Data Dictionary
Item Number 3764
COLLATERALIZED MORTGAGE OBLIGATIONS ISSUED BY FNMA AND FHLMC (INCLUDES REMICS) - BOOK VALUECall confidentiality applies to FFIEC 031/041.
| Series | Start Date | End Date | Confidential? | Reporting Forms |
|---|---|---|---|---|
| RCFD3764 | 2001-03-31 | 2009-03-31 | No | FFIEC 031 |
| RCON3764 | 1990-03-31 | 1993-12-31 | No | Multiple Forms |
| RCON3764 | 2001-03-31 | 2009-03-31 | No | Multiple Forms |
Data Description:
Includes the book value of all classes of collateralized mortgage obligations (CMOs) and real estate mortgage investment conduits (REMICs) issued by the Federal National Mortgage Association (FNMA) and the Federal Home Loan Mortgage Corporation (FHLMC) that are not held in trading accounts. Included are those classes of a CMO or REMIC that resembles stripped mortgage-backed securities, such as interest-only and principal-only classes where the investor receives only interest or principal payments. Also includes Z classes, i.e., accrual classes, and classes that support, i.e., absorb the prepayment risk of, planned amortization classes (PACs), targeted amortization classes (TACs), and similar classes.
Excludes: (1) stripped mortgage-backed securities (such as interest-only strips (IOs), principal-only strips (POs), and similar instruments) issued by FNMA and FHLMC (reported in item 3765); and (2) bonds issued by FNMA and FHLMC that are collateralized by mortgages, i.e., mortgage-backed bonds (reported in item 3765).
NOTE:
Beginning 3/31/01, for series RCFD and RCON, derived for FDIC. These items will not be available until Interagency Call Central Data Repository is active in 2005.