Form FR Y-14Q FR Y-14Q Quarterly Securities Form

FR Y-14Q: AFS and HTM Securities Schedule
Institution Name:
RSSD ID:
Date of Data Submission:
Each BHC should complete and submit the following worksheets in this file:
Coversheet: Firm and submission information.
Securities 1: CUSIP-level details on positions, security type, cumulative OTTI (credit plus non-credit related impairments) taken by security and accounting
intent.
Securities 2: Summary of aggregate positions and OTTI taken into earnings for the quarter-end.
1. Be certain to complete the coversheet
2. Do not rename any of the three worksheets (tabs)
3. Do not rename any of the column headings in any of the worksheets
4. Do not add nor delete any columns in any of the worksheets
5. Do not add or delete any rows in the Securities 2 worksheet
6. Do not rename any of the row headings in the Securites 2 worksheet
7. Do not change the formatting in any of the worksheets
8. Submit the file with the following naming convention:
FR_Y-14Q_Securities_firm_mmddyyyy_v.01.xlsx
firm = short name for the financial institution
mmddyyyy = Date for the last day of the quarter
v.01 = should be used for the initial quarterly submission, and resubmission should be increased by .01.
Additional instructions are provided in each tab.

FR Y-14Q Schedule B.1 Securites 1: Main Schedule

Security Description

Identifier Type
(CUSIP/ISIN/Other)
CQSCP082
1
2
3
4
5
6
7
8
9
10
11
12
13
14

15
16
17
18
19
20

Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example

Identifier Value
(CUSIP/ISIN)
CQSCP083

Private
Placement
(Y/N)
CQSCS370

Security
Description 1
CQSCP084
Agency MBS
Auction Rate Securities
CDO
CLO
CMBS
Common Stock (Equity)
Auto ABS
Credit Card ABS
Student Loan ABS
Other ABS (excl HEL ABS)
Corporate Bond
Domestic Non-Agency RMBS (incl HEL ABS)
Foreign RMBS
Municipal Bond

Security
Description 2
CQSCP085

Security
Description 3
CQSCP086

Exposure to Debt/Equity Security (USD Equivalent)
Current Face
Original Face
Amortized Cost Market Value
Value
Value
(USD
(USD
(USD
(USD
Equivalent)
Equivalent)
Equivalent)
Equivalent)
CQSCP087
CQSCP088
CQSCP089
CQSCP090

OTTI Taken
CQSCP091

Accounting
Pricing
Date (e.g.,
Intent
(AFS, HTM) MM/DD/YYYY)
CQSCP092
CQSCP093

Book Yield*
CQSCP094

Purchase
Date**
CQSCP095

Issuer Name

Issuer Name

Sector

Country
Sector
Money Market
Mutual Fund or
Non-Money Market
Mutual Fund
Name of Fund
Issuer Name
Country ISO Code

Example
Mutual Fund
Example
Preferred Stock (Equity)
Example
Sovereign Bond
Example
US Treasuries & Agencies
Example
Covered Bond
Example
Other
* Book yield is the effective interest rate that would be used to determine credit losses on debt instruments for other-than-temporary impairment (OTTI) purposes. Please refer to ASC 320 (FAS 115) for any additional information.
** Purchase Date is the date on which the security was purchased or acquired.

Securities 1

Currency
CQSCS371

FR Y-14Q Schedule B.2 Securites 2: Investment Securities with Designated Accounting Hedges
Security Holding

Hedging Instrument Information

Exposure to Debt/Equity
Security (USD Equivalent)
Identifier
Amortized
Identifier
Type
Cost
Value
(CUSIP/ISIN/
(USD
Other)
(CUSIP/ISIN) Equivalent)
CQSHP082 CQSHP083 CQSHP087
1
2
3
4
5
6
7
8
9
10
…

Market
Value
(USD
Equivalent)
CQSHP088

Accounting
Intent
(AFS, HTM)
CQSHP092

Type of
Hedge(s)
CQSHS372

Hedge
Hedge
Hedged Risk Interest Rate Percentage
CQSHS373
CQSHS374
CQSHS375

Hedge
Hedged Cash
Horizon
Sidedness
Flow
CQSHS376
CQSHS377
CQSHS378

Effective
Portion of
Hedging
Cumulative
Instrument Gains and
at Fair Value
Losses
CQSHS379
CQSHS380

Ineffective
Portion of
Cumulative
Gains and
Losses
CQSHS381

Example
Example
Example
Example
Example
Example
Example
Example
Example
Example
Example

Securities 2