| 2024-12-31 | Rank |
| U.S. Government agency obligations | $78,406,212,000 | 7 |
| 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. | $55,122,166,000 | 6 |
| Issued by G.N.M.A. | $4,072,474,000 | 17 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $11,575,037,000 | 7 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,624,848,000 | 17 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $352,543,000 | 58 |
| 2024-09-30 | Rank |
| U.S. Government agency obligations | $78,232,229,000 | 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. | $57,261,169,000 | 7 |
| Issued by G.N.M.A. | $3,709,937,000 | 21 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $9,644,434,000 | 10 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,675,057,000 | 18 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $251,128,000 | 68 |
| 2024-06-30 | Rank |
| U.S. Government agency obligations | $76,400,353,000 | 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. | $57,160,529,000 | 7 |
| Issued by G.N.M.A. | $3,680,835,000 | 19 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $8,096,598,000 | 13 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,625,487,000 | 20 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $254,039,000 | 65 |
| 2024-03-31 | Rank |
| U.S. Government agency obligations | $76,202,154,000 | 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. | $59,237,751,000 | 7 |
| Issued by G.N.M.A. | $3,795,649,000 | 18 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $5,754,480,000 | 19 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,625,961,000 | 19 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $261,773,000 | 67 |
| 2023-12-31 | Rank |
| U.S. Government agency obligations | $77,571,937,000 | 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. | $60,806,303,000 | 7 |
| Issued by G.N.M.A. | $3,932,122,000 | 15 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $5,801,600,000 | 16 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,512,827,000 | 18 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $265,512,000 | 65 |
| 2023-09-30 | Rank |
| U.S. Government agency obligations | $76,995,473,000 | 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. | $60,637,194,000 | 7 |
| Issued by G.N.M.A. | $3,869,150,000 | 16 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $5,758,120,000 | 17 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,480,786,000 | 20 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $269,608,000 | 65 |
| 2023-06-30 | Rank |
| U.S. Government agency obligations | $78,421,527,000 | 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. | $62,021,549,000 | 7 |
| Issued by G.N.M.A. | $4,116,882,000 | 16 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $5,767,048,000 | 17 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,437,322,000 | 20 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $274,222,000 | 62 |
| 2023-03-31 | Rank |
| U.S. Government agency obligations | $80,445,757,000 | 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. | $63,554,492,000 | 7 |
| Issued by G.N.M.A. | $4,297,682,000 | 16 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $6,005,080,000 | 17 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,502,806,000 | 21 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $282,900,000 | 65 |
| 2022-12-31 | Rank |
| U.S. Government agency obligations | $80,520,715,000 | 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. | $63,565,827,000 | 7 |
| Issued by G.N.M.A. | $4,358,360,000 | 17 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $6,145,194,000 | 18 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,482,803,000 | 19 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $286,507,000 | 68 |
| 2022-09-30 | Rank |
| U.S. Government agency obligations | $77,212,693,000 | 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. | $59,603,392,000 | 7 |
| Issued by G.N.M.A. | $4,486,677,000 | 17 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $6,425,325,000 | 17 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,484,529,000 | 20 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $932,802,000 | 35 |
| 2022-06-30 | Rank |
| U.S. Government agency obligations | $75,177,632,000 | 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. | $57,307,118,000 | 9 |
| Issued by G.N.M.A. | $4,882,616,000 | 15 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $6,846,571,000 | 17 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,221,953,000 | 22 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $810,700,000 | 46 |
| 2022-03-31 | Rank |
| U.S. Government agency obligations | $74,582,295,000 | 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. | $55,483,667,000 | 9 |
| Issued by G.N.M.A. | $5,409,906,000 | 13 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,444,193,000 | 16 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,197,285,000 | 23 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $913,084,000 | 46 |
| 2021-12-31 | Rank |
| U.S. Government agency obligations | $73,676,835,000 | 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. | $53,187,741,000 | 9 |
| Issued by G.N.M.A. | $5,880,676,000 | 13 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $8,561,385,000 | 13 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,146,058,000 | 24 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $627,086,000 | 57 |
| 2021-09-30 | Rank |
| U.S. Government agency obligations | $60,956,153,000 | 12 |
| 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. | $48,265,044,000 | 9 |
