,000 | 490 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $745,726,000 | 45 |
| Over three years | $377,346,000 | 61 |
| Other debt securities |
| Three months or less | $234,977,000 | 51 |
| Over three months through twelve months | $440,798,000 | 21 |
| Over one year through three years | $1,375,266,000 | 20 |
| Over three years through five years | $653,504,000 | 25 |
| Over five years through fifteen years | $638,125,000 | 26 |
| Over fifteen years | $26,476,000 | 266 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $682,572,000 | 20 |
| 2011-09-30 | Rank |
| Total debt securities | $4,654,484,000 | 53 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $695,000 | 816 |
| Over three months through twelve months | $7,022,000 | 203 |
| Over one year through three years | $2,988,000 | 325 |
| Over three years through five years | $4,046,000 | 343 |
| Over five years through fifteen years | $389,562,000 | 67 |
| Over fifteen years | $21,445,000 | 477 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $769,875,000 | 44 |
| Over three years | $128,570,000 | 148 |
| Other debt securities |
| Three months or less | $167,296,000 | 63 |
| Over three months through twelve months | $541,527,000 | 18 |
| Over one year through three years | $1,305,290,000 | 18 |
| Over three years through five years | $674,943,000 | 21 |
| Over five years through fifteen years | $613,953,000 | 26 |
| Over fifteen years | $27,272,000 | 244 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $716,454,000 | 21 |
| 2011-06-30 | Rank |
| Total debt securities | $4,436,617,000 | 57 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,026,000 | 678 |
| Over three months through twelve months | $7,357,000 | 190 |
| Over one year through three years | $4,928,000 | 225 |
| Over three years through five years | $4,615,000 | 276 |
| Over five years through fifteen years | $315,866,000 | 83 |
| Over fifteen years | $14,533,000 | 646 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $537,584,000 | 43 |
| Over three years | $376,052,000 | 74 |
| Other debt securities |
| Three months or less | $91,973,000 | 87 |
| Over three months through twelve months | $572,245,000 | 20 |
| Over one year through three years | $1,322,668,000 | 19 |
| Over three years through five years | $710,386,000 | 21 |
| Over five years through fifteen years | $447,811,000 | 39 |
| Over fifteen years | $29,573,000 | 208 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $607,097,000 | 23 |
| 2011-03-31 | Rank |
| Total debt securities | $4,593,856,000 | 55 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,465,000 | 596 |
| Over three months through twelve months | $7,076,000 | 209 |
| Over one year through three years | $8,542,000 | 146 |
| Over three years through five years | $5,137,000 | 253 |
| Over five years through fifteen years | $269,330,000 | 90 |
| Over fifteen years | $14,566,000 | 652 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $605,432,000 | 41 |
| Over three years | $378,598,000 | 66 |
| Other debt securities |
| Three months or less | $118,740,000 | 83 |
| Over three months through twelve months | $481,222,000 | 21 |
| Over one year through three years | $1,385,117,000 | 18 |
| Over three years through five years | $868,452,000 | 17 |
| Over five years through fifteen years | $424,590,000 | 41 |
| Over fifteen years | $25,589,000 | 247 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $607,097,000 | 22 |
| 2010-12-31 | Rank |
| Total debt securities | $4,622,289,000 | 55 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $0 | 2,431 |
| Over three months through twelve months | $4,899,000 | 318 |
| Over one year through three years | $14,894,000 | 103 |
| Over three years through five years | $5,699,000 | 238 |
| Over five years through fifteen years | $257,135,000 | 87 |
| Over fifteen years | $13,999,000 | 701 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $606,202,000 | 41 |
| Over three years | $416,129,000 | 59 |
| Other debt securities |
| Three months or less | $203,197,000 | 52 |
| Over three months through twelve months | $488,961,000 | 22 |
| Over one year through three years | $1,497,707,000 | 18 |
| Over three years through five years | $709,277,000 | 20 |
| Over five years through fifteen years | $380,065,000 | 46 |
| Over fifteen years | $24,125,000 | 260 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $695,453,000 | 21 |
| 2010-09-30 | Rank |
| Total debt securities | $4,381,513,000 | 57 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $2,236,000 | 460 |
| Over three months through twelve months | $4,453,000 | 328 |
| Over one year through three years | $17,992,000 | 75 |
| Over three years through five years | $6,441,000 | 232 |
| Over five years through fifteen years | $280,752,000 | 73 |
| Over fifteen years | $14,763,000 | 677 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $882,133,000 | 34 |
| Over three years | $224,778,000 | 60 |
| Other debt securities |
| Three months or less | $112,047,000 | 74 |
| Over three months through twelve months | $511,992,000 | 20 |
| Over one year through three years | $1,620,840,000 | 21 |
