Home > Capital One > U.S. Government Obligations
Capital One, U.S. Government Obligations
| 2023-12-31 | Rank | |
| U.S. Government agency obligations | $66,351,758,000 | 10 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $29,843,057,000 | 11 |
| Issued by G.N.M.A. | $14,746,711,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $18,358,302,000 | 4 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $3,391,737,000 | 9 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,953,000 | 827 |
| 2023-09-30 | Rank | |
| U.S. Government agency obligations | $62,237,602,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $28,072,273,000 | 11 |
| Issued by G.N.M.A. | $13,922,672,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $17,197,471,000 | 5 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $3,043,013,000 | 10 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $2,173,000 | 795 |
| 2023-06-30 | Rank | |
| U.S. Government agency obligations | $65,854,703,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $30,002,357,000 | 11 |
| Issued by G.N.M.A. | $14,901,602,000 | 5 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $17,900,204,000 | 5 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $3,048,227,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $2,313,000 | 785 |
| 2023-03-31 | Rank | |
| U.S. Government agency obligations | $68,796,045,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $31,251,181,000 | 11 |
| Issued by G.N.M.A. | $15,525,839,000 | 5 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $18,843,823,000 | 5 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $3,172,684,000 | 10 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $2,518,000 | 776 |
| 2022-12-31 | Rank | |
| U.S. Government agency obligations | $64,788,785,000 | 10 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $30,064,782,000 | 12 |
| Issued by G.N.M.A. | $14,582,393,000 | 5 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $17,204,464,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,933,892,000 | 13 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $3,254,000 | 684 |
| 2022-09-30 | Rank | |
| U.S. Government agency obligations | $60,040,370,000 | 11 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $26,954,394,000 | 12 |
| Issued by G.N.M.A. | $12,720,529,000 | 5 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $14,558,685,000 | 8 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,350,534,000 | 15 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $3,456,228,000 | 13 |
| 2022-06-30 | Rank | |
| U.S. Government agency obligations | $63,022,623,000 | 10 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $29,728,715,000 | 12 |
| Issued by G.N.M.A. | $12,754,616,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $14,689,743,000 | 8 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,518,540,000 | 15 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $3,331,009,000 | 17 |
| 2022-03-31 | Rank | |
| U.S. Government agency obligations | $65,806,243,000 | 11 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $32,671,263,000 | 12 |
| Issued by G.N.M.A. | $11,542,448,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $15,153,145,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,804,618,000 | 15 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $3,634,769,000 | 16 |
| 2021-12-31 | Rank | |
| U.S. Government agency obligations | $71,459,707,000 | 10 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $36,611,834,000 | 12 |
| Issued by G.N.M.A. | $10,915,161,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,469,497,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $3,018,504,000 | 15 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,444,711,000 | 13 |
| 2021-09-30 | Rank | |
| U.S. Government agency obligations | $74,276,155,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $39,719,393,000 | 12 |
| Issued by G.N.M.A. | $9,405,265,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,914,904,000 | 7 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $3,102,117,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,134,476,000 | 12 |
| 2021-06-30 | Rank | |
| U.S. Government agency obligations | $77,718,614,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $42,556,942,000 | 10 |
| Issued by G.N.M.A. | $8,017,544,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $18,009,992,000 | 5 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $3,041,697,000 | 15 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $6,092,439,000 | 10 |
| 2021-03-31 | Rank | |
| U.S. Government agency obligations | $75,155,075,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $40,147,547,000 | 10 |
| Issued by G.N.M.A. | $7,386,522,000 | 8 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $18,383,251,000 | 4 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $3,099,565,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $6,138,190,000 | 10 |
| 2020-12-31 | Rank | |
| U.S. Government agency obligations | $76,090,862,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $39,509,456,000 | 10 |
| Issued by G.N.M.A. | $7,796,208,000 | 9 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $19,235,334,000 | 4 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $3,140,961,000 | 13 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $6,408,903,000 | 9 |
| 2020-09-30 | Rank | |
| U.S. Government agency obligations | $74,965,067,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $37,443,227,000 | 9 |