| Issued by G.N.M.A. | $5,989,681,000 | 11 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $953,234,000 | 73 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $951,116,000 | 25 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $847,305,000 | 43 |
| 2021-06-30 | Rank |
| U.S. Government agency obligations | $62,165,712,000 | 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. | $48,260,763,000 | 8 |
| Issued by G.N.M.A. | $6,794,460,000 | 9 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,100,748,000 | 66 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,057,831,000 | 23 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $999,979,000 | 39 |
| 2021-03-31 | Rank |
| U.S. Government agency obligations | $57,781,169,000 | 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. | $44,323,352,000 | 9 |
| Issued by G.N.M.A. | $5,950,687,000 | 11 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,292,154,000 | 58 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,045,468,000 | 23 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,238,161,000 | 35 |
| 2020-12-31 | Rank |
| U.S. Government agency obligations | $55,626,615,000 | 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. | $42,478,483,000 | 8 |
| Issued by G.N.M.A. | $4,947,920,000 | 12 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,500,003,000 | 51 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,104,017,000 | 22 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,584,102,000 | 28 |
| 2020-09-30 | Rank |
| U.S. Government agency obligations | $56,171,322,000 | 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. | $45,555,402,000 | 7 |
| Issued by G.N.M.A. | $5,647,344,000 | 11 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,724,044,000 | 45 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,093,091,000 | 21 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,872,269,000 | 25 |
| 2020-06-30 | Rank |
| U.S. Government agency obligations | $60,909,225,000 | 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. | $48,983,397,000 | 7 |
| Issued by G.N.M.A. | $6,516,388,000 | 11 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,988,701,000 | 42 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,102,600,000 | 20 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $2,037,496,000 | 21 |
| 2020-03-31 | Rank |
| U.S. Government agency obligations | $56,209,451,000 | 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. | $44,216,957,000 | 7 |
| Issued by G.N.M.A. | $6,230,813,000 | 11 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,191,858,000 | 39 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,091,344,000 | 20 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $2,196,946,000 | 21 |
| 2019-12-31 | Rank |
| U.S. Government agency obligations | $54,220,081,000 | 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. | $45,713,668,000 | 6 |
| Issued by G.N.M.A. | $2,749,599,000 | 21 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,301,067,000 | 33 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,111,181,000 | 19 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $2,064,742,000 | 21 |
| 2019-09-30 | Rank |
| U.S. Government agency obligations | $53,443,279,000 | 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. | $44,504,473,000 | 6 |
| Issued by G.N.M.A. | $3,135,318,000 | 20 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,497,118,000 | 32 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $855,361,000 | 22 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $2,171,109,000 | 22 |
| 2019-06-30 | Rank |
| U.S. Government agency obligations | $52,317,892,000 | 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. | $43,452,457,000 | 6 |
| Issued by G.N.M.A. | $3,439,384,000 | 18 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,466,487,000 | 33 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $703,892,000 | 22 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,975,711,000 | 22 |
| 2019-03-31 | Rank |
| U.S. Government agency obligations | $47,913,884,000 | 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. | $38,592,522,000 | 7 |
| Issued by G.N.M.A. | $3,668,927,000 | 18 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,625,336,000 | 33 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $689,688,000 | 22 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,988,747,000 | 21 |
| 2018-12-31 | Rank |
| U.S. Government agency obligations | $47,847,184,000 | 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. | $38,268,335,000 | 7 |
| Issued by G.N.M.A. | $3,748,736,000 | 18 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,763,654,000 | 30 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $731,728,000 | 19 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,987,290,000 | 21 |
| 2018-09-30 | Rank |
| U.S. Government agency obligations | $46,479,152,000 | 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. | $37,089,137,000 | 7 |
| Issued by G.N.M.A. | $3,926,716,000 | 19 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,901,958,000 | 29 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $729,887,000 | 19 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,398,357,000 | 26 |
| 2018-06-30 | Rank |
| U.S. Government agency obligations | $46,285,138,000 | 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. | $37,057,254,000 | 7 |
| Issued by G.N.M.A. | $4,206,169,000 | 19 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,540,116,000 | 31 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $800,329,000 | 18 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,247,170,000 | 28 |
| 2018-03-31 | Rank |
