| Item | Type | Period | Balance | Description | | 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. |
| Collateralized Mortgage Obligations | | duration | | The category includes multiclass, pay-through securitizations collateralized by mortgages secured by assets, such as automobiles and boats, which are generally structured so that the collections of principal and interest due from the underlying debtors are paid to the holders of the CMO. |