| Over three years through five years | $362,705,000 | 27 |
| Over five years through fifteen years | $313,578,000 | 48 |
| Over fifteen years | $26,803,000 | 228 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $629,123,000 | 23 |
| 2010-06-30 | Rank |
| Total debt securities | $4,462,071,000 | 54 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,089,000 | 733 |
| Over three months through twelve months | $6,749,000 | 252 |
| Over one year through three years | $23,308,000 | 62 |
| Over three years through five years | $7,197,000 | 212 |
| Over five years through fifteen years | $265,831,000 | 77 |
| Over fifteen years | $14,912,000 | 681 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $590,427,000 | 44 |
| Over three years | $521,195,000 | 40 |
| Other debt securities |
| Three months or less | $116,679,000 | 64 |
| Over three months through twelve months | $539,899,000 | 18 |
| Over one year through three years | $1,793,743,000 | 18 |
| Over three years through five years | $336,432,000 | 27 |
| Over five years through fifteen years | $216,221,000 | 68 |
| Over fifteen years | $28,389,000 | 216 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $664,249,000 | 19 |
| 2010-03-31 | Rank |
| Total debt securities | $4,294,728,000 | 55 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,040,000 | 804 |
| Over three months through twelve months | $7,939,000 | 241 |
| Over one year through three years | $29,022,000 | 50 |
| Over three years through five years | $0 | 2,713 |
| Over five years through fifteen years | $245,103,000 | 73 |
| Over fifteen years | $15,247,000 | 736 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $489,555,000 | 43 |
| Over three years | $587,982,000 | 42 |
| Other debt securities |
| Three months or less | $192,669,000 | 50 |
| Over three months through twelve months | $595,743,000 | 19 |
| Over one year through three years | $1,654,184,000 | 17 |
| Over three years through five years | $251,078,000 | 31 |
| Over five years through fifteen years | $200,627,000 | 67 |
| Over fifteen years | $24,539,000 | 238 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $797,352,000 | 19 |
| 2009-12-31 | Rank |
| Total debt securities | $4,411,926,000 | 56 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $407,000 | 1,124 |
| Over three months through twelve months | $15,129,000 | 156 |
| Over one year through three years | $29,315,000 | 46 |
| Over three years through five years | $3,212,000 | 490 |
| Over five years through fifteen years | $243,997,000 | 71 |
| Over fifteen years | $24,508,000 | 548 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $858,108,000 | 29 |
| Over three years | $551,386,000 | 42 |
| Other debt securities |
| Three months or less | $126,262,000 | 71 |
| Over three months through twelve months | $575,568,000 | 15 |
| Over one year through three years | $1,348,660,000 | 19 |
| Over three years through five years | $370,193,000 | 23 |
| Over five years through fifteen years | $240,195,000 | 56 |
| Over fifteen years | $24,986,000 | 236 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $723,504,000 | 23 |
| 2009-09-30 | Rank |
| Total debt securities | $3,961,939,000 | 63 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $3,229,000 | 366 |
| Over three months through twelve months | $11,356,000 | 199 |
| Over one year through three years | $35,265,000 | 42 |
| Over three years through five years | $7,586,000 | 240 |
| Over five years through fifteen years | $248,799,000 | 74 |
| Over fifteen years | $24,081,000 | 568 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $937,449,000 | 26 |
| Over three years | $332,278,000 | 53 |
| Other debt securities |
| Three months or less | $152,003,000 | 56 |
| Over three months through twelve months | $374,137,000 | 21 |
| Over one year through three years | $1,015,183,000 | 19 |
| Over three years through five years | $531,664,000 | 17 |
| Over five years through fifteen years | $271,065,000 | 53 |
| Over fifteen years | $17,844,000 | 333 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $540,684,000 | 24 |
| 2009-06-30 | Rank |
| Total debt securities | $3,405,435,000 | 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 | $22,000 | 2,206 |
| Over three months through twelve months | $13,761,000 | 166 |
| Over one year through three years | $40,819,000 | 52 |
| Over three years through five years | $11,907,000 | 164 |
| Over five years through fifteen years | $206,734,000 | 90 |
| Over fifteen years | $20,206,000 | 638 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $750,126,000 | 35 |
| Over three years | $254,251,000 | 63 |
| Other debt securities |
| Three months or less | $222,568,000 | 51 |
| Over three months through twelve months | $341,716,000 | 18 |
| Over one year through three years | $784,460,000 | 19 |
| Over three years through five years | $491,172,000 | 15 |
| Over five years through fifteen years | $249,614,000 | 57 |
| Over fifteen years | $18,079,000 | 313 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $578,024,000 | 23 |
| 2009-03-31 | Rank |
| Total debt securities | $3,578,147,000 | 58 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $8,626,000 | 186 |