| U.S. Government agency obligations | $43,305,070,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,979 |
| Issued by U.S. government enterprises (GSEs) | $430,596,000 | 32 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $33,526,941,000 | 7 |
| Issued by G.N.M.A. | $4,521,149,000 | 17 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,683,350,000 | 30 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $875,996,000 | 16 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,267,038,000 | 26 |
| 2017-12-31 | Rank |
| U.S. Government agency obligations | $42,741,916,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,997 |
| Issued by U.S. government enterprises (GSEs) | $433,206,000 | 33 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $32,152,427,000 | 7 |
| Issued by G.N.M.A. | $4,939,163,000 | 14 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,908,536,000 | 29 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $963,036,000 | 14 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,345,548,000 | 24 |
| 2017-09-30 | Rank |
| U.S. Government agency obligations | $42,366,399,000 | 9 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,998 |
| Issued by U.S. government enterprises (GSEs) | $595,515,000 | 19 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $31,649,750,000 | 7 |
| Issued by G.N.M.A. | $4,559,212,000 | 17 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $3,155,926,000 | 29 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $997,772,000 | 12 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,408,224,000 | 23 |
| 2017-06-30 | Rank |
| U.S. Government agency obligations | $42,845,156,000 | 9 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 2,005 |
| Issued by U.S. government enterprises (GSEs) | $597,197,000 | 20 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $31,448,554,000 | 7 |
| Issued by G.N.M.A. | $4,762,469,000 | 16 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $3,378,243,000 | 29 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,441,036,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,217,657,000 | 25 |
| 2017-03-31 | Rank |
| U.S. Government agency obligations | $42,151,230,000 | 9 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,994 |
| Issued by U.S. government enterprises (GSEs) | $598,271,000 | 23 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $29,884,838,000 | 6 |
| Issued by G.N.M.A. | $5,182,534,000 | 13 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $3,600,506,000 | 28 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,522,433,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,362,648,000 | 20 |
| 2016-12-31 | Rank |
| U.S. Government agency obligations | $40,974,896,000 | 9 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,995 |
| Issued by U.S. government enterprises (GSEs) | $601,478,000 | 21 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $27,931,333,000 | 8 |
| Issued by G.N.M.A. | $5,603,955,000 | 11 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $3,818,628,000 | 27 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,515,035,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,504,467,000 | 18 |
| 2016-09-30 | Rank |
| U.S. Government agency obligations | $43,755,962,000 | 8 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,974 |
| Issued by U.S. government enterprises (GSEs) | $610,342,000 | 24 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $29,623,534,000 | 6 |
| Issued by G.N.M.A. | $6,134,559,000 | 8 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $4,022,045,000 | 28 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,662,608,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,702,874,000 | 14 |
| 2016-06-30 | Rank |
| U.S. Government agency obligations | $39,525,297,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,945 |
| Issued by U.S. government enterprises (GSEs) | $615,694,000 | 25 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $25,108,687,000 | 7 |
| Issued by G.N.M.A. | $6,632,872,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $4,299,565,000 | 27 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,373,281,000 | 11 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,495,198,000 | 16 |
| 2016-03-31 | Rank |
| U.S. Government agency obligations | $39,703,900,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,945 |
| Issued by U.S. government enterprises (GSEs) | $613,188,000 | 27 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $24,648,740,000 | 7 |
| Issued by G.N.M.A. | $7,076,655,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $4,377,023,000 | 26 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,377,901,000 | 10 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,610,393,000 | 16 |
| 2015-12-31 | Rank |
| U.S. Government agency obligations | $38,450,467,000 | 9 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,936 |
| Issued by U.S. government enterprises (GSEs) | $607,341,000 | 30 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $22,655,477,000 | 7 |
| Issued by G.N.M.A. | $7,510,120,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $4,635,261,000 | 23 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,390,880,000 | 10 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,651,388,000 | 15 |
| 2015-09-30 | Rank |
| U.S. Government agency obligations | $37,770,275,000 | 9 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,937 |
| Issued by U.S. government enterprises (GSEs) | $617,092,000 | 32 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $21,634,584,000 | 7 |
