Data Dictionary
Item Number P084
SECURITY DESCRIPTION 1Call confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| CCARP084 | 2013-09-30 | 9999-12-31 | Yes | |
| CQSAP084 | 2009-06-30 | 2015-09-30 | Yes | FR Y-14Q |
| CQSCP084 | 2009-06-30 | 9999-12-31 | Yes | FR Y-14Q |
Data Description:
Report the security description as indicated below.
Agency MBS: Report mortgage-backed securities (MBS) issued or guaranteed by U.S. Government agencies.
Auction Rate Securities: Report auction rate securities. Auction-rate securities are variable rate securities with long-term maturities whose interest rates are periodically reset through auctions occurring at predetermined short-term intervals (generally 7, 14, 28, or 35 days).
CDO: Report collateralized debt obligations (CDOs). CDOs are asset-backed securities collateralized by a discrete portfolio of fixed income assets and that make payments based on the performance of those assets.
CLO: Report collateralized loan obligations (CLOs). CLOs are securitizations of portfolios of
loans through a bankruptcy-remote special-purpose vehicle (SPV) that issues asset-backed securities in one or more classes (or tranches). In general, CLOs are backed by a variety of assets, including whole commercial loans, revolving credit facilities, letters of credit, and bankers' acceptances.
CMBS: Report commercial mortgage-backed securities (CMBS).
Common Stock (Equity): Report common stock (equity). Provide the name of the issuer in the Security Description 2 column.
Auto ABS: Report asset-backed securities (ABS) collateralized by auto loans.
Credit Card ABS: Report asset-backed securities (ABS) collateralized by credit card loans.
Student Loan ABS: Report asset-backed securities (ABS) collateralized by student loans.
Other ABS (excl HEL ABS): Report all other ABS that cannot properly be reported as auto ABS, credit card ABS, student loan ABS or home equity loan ABS.
Corporate Bond: Report corporate bonds. Corporate bonds are debt obligations issued by corporations and may be secured or unsecured. Report the issuer name in the Security Description 2 column. Report the sector (i.e., the industry name) in the Security Description 3 column according to North American Industry Classification System (NAICS) industry. If a NAICS industry is not available, report the relevant Global Industry Classification Standard (GICS) industry. If neither NAICS nor GICs industries are available, report the relevant Standard Industrial Classification (SIC) industry.
Domestic Non-Agency RMBS (incl HEL ABS): Report residential mortgage-backed securities (RMBS), including securities backed by home equity loans, that are issued by domestic non-government agency entities.
Foreign RMBS: Report residential mortgage-backed securities of foreign issuers. Provide the country in the Security Description 2 column.
Municipal Bond: Report bonds issued by states, cities, counties, and other governmental entities at or below the state level.
Mutual Fund: Report investments in mutual funds, including money market mutual funds and mutual funds that invest solely in U.S. government securities.
Preferred Stock (Equity): Refer to the FR Y-9C Glossary entry for "Preferred Stock." Provide the issuer name in the Security Description 2 column.
Sovereign Bond: Report bonds issued by the central governments of foreign countries. Provide the two-letter Country ISO code in the Security Description 2 column.
US Treasuries & Agencies: Exclude mortgage-backed securities. Report U.S. government agency obligations issued by U.S. government agencies and U.S. government-sponsored agencies, including but not limited to, Small Business Administration "Guaranteed Loan Pool Certificates," U.S. Maritime Administration obligations, and Export-Import Bank participation certificates. Include obligations (other than mortgage-backed securities) issued by the Farm Credit System, the Federal Home Loan Bank System, the Federal Home Loan Mortgage Corporation, the Federal National Mortgage Association, the Financing Corporation, Resolution Funding Corporation, the Student Loan Marketing Association, and the Tennessee Valley Authority.
Other: Report all securities that cannot properly be reported in the categories above.