TRADESUITE ID GUIDE FOR 10B-10 CERTIFICATION VERSION 8.05 MARCH 22, 2018
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TABLE OF CONTENTS 1. Preface 4 Audience 4 Changes in this Version 4 Related Documents and Training 5 Questions? 5 2. Introduction to 10b-10 Certification Fields 6 Asset Class Confirm Record Matrix 6 3. Trade Input and Trade Submission 7 Record 1 7 Record 2 9 Record 4 10 Record 5 11 Record 6 12 4. Trade Output and Trade Receiving 14 Record 1 14 Record 2 17 Record 4 19 Record 5 20 Record 6 21 A. Security Types in Each Asset Class Category 23
1. PREFACE This document lists the fields, including the machine-readable 10b-10 fields, that clients must send and receive to comply with the TradeSuite ID service. Audience This document is for the following TradeSuite ID service clients: Agents Brokers/dealers Institutions Interested parties Prime brokers Changes in this Version TradeSuite ID 8.05 (new changes) The Securities and Exchange Commission (SEC) approved amendments to FINRA Rule 2232 (Customer Confirmations) that require member firms to disclose additional transaction-related information to retail customers for trades in certain fixed income securities. Specifically, amended Rule 2232 requires a member to disclose the amount and percentage of mark-up or mark-down it applies to trades with retail customers in corporate or agency debt securities if the member also executes an offsetting principal trade in the same security on the same trading day. The amended rule also requires members to disclose two additional items on all retail customer confirmations for corporate and agency debt security trades: (1) a reference, and a hyperlink if the confirmation is electronic, to a web page hosted by FINRA that contains publicly available trading data for the specific security that was traded, and (2) the execution time of the transaction, expressed to the second. The MSRB Rule G-15 and G-30 has also changed to accommodate these changes. This new regulation goes into effect on May 14, 2018. To comply with these regulatory changes, DTCC has made the following additions to required certification fields. For Trade Input and Trade Submission: Record 2: o FINRA MSRB EMMA URL o Special Instructions Line 19, Special Instructions Line 20, Special Instructions Line 21 Record 5: o o o o o Trade Execution Date Mark Up/Mark Down Percentage Sign Mark Up / Mark Down Percentage Broker Legal Entity Identifier Institution Legal Entity Preface 4
For Trade Output and Trade Receiving: Record 2: o FINRA MSRB EMMA URL o Special Instructions Line 19, Special Instructions Line 20, Special Instructions Line 21 Record 5: o o o o o Trade Execution Date Mark Up/Mark Down Percentage Sign Mark Up / Mark Down Percentage Broker Legal Entity Identifier Institution Legal Entity Identifier TradeSuite ID 8.0.4 (previously communicated changes) To comply with the markets in financial instruments directive (MiFID II) regulations and allow for greater transparency across the trading process, the Local Tax field is now called Research Amount. In Record 1 for both trade input and trade output, the record field has changed from Local Tax to Research Amount. See the input Record 1 and the output Record 1. In addition to the MiFID II initiative changes, the appearance and layout of the documentation has changed to ensure consistency across DTCC. Related Documents and Training Use this document in conjunction with the TradeSuite ID Confirm Archive Reference document available in the Confirm Archive section of the DTCC Learning Center. For other related content and all references in this document, see the TradeSuite ID 8.0 section of the Institutional Trade Processing - TradeSuite ID Learning Center. Questions? The DTCC Client Center provides general assistance and technical help. Visit www.dtcc.com/client-center to: Enter a service request or check the status of an existing request Search the knowledge base Obtain contact information Preface 5