| Over three months through twelve months | $6,498,000 | 292 |
| Over one year through three years | $49,644,000 | 54 |
| Over three years through five years | $21,265,000 | 104 |
| Over five years through fifteen years | $89,838,000 | 160 |
| Over fifteen years | $18,445,000 | 716 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $905,880,000 | 27 |
| Over three years | $25,336,000 | 335 |
| Other debt securities |
| Three months or less | $572,323,000 | 26 |
| Over three months through twelve months | $356,166,000 | 15 |
| Over one year through three years | $785,040,000 | 16 |
| Over three years through five years | $485,690,000 | 17 |
| Over five years through fifteen years | $235,548,000 | 61 |
| Over fifteen years | $17,848,000 | 284 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $946,567,000 | 15 |
| 2008-12-31 | Rank |
| Total debt securities | $4,164,228,000 | 48 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $7,861,000 | 170 |
| Over three months through twelve months | $16,956,000 | 119 |
| Over one year through three years | $43,072,000 | 65 |
| Over three years through five years | $36,226,000 | 71 |
| Over five years through fifteen years | $85,835,000 | 170 |
| Over fifteen years | $14,553,000 | 838 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $938,642,000 | 27 |
| Over three years | $18,368,000 | 452 |
| Other debt securities |
| Three months or less | $716,244,000 | 20 |
| Over three months through twelve months | $807,043,000 | 14 |
| Over one year through three years | $722,224,000 | 13 |
| Over three years through five years | $528,337,000 | 17 |
| Over five years through fifteen years | $212,021,000 | 62 |
| Over fifteen years | $16,846,000 | 289 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,548,056,000 | 12 |
| 2008-09-30 | Rank |
| Total debt securities | $3,178,666,000 | 62 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $3,156,000 | 332 |
| Over three months through twelve months | $21,580,000 | 88 |
| Over one year through three years | $48,068,000 | 60 |
| Over three years through five years | $39,613,000 | 58 |
| Over five years through fifteen years | $76,004,000 | 177 |
| Over fifteen years | $11,975,000 | 963 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $368,431,000 | 35 |
| Over three years | $483,523,000 | 55 |
| Other debt securities |
| Three months or less | $535,700,000 | 29 |
| Over three months through twelve months | $489,808,000 | 19 |
| Over one year through three years | $558,917,000 | 15 |
| Over three years through five years | $310,035,000 | 22 |
| Over five years through fifteen years | $219,653,000 | 59 |
| Over fifteen years | $12,203,000 | 369 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,050,193,000 | 17 |
| 2008-06-30 | Rank |
| Total debt securities | $2,478,690,000 | 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 | $4,186,000 | 282 |
| Over three months through twelve months | $30,760,000 | 69 |
| Over one year through three years | $44,483,000 | 66 |
| Over three years through five years | $46,693,000 | 50 |
| Over five years through fifteen years | $78,157,000 | 173 |
| Over fifteen years | $12,220,000 | 935 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $296,623,000 | 46 |
| Over three years | $395,050,000 | 62 |
| Other debt securities |
| Three months or less | $60,541,000 | 129 |
| Over three months through twelve months | $272,273,000 | 21 |
| Over one year through three years | $621,157,000 | 16 |
| Over three years through five years | $377,891,000 | 20 |
| Over five years through fifteen years | $229,869,000 | 59 |
| Over fifteen years | $8,787,000 | 534 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $367,705,000 | 35 |
| 2008-03-31 | Rank |
| Total debt securities | $2,542,344,000 | 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 | $9,419,000 | 156 |
| Over three months through twelve months | $29,037,000 | 71 |
| Over one year through three years | $57,108,000 | 59 |
| Over three years through five years | $55,999,000 | 35 |
| Over five years through fifteen years | $84,383,000 | 155 |
| Over fifteen years | $12,609,000 | 858 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $442,805,000 | 35 |
| Over three years | $248,103,000 | 82 |
| Other debt securities |
| Three months or less | $70,539,000 | 122 |
| Over three months through twelve months | $230,038,000 | 24 |
| Over one year through three years | $620,614,000 | 15 |
| Over three years through five years | $427,766,000 | 18 |
| Over five years through fifteen years | $245,057,000 | 64 |
| Over fifteen years | $8,867,000 | 519 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $338,973,000 | 40 |
| 2007-12-31 | Rank |
| Total debt securities | $2,881,773,000 | 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 | $3,507,000 | 290 |
| Over three months through twelve months | $29,318,000 | 73 |
| Over one year through three years | $43,371,000 | 82 |
| Over three years through five years | $42,345,000 | 46 |
| Over five years through fifteen years | $91,817,000 | 136 |
| Over fifteen years | $12,788,000 | 680 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $315,466,000 | 42 |
