Source ID: FL403065015.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL403065015&t=) provided by the source.

BEA Account Code: DPCERY For more information about this series, please see http://www.bea.gov/national/.

BEA Account Code: A020RY For more information about this series, please see http://www.bea.gov/national/.

Delinquent loans and leases are those past due thirty days or more and still accruing interest as well as those in nonaccrual status. The 100 largest banks are measured by consolidated foreign and domestic assets.

Source ID: FL153065005.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153065005&t=) provided by the source.

The AD&Co US Mortgage High Yield Index crOAS, credit-and-option-adjusted spread, is an extension of the traditional OAS measure. On a set of 20 standardized, probabilistically weighted, market-and-model stress scenarios, AD&Co computes a discount rate that equates expected present value of tranche's cash flows to the observed market price; the cash flows are loss-adjusted using AD&Co's LoanDynamics Model (LDM). Investors and fund managers can use the index to assess the broad market returns, risks and opportunities available through investing in a market-weighted, passive portfolio of US mortgage credit risk transfer instruments. The Index also provides a means of comparing the returns of an actively managed portfolio against a passive, naive market portfolio as approximated by the Index. The Mid-Tier and its sub-indices allow for approximations of performance comparisons by vintage or age, across the capital stack, and by initial credit risk level and/or vintage as indicated by original attachment point. Until February of 2022, AD&Co has been computing crOAS relative to the Libor-swap rate curve that is set to retire in 2023. Following the prevailing market trend and starting from its February-end report, AD&Co began computing the crOAS metric relative to the Treasury-curve benchmark. Given the differences between the two rate curves, this change should account for approximately 6 to 12 bps widening in spread for the AD&Co CRT Indices. <b>Disclaimer:</b> The AD&Co U.S. Mortgage High-Yield Index serves as an informational index and is not for commercial-use purposes. The Index's accuracy, completeness, timeliness and suitability for any purpose are not guaranteed. The Index does not constitute (1) investment, legal, accounting, tax, or other professional advice or (2) any recommendation or solicitation to purchase, hold, sell, or otherwise deal in any investment. This Index has been prepared for general informational purposes, without consideration of the circumstances or objectives of any particular investor. Any reliance on the Index is at the reader's sole risk. All investment is subject to numerous risks, known and unknown. Past performance is no guarantee of future results. For investment advice, seek a qualified investment professional. Not for redistribution without permission. Note: An affiliate of Andrew Davidson & Co., Inc. engages in trading activities in investments that may be the same or similar to those featured in the Index. <b>Index Inclusion Rules</b> Only cash CAS and STACR bonds offered to the public, whether they are exchangeable or not, that have or have had IDC prices. Bond factor > = .25 Floating rate bonds only. Collateral Types 30 Year Residential. Fixed Rate: STACR-DN, DNA, HQ, HQA, HRP, CAS – C0 Tranche names – B, B1, B2, M3, M2, M1 Normally listed on GSE websites: <a href='https://crt.freddiemac.com/offerings/stacr.aspx#issuance-details'>Freddie Mac</a>, <a href='http://www.fanniemae.com/portal/funding-the-market/credit-risk/transactions.html'>Fannie Mae</a> No private placements No Child Classes (Exchangeable into) or Retained Classes (H bonds) No CIRT, ACIS, SPI Original attachment points and CAS STACR <table style='width:50%'><tr><th>Tier</th><th>Attachment Points</th><th>CAS STACR Class</th></tr><tr><td>0</td><td>> = 0.00 < .25</td><td>STACR Class B, B2; CAS Class B</td></tr><tr><td>1</td><td>> = 0.25 < .95</td><td>STACR Class B1, Old M3; CAS Class B1</td></tr><tr><td>2</td><td>> = 0.95 < 1.75</td><td>STACR Class M3, M2; CAS Class M2</td></tr><tr><td>3</td><td>> = 1.75 < 3.75</td><td>STACR Class M2, M1; CAS Class M1</td></tr><tr><td>Mid</td><td>> = 0.25 < 3.75</td><td>STACR Class Mixed; CAS Class Mixed</td></tr></table> Input data provided by Intex and ICE Data Services. © Andrew Davidson & Co., Inc. All rights reserved.