| Issued by G.N.M.A. | $8,593,575,000 | 9 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $19,468,169,000 | 4 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $3,164,741,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $6,295,355,000 | 9 |
| 2020-06-30 | Rank | |
| U.S. Government agency obligations | $68,365,483,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $30,899,636,000 | 9 |
| Issued by G.N.M.A. | $10,472,968,000 | 9 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $18,469,328,000 | 4 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,944,515,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,579,036,000 | 10 |
| 2020-03-31 | Rank | |
| U.S. Government agency obligations | $61,149,853,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $23,879,276,000 | 9 |
| Issued by G.N.M.A. | $11,345,028,000 | 9 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $17,754,601,000 | 4 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,735,496,000 | 10 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,435,452,000 | 9 |
| 2019-12-31 | Rank | |
| U.S. Government agency obligations | $59,104,024,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $23,003,789,000 | 10 |
| Issued by G.N.M.A. | $11,714,055,000 | 9 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,742,602,000 | 5 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,226,850,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,416,728,000 | 6 |
| 2019-09-30 | Rank | |
| U.S. Government agency obligations | $59,991,617,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $24,456,951,000 | 9 |
| Issued by G.N.M.A. | $11,580,736,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,374,960,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,122,545,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,456,425,000 | 7 |
| 2019-06-30 | Rank | |
| U.S. Government agency obligations | $60,955,876,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $25,160,749,000 | 9 |
| Issued by G.N.M.A. | $11,571,419,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,578,348,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,941,435,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,703,925,000 | 5 |
| 2019-03-31 | Rank | |
| U.S. Government agency obligations | $61,738,024,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $25,914,981,000 | 9 |
| Issued by G.N.M.A. | $11,730,720,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,701,789,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,858,241,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,532,293,000 | 6 |
| 2018-12-31 | Rank | |
| U.S. Government agency obligations | $60,379,537,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $25,324,883,000 | 9 |
| Issued by G.N.M.A. | $11,731,579,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,521,588,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,771,353,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,030,134,000 | 7 |
| 2018-09-30 | Rank | |
| U.S. Government agency obligations | $58,620,841,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $24,195,304,000 | 9 |
| Issued by G.N.M.A. | $11,461,386,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,385,690,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,188,786,000 | 12 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,389,675,000 | 7 |
| 2018-06-30 | Rank | |
| U.S. Government agency obligations | $57,875,753,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | NA | NA |
| Issued by U.S. government enterprises (GSEs) | NA | NA |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $23,436,097,000 | 9 |
| Issued by G.N.M.A. | $11,585,030,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,585,475,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,084,095,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,185,056,000 | 6 |
| 2018-03-31 | Rank | |
| U.S. Government agency obligations | $47,158,388,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,979 |
| Issued by U.S. government enterprises (GSEs) | $0 | 3,606 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,622,855,000 | 9 |
| Issued by G.N.M.A. | $11,241,885,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,350,628,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $899,147,000 | 15 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,043,873,000 | 6 |
| 2017-12-31 | Rank | |
| U.S. Government agency obligations | $44,183,369,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,997 |
| Issued by U.S. government enterprises (GSEs) | $0 | 3,612 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,074,069,000 | 10 |
| Issued by G.N.M.A. | $9,572,039,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,004,294,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $887,426,000 | 16 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,645,541,000 | 6 |
| 2017-09-30 | Rank | |
| U.S. Government agency obligations | $44,191,761,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,998 |
| Issued by U.S. government enterprises (GSEs) | $0 | 3,667 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,377,785,000 | 10 |
| Issued by G.N.M.A. | $9,497,610,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $15,964,047,000 | 5 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $890,482,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,461,837,000 | 6 |
| 2017-06-30 | Rank | |
| U.S. Government agency obligations | $44,072,684,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 2,005 |
| Issued by U.S. government enterprises (GSEs) | $0 | 3,736 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,746,243,000 | 9 |