| Over three years | $349,315,000 | 64 |
| Other debt securities |
| Three months or less | $605,367,000 | 26 |
| Over three months through twelve months | $145,918,000 | 49 |
| Over one year through three years | $551,416,000 | 20 |
| Over three years through five years | $435,960,000 | 14 |
| Over five years through fifteen years | $246,301,000 | 61 |
| Over fifteen years | $8,884,000 | 472 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $784,049,000 | 22 |
| 2007-09-30 | Rank |
| Total debt securities | $2,223,330,000 | 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 | $1,468,000 | 510 |
| Over three months through twelve months | $27,047,000 | 78 |
| Over one year through three years | $42,599,000 | 76 |
| Over three years through five years | $29,164,000 | 65 |
| Over five years through fifteen years | $97,997,000 | 130 |
| Over fifteen years | $10,802,000 | 646 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $269,624,000 | 50 |
| Over three years | $314,986,000 | 69 |
| Other debt securities |
| Three months or less | $115,841,000 | 99 |
| Over three months through twelve months | $170,226,000 | 46 |
| Over one year through three years | $510,358,000 | 28 |
| Over three years through five years | $372,289,000 | 17 |
| Over five years through fifteen years | $251,966,000 | 60 |
| Over fifteen years | $8,963,000 | 450 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $314,517,000 | 48 |
| 2007-06-30 | Rank |
| Total debt securities | $2,206,955,000 | 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 | $2,426,000 | 372 |
| Over three months through twelve months | $21,785,000 | 83 |
| Over one year through three years | $55,004,000 | 53 |
| Over three years through five years | $24,606,000 | 97 |
| Over five years through fifteen years | $105,693,000 | 127 |
| Over fifteen years | $10,961,000 | 589 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $212,220,000 | 62 |
| Over three years | $326,205,000 | 71 |
| Other debt securities |
| Three months or less | $199,781,000 | 62 |
| Over three months through twelve months | $230,966,000 | 30 |
| Over one year through three years | $474,211,000 | 22 |
| Over three years through five years | $292,768,000 | 30 |
| Over five years through fifteen years | $242,579,000 | 62 |
| Over fifteen years | $7,750,000 | 489 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $454,885,000 | 31 |
| 2007-03-31 | Rank |
| Total debt securities | $2,128,946,000 | 102 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $226,000 | 1,310 |
| Over three months through twelve months | $12,256,000 | 137 |
| Over one year through three years | $73,398,000 | 36 |
| Over three years through five years | $15,225,000 | 189 |
| Over five years through fifteen years | $122,886,000 | 114 |
| Over fifteen years | $11,639,000 | 530 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $271,632,000 | 58 |
| Over three years | $251,349,000 | 79 |
| Other debt securities |
| Three months or less | $86,609,000 | 128 |
| Over three months through twelve months | $276,896,000 | 23 |
| Over one year through three years | $439,726,000 | 27 |
| Over three years through five years | $320,577,000 | 23 |
| Over five years through fifteen years | $238,698,000 | 63 |
| Over fifteen years | $7,829,000 | 465 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $375,910,000 | 41 |
| 2006-12-31 | Rank |
| Total debt securities | $2,705,143,000 | 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 | $893,000 | 667 |
| Over three months through twelve months | $6,691,000 | 246 |
| Over one year through three years | $82,280,000 | 35 |
| Over three years through five years | $7,542,000 | 376 |
| Over five years through fifteen years | $136,330,000 | 105 |
| Over fifteen years | $9,645,000 | 567 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $273,601,000 | 56 |
| Over three years | $208,936,000 | 92 |
| Other debt securities |
| Three months or less | $689,963,000 | 25 |
| Over three months through twelve months | $274,596,000 | 30 |
| Over one year through three years | $431,782,000 | 27 |
| Over three years through five years | $327,613,000 | 26 |
| Over five years through fifteen years | $246,903,000 | 57 |
| Over fifteen years | $8,368,000 | 432 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $972,061,000 | 17 |
| 2006-09-30 | Rank |
| Total debt securities | $2,087,754,000 | 108 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,177,000 | 581 |
| Over three months through twelve months | $5,620,000 | 267 |
| Over one year through three years | $83,400,000 | 32 |
| Over three years through five years | $10,537,000 | 329 |
| Over five years through fifteen years | $143,162,000 | 108 |
| Over fifteen years | $8,536,000 | 586 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $263,284,000 | 61 |
| Over three years | $200,140,000 | 100 |
| Other debt securities |
| Three months or less | $104,801,000 | 100 |
| Over three months through twelve months | $262,400,000 | 31 |
| Over one year through three years | $480,137,000 | 29 |
| Over three years through five years | $268,938,000 | 33 |