Share of first lien accounts 60 or more days past due. All past due active mortgages are included in the days past due calculations, including foreclosures. Borrowers who qualify for forbearance and stop making payments are also recorded as past due for all past due rate calculations. Days past due rates are presented using the number of accounts (accounts based). For more detail see: methodology (https://www.philadelphiafed.org/-/media/frbp/assets/surveys-and-data/y14/y-14-data-methodology).

Source ID: LM263063603.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=LM263063603&t=) provided by the source.

Source ID: FL893065005.A For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL893065005&t=) provided by the source.

Value added represents the sum of the costs-incurred and the incomes-earned in production, and consists of compensation of employees, taxes on production and imports, less subsidies, and gross operating surplus.

Source ID: FL403065005.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL403065005&t=) provided by the source.

The Distributional Financial Accounts (DFAs) integrate two data products produced by the Federal Reserve Board: the Financial Accounts of the United States, which provide quarterly data on aggregate balance sheets of major sectors of the U.S. economy, and the Survey of Consumer Finances (SCF), which provides comprehensive triennial microdata on the assets and liabilities of a representative sample of U.S. households. Information on the data collection process can be found at the Board of Governors (https://www.federalreserve.gov/releases/efa/efa-distributional-financial-accounts.htm)."

For further information, please refer to the Board of Governors of the Federal Reserve System's Senior Loan Officer Opinion Survey on Bank Lending Practices release, online at http://www.federalreserve.gov/boarddocs/SnLoanSurvey/.

Charge-off rates are annualized, net of recoveries. The 100 largest banks are measured by consolidated foreign and domestic assets.

The Contributions to percent change in GDPNow: Real Gross Private Domestic Investment: Fixed Investment: Business: Structures represents the contribution in percentage points that the nowcast for Gross Private Domestic Investment: Fixed Investment: Business: Structures provides to real GDP growth. For further information visit the source at https://www.frbatlanta.org/cqer/research/gdpnow.aspx?panel=1.

Optimal Blue Mortgage Market Indices (https://www2.optimalblue.com/obmmi/)™ (OBMMI™) is calculated from actual locked rates with consumers across over one-third of all mortgage transactions nationwide. OBMMI includes multiple mortgage pricing indices developed around the most popular products and specific borrower and loan level attributes. Each index is calculated as the average of all appropriate rate locks locked through the Optimal Blue product eligibility and pricing engine on a given day. More details about methodology and definitions are available here (https://www2.optimalblue.com/obmmi/).

For further information, please refer to the Board of Governors of the Federal Reserve System's H.8 release, online at http://www.federalreserve.gov/releases/h8/.

OECD Descriptor ID: IRLOHO02 OECD unit ID: PC OECD country ID: LUX All OECD data should be cited as follows: OECD, "Main Economic Indicators - complete database", Main Economic Indicators (database), https://dx.doi.org/10.1787/data-00052-en (Accessed on date) Copyright, 2016, OECD. Reprinted with permission

Source ID: FL763065005.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL763065005&t=) provided by the source.

Source ID: FA893065505.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FA893065505&t=) provided by the source.

Source ID: FL763065503.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL763065503&t=) provided by the source.

The Mortgage Debt Outstanding table is no longer being updated as of March 2020. Many of the series that were published in this table can be found in the Z1 Financial Accounts of the United States release. The Z1 equivalent of this series is found at BOGZ1FL403065035Q. (https://fred.stlouisfed.org/series/BOGZ1FL403065035Q) For further information, please refer to the Board of Governors of the Federal Reserve System's Mortgage Debt Outstanding (http://www.federalreserve.gov/econresdata/releases/mortoutstand/current.htm).

Value added represents the sum of the costs-incurred and the incomes-earned in production, and consists of compensation of employees, taxes on production and imports, less subsidies, and gross operating surplus.

Source ID: FL154104016.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL154104016&t=) provided by the source.

