Data Dictionary
Item Number 5322
20% RISK-WEIGHT: HIGH-QUALITY MBSCall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| SVCC5322 | 1990-03-31 | 2011-12-31 | No | OTS 1313 |
Data Description:
Includes high-quality mortgage related securities as defined in section 3(a)(41) of the Securities Exchange Act of 1934 and those securities issued by or fully guaranteed by FNMA, FHLMC, and GNMA.
Also includes FNMA mortgage-related securities; FHLMC mortgage-related securities. (Note: Report Fannie and Freddie principal-only stripped securities (POs) and interest-only stripped securities (IOs) that are not credit enhancing on item no. 5339.) Asset-backed securities with a AAA or AA rated mortgage-backed securities other than those tranches deemed to have residual characteristics.
Excludes mortgage-related securities deemed to have residual characteristics; reported in item 5339; Ginnie Mae mortgage pool securities. Refer to instructions for item no. 5316, and MBSs where you have recourse for the underlying loans. The capital requirement on such obligations should follow the treatment of recourse obligations.