2. INTRODUCTION TO 10B-10 CERTIFICATION FIELDS This guide provides the 10b-10 certification fields. The 10b-10 dedicated fields are included in the data fields. The purpose of certification is for TradeSuite ID service to: Maintain counterparty compatibility with its users. Ensure that clients are compliant with data fields. Disclaimer: The information in this document is not intended as legal guidance. Clients are responsible for their own certification and for consulting their own legal counsel about certification with SEC Rule 10b-10. Asset Class Confirm Record Matrix At a minimum, when using machine-readable and direct messaging, you must be able to submit and receive the specified records for certification. Table 2.1 shows the TradeSuite ID service confirm records, by asset class category, that are required for processing. Table 2.1 Asset Class Confirm Records Confirm Record 1 Confirm Record 2 Confirm Record 4 Confirm Record 5 Equities Fixed income MBS securities Financial/repo securities Confirm Record 6 Introduction to 10b-10 Certification Fields 6
3. TRADE INPUT AND TRADE SUBMISSION This section shows the required certification fields for trade input and trade submission of: Record 1 Record 2 Record 4 Record 5 Record 6 Record 1 Table 3.1 shows the required fields for trade input and trade submission for record 1. Table 3.1 Trade Input and Trade Submission Record 1 Transaction Type Executing Broker ID Institution ID Number Y Agent ID Number Security Identifier Y Settlement Type Prime Broker Long/Short Indicator Role 1 Y Market Code Side Code Y Net Price Y Shares/Face Value Y Price Y Principal Amount Registration/Shipping/Section 31 Fees Interest Research Amount Country Tax Commission Y Other Charges 1 To comply with TradeSuite ID service certification and the SEC interpretive letter dated November 19, 2010, enter the Role field as a discrete field, and then populate the same data in one of the Special Instructions fields in Record 1. There are eight Special Instructions fields with 32 characters each in Record 1, position 359 614. For more information, see TradeSuite ID service Confirm Trade Input Message Specification available in the TradeSuite ID service 8.0 section of the Institutional Trade Matching - Learning Center. Trade Input and Trade Submission 7
Table 3.1 Trade Input and Trade Submission Record 1 (continued) Net Amount Expanded Security Type Bypass Indicator Split Currency Settlement Indicator Quality control Reporting Exempt Indicator Allocation Source Settlement Location Security Numbering System Currency Code Original Broker Confirm Number Trade Date Y Settlement Date Security Description Line 1 1 Account Type Cancel Correction Reason Code Agent Internal Account Number Broker/Dealer Internal Account Number Broker/Dealer Confirm Number Special Instructions Lines 1 through 8 Security Form Code Interested Party #1 ID Number Interested Party #1 Account Number Interested Party #1 Instruction Line 1 Interested Party #1 Instruction Line 2 Interested Party #2 ID Number Interested Party #2 Account Number Interested Party #2 Instruction Line 1 Interested Party #2 Instruction Line 2 Alternate Currency Conversion Rate Alternate Currency ISO Code Alternate Currency Net Amount Amortized/Accredited Factor 1 The TradeSuite ID service service attempts to obtain security descriptions and fields from J.J. Kenny for DTC-eligible municipal securities. Included are securities the submitter identifies as a municipal security (security type = MUN). This data replaces the broker/dealer data. Trade Input and Trade Submission 8
Record 2 Table 3.2 shows the required fields for trade input and trade submission for record 2. Table 3.2 Trade Input and Trade Submission Record 2 Record Field 10b-10 Field Equity Fixed Income MBS FIN/Repo Security Description Line 2 1 Security Description Line 3 1 Security Description Line 4 1 Security Description Line 5 1 Discount Rate2 Legal Status 1 Payment Status 1 Bond Type Code 1 Basis Indicator 1 Result Indicator 1 Interest Accrual Date 1 Interest Payment Date 1 Interest Rate 1 Maturity Date 1 Y Option Call Indicator 1 Y Call/Put Feature Y Put Bond Type 1 Prerefunded or Call Date 1 Y Prerefunded or Call Price 1 Y Put Bond Date 1 Put Bond Price 1 Bond Form Code 1 Interest Payment Frequency 1 Special