This data series is part of the Board of Governors of the Federal Reserve System's Senior Loan Officer Opinion Survey on Bank Lending Practices (SLOOS). The purpose of the survey is to provide qualitative and limited quantitative information on bank credit availability and loan demand, as well as on evolving developments and lending practices in the U.S. loan markets. A portion of each survey typically covers special topics of timely interest. For more detail, refer to the Board's supporting statement (https://www.federalreserve.gov/data/sloos/about.htm).

BEA Account Code: A822RY For more information about this series, please see http://www.bea.gov/national/.

Charge-off rates are annualized, net of recoveries. The 100 largest banks are measured by consolidated foreign and domestic assets.

The AD&Co US Mortgage High Yield Index crOAS, credit-and-option-adjusted spread, is an extension of the traditional OAS measure. On a set of 20 standardized, probabilistically weighted, market-and-model stress scenarios, AD&Co computes a discount rate that equates expected present value of tranche's cash flows to the observed market price; the cash flows are loss-adjusted using AD&Co's LoanDynamics Model (LDM). Investors and fund managers can use the index to assess the broad market returns, risks and opportunities available through investing in a market-weighted, passive portfolio of US mortgage credit risk transfer instruments. The Index also provides a means of comparing the returns of an actively managed portfolio against a passive, naive market portfolio as approximated by the Index. The Mid-Tier and its sub-indices allow for approximations of performance comparisons by vintage or age, across the capital stack, and by initial credit risk level and/or vintage as indicated by original attachment point. Until February of 2022, AD&Co has been computing crOAS relative to the Libor-swap rate curve that is set to retire in 2023. Following the prevailing market trend and starting from its February-end report, AD&Co began computing the crOAS metric relative to the Treasury-curve benchmark. Given the differences between the two rate curves, this change should account for approximately 6 to 12 bps widening in spread for the AD&Co CRT Indices. <b>Disclaimer:</b> The AD&Co U.S. Mortgage High-Yield Index serves as an informational index and is not for commercial-use purposes. The Index's accuracy, completeness, timeliness and suitability for any purpose are not guaranteed. The Index does not constitute (1) investment, legal, accounting, tax, or other professional advice or (2) any recommendation or solicitation to purchase, hold, sell, or otherwise deal in any investment. This Index has been prepared for general informational purposes, without consideration of the circumstances or objectives of any particular investor. Any reliance on the Index is at the reader's sole risk. All investment is subject to numerous risks, known and unknown. Past performance is no guarantee of future results. For investment advice, seek a qualified investment professional. Not for redistribution without permission. Note: An affiliate of Andrew Davidson & Co., Inc. engages in trading activities in investments that may be the same or similar to those featured in the Index. <b>Index Inclusion Rules</b> Only cash CAS and STACR bonds offered to the public, whether they are exchangeable or not, that have or have had IDC prices. Bond factor > = .25 Floating rate bonds only. Collateral Types 30 Year Residential. Fixed Rate: STACR-DN, DNA, HQ, HQA, HRP, CAS – C0 Tranche names – B, B1, B2, M3, M2, M1 Normally listed on GSE websites: <a href='https://crt.freddiemac.com/offerings/stacr.aspx#issuance-details'>Freddie Mac</a>, <a href='http://www.fanniemae.com/portal/funding-the-market/credit-risk/transactions.html'>Fannie Mae</a> No private placements No Child Classes (Exchangeable into) or Retained Classes (H bonds) No CIRT, ACIS, SPI Original attachment points and CAS STACR <table style='width:50%'><tr><th>Tier</th><th>Attachment Points</th><th>CAS STACR Class</th></tr><tr><td>0</td><td>> = 0.00 < .25</td><td>STACR Class B, B2; CAS Class B</td></tr><tr><td>1</td><td>> = 0.25 < .95</td><td>STACR Class B1, Old M3; CAS Class B1</td></tr><tr><td>2</td><td>> = 0.95 < 1.75</td><td>STACR Class M3, M2; CAS Class M2</td></tr><tr><td>3</td><td>> = 1.75 < 3.75</td><td>STACR Class M2, M1; CAS Class M1</td></tr><tr><td>Mid</td><td>> = 0.25 < 3.75</td><td>STACR Class Mixed; CAS Class Mixed</td></tr></table> Input data provided by Intex and ICE Data Services. © Andrew Davidson & Co., Inc. All rights reserved.