| Issued by G.N.M.A. | $8,856,418,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $16,024,764,000 | 4 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $890,869,000 | 13 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,554,390,000 | 6 |
| 2017-03-31 | Rank | |
| U.S. Government agency obligations | $43,045,190,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,994 |
| Issued by U.S. government enterprises (GSEs) | $0 | 3,814 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,732,787,000 | 9 |
| Issued by G.N.M.A. | $8,060,479,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $15,893,207,000 | 4 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $876,446,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,482,271,000 | 5 |
| 2016-12-31 | Rank | |
| U.S. Government agency obligations | $42,220,205,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,995 |
| Issued by U.S. government enterprises (GSEs) | $0 | 3,848 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,670,071,000 | 9 |
| Issued by G.N.M.A. | $7,708,429,000 | 8 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $15,298,547,000 | 4 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $898,818,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,644,340,000 | 5 |
| 2016-09-30 | Rank | |
| U.S. Government agency obligations | $41,941,040,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,974 |
| Issued by U.S. government enterprises (GSEs) | $0 | 3,907 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,953,733,000 | 9 |
| Issued by G.N.M.A. | $6,889,878,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $15,426,265,000 | 5 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $773,340,000 | 13 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,897,824,000 | 3 |
| 2016-06-30 | Rank | |
| U.S. Government agency obligations | $40,653,500,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,945 |
| Issued by U.S. government enterprises (GSEs) | $0 | 4,154 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,897,481,000 | 9 |
| Issued by G.N.M.A. | $6,398,073,000 | 8 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $14,734,308,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $623,041,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,000,597,000 | 3 |
| 2016-03-31 | Rank | |
| U.S. Government agency obligations | $40,925,751,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,945 |
| Issued by U.S. government enterprises (GSEs) | $0 | 4,297 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $14,373,630,000 | 9 |
| Issued by G.N.M.A. | $5,572,445,000 | 8 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $15,159,826,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $626,459,000 | 15 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,193,391,000 | 3 |
| 2015-12-31 | Rank | |
| U.S. Government agency obligations | $39,108,250,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,936 |
| Issued by U.S. government enterprises (GSEs) | $0 | 4,429 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $14,113,658,000 | 9 |
| Issued by G.N.M.A. | $4,810,637,000 | 11 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $14,649,646,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $686,603,000 | 13 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,847,706,000 | 3 |
| 2015-09-30 | Rank | |
| U.S. Government agency obligations | $38,659,096,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,937 |
| Issued by U.S. government enterprises (GSEs) | $0 | 4,558 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,880,281,000 | 9 |
| Issued by G.N.M.A. | $4,797,576,000 | 10 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $14,665,020,000 | 6 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $695,781,000 | 12 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,620,438,000 | 3 |
| 2015-06-30 | Rank | |
| U.S. Government agency obligations | $37,735,832,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,929 |
| Issued by U.S. government enterprises (GSEs) | $0 | 4,668 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,152,612,000 | 9 |
| Issued by G.N.M.A. | $4,711,266,000 | 11 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $14,524,275,000 | 5 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $648,107,000 | 12 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,699,572,000 | 3 |
| 2015-03-31 | Rank | |
| U.S. Government agency obligations | $36,692,496,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $412,000 | 1,662 |
| Issued by U.S. government enterprises (GSEs) | $0 | 4,730 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,059,146,000 | 10 |
| Issued by G.N.M.A. | $4,707,198,000 | 10 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $13,723,379,000 | 8 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $413,926,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,788,435,000 | 3 |
| 2014-12-31 | Rank | |
| U.S. Government agency obligations | $35,715,657,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $508,000 | 1,562 |
| Issued by U.S. government enterprises (GSEs) | $0 | 4,777 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,303,564,000 | 9 |
| Issued by G.N.M.A. | $4,182,940,000 | 9 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $13,215,438,000 | 7 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $435,870,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,577,337,000 | 3 |
| 2014-09-30 | Rank | |
| U.S. Government agency obligations | $34,180,922,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | $508,000 | 1,560 |