| Over five years through fifteen years | $249,036,000 | 63 |
| Over fifteen years | $6,586,000 | 512 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $373,913,000 | 42 |
| 2006-06-30 | Rank |
| Total debt securities | $2,028,840,000 | 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 | $134,000 | 1,553 |
| Over three months through twelve months | $3,244,000 | 402 |
| Over one year through three years | $93,166,000 | 29 |
| Over three years through five years | $7,072,000 | 483 |
| Over five years through fifteen years | $146,040,000 | 110 |
| Over fifteen years | $8,422,000 | 549 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $278,755,000 | 58 |
| Over three years | $167,050,000 | 115 |
| Other debt securities |
| Three months or less | $127,958,000 | 85 |
| Over three months through twelve months | $262,217,000 | 32 |
| Over one year through three years | $498,687,000 | 27 |
| Over three years through five years | $194,198,000 | 41 |
| Over five years through fifteen years | $235,787,000 | 63 |
| Over fifteen years | $6,110,000 | 522 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $393,463,000 | 35 |
| 2006-03-31 | Rank |
| Total debt securities | $2,028,387,000 | 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 | $804,000 | 782 |
| Over three months through twelve months | $3,705,000 | 353 |
| Over one year through three years | $82,414,000 | 30 |
| Over three years through five years | $27,868,000 | 157 |
| Over five years through fifteen years | $146,279,000 | 111 |
| Over fifteen years | $7,533,000 | 566 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $308,408,000 | 54 |
| Over three years | $135,106,000 | 133 |
| Other debt securities |
| Three months or less | $111,634,000 | 106 |
| Over three months through twelve months | $295,950,000 | 25 |
| Over one year through three years | $508,909,000 | 29 |
| Over three years through five years | $167,714,000 | 52 |
| Over five years through fifteen years | $225,887,000 | 67 |
| Over fifteen years | $6,176,000 | 523 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $411,999,000 | 41 |
| 2005-12-31 | Rank |
| Total debt securities | $2,755,473,000 | 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 | $376,000 | 1,108 |
| Over three months through twelve months | $3,938,000 | 357 |
| Over one year through three years | $71,527,000 | 39 |
| Over three years through five years | $47,789,000 | 105 |
| Over five years through fifteen years | $148,607,000 | 115 |
| Over fifteen years | $3,330,000 | 929 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $332,216,000 | 51 |
| Over three years | $101,644,000 | 157 |
| Other debt securities |
| Three months or less | $966,191,000 | 20 |
| Over three months through twelve months | $332,744,000 | 32 |
| Over one year through three years | $375,328,000 | 39 |
| Over three years through five years | $137,773,000 | 70 |
| Over five years through fifteen years | $227,682,000 | 61 |
| Over fifteen years | $6,328,000 | 493 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,303,144,000 | 13 |
| 2005-09-30 | Rank |
| Total debt securities | $2,033,283,000 | 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 | $51,000 | 2,005 |
| Over three months through twelve months | $3,105,000 | 441 |
| Over one year through three years | $64,819,000 | 40 |
| Over three years through five years | $67,289,000 | 78 |
| Over five years through fifteen years | $137,465,000 | 127 |
| Over fifteen years | $1,238,000 | 1,457 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $382,534,000 | 56 |
| Over three years | $65,015,000 | 195 |
| Other debt securities |
| Three months or less | $185,172,000 | 62 |
| Over three months through twelve months | $402,523,000 | 21 |
| Over one year through three years | $356,187,000 | 47 |
| Over three years through five years | $143,246,000 | 77 |
| Over five years through fifteen years | $217,449,000 | 61 |
| Over fifteen years | $7,190,000 | 447 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $596,466,000 | 24 |
| 2005-06-30 | Rank |
| Total debt securities | $2,091,478,000 | 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 | $77,000 | 1,885 |
| Over three months through twelve months | $3,542,000 | 407 |
| Over one year through three years | $57,218,000 | 39 |
| Over three years through five years | $91,789,000 | 54 |
| Over five years through fifteen years | $86,400,000 | 200 |
| Over fifteen years | $0 | 2,952 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $400,043,000 | 64 |
| Over three years | $89,243,000 | 160 |
| Other debt securities |
| Three months or less | $173,056,000 | 62 |
| Over three months through twelve months | $478,568,000 | 18 |
| Over one year through three years | $423,462,000 | 38 |
| Over three years through five years | $96,948,000 | 110 |
| Over five years through fifteen years | $188,147,000 | 78 |
| Over fifteen years | $2,985,000 | 768 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $660,849,000 | 22 |
| 2005-03-31 | Rank |
| Total debt securities | $2,180,568,000 | 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 | $288,000 | 1,347 |
| Over three months through twelve months | $1,483,000 | 753 |