| Issued by G.N.M.A. | $7,481,710,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $4,941,539,000 | 23 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,377,611,000 | 9 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,717,739,000 | 13 |
| 2015-06-30 | Rank |
| U.S. Government agency obligations | $33,359,770,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,929 |
| Issued by U.S. government enterprises (GSEs) | $618,957,000 | 32 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $16,823,534,000 | 7 |
| Issued by G.N.M.A. | $7,583,014,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $5,202,544,000 | 21 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,396,694,000 | 9 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,735,027,000 | 13 |
| 2015-03-31 | Rank |
| U.S. Government agency obligations | $33,337,129,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,933 |
| Issued by U.S. government enterprises (GSEs) | $629,144,000 | 34 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $16,320,795,000 | 7 |
| Issued by G.N.M.A. | $7,646,241,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $5,454,617,000 | 21 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,438,206,000 | 10 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,848,126,000 | 12 |
| 2014-12-31 | Rank |
| U.S. Government agency obligations | $28,410,234,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,890 |
| Issued by U.S. government enterprises (GSEs) | $627,217,000 | 37 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $12,461,205,000 | 10 |
| Issued by G.N.M.A. | $6,336,678,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $5,602,391,000 | 20 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,534,702,000 | 10 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,848,041,000 | 11 |
| 2014-09-30 | Rank |
| U.S. Government agency obligations | $27,902,972,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,885 |
| Issued by U.S. government enterprises (GSEs) | $631,079,000 | 37 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $11,774,121,000 | 11 |
| Issued by G.N.M.A. | $6,685,614,000 | 7 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $5,768,203,000 | 19 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,767,505,000 | 4 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $276,450,000 | 31 |
| 2014-06-30 | Rank |
| U.S. Government agency obligations | $28,912,349,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,903 |
| Issued by U.S. government enterprises (GSEs) | $644,061,000 | 36 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $12,176,072,000 | 10 |
| Issued by G.N.M.A. | $7,104,166,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,180,607,000 | 13 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,632,156,000 | 9 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $175,287,000 | 35 |
| 2014-03-31 | Rank |
| U.S. Government agency obligations | $30,501,793,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,894 |
| Issued by U.S. government enterprises (GSEs) | $650,411,000 | 37 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $13,139,678,000 | 9 |
| Issued by G.N.M.A. | $7,540,764,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,313,680,000 | 13 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,681,587,000 | 7 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $175,673,000 | 35 |
| 2013-12-31 | Rank |
| U.S. Government agency obligations | $31,951,394,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $2,000 | 1,864 |
| Issued by U.S. government enterprises (GSEs) | $658,328,000 | 34 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $14,490,851,000 | 9 |
| Issued by G.N.M.A. | $7,861,770,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,043,456,000 | 12 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,719,439,000 | 7 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $177,548,000 | 32 |
| 2013-09-30 | Rank |
| U.S. Government agency obligations | $31,138,998,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $2,000 | 1,841 |
| Issued by U.S. government enterprises (GSEs) | $689,644,000 | 34 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $13,407,541,000 | 10 |
| Issued by G.N.M.A. | $8,122,689,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $6,990,834,000 | 12 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,746,136,000 | 5 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $182,152,000 | 28 |
| 2013-06-30 | Rank |
| U.S. Government agency obligations | $31,456,591,000 | 11 |
| Non-mortgage backed: |
| U.S. government agencies | $4,000 | 1,813 |
| Issued by U.S. government enterprises (GSEs) | $729,919,000 | 31 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $13,527,920,000 | 10 |
| Issued by G.N.M.A. | $8,121,830,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,221,923,000 | 12 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,762,461,000 | 5 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $92,534,000 | 42 |
| 2013-03-31 | Rank |
| U.S. Government agency obligations | $32,879,241,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $4,000 | 1,795 |
| Issued by U.S. government enterprises (GSEs) | $797,538,000 | 29 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $13,884,129,000 | 10 |
| Issued by G.N.M.A. | $8,660,609,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,656,562,000 | 13 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,786,658,000 | 5 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $93,741,000 | 37 |
| 2012-12-31 | Rank |
| U.S. Government agency obligations | $34,926,074,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $4,000 | 1,721 |
