Data Dictionary
Item Number 5361
ALL OTHER DOMESTIC DEBT SECURITIES: PRIVATELY-ISSUED COLLATERALIZED MORTGAGE OBLIGATIONS - BOOK VALUECall confidentiality applies to FFIEC 031/041.
Series | Start Date | End Date | Confidential? | Reporting Forms |
---|---|---|---|---|
RCFD5361 | 1991-03-31 | 1993-12-31 | No | Multiple Forms |
RCFD5361 | 2001-03-31 | 2009-03-31 | No | Multiple Forms |
RCON5361 | 1991-03-31 | 1993-12-31 | No | Multiple Forms |
RCON5361 | 2001-03-31 | 2009-03-31 | No | Multiple Forms |
Data Description:
Includes the book value of collateralized mortgage obligations (CMOs) and real estate mortgage investment conduits (REMICs) not held in trading accounts that were issued by issuers other than FNMA and FHLMC, even if the collateral for the CMO or REMIC consists of GNMA (Ginnie Mae) pass-throughs, FHLMC (Freddie Mac) participation certificates, or FNMA (Fannie Mae) pass-throughs. Those classes of a privately-issued 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 are also included. 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 are included. Excludes CMO residuals and similar interest(reported in Schedule RC, item 2160 and in Schedule RC-F, item 2168).
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.
Reported only by the FFIEC 031, 032, and 033 reporters.