The 50th percentile credit score among outstanding first liens. The current credit score is the most recently determined commercially available credit score of the primary borrower on the mortgage loan. The credit score provider may vary by FR Y-14M reporting firm and even within the firm's reporting. Only mortgage accounts with credit scores between 150 and 950 are included in the original credit score percentile calculations. For more detail see: methodology (https://www.philadelphiafed.org/-/media/frbp/assets/surveys-and-data/y14/y-14-data-methodology).

The 75th percentile front-end debt-to-income ratio. The front-end DTI ratio is the percentage of a borrower's monthly income that would go toward housing expenses. The total housing liabilities of the borrower, including the monthly principal, interest, taxes, insurance, association dues, etc., are divided by the total monthly income of the borrower. Front-end DTI is reported at origination. For more detail see: methodology (https://www.philadelphiafed.org/-/media/frbp/assets/surveys-and-data/y14/y-14-data-methodology).

The Contributions to percent change in GDPNow: Real Personal Consumption Expenditures: Goods represents the contribution in percentage points that the nowcast for Personal Consumption Expenditures: Goods provides to real GDP growth. For further information visit the source at https://www.frbatlanta.org/cqer/research/gdpnow.aspx?panel=1.

The Contributions to percent change in GDPNow: Real Gross Private Domestic Investment: Fixed Investment: Business: Equipment represents the contribution in percentage points that the nowcast for Gross Private Domestic Investment: Fixed Investment: Business: Equipment provides to real GDP growth. For any forecasts occurring on or before the second quarter of 2013, the Gross Private Domestic Investment: Fixed Investment: Business: Equipment was actually Equipment and Software. Currently, Gross Private Domestic Investment: Fixed Investment: Business: Equipment excludes Software. For further information visit the source at https://www.frbatlanta.org/cqer/research/gdpnow.aspx?panel=1.

Age refers to the reference person's age, where the reference person is the first member mentioned by the respondent when asked to "Start with the name of the person or one of the persons who owns or rents the home." It is with respect to this person that the relationship of the other consumer unit members is determined. A consumer unit comprises either: (1) all members of a particular household who are related by blood, marriage, adoption, or other legal arrangements; (2) a person living alone or sharing a household with others or living as a roomer in a private home or lodging house or in permanent living quarters in a hotel or motel, but who is financially independent; or (3) two or more persons living together who use their income to make joint expenditure decisions. Financial independence is determined by the three major expense categories: Housing, food, and other living expenses. To be considered financially independent, at least two of the three major expense categories have to be provided entirely, or in part, by the respondent. For more details about the data or the survey, visit the FAQs (https://www.bls.gov/cex/csxfaqs.htm).

In May of 2016, the source discovered errors in the calculation of the CFSI and began a detailed review of the index and its underlying model. Following that review, the source decided to discontinue the CFSI. https://www.clevelandfed.org/en/our-research/indicators-and-data/cleveland-financial-stress-index.aspx The source has posted to their website a message regarding this release: Cleveland Financial Stress Index under review and a revised index expected in the fourth quarter of 2016. A thorough review of the index is being conducted to both simplify the index and enhance its robustness, while also taking into consideration changes in financial markets and institutions. This review and the revisions to the CFSI are expected to be completed sometime during the fourth quarter of this year, and additional details will be made available at that time. Thank you for your patience while we improve the CFSI. This chart shows the contribution of the commercial mortgage-backed security spread to CFSI. This spread is measured as the difference between the yield on commercial mortgage-backed securities and 5-Year Treasury. It captures the ability of originators to raise capital and the relative riskiness of the securitized asset

Source ID: FU403063653.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FU403063653&t=) provided by the source.

Source ID: FL403065170.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL403065170&t=) provided by the source.

Value added represents the sum of the costs-incurred and the incomes-earned in production, and consists of compensation of employees, taxes on production and imports, less subsidies, and gross operating surplus.