| Issued by U.S. government enterprises (GSEs) | $844,048,000 | 28 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $15,346,697,000 | 9 |
| Issued by G.N.M.A. | $8,960,225,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,856,587,000 | 13 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,823,236,000 | 4 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $95,277,000 | 31 |
| 2012-09-30 | Rank |
| U.S. Government agency obligations | $36,501,377,000 | 8 |
| Non-mortgage backed: |
| U.S. government agencies | $4,000 | 1,670 |
| Issued by U.S. government enterprises (GSEs) | $893,728,000 | 24 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $15,664,558,000 | 8 |
| Issued by G.N.M.A. | $9,202,119,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $8,800,102,000 | 12 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $1,842,951,000 | 3 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $97,915,000 | 28 |
| 2012-06-30 | Rank |
| U.S. Government agency obligations | $36,265,872,000 | 8 |
| Non-mortgage backed: |
| U.S. government agencies | $5,000 | 1,596 |
| Issued by U.S. government enterprises (GSEs) | $940,835,000 | 22 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $16,101,754,000 | 8 |
| Issued by G.N.M.A. | $9,091,853,000 | 5 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,960,615,000 | 13 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,072,097,000 | 2 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $98,713,000 | 26 |
| 2012-03-31 | Rank |
| U.S. Government agency obligations | $39,079,461,000 | 7 |
| Non-mortgage backed: |
| U.S. government agencies | $5,000 | 1,526 |
| Issued by U.S. government enterprises (GSEs) | $964,882,000 | 24 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $17,670,290,000 | 8 |
| Issued by G.N.M.A. | $8,721,742,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $9,522,145,000 | 11 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,024,057,000 | 2 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $176,340,000 | 20 |
| 2011-12-31 | Rank |
| U.S. Government agency obligations | $37,361,675,000 | 7 |
| Non-mortgage backed: |
| U.S. government agencies | $7,000 | 1,311 |
| Issued by U.S. government enterprises (GSEs) | $2,058,327,000 | 12 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $16,666,128,000 | 7 |
| Issued by G.N.M.A. | $8,639,771,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,529,253,000 | 13 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,153,149,000 | 1 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $315,040,000 | 11 |
| 2011-09-30 | Rank |
| U.S. Government agency obligations | $37,945,303,000 | 6 |
| Non-mortgage backed: |
| U.S. government agencies | $8,000 | 1,239 |
| Issued by U.S. government enterprises (GSEs) | $2,064,110,000 | 11 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $17,268,921,000 | 6 |
| Issued by G.N.M.A. | $8,586,419,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,746,345,000 | 13 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $2,172,670,000 | 1 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $106,830,000 | 13 |
| 2011-06-30 | Rank |
| U.S. Government agency obligations | $33,461,858,000 | 7 |
| Non-mortgage backed: |
| U.S. government agencies | $8,000 | 1,220 |
| Issued by U.S. government enterprises (GSEs) | $2,021,467,000 | 11 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $14,264,874,000 | 8 |
| Issued by G.N.M.A. | $7,979,162,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $7,386,233,000 | 11 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $536,531,000 | 3 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $1,273,583,000 | 3 |
| 2011-03-31 | Rank |
| U.S. Government agency obligations | $34,728,496,000 | 6 |
| Non-mortgage backed: |
| U.S. government agencies | $8,000 | 1,170 |
| Issued by U.S. government enterprises (GSEs) | $2,553,499,000 | 7 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $13,575,350,000 | 9 |
| Issued by G.N.M.A. | $6,266,907,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $11,009,837,000 | 8 |
| Commercial mortgage-backed: |
| Commercial mortgage pass-through securities - FNMA, FHLMC, or GNMA | $660,279,000 | 2 |
| Other commercial MBS Issued or guaranteed by US Govrnmnt agencies or sponsored | $662,616,000 | 3 |
| 2010-12-31 | Rank |
| U.S. Government agency obligations | $36,846,942,000 | 6 |
| Non-mortgage backed: |
| U.S. government agencies | $9,000 | 1,148 |
| Issued by U.S. government enterprises (GSEs) | $3,526,103,000 | 5 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $16,302,823,000 | 5 |
| Issued by G.N.M.A. | $5,876,775,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $11,141,232,000 | 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 |
| 2010-09-30 | Rank |
| U.S. Government agency obligations | $35,348,941,000 | 6 |
| Non-mortgage backed: |
| U.S. government agencies | $9,000 | 1,119 |
| Issued by U.S. government enterprises (GSEs) | $5,472,730,000 | 5 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $13,081,663,000 | 9 |
| Issued by G.N.M.A. | $4,506,897,000 | 4 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $12,287,642,000 | 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 |
| 2010-06-30 | Rank |
| U.S. Government agency obligations | $26,560,102,000 | 6 |
| Non-mortgage backed: |
| U.S. government agencies | $11,000 | 1,100 |
| Issued by U.S. government enterprises (GSEs) | $5,164,379,000 | 5 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $8,597,147,000 | 11 |
| Issued by G.N.M.A. | $2,922,787,000 | 6 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $9,875,778,000 | 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 |
| 2010-03-31 | Rank |