| Issued by U.S. government enterprises (GSEs) | $0 | 4,846 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,510,007,000 | 8 |
| Issued by G.N.M.A. | $3,036,001,000 | 12 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $12,931,437,000 | 7 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $431,833,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,271,136,000 | 4 |
| 2014-06-30 | Rank | |
| U.S. Government agency obligations | $33,995,478,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | $574,000 | 1,529 |
| Issued by U.S. government enterprises (GSEs) | $0 | 4,882 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $14,170,703,000 | 8 |
| Issued by G.N.M.A. | $2,694,544,000 | 13 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $12,417,340,000 | 8 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $456,087,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,256,230,000 | 3 |
| 2014-03-31 | Rank | |
| U.S. Government agency obligations | $35,131,926,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | $573,000 | 1,521 |
| Issued by U.S. government enterprises (GSEs) | $0 | 4,947 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $14,696,841,000 | 8 |
| Issued by G.N.M.A. | $2,793,488,000 | 13 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $12,873,648,000 | 7 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $452,000,000 | 13 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,315,376,000 | 3 |
| 2013-12-31 | Rank | |
| U.S. Government agency obligations | $35,185,607,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,874 |
| Issued by U.S. government enterprises (GSEs) | $573,000 | 4,705 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $16,246,670,000 | 8 |
| Issued by G.N.M.A. | $1,863,258,000 | 14 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $12,337,559,000 | 8 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $457,908,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,279,639,000 | 3 |
| 2013-09-30 | Rank | |
| U.S. Government agency obligations | $35,687,129,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,851 |
| Issued by U.S. government enterprises (GSEs) | $573,000 | 4,735 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $16,864,694,000 | 7 |
| Issued by G.N.M.A. | $1,623,119,000 | 15 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $12,578,251,000 | 8 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $469,852,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,150,640,000 | 3 |
| 2013-06-30 | Rank | |
| U.S. Government agency obligations | $36,682,774,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,835 |
| Issued by U.S. government enterprises (GSEs) | $101,219,000 | 245 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $17,473,153,000 | 7 |
| Issued by G.N.M.A. | $1,740,518,000 | 13 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $12,538,544,000 | 8 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $319,527,000 | 13 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,509,813,000 | 3 |
| 2013-03-31 | Rank | |
| U.S. Government agency obligations | $37,537,043,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,818 |
| Issued by U.S. government enterprises (GSEs) | $301,177,000 | 75 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $17,316,888,000 | 7 |
| Issued by G.N.M.A. | $1,929,330,000 | 11 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $12,694,003,000 | 8 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $329,568,000 | 12 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $4,966,077,000 | 3 |
| 2012-12-31 | Rank | |
| U.S. Government agency obligations | $40,229,701,000 | 7 |
| Non-mortgage backed: | ||
| U.S. government agencies | $248,141,000 | 15 |
| Issued by U.S. government enterprises (GSEs) | $302,818,000 | 75 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $18,265,366,000 | 6 |
| Issued by G.N.M.A. | $2,093,964,000 | 10 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $14,014,271,000 | 7 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $32,141,000 | 46 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $5,273,000,000 | 3 |
| 2012-09-30 | Rank | |
| U.S. Government agency obligations | $22,289,634,000 | 15 |
| Non-mortgage backed: | ||
| U.S. government agencies | $237,545,000 | 13 |
| Issued by U.S. government enterprises (GSEs) | $104,469,000 | 217 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $10,370,576,000 | 10 |
| Issued by G.N.M.A. | $804,342,000 | 27 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $8,800,940,000 | 11 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $32,496,000 | 44 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,939,266,000 | 5 |
| 2012-06-30 | Rank | |
| U.S. Government agency obligations | $20,827,018,000 | 15 |
| Non-mortgage backed: | ||
| U.S. government agencies | $196,954,000 | 17 |
| Issued by U.S. government enterprises (GSEs) | $105,457,000 | 212 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $8,692,505,000 | 14 |
| Issued by G.N.M.A. | $859,733,000 | 26 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $9,673,329,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $32,630,000 | 36 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,266,410,000 | 4 |
| 2012-03-31 | Rank | |
| U.S. Government agency obligations | $21,637,521,000 | 17 |
| Non-mortgage backed: | ||
| U.S. government agencies | $188,403,000 | 14 |
| Issued by U.S. government enterprises (GSEs) | $106,521,000 | 228 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $9,178,587,000 | 14 |