Value added represents the sum of the costs-incurred and the incomes-earned in production, and consists of compensation of employees, taxes on production and imports, less subsidies, and gross operating surplus.

Value added represents the sum of the costs-incurred and the incomes-earned in production, and consists of compensation of employees, taxes on production and imports, less subsidies, and gross operating surplus.

Source ID: FA123165005.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FA123165005&t=) provided by the source.

Source ID: FL673065105.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL673065105&t=) provided by the source.

The Status Report of U.S. Government Gold Reserve (https://fiscaldata.treasury.gov/datasets/status-report-government-gold-reserve/u-s-treasury-owned-gold) can be found on FiscalData and is available for download in multiple machine-readable formats with complete metadata. Deep Storage is the portion of the U.S. Government-owned gold bullion reserve which the Mint secures in sealed vaults that are examined annually by the Treasury Department's Office of the Inspector General and consists primarily of gold bars.

Quarterly average. This series was constructed by the Bank of England as part of the Three Centuries of Macroeconomic Data project by combining data from a number of academic and official sources. For more information, please refer to the Three Centuries spreadsheet at https://www.bankofengland.co.uk/statistics/research-datasets. Users are advised to check the underlying assumptions behind this series in the relevant worksheets of the spreadsheet. In many cases alternative assumptions might be appropriate. Users are permitted to reproduce this series in their own work as it represents Bank calculations and manipulations of underlying series that are the copyright of the Bank of England provided that underlying sources are cited appropriately. For appropriate citation please see the Three Centuries spreadsheet for guidance and a list of the underlying sources.

Source ID: FL153165005.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL153165005&t=) provided by the source.

Source ID: FL313065035.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL313065035&t=) provided by the source.

Delinquent loans and leases are those past due thirty days or more and still accruing interest as well as those in nonaccrual status. The 100 largest banks are measured by consolidated foreign and domestic assets.

Source ID: FL413065105.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL413065105&t=) provided by the source.

The 25th percentile credit score among first lien originations. The original credit score is the credit score at origination for the borrower using a commercially available credit score. The original credit score provider may vary by FR Y-14M reporting firm and even within the firm's reporting. Only mortgage accounts with credit scores between 150 and 950 are included in the original credit score percentile calculations. These data include total bank loans originated and held in portfolio in a given quarter, including those that will later be sold or securitized. For more detail see: methodology (https://www.philadelphiafed.org/-/media/frbp/assets/surveys-and-data/y14/y-14-data-methodology).

The 90th percentile original loan-to-value (LTV) ratio. The original LTV ratio is the original loan amount divided by the lesser of the selling price or the appraised value of the property securing the mortgage at origination. Only mortgage accounts with LTV values greater than 0 percent and less than 125 percent are included in the original LTV percentile calculations.For more detail see: methodology (https://www.philadelphiafed.org/-/media/frbp/assets/surveys-and-data/y14/y-14-data-methodology).

The total count of first-lien closed-end loans secured by 1-4 family residential real estate among firms included in the reporting panel. Includes both first-lien mortgages and first-lien home equity loans for portfolio mortgages only. Reported accounts are as of quarter end. For more detail see: methodology (https://www.philadelphiafed.org/-/media/frbp/assets/surveys-and-data/y14/y-14-data-methodology).

Source ID: FA103065405.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FA103065405&t=) provided by the source.

Source ID: FL103065005.Q For more information about the Flow of Funds tables, see the Financial Accounts Guide (https://www.federalreserve.gov/apps/fof/Default.aspx). With each quarterly release, the source may make major data and structural revisions to the series and tables. These changes are available in the Release Highlights (https://www.federalreserve.gov/apps/fof/FOFHighlight.aspx). In the Financial Accounts, the source identifies each series by a string of patterned letters and numbers. For a detailed description, including how this series is constructed, see the series analyzer (https://www.federalreserve.gov/apps/fof/SeriesAnalyzer.aspx?s=FL103065005&t=) provided by the source.

The current face value of mortgage-backed obligations held by Federal Reserve Banks. These securities are guaranteed by Fannie Mae, Freddie Mac, or Ginnie Mae.