| Over one year through three years | $40,374,000 | 57 |
| Over three years through five years | $126,493,000 | 36 |
| Over five years through fifteen years | $10,935,000 | 1,035 |
| Over fifteen years | $0 | 3,008 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $468,259,000 | 47 |
| Over three years | $55,796,000 | 231 |
| Other debt securities |
| Three months or less | $285,848,000 | 46 |
| Over three months through twelve months | $497,172,000 | 16 |
| Over one year through three years | $486,953,000 | 39 |
| Over three years through five years | $90,431,000 | 128 |
| Over five years through fifteen years | $114,480,000 | 124 |
| Over fifteen years | $2,056,000 | 935 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $784,552,000 | 21 |
| 2004-12-31 | Rank |
| Total debt securities | $3,058,342,000 | 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 | $62,000 | 1,998 |
| Over three months through twelve months | $1,111,000 | 901 |
| Over one year through three years | $30,665,000 | 62 |
| Over three years through five years | $154,262,000 | 32 |
| Over five years through fifteen years | $12,000 | 4,603 |
| Over fifteen years | $0 | 3,087 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $512,957,000 | 49 |
| Over three years | $52,148,000 | 221 |
| Other debt securities |
| Three months or less | $1,081,304,000 | 14 |
| Over three months through twelve months | $432,114,000 | 20 |
| Over one year through three years | $649,108,000 | 28 |
| Over three years through five years | $72,726,000 | 151 |
| Over five years through fifteen years | $71,662,000 | 221 |
| Over fifteen years | $211,000 | 2,221 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,497,041,000 | 15 |
| 2004-09-30 | Rank |
| Total debt securities | $2,096,576,000 | 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 | $39,000 | 2,250 |
| Over three months through twelve months | $1,065,000 | 893 |
| Over one year through three years | $28,052,000 | 64 |
| Over three years through five years | $163,401,000 | 28 |
| Over five years through fifteen years | $13,000 | 4,652 |
| Over fifteen years | $0 | 3,151 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $524,657,000 | 44 |
| Over three years | $19,946,000 | 376 |
| Other debt securities |
| Three months or less | $114,438,000 | 86 |
| Over three months through twelve months | $309,146,000 | 27 |
| Over one year through three years | $805,246,000 | 23 |
| Over three years through five years | $71,045,000 | 167 |
| Over five years through fifteen years | $59,502,000 | 282 |
| Over fifteen years | $26,000 | 2,725 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $406,719,000 | 31 |
| 2004-06-30 | Rank |
| Total debt securities | $2,068,999,000 | 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 | $108,000 | 1,843 |
| Over three months through twelve months | $1,146,000 | 859 |
| Over one year through three years | $22,364,000 | 68 |
| Over three years through five years | $171,489,000 | 24 |
| Over five years through fifteen years | $15,000 | 4,714 |
| Over fifteen years | $0 | 3,262 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $487,598,000 | 40 |
| Over three years | $33,875,000 | 299 |
| Other debt securities |
| Three months or less | $165,703,000 | 69 |
| Over three months through twelve months | $283,267,000 | 24 |
| Over one year through three years | $764,274,000 | 30 |
| Over three years through five years | $100,207,000 | 121 |
| Over five years through fifteen years | $38,932,000 | 474 |
| Over fifteen years | $21,000 | 2,756 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $429,051,000 | 29 |
| 2004-03-31 | Rank |
| Total debt securities | $2,483,238,000 | 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 | $485,000 | 1,272 |
| Over three months through twelve months | $1,220,000 | 832 |
| Over one year through three years | $28,302,000 | 50 |
| Over three years through five years | $176,072,000 | 21 |
| Over five years through fifteen years | $18,000 | 4,694 |
| Over fifteen years | $0 | 3,320 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $490,717,000 | 54 |
| Over three years | $8,375,000 | 558 |
| Other debt securities |
| Three months or less | $529,604,000 | 33 |
| Over three months through twelve months | $333,907,000 | 22 |
| Over one year through three years | $773,542,000 | 26 |
| Over three years through five years | $113,862,000 | 95 |
| Over five years through fifteen years | $27,114,000 | 696 |
| Over fifteen years | $20,000 | 2,733 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $842,988,000 | 21 |
| 2003-12-31 | Rank |
| Total debt securities | $2,967,990,000 | 84 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $0 | 3,043 |
| Over three months through twelve months | $1,931,000 | 644 |
| Over one year through three years | $27,472,000 | 56 |
| Over three years through five years | $185,251,000 | 18 |
| Over five years through fifteen years | $21,000 | 4,724 |
| Over fifteen years | $18,000 | 3,315 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $342,076,000 | 58 |
| Over three years | $92,476,000 | 159 |
| Other debt securities |
| Three months or less | $1,014,349,000 | 20 |