Coupon Indicator 1 Flat/Default Status 1 Tax Status 1 Moody s Credit Ratings Y Standard & Poor s Credit Ratings Y Subject to Federal Tax 2 1 The TradeSuite ID service attempts to obtain security descriptions and fields from J.J. Kenny for DTC-eligible municipal securities. Included are securities the submitter identifies as a municipal security (security type = MUN). This data replaces the broker/dealer data. 2 The TradeSuite ID service attempts to obtain security descriptions and fields from J.J. Kenny for DTC-eligible municipal securities. Included are securities the submitter identifies as a municipal security (security type = MUN). This data replaces the broker/dealer data. Trade Input and Trade Submission 9
Table 3.2 Trade Input and Trade Submission Record 2 (continued) Record Field 10b-10 Field Equity Fixed Income MBS FIN/Repo Alternate Minimum Tax 1 Current Yield 1 Y Yield to Maturity 2 Y Yield to Call/Redemption 2 Y Dated Date FINRA MSRB EMMA URL Special Instructions Line 19, Special Instructions Line 20, Special Instructions Line 21 Y Record 4 Table 3.3 shows the required fields for trade input and trade submission for record 4. Table 3.3 Trade Input and Trade Submission Record 4 Trade Type Indicator Current Face Factor Effective Date Pool Number (MBS) Yield Related Reference Number Number of Days Accrued Interest Issue Date Security Class Code Original Trade Par Good Delivery Millions Delivery Date EPN Time Lot ID Terminator Message ID Possible Duplicates 1 To comply with TradeSuite ID certification and the SEC interpretive letter dated November 19, 2010, enter the Role field as a discrete field, and then populate the same data in one of the Special Instructions fields in Record 1. There are eight Special Instructions fields with 32 characters each in Record 1, position 359 614. For more information, see TradeSuite ID service Confirm Trade Input Message Specification available in the TradeSuite ID 8.0 section of the Institutional Trade Processing - TradeSuite ID Learning Center. Trade Input and Trade Submission 10
Table 3.3 Trade Input and Trade Submission Record 4 (continued) Trade Number Number of Pools Internal ID Submitter Account ID Service Type Option Type Option Expiration Date Record Date Specification Code 1 through 16 Specification Value 1 through 16 MBS Interest Rate MBS Maturity Date Record 5 Table 3.4 shows the required fields for trade input and trade submission for record 5. Table 3.4 Trade Input and Trade Submission Record 5 Clearing Broker/Dealer Internal A/C Number Clearing Agent Internal A/C Number Institution Internal A/C Number Institution Order Routing Reference Number Confirm Purpose Delivery Method Price Type Block Trade Indicator Give-up Broker/Dealer Broker/Dealer Salesman Trade Execution Time 1 Y Trade Execution Time Zone 1 Y SIPC Member 1 Y FINRA Member 1 To comply with TradeSuite ID certification and the SEC interpretive letter dated November 19, 2010, enter the Role field as a discrete field, and then populate the same data in one of the Special Instructions fields in Record 1. There are eight Special Instructions fields with 32 characters each in Record 1, position 359 614. For more information, see TradeSuite ID service Confirm Trade Input Message Specification available in the TradeSuite ID 8.0 section of the Institutional Trade Processing - TradeSuite ID Learning Center. Trade Input and Trade Submission 11
Table 3.4 Trade Input and Trade Submission Record 5 (continued) NYSE Member Market Maker 1 Y Delivery Instructions Lines 1 and 2 Wire Instructions Special Instructions Lines 9 through 18 User Defined Disclosure Code Confirm Disclosure Bypass Indicator Mark Up/Mark Down Sign 1 Y Mark Up/Mark Down 1 Y Third Party Remuneration Received 1 Y Broker/Dealer Telephone Number Trade Execution Date Mark Up/Mark Down Percentage Sign Mark Up / Mark Down Percentage Broker Legal Entity Identifier Institution Legal Entity Record 6 Table 3.5 shows the required fields for trade input and trade submission for record 6. Table 3.5 Trade Input and Trade Submission Record 6 Trade Type Leg Identifier Collateral Type Tri-Party Agent Start Date End Date/Maturity Date Number of Pieces of Collateral Parent Reference Number Additional Reference Number 1 Additional Reference Number 2 FIN Rate Sign FIN Rate FIN Rate Type Security Lending Fee Trade Input and Trade Submission 12
