| Item | Type | Period | Balance | Description | | Collateralized Mortgage-Backed Securities | | duration | | Securities collateralized by mortgage loans. |
| Collateralized Debt Obligations | | duration | | Securities collateralized by a pool of assets. |
| Asset-Backed Securities, Securitized Loans and Receivables | | duration | | Securities that are primarily serviced with cash flows derived financial assets that are being securitized for example, but not limited to, credit card receivables, car loans, recreational vehicle loans, and mobile home loans. Excludes mortgage-backed securities. |
| Interest-Only-Strip | | duration | | Tranche of a securitization that entitles the holder to receive some or all of the interest collected on the underlying mortgages comprising the securitization; a significant risk is prepayment speed greater than the assumption upon which purchase price was based. |
| Principal-Only-Strip | | duration | | Tranche of a financial asset securitization that entitles the holder to receive some or all of the principal repayments collected on the underlying assets. |
| Mortgage-Backed Securities, Issued by US Government Sponsored Enterprises | | duration | | Debt securities collateralized by real estate mortgage loans (mortgages), issued by US Government Sponsored Enterprises, such as Federal Home Loan Mortgage Corporation (FHLMC or Freddie Mac). |
| Mortgage-Backed Securities, Issued by Private Enterprises | | duration | | Debt securities collateralized by real estate mortgage loans (mortgages), issued by non-governmental sponsored enterprises. |
| Residential Mortgage-Backed Securities | | duration | | Securities collateralized by residential real estate mortgage loans. |
| Commercial Mortgage-Backed Securities | | duration | | Securities collateralized by commercial real estate mortgage loans. |