| Over three months through twelve months | $402,979,000 | 20 |
| Over one year through three years | $740,832,000 | 22 |
| Over three years through five years | $120,164,000 | 91 |
| Over five years through fifteen years | $38,878,000 | 475 |
| Over fifteen years | $1,543,000 | 1,179 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,399,272,000 | 17 |
| 2003-09-30 | Rank |
| Total debt securities | $2,609,213,000 | 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 | $64,000 | 2,423 |
| Over three months through twelve months | $2,125,000 | 572 |
| Over one year through three years | $25,660,000 | 52 |
| Over three years through five years | $185,706,000 | 18 |
| Over five years through fifteen years | $22,000 | 4,793 |
| Over fifteen years | $23,000 | 3,375 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $219,844,000 | 87 |
| Over three years | $177,962,000 | 102 |
| Other debt securities |
| Three months or less | $734,973,000 | 23 |
| Over three months through twelve months | $500,970,000 | 16 |
| Over one year through three years | $559,939,000 | 22 |
| Over three years through five years | $158,445,000 | 73 |
| Over five years through fifteen years | $41,933,000 | 432 |
| Over fifteen years | $1,547,000 | 1,173 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,217,103,000 | 16 |
| 2003-06-30 | Rank |
| Total debt securities | $2,672,260,000 | 89 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $100,000 | 2,247 |
| Over three months through twelve months | $2,170,000 | 596 |
| Over one year through three years | $34,215,000 | 30 |
| Over three years through five years | $189,207,000 | 15 |
| Over five years through fifteen years | $25,000 | 4,754 |
| Over fifteen years | $28,000 | 3,431 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $355,226,000 | 72 |
| Over three years | $0 | 1,950 |
| Other debt securities |
| Three months or less | $809,622,000 | 22 |
| Over three months through twelve months | $590,959,000 | 15 |
| Over one year through three years | $548,618,000 | 24 |
| Over three years through five years | $98,364,000 | 106 |
| Over five years through fifteen years | $42,945,000 | 387 |
| Over fifteen years | $781,000 | 1,609 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,402,273,000 | 16 |
| 2003-03-31 | Rank |
| Total debt securities | $3,086,790,000 | 76 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $1,529,000 | 794 |
| Over three months through twelve months | $385,000 | 1,497 |
| Over one year through three years | $25,981,000 | 33 |
| Over three years through five years | $193,407,000 | 14 |
| Over five years through fifteen years | $30,000 | 4,650 |
| Over fifteen years | $32,000 | 3,487 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $167,660,000 | 127 |
| Over three years | $40,159,000 | 214 |
| Other debt securities |
| Three months or less | $1,178,025,000 | 18 |
| Over three months through twelve months | $702,445,000 | 13 |
| Over one year through three years | $643,325,000 | 22 |
| Over three years through five years | $104,854,000 | 104 |
| Over five years through fifteen years | $28,958,000 | 524 |
| Over fifteen years | $0 | 2,861 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,881,919,000 | 10 |
| 2002-12-31 | Rank |
| Total debt securities | $3,456,331,000 | 70 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $303,000 | 1,683 |
| Over three months through twelve months | $5,839,000 | 306 |
| Over one year through three years | $28,143,000 | 30 |
| Over three years through five years | $185,512,000 | 11 |
| Over five years through fifteen years | $34,000 | 4,579 |
| Over fifteen years | $37,000 | 3,459 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $91,697,000 | 184 |
| Over three years | $0 | 2,194 |
| Other debt securities |
| Three months or less | $1,522,352,000 | 12 |
| Over three months through twelve months | $755,016,000 | 13 |
| Over one year through three years | $716,756,000 | 23 |
| Over three years through five years | $115,468,000 | 90 |
| Over five years through fifteen years | $35,174,000 | 397 |
| Over fifteen years | $0 | 2,861 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $2,204,726,000 | 7 |
| 2001-12-31 | Rank |
| Total debt securities | $3,887,683,000 | 54 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $0 | 3,181 |
| Over three months through twelve months | $14,167,000 | 135 |
| Over one year through three years | $56,217,000 | 18 |
| Over three years through five years | $161,026,000 | 13 |
| Over five years through fifteen years | $3,810,000 | 1,315 |
| Over fifteen years | $0 | 3,783 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $183,000 | 2,970 |
| Over three years | $0 | 3,074 |
| Other debt securities |
| Three months or less | $2,034,327,000 | 14 |
| Over three months through twelve months | $423,115,000 | 14 |
| Over one year through three years | $977,409,000 | 16 |
| Over three years through five years | $186,627,000 | 38 |
| Over five years through fifteen years | $30,802,000 | 476 |
| Over fifteen years | $0 | 2,892 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $2,478,706,000 | 9 |
| 2000-12-31 | Rank |