| U.S. Government agency obligations | $27,794,233,000 | 6 |
| Non-mortgage backed: |
| U.S. government agencies | $11,000 | 1,102 |
| Issued by U.S. government enterprises (GSEs) | $4,742,530,000 | 5 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $10,474,766,000 | 10 |
| Issued by G.N.M.A. | $3,078,061,000 | 5 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $9,498,865,000 | 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 |
| 2009-12-31 | Rank |
| U.S. Government agency obligations | $28,583,693,000 | 7 |
| Non-mortgage backed: |
| U.S. government agencies | $14,000 | 1,038 |
| Issued by U.S. government enterprises (GSEs) | $4,214,767,000 | 6 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $11,957,752,000 | 11 |
| Issued by G.N.M.A. | $955,961,000 | 18 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $11,455,199,000 | 4 |
| 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 | $20,377,445,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $14,000 | 1,011 |
| Issued by U.S. government enterprises (GSEs) | $4,099,696,000 | 5 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $6,902,924,000 | 13 |
| Issued by G.N.M.A. | $914,261,000 | 17 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $8,460,550,000 | 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 |
| 2009-06-30 | Rank |
| U.S. Government agency obligations | $16,587,614,000 | 10 |
| Non-mortgage backed: |
| U.S. government agencies | $17,000 | 970 |
| Issued by U.S. government enterprises (GSEs) | $3,241,841,000 | 5 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $7,307,577,000 | 13 |
| Issued by G.N.M.A. | $305,274,000 | 25 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $5,732,905,000 | 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 |
| 2009-03-31 | Rank |
| U.S. Government agency obligations | $13,890,205,000 | 14 |
| Non-mortgage backed: |
| U.S. government agencies | $17,000 | 888 |
| Issued by U.S. government enterprises (GSEs) | $1,887,946,000 | 5 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $8,775,458,000 | 11 |
| Issued by G.N.M.A. | $257,372,000 | 30 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,969,412,000 | 16 |
| 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 | $12,471,402,000 | 14 |
| Non-mortgage backed: |
| U.S. government agencies | $20,000 | 843 |
| Issued by U.S. government enterprises (GSEs) | $18,402,000 | 1,529 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $10,393,596,000 | 10 |
| Issued by G.N.M.A. | $265,251,000 | 26 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,794,133,000 | 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 |
| 2008-09-30 | Rank |
| U.S. Government agency obligations | $11,631,750,000 | 13 |
| Non-mortgage backed: |
| U.S. government agencies | $19,000 | 777 |
| Issued by U.S. government enterprises (GSEs) | $18,275,000 | 1,543 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $9,691,084,000 | 7 |
| Issued by G.N.M.A. | $259,261,000 | 21 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,663,111,000 | 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 |
| 2008-06-30 | Rank |
| U.S. Government agency obligations | $9,539,603,000 | 18 |
| Non-mortgage backed: |
| U.S. government agencies | $21,000 | 738 |
| Issued by U.S. government enterprises (GSEs) | $18,337,000 | 1,613 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $7,907,672,000 | 11 |
| Issued by G.N.M.A. | $7,719,000 | 370 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,605,854,000 | 25 |
| 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 | $8,281,570,000 | 20 |
| Non-mortgage backed: |
| U.S. government agencies | $21,000 | 733 |
| Issued by U.S. government enterprises (GSEs) | $25,573,000 | 1,159 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $6,619,047,000 | 10 |
| Issued by G.N.M.A. | $8,143,000 | 333 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,628,786,000 | 23 |
| 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 | $9,139,072,000 | 19 |
| Non-mortgage backed: |
| U.S. government agencies | $22,000 | 709 |
| Issued by U.S. government enterprises (GSEs) | $136,249,000 | 192 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $7,401,727,000 | 9 |
| Issued by G.N.M.A. | $7,085,000 | 345 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,593,989,000 | 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 |
| 2007-09-30 | Rank |
| U.S. Government agency obligations | $8,468,471,000 | 22 |
| Non-mortgage backed: |
| U.S. government agencies | $22,000 | 697 |
| Issued by U.S. government enterprises (GSEs) | $138,394,000 | 208 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $6,723,144,000 | 11 |
| Issued by G.N.M.A. | $7,332,000 | 314 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,599,579,000 | 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 |
| 2007-06-30 | Rank |
| U.S. Government agency obligations | $5,704,029,000 | 29 |
| Non-mortgage backed: |
| U.S. government agencies | $29,000 | 682 |
| Issued by U.S. government enterprises (GSEs) | $248,621,000 | 120 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $3,857,845,000 | 14 |
| Issued by G.N.M.A. | $8,768,000 | 282 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,588,766,000 | 26 |
| 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 | $6,116,424,000 | 27 |
| Non-mortgage backed: |
| U.S. government agencies | $29,000 | 678 |
| Issued by U.S. government enterprises (GSEs) | $288,086,000 | 103 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $4,120,893,000 | 14 |
| Issued by G.N.M.A. | $9,201,000 | 276 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,698,215,000 | 23 |