| Issued by G.N.M.A. | $941,315,000 | 25 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $10,265,828,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $37,443,000 | 24 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $919,424,000 | 5 |
| 2011-12-31 | Rank | |
| U.S. Government agency obligations | $21,883,218,000 | 16 |
| Non-mortgage backed: | ||
| U.S. government agencies | $128,743,000 | 17 |
| Issued by U.S. government enterprises (GSEs) | $107,426,000 | 212 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $8,841,372,000 | 12 |
| Issued by G.N.M.A. | $986,600,000 | 23 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $11,322,247,000 | 10 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $0 | 388 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $496,830,000 | 5 |
| 2011-09-30 | Rank | |
| U.S. Government agency obligations | $21,983,300,000 | 14 |
| Non-mortgage backed: | ||
| U.S. government agencies | $128,475,000 | 13 |
| Issued by U.S. government enterprises (GSEs) | $108,460,000 | 209 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $9,022,365,000 | 11 |
| Issued by G.N.M.A. | $958,955,000 | 23 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $11,361,789,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $15,795,000 | 35 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $387,461,000 | 6 |
| 2011-06-30 | Rank | |
| U.S. Government agency obligations | $22,008,211,000 | 13 |
| Non-mortgage backed: | ||
| U.S. government agencies | $51,566,000 | 42 |
| Issued by U.S. government enterprises (GSEs) | $109,170,000 | 226 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $11,505,090,000 | 10 |
| Issued by G.N.M.A. | $624,724,000 | 25 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $9,526,627,000 | 10 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $0 | 353 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $191,034,000 | 9 |
| 2011-03-31 | Rank | |
| U.S. Government agency obligations | $23,020,882,000 | 11 |
| Non-mortgage backed: | ||
| U.S. government agencies | $50,793,000 | 36 |
| Issued by U.S. government enterprises (GSEs) | $108,952,000 | 244 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $12,052,132,000 | 10 |
| Issued by G.N.M.A. | $639,125,000 | 24 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $10,105,338,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $0 | 347 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $64,542,000 | 14 |
| 2010-12-31 | Rank | |
| U.S. Government agency obligations | $22,563,621,000 | 11 |
| Non-mortgage backed: | ||
| U.S. government agencies | $799,000 | 763 |
| Issued by U.S. government enterprises (GSEs) | $210,647,000 | 111 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $12,451,412,000 | 10 |
| Issued by G.N.M.A. | $663,350,000 | 23 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $9,237,413,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2010-09-30 | Rank | |
| U.S. Government agency obligations | $21,123,545,000 | 12 |
| Non-mortgage backed: | ||
| U.S. government agencies | $809,000 | 719 |
| Issued by U.S. government enterprises (GSEs) | $213,100,000 | 102 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $11,568,887,000 | 10 |
| Issued by G.N.M.A. | $736,935,000 | 22 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $8,603,814,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2010-06-30 | Rank | |
| U.S. Government agency obligations | $20,743,286,000 | 13 |
| Non-mortgage backed: | ||
| U.S. government agencies | $818,000 | 698 |
| Issued by U.S. government enterprises (GSEs) | $213,829,000 | 116 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $9,746,389,000 | 10 |
| Issued by G.N.M.A. | $803,312,000 | 19 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $9,978,938,000 | 7 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2010-03-31 | Rank | |
| U.S. Government agency obligations | $19,441,746,000 | 13 |
| Non-mortgage backed: | ||
| U.S. government agencies | $824,000 | 697 |
| Issued by U.S. government enterprises (GSEs) | $212,759,000 | 107 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $10,290,117,000 | 11 |
| Issued by G.N.M.A. | $827,454,000 | 18 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $8,110,592,000 | 8 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2009-12-31 | Rank | |
| U.S. Government agency obligations | $20,623,427,000 | 12 |
| Non-mortgage backed: | ||
| U.S. government agencies | $832,000 | 620 |
| Issued by U.S. government enterprises (GSEs) | $238,781,000 | 82 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $10,725,299,000 | 12 |
| Issued by G.N.M.A. | $2,709,165,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $6,949,350,000 | 8 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2009-09-30 | Rank | |
| U.S. Government agency obligations | $20,905,223,000 | 9 |
| Non-mortgage backed: | ||
| U.S. government agencies | $843,000 | 595 |
| Issued by U.S. government enterprises (GSEs) | $240,659,000 | 76 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $11,879,786,000 | 9 |
| Issued by G.N.M.A. | $2,874,159,000 | 5 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $5,909,776,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2009-06-30 | Rank | |
| U.S. Government agency obligations | $23,905,635,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $848,000 | 563 |
| Issued by U.S. government enterprises (GSEs) | $309,550,000 | 61 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $14,497,568,000 | 7 |
| Issued by G.N.M.A. | $381,034,000 | 23 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $8,716,635,000 | 5 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2009-03-31 | Rank | |