| Total debt securities | $2,527,662,000 | 77 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $6,619,000 | 211 |
| Over three months through twelve months | $11,209,000 | 197 |
| Over one year through three years | $37,471,000 | 23 |
| Over three years through five years | $45,159,000 | 20 |
| Over five years through fifteen years | $47,875,000 | 145 |
| Over fifteen years | $57,000 | 3,164 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $287,000 | 2,166 |
| Over three years | $194,000 | 2,803 |
| Other debt securities |
| Three months or less | $891,323,000 | 25 |
| Over three months through twelve months | $571,804,000 | 13 |
| Over one year through three years | $617,877,000 | 20 |
| Over three years through five years | $256,287,000 | 36 |
| Over five years through fifteen years | $41,500,000 | 367 |
| Over fifteen years | $0 | 2,968 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,452,106,000 | 16 |
| 1999-12-31 | Rank |
| Total debt securities | $3,027,352,000 | 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 | $0 | 2,773 |
| Over three months through twelve months | $29,364,000 | 99 |
| Over one year through three years | $48,275,000 | 14 |
| Over three years through five years | $53,653,000 | 30 |
| Over five years through fifteen years | $54,790,000 | 146 |
| Over fifteen years | $0 | 3,621 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $0 | 3,003 |
| Over three years | $236,000 | 2,892 |
| Other debt securities |
| Three months or less | $983,129,000 | 15 |
| Over three months through twelve months | $391,859,000 | 19 |
| Over one year through three years | $939,753,000 | 18 |
| Over three years through five years | $386,385,000 | 32 |
| Over five years through fifteen years | $139,908,000 | 118 |
| Over fifteen years | $0 | 3,083 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $1,404,129,000 | 14 |
| 1998-12-31 | Rank |
| Total debt securities | $19,153,000 | 4,856 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $0 | 3,090 |
| Over three months through twelve months | $0 | 3,743 |
| Over one year through three years | $746,000 | 1,175 |
| Over three years through five years | $0 | 3,447 |
| Over five years through fifteen years | $0 | 4,763 |
| Over fifteen years | $0 | 3,506 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $0 | 3,411 |
| Over three years | $0 | 3,353 |
| Other debt securities |
| Three months or less | $506,000 | 5,126 |
| Over three months through twelve months | $2,840,000 | 2,756 |
| Over one year through three years | $6,556,000 | 2,364 |
| Over three years through five years | $5,160,000 | 2,474 |
| Over five years through fifteen years | $3,345,000 | 3,859 |
| Over fifteen years | $0 | 3,104 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $3,346,000 | 3,445 |
| 1997-12-31 | Rank |
| Total debt securities | $22,942,000 | 4,362 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | $0 | 3,237 |
| Over three months through twelve months | $0 | 4,112 |
| Over one year through three years | $1,147,000 | 1,018 |
| Over three years through five years | $0 | 3,868 |
| Over five years through fifteen years | $0 | 4,800 |
| Over fifteen years | $0 | 3,257 |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | $26,000 | 3,347 |
| Over three years | $0 | 3,655 |
| Other debt securities |
| Three months or less | $657,000 | 5,222 |
| Over three months through twelve months | $3,939,000 | 2,728 |
| Over one year through three years | $7,095,000 | 2,749 |
| Over three years through five years | $5,318,000 | 2,305 |
| Over five years through fifteen years | $4,760,000 | 2,728 |
| Over fifteen years | $0 | 2,762 |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $4,458,000 | 3,394 |
| 1996-12-31 | Rank |
| Total debt securities | $17,543,000 | 5,689 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $4,713,000 | 3,311 |
| 1995-12-31 | Rank |
| Total debt securities | $17,496,000 | 5,974 |
| 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 | $9,360,000 | 2,315 |
| 1994-12-31 | Rank |
| Total debt securities | $19,769,000 | 5,822 |
| 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 | $5,578,000 | 3,269 |
| 1993-12-31 | Rank |
| Total debt securities | $21,340,000 | 5,723 |
| 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 | $8,651,000 | 2,440 |
| 1992-12-31 | Rank |
| Total debt securities | $19,991,000 | 5,992 |
| Maturity and repricing data for debt securities: |
| Mortgage pass-throughs backed by closed-end first lien 1-4 residential mortgages |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| CMOs, REMICs and stripped MBs (excluding mortgage pass-throughs) with an expected average life of: |
| Three years or less | NA | NA |
| Over three years | NA | NA |
| Other debt securities |
| Three months or less | NA | NA |
| Over three months through twelve months | NA | NA |
| Over one year through three years | NA | NA |
| Over three years through five years | NA | NA |
| Over five years through fifteen years | NA | NA |
| Over fifteen years | NA | NA |
| Fixed and floating rate debt securities (included above) |
| With remaining maturity of one year or less | $4,201,000 | 4,539 |