Table 3.5 Trade Input and Trade Submission Record 6 (continued) Accrual Method Interest Days Sign Interest Days Accrued Interest due at Maturity Sign Accrued Interest at Maturity Index (Benchmark) Spread to Benchmark or Index Sign Spread to Benchmark or Index Haircut % Substitution Type Substitution Number Substitution Variance Substitution Frequency Face (Par) or Cash Fill Repo Repo Value Premium Amount Interest Payment Calendar Frequency 1st Interest Clean Up Date Lookback Days Reset Interval Frequency 1st Rate Reset Date Flex Repo Payback Frequency 1st Flex Repayment Date Call Delay Trade Input and Trade Submission 13
4. TRADE OUTPUT AND TRADE RECEIVING This section shows the required certification fields for trade output and trade receiving of: Record 1 Record 2 Record 4 Record 5 Record 6 Record 1 Table 4.1 shows the required fields for trade output and trade receiving for record 1. Table 4.1 Trade Output and Trade Receiving Record 1 Transaction Type Executing Broker/Dealer ID Number Institution ID Number Y Agent ID Number Security Identifier Y Settlement Type Prime Broker Long/Short Indicator Role Y Market Code Side Code Y Net Price Y Shares/Face Value Y Price Y Principal Amount Registration/Shipping/Section 31 Fees Interest Research Amount Country Tax Commission Y Other Charges Net Amount Expanded Security Type AOCC Indicator Split Currency Settlement Indicator Quality Control Reporting Exempt Indicator Trade Output and Trade Receiving 14
Table 4.1 Trade Output and Trade Receiving Record 1 (continued) Allocation Source Settlement Location Security Numbering System Currency Code Original Broker/Dealer Confirm Number Trade Date Y Settlement Date Security Description Line 1 Account Type Payment Method Indicator Cancelation/Correction Reason Code Agent Internal Account Number Broker/Dealer Internal Account Number Broker/Dealer Confirm Number Special Instructions Lines 1 through 8 DTC Settlement Mode Confirm Process Time Security Form Code Interested Party #1 ID Number Interested Party #1 Account Number Interested Party #1 Instruction Line 1 Interested Party #1 Instruction Line 2 Interested Party #2 ID Number Interested Party #2 Account Number Interested Party #2 Instruction Line 1 Interested Party #2 Instruction Line 2 DTC Control Number Transaction Sequence Number Alternate Currency Conversion Rate Alternate Currency ISO Code Alternate Currency Net Amount Amortized/Accredited Factor Interested Party #1 Type Interested Party #2 Type Interested Party #3 Type Interested Party #3 ID Number Trade Output and Trade Receiving 15
Table 4.1 Trade Output and Trade Receiving Record 1 (continued) Interested Party #3 Account Number Interested Party #3 Instruction Line 1 Interested Party #3 Instruction Line 2 DTC Control Number Transaction Sequence Number Alternate Currency Conversion Rate Alternate Currency ISO Code Alternate Currency Net Amount Amortized/Accredited Factor Interested Party #1 Type Interested Party #2 Type Interested Party #3 Type Interested Party #3 ID Number Interested Party #3 Account Number Interested Party #3 Instruction Line 1 Interested Party #3 Instruction Line 2 Institution Contact Bypass Indicator Attempt to Cancel/Cancel After Affirmation Indicator Matched Indicator DTC Eligibility Indicator Account Found Indicator Disaffirmation Indicator Eligibility Reason Codes Matching Variance Variance Direction Designated Affirming Party Type Designated Affirming Party Number Confirm Process Date Report Receiver Type Affirming Party Indicator Clearing Broker/Dealer ID Number Clearing Agent ID Number Security Description Type ID Net Number Trade Output and Trade Receiving 16