| U.S. Government agency obligations | $23,647,071,000 | 7 |
| Non-mortgage backed: | ||
| U.S. government agencies | $855,000 | 479 |
| Issued by U.S. government enterprises (GSEs) | $1,686,406,000 | 6 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $13,661,710,000 | 5 |
| Issued by G.N.M.A. | $452,234,000 | 23 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $7,845,866,000 | 5 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2008-12-31 | Rank | |
| U.S. Government agency obligations | $20,452,799,000 | 8 |
| Non-mortgage backed: | ||
| U.S. government agencies | $1,389,000 | 351 |
| Issued by U.S. government enterprises (GSEs) | $2,074,256,000 | 6 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $11,176,075,000 | 9 |
| Issued by G.N.M.A. | $473,164,000 | 18 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $6,727,915,000 | 7 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2008-09-30 | Rank | |
| U.S. Government agency obligations | $15,809,871,000 | 11 |
| Non-mortgage backed: | ||
| U.S. government agencies | $1,436,000 | 289 |
| Issued by U.S. government enterprises (GSEs) | $1,357,206,000 | 13 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $9,149,891,000 | 8 |
| Issued by G.N.M.A. | $471,191,000 | 15 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $4,830,147,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2008-06-30 | Rank | |
| U.S. Government agency obligations | $13,749,163,000 | 11 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,159,000 | 233 |
| Issued by U.S. government enterprises (GSEs) | $1,394,877,000 | 15 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $7,920,379,000 | 10 |
| Issued by G.N.M.A. | $358,074,000 | 14 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $4,073,674,000 | 10 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2008-03-31 | Rank | |
| U.S. Government agency obligations | $11,372,841,000 | 15 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,248,000 | 225 |
| Issued by U.S. government enterprises (GSEs) | $805,010,000 | 22 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $6,006,873,000 | 13 |
| Issued by G.N.M.A. | $192,279,000 | 23 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $4,366,431,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2007-12-31 | Rank | |
| U.S. Government agency obligations | $9,828,986,000 | 16 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,246,000 | 226 |
| Issued by U.S. government enterprises (GSEs) | $813,183,000 | 26 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $4,642,836,000 | 11 |
| Issued by G.N.M.A. | $157,811,000 | 25 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $4,212,910,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2007-09-30 | Rank | |
| U.S. Government agency obligations | $10,401,077,000 | 17 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,274,000 | 223 |
| Issued by U.S. government enterprises (GSEs) | $1,621,849,000 | 18 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $4,327,769,000 | 13 |
| Issued by G.N.M.A. | $162,575,000 | 28 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $4,286,610,000 | 9 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2007-06-30 | Rank | |
| U.S. Government agency obligations | $5,840,419,000 | 27 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,289,000 | 229 |
| Issued by U.S. government enterprises (GSEs) | $1,355,188,000 | 22 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,586,478,000 | 19 |
| Issued by G.N.M.A. | $24,011,000 | 136 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $1,872,453,000 | 22 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2007-03-31 | Rank | |
| U.S. Government agency obligations | $5,484,205,000 | 29 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,298,000 | 217 |
| Issued by U.S. government enterprises (GSEs) | $1,278,348,000 | 20 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,317,808,000 | 19 |
| Issued by G.N.M.A. | $25,903,000 | 132 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $1,859,848,000 | 21 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2006-12-31 | Rank | |
| U.S. Government agency obligations | $4,892,251,000 | 33 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,938,000 | 185 |
| Issued by U.S. government enterprises (GSEs) | $840,722,000 | 30 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,243,146,000 | 21 |
| Issued by G.N.M.A. | $28,120,000 | 131 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $1,777,325,000 | 20 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2006-09-30 | Rank | |
| U.S. Government agency obligations | $4,849,697,000 | 39 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,903,000 | 179 |
| Issued by U.S. government enterprises (GSEs) | $968,391,000 | 33 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,350,405,000 | 20 |
| Issued by G.N.M.A. | $29,998,000 | 129 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $1,498,000,000 | 30 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2006-06-30 | Rank | |
| U.S. Government agency obligations | $4,939,446,000 | 34 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,572,000 | 187 |
| Issued by U.S. government enterprises (GSEs) | $1,064,174,000 | 30 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,443,779,000 | 20 |
| Issued by G.N.M.A. | $31,632,000 | 129 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $1,397,289,000 | 31 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2006-03-31 | Rank | |
| U.S. Government agency obligations | $5,001,240,000 | 37 |
| Non-mortgage backed: | ||