| 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 | $4,460,576,000 | 37 |
| Non-mortgage backed: |
| U.S. government agencies | $37,000 | 671 |
| Issued by U.S. government enterprises (GSEs) | $303,675,000 | 100 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $3,756,728,000 | 14 |
| Issued by G.N.M.A. | $3,178,000 | 620 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $396,958,000 | 77 |
| 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 | $2,944,837,000 | 60 |
| Non-mortgage backed: |
| U.S. government agencies | $37,000 | 678 |
| Issued by U.S. government enterprises (GSEs) | $429,605,000 | 62 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $2,055,480,000 | 27 |
| Issued by G.N.M.A. | $32,612,000 | 124 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $427,103,000 | 81 |
| 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 | $6,555,213,000 | 28 |
| Non-mortgage backed: |
| U.S. government agencies | $44,000 | 676 |
| Issued by U.S. government enterprises (GSEs) | $2,727,268,000 | 10 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $2,982,123,000 | 15 |
| Issued by G.N.M.A. | $32,426,000 | 125 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $813,352,000 | 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 |
| 2006-03-31 | Rank |
| U.S. Government agency obligations | $7,024,931,000 | 26 |
| Non-mortgage backed: |
| U.S. government agencies | $44,000 | 676 |
| Issued by U.S. government enterprises (GSEs) | $3,194,522,000 | 10 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $3,030,209,000 | 15 |
| Issued by G.N.M.A. | $3,249,000 | 695 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $796,907,000 | 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 |
| 2005-12-31 | Rank |
| U.S. Government agency obligations | $7,303,327,000 | 25 |
| Non-mortgage backed: |
| U.S. government agencies | $62,000 | 642 |
| Issued by U.S. government enterprises (GSEs) | $3,330,239,000 | 9 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $3,129,797,000 | 16 |
| Issued by G.N.M.A. | $3,343,000 | 716 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $839,886,000 | 53 |
| 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 | $7,827,151,000 | 26 |
| Non-mortgage backed: |
| U.S. government agencies | $62,000 | 636 |
| Issued by U.S. government enterprises (GSEs) | $3,883,016,000 | 9 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $3,073,722,000 | 15 |
| Issued by G.N.M.A. | $3,377,000 | 753 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $866,974,000 | 54 |
| 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 | $7,358,088,000 | 23 |
| Non-mortgage backed: |
| U.S. government agencies | $82,000 | 586 |
| Issued by U.S. government enterprises (GSEs) | $4,035,959,000 | 9 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $2,506,377,000 | 22 |
| Issued by G.N.M.A. | $3,475,000 | 772 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $812,195,000 | 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 |
| 2005-03-31 | Rank |
| U.S. Government agency obligations | $6,925,607,000 | 29 |
| Non-mortgage backed: |
| U.S. government agencies | $82,000 | 599 |
| Issued by U.S. government enterprises (GSEs) | $4,540,470,000 | 8 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $1,393,437,000 | 42 |
| Issued by G.N.M.A. | $3,403,000 | 841 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $988,215,000 | 48 |
| 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 | $6,361,696,000 | 32 |
| Non-mortgage backed: |
| U.S. government agencies | $102,000 | 587 |
| Issued by U.S. government enterprises (GSEs) | $4,209,660,000 | 7 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $742,123,000 | 72 |
| Issued by G.N.M.A. | $262,158,000 | 29 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,147,653,000 | 40 |
| 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 | $6,813,044,000 | 30 |
| Non-mortgage backed: |
| U.S. government agencies | $104,000 | 596 |
| Issued by U.S. government enterprises (GSEs) | $4,438,172,000 | 7 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $925,704,000 | 63 |
| Issued by G.N.M.A. | $4,787,000 | 708 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,444,277,000 | 34 |
| 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 | $5,863,688,000 | 38 |
| Non-mortgage backed: |
| U.S. government agencies | $124,000 | 600 |
| Issued by U.S. government enterprises (GSEs) | $3,345,808,000 | 10 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $646,566,000 | 83 |
| Issued by G.N.M.A. | $2,764,000 | 1,020 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,868,426,000 | 26 |
| 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 | $6,439,371,000 | 34 |
| Non-mortgage backed: |
| U.S. government agencies | $127,000 | 620 |
| Issued by U.S. government enterprises (GSEs) | $3,936,610,000 | 9 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $364,257,000 | 118 |
| Issued by G.N.M.A. | $3,028,000 | 971 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $2,135,349,000 | 23 |
| 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 | $5,413,842,000 | 39 |
| Non-mortgage backed: |
| U.S. government agencies | $158,000 | 620 |
| Issued by U.S. government enterprises (GSEs) | $3,175,913,000 | 11 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $387,480,000 | 118 |
| Issued by G.N.M.A. | $2,696,000 | 1,101 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,847,595,000 | 28 |
| 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 | $4,781,364,000 | 41 |
| Non-mortgage backed: |
| U.S. government agencies | $161,000 | 657 |