| U.S. government agencies | $3,044,000 | 167 |
| Issued by U.S. government enterprises (GSEs) | $1,072,925,000 | 30 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,680,870,000 | 19 |
| Issued by G.N.M.A. | $33,900,000 | 126 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $1,210,501,000 | 35 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2005-12-31 | Rank | |
| U.S. Government agency obligations | $4,447,302,000 | 40 |
| Non-mortgage backed: | ||
| U.S. government agencies | $3,079,000 | 165 |
| Issued by U.S. government enterprises (GSEs) | $454,733,000 | 67 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $3,070,339,000 | 17 |
| Issued by G.N.M.A. | $37,038,000 | 122 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $882,113,000 | 51 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2005-09-30 | Rank | |
| U.S. Government agency obligations | $3,944,294,000 | 46 |
| Non-mortgage backed: | ||
| U.S. government agencies | $4,049,000 | 139 |
| Issued by U.S. government enterprises (GSEs) | $554,504,000 | 58 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,993,500,000 | 17 |
| Issued by G.N.M.A. | $41,013,000 | 118 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $351,228,000 | 91 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2005-06-30 | Rank | |
| U.S. Government agency obligations | $3,744,007,000 | 48 |
| Non-mortgage backed: | ||
| U.S. government agencies | $4,479,000 | 98 |
| Issued by U.S. government enterprises (GSEs) | $159,395,000 | 196 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $3,153,191,000 | 15 |
| Issued by G.N.M.A. | $43,960,000 | 106 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $382,982,000 | 90 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2005-03-31 | Rank | |
| U.S. Government agency obligations | $4,125,560,000 | 48 |
| Non-mortgage backed: | ||
| U.S. government agencies | $4,520,000 | 96 |
| Issued by U.S. government enterprises (GSEs) | $157,389,000 | 206 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $3,510,110,000 | 15 |
| Issued by G.N.M.A. | $44,758,000 | 111 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $408,783,000 | 86 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2004-12-31 | Rank | |
| U.S. Government agency obligations | $4,164,542,000 | 50 |
| Non-mortgage backed: | ||
| U.S. government agencies | $4,551,000 | 112 |
| Issued by U.S. government enterprises (GSEs) | $184,291,000 | 173 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $3,481,071,000 | 16 |
| Issued by G.N.M.A. | $49,230,000 | 108 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $445,399,000 | 78 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2004-09-30 | Rank | |
| U.S. Government agency obligations | $3,622,054,000 | 55 |
| Non-mortgage backed: | ||
| U.S. government agencies | $4,715,000 | 102 |
| Issued by U.S. government enterprises (GSEs) | $185,327,000 | 176 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,885,995,000 | 18 |
| Issued by G.N.M.A. | $54,192,000 | 95 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $491,825,000 | 69 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2004-06-30 | Rank | |
| U.S. Government agency obligations | $3,747,101,000 | 53 |
| Non-mortgage backed: | ||
| U.S. government agencies | $4,886,000 | 106 |
| Issued by U.S. government enterprises (GSEs) | $198,625,000 | 164 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,961,740,000 | 19 |
| Issued by G.N.M.A. | $59,857,000 | 96 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $521,993,000 | 70 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2004-03-31 | Rank | |
| U.S. Government agency obligations | $3,592,379,000 | 56 |
| Non-mortgage backed: | ||
| U.S. government agencies | $405,000 | 435 |
| Issued by U.S. government enterprises (GSEs) | $344,273,000 | 86 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,676,780,000 | 20 |
| Issued by G.N.M.A. | $66,844,000 | 86 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $504,077,000 | 75 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2003-12-31 | Rank | |
| U.S. Government agency obligations | $3,587,894,000 | 53 |
| Non-mortgage backed: | ||
| U.S. government agencies | $493,000 | 426 |
| Issued by U.S. government enterprises (GSEs) | $224,935,000 | 134 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,743,255,000 | 20 |
| Issued by G.N.M.A. | $78,860,000 | 88 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $540,351,000 | 78 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2003-09-30 | Rank | |
| U.S. Government agency obligations | $3,332,580,000 | 55 |
| Non-mortgage backed: | ||
| U.S. government agencies | $609,000 | 417 |
| Issued by U.S. government enterprises (GSEs) | $228,742,000 | 129 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,413,260,000 | 24 |
| Issued by G.N.M.A. | $90,449,000 | 85 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $599,520,000 | 72 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2003-06-30 | Rank | |
| U.S. Government agency obligations | $3,478,699,000 | 53 |
| Non-mortgage backed: | ||
| U.S. government agencies | $660,000 | 417 |
| Issued by U.S. government enterprises (GSEs) | $237,941,000 | 117 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,330,323,000 | 20 |
| Issued by G.N.M.A. | $102,751,000 | 84 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $807,024,000 | 67 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2003-03-31 | Rank | |
| U.S. Government agency obligations | $3,738,766,000 | 47 |
| Non-mortgage backed: | ||
| U.S. government agencies | $671,000 | 418 |
| Issued by U.S. government enterprises (GSEs) | $111,387,000 | 233 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,472,382,000 | 18 |
| Issued by G.N.M.A. | $115,260,000 | 80 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $1,039,066,000 | 52 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2002-12-31 | Rank | |
| U.S. Government agency obligations | $3,265,366,000 | 48 |
| Non-mortgage backed: | ||
| U.S. government agencies | $726,000 | 407 |
| Issued by U.S. government enterprises (GSEs) | $263,270,000 | 110 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $2,009,501,000 | 23 |
| Issued by G.N.M.A. | $126,264,000 | 83 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $865,605,000 | 59 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2001-12-31 | Rank | |
| U.S. Government agency obligations | $3,056,313,000 | 48 |
| Non-mortgage backed: | ||
| U.S. government agencies | $1,066,000 | 372 |
| Issued by U.S. government enterprises (GSEs) | $992,572,000 | 23 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $1,143,755,000 | 38 |
| Issued by G.N.M.A. | $172,455,000 | 77 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $746,465,000 | 58 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 2000-12-31 | Rank | |
| U.S. Government agency obligations | $2,386,624,000 | 51 |
| Non-mortgage backed: | ||
| U.S. government agencies | $1,854,000 | 260 |
| Issued by U.S. government enterprises (GSEs) | $1,047,320,000 | 25 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $986,768,000 | 38 |
| Issued by G.N.M.A. | $195,450,000 | 66 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $155,232,000 | 157 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 1999-12-31 | Rank | |
| U.S. Government agency obligations | $2,363,613,000 | 55 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,041,000 | 268 |
| Issued by U.S. government enterprises (GSEs) | $1,019,363,000 | 21 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $1,051,332,000 | 37 |
| Issued by G.N.M.A. | $246,951,000 | 51 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $43,926,000 | 392 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 1998-12-31 | Rank | |
| U.S. Government agency obligations | $1,967,897,000 | 62 |
| Non-mortgage backed: | ||
| U.S. government agencies | $3,136,000 | 234 |
| Issued by U.S. government enterprises (GSEs) | $1,052,366,000 | 19 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $563,967,000 | 58 |
| Issued by G.N.M.A. | $310,948,000 | 47 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $37,480,000 | 435 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 1997-12-31 | Rank | |
| U.S. Government agency obligations | $1,454,215,000 | 73 |
| Non-mortgage backed: | ||
| U.S. government agencies | $3,043,000 | 256 |
| Issued by U.S. government enterprises (GSEs) | $387,588,000 | 39 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $463,083,000 | 61 |
| Issued by G.N.M.A. | $545,763,000 | 24 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $54,738,000 | 329 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 1996-12-31 | Rank | |
| U.S. Government agency obligations | $1,534,424,000 | 73 |
| Non-mortgage backed: | ||
| U.S. government agencies | $3,248,000 | 271 |
| Issued by U.S. government enterprises (GSEs) | $258,257,000 | 59 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $545,944,000 | 57 |
| Issued by G.N.M.A. | $659,285,000 | 19 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $67,690,000 | 304 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 1995-12-31 | Rank | |
| U.S. Government agency obligations | $1,675,205,000 | 60 |
| Non-mortgage backed: | ||
| U.S. government agencies | $3,416,000 | 300 |
| Issued by U.S. government enterprises (GSEs) | $150,176,000 | 102 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $746,485,000 | 35 |
| Issued by G.N.M.A. | $706,633,000 | 18 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $68,495,000 | 327 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 1994-12-31 | Rank | |
| U.S. Government agency obligations | $1,685,094,000 | 55 |
| Non-mortgage backed: | ||
| U.S. government agencies | $2,659,000 | 281 |
| Issued by U.S. government enterprises (GSEs) | $181,781,000 | 52 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $823,818,000 | 29 |
| Issued by G.N.M.A. | $607,776,000 | 20 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $69,060,000 | 340 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 1993-12-31 | Rank | |
| U.S. Government agency obligations | $1,415,940,000 | 62 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,434 |
| Issued by U.S. government enterprises (GSEs) | $0 | 9,018 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $660,636,000 | 40 |
| Issued by G.N.M.A. | $755,304,000 | 15 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $0 | 6,482 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |
| 1992-12-31 | Rank | |
| U.S. Government agency obligations | $926,038,000 | 95 |
| Non-mortgage backed: | ||
| U.S. government agencies | $0 | 1,382 |
| Issued by U.S. government enterprises (GSEs) | $0 | 9,150 |
| Residential mortgage backed: | ||
| Pass throughs: | ||
| Issued by F.N.M.A. and F.H.L.M.C. | $71,328,000 | 243 |
| Issued by G.N.M.A. | $854,710,000 | 9 |
| Collateralized mortgage obligations (CMOs) and REMICS: | ||
| CMOs issued by government agencies or sponsored agencies | $0 | 6,646 |
| Commercial mortgage-backed: | ||
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | NA | NA |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | NA | NA |