| Issued by U.S. government enterprises (GSEs) | $1,781,028,000 | 22 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $1,103,859,000 | 50 |
| Issued by G.N.M.A. | $2,874,000 | 1,108 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,893,442,000 | 24 |
| 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 | $4,046,093,000 | 42 |
| Non-mortgage backed: |
| U.S. government agencies | $172,000 | 667 |
| Issued by U.S. government enterprises (GSEs) | $784,922,000 | 40 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $1,307,698,000 | 44 |
| Issued by G.N.M.A. | $3,101,000 | 1,137 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,950,200,000 | 32 |
| 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 | $3,216,921,000 | 55 |
| Non-mortgage backed: |
| U.S. government agencies | $172,000 | 685 |
| Issued by U.S. government enterprises (GSEs) | $252,421,000 | 113 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $1,588,263,000 | 32 |
| Issued by G.N.M.A. | $3,274,000 | 1,202 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,372,791,000 | 39 |
| 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 | $2,862,845,000 | 61 |
| Non-mortgage backed: |
| U.S. government agencies | $200,000 | 674 |
| Issued by U.S. government enterprises (GSEs) | $545,109,000 | 56 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $1,635,172,000 | 32 |
| Issued by G.N.M.A. | $3,289,000 | 1,302 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $679,075,000 | 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 |
| 2001-12-31 | Rank |
| U.S. Government agency obligations | $3,389,461,000 | 42 |
| Non-mortgage backed: |
| U.S. government agencies | $228,000 | 740 |
| Issued by U.S. government enterprises (GSEs) | $612,029,000 | 33 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $2,500,977,000 | 18 |
| Issued by G.N.M.A. | $2,975,000 | 1,523 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $273,252,000 | 120 |
| 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 | $1,698,961,000 | 73 |
| Non-mortgage backed: |
| U.S. government agencies | $250,000 | 694 |
| Issued by U.S. government enterprises (GSEs) | $1,100,000 | 7,536 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $1,287,469,000 | 27 |
| Issued by G.N.M.A. | $4,027,000 | 1,088 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $406,115,000 | 73 |
| 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 | $2,091,838,000 | 65 |
| Non-mortgage backed: |
| U.S. government agencies | $282,000 | 709 |
| Issued by U.S. government enterprises (GSEs) | $680,346,000 | 34 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $887,371,000 | 40 |
| Issued by G.N.M.A. | $4,784,000 | 1,028 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $519,055,000 | 66 |
| 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 | $2,011,654,000 | 60 |
| Non-mortgage backed: |
| U.S. government agencies | $1,125,000 | 444 |
| Issued by U.S. government enterprises (GSEs) | $1,285,593,000 | 15 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $4,559,000 | 1,941 |
| Issued by G.N.M.A. | $22,000 | 4,634 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $720,355,000 | 48 |
| 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 | $3,636,316,000 | 26 |
| Non-mortgage backed: |
| U.S. government agencies | $1,302,000 | 447 |
| Issued by U.S. government enterprises (GSEs) | $14,999,000 | 2,018 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $42,182,000 | 389 |
| Issued by G.N.M.A. | $60,816,000 | 142 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $3,517,017,000 | 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 |
| 1996-12-31 | Rank |
| U.S. Government agency obligations | $4,250,651,000 | 11 |
| Non-mortgage backed: |
| U.S. government agencies | $1,339,000 | 501 |
| Issued by U.S. government enterprises (GSEs) | $409,713,000 | 21 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $506,041,000 | 61 |
| Issued by G.N.M.A. | $123,447,000 | 89 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $3,210,111,000 | 3 |
| 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 | $766,782,000 | 147 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,692 |
| Issued by U.S. government enterprises (GSEs) | $0 | 8,955 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $750,794,000 | 33 |
| Issued by G.N.M.A. | $14,602,000 | 351 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $1,386,000 | 3,750 |
| 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 | $874,445,000 | 130 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,632 |
| Issued by U.S. government enterprises (GSEs) | $0 | 9,067 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $852,830,000 | 27 |
| Issued by G.N.M.A. | $15,931,000 | 351 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $5,684,000 | 2,025 |
| 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 | $1,031,425,000 | 95 |
| Non-mortgage backed: |
| U.S. government agencies | $0 | 1,434 |
| Issued by U.S. government enterprises (GSEs) | $936,441,000 | 2 |
| Residential mortgage backed: |
| Pass throughs: |
| Issued by F.N.M.A. and F.H.L.M.C. | $52,327,000 | 327 |
| Issued by G.N.M.A. | $10,791,000 | 444 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $31,866,000 | 685 |
| 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 | $586,620,000 | 163 |
| Non-mortgage backed: |
| U.S. government agencies | $441,184,000 | 1 |
| 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. | $72,852,000 | 236 |
| Issued by G.N.M.A. | $13,495,000 | 341 |
| Collateralized mortgage obligations (CMOs) and REMICS: |
| CMOs issued by government agencies or sponsored agencies | $59,089,000 | 401 |
| 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 |