Record 2 Table 4.2 shows the required fields for trade output and trade receiving for record 2. Table 4.2 Trade Output and Trade Receiving Record 2 Record Field 10b-10 Field Equity Fixed Income MBS FIN/Repo Security Description Line 2 1 Security Description Line 3 1 Security Description Line 4 1 Security Description Line 5 1 Discount Rate 2 Legal Status 1 Payment Status 1 Bond Type Code 1 Basis Indicator 1 Y Result Indicator 1 Interest Accrual Date 1 Interest Payment Date 1 Interest Rate 1 Maturity Date 1 Y Option Call Indicator 1 Y Call/Put Feature Y Put Bond Type 1 Prerefunded or Call Date 1 Y Prerefunded or Call Price 1 Y Put Bond Date 1 Put Bond Price 1 Bond Form Code 1 Interest Payment Frequency 1 Special Coupon Indicator 1 Flat/Default Status 1 Tax Status 3 1 The TradeSuite ID attempts to obtain security descriptions and fields from J.J. Kenny for DTC-eligible municipal securities. Included are securities the submitter identifies as a municipal security (security type = MUN). This data replaces the broker/dealer data. 2 To comply with TradeSuite ID certification and the SEC interpretive letter dated November 19, 2010, enter the Role field as a discrete field, and then populate the same data in one of the Special Instructions fields in Record 1. There are eight Special Instructions fields with 32 characters each in Record 1, position 359 614. For more information, see TradeSuite ID service Confirm Trade Input Message Specification available in the TradeSuite ID 8.0 section of the Institutional Trade Processing - TradeSuite ID Learning Center. 3 TradeSuite ID attempts to obtain security descriptions and fields from J.J. Kenny for DTC-eligible municipal securities. Included are securities the submitter identifies as a municipal security (security type = MUN). This data replaces the broker/dealer data. Trade Output and Trade Receiving 17
Table 4.2 Trade Output and Trade Receiving Record 2 (continued) Record Field 10b-10 Field Equity Fixed Income MBS FIN/Repo Moody s Credit Ratings Y Standard & Poor s Credit Ratings Y Subject to Federal Tax 1 Alternate Minimum Tax 1 Institution Name Agent Name Executing Broker/Dealer Name Clearing Broker/Dealer Name Clearing Agent Name Interested Party #1 Name Interested Party #2 Name Interested Party #3 Name Original Input Security Numbering System Original Input Security Identifier DTC Control Number Transaction Sequence Number CUSIP/CINS Security Numbering System CUSIP/CINS Security Identifier Current Yield 1 Y Yield to Maturity 2 Y Yield to Call/Redemption 2 Y Dated Date FINRA MSRB EMMA URL Special Instructions Line 19, Special Instructions Line 20, Special Instructions Line 21 Y 1 To comply with TradeSuite ID service certification and the SEC interpretive letter dated November 19, 2010, enter the Role field as a discrete field, and then populate the same data in one of the Special Instructions fields in Record 1. There are eight Special Instructions fields with 32 characters each in Record 1, position 359 614. For more information, see TradeSuite ID Confirm Trade Input Message Specification available in the TradeSuite ID 8.0 section of the Institutional Trade Processing - TradeSuite ID Learning Center. Trade Output and Trade Receiving 18
Record 4 Figure 4.1 shows the required fields for trade output and trade receiving for record 4. Figure 4.1 Trade Output and Trade Receiving Record 4 Trade Type Indicator Current Face Factor Effective Date Pool Number Yield Related Reference Number Number of Days Accrued Interest Issue Date Security Class Code Security Class Name Original Trade Par Good Delivery Millions Delivery Date EPN Time Lot ID Terminator Message ID Possible Duplicate Trade Number Number of Pools Internal ID Submitter Account ID Service Type Option Type Option Expiration Date Record Date Specification Code 1 through 16 Specification Value 1 through 16 MBS Interest Rate MBS Maturity Date Trade Output and Trade Receiving 19
Record 5 Table 4.3 shows the required fields for trade output and trade receiving for record 5. Table 4.3 Trade Output and Trade Receiving Record 5 Clearing Broker/Dealer Internal A/C Number Clearing Agent Internal Account Number Institution Internal A/C Number Institution Order Routing Number Allocation Block Reference Identifier Allocation Detail Reference Identifier Confirm Purpose Delivery Method Price Type Block Trade Indicator Give-up Broker/Dealer Broker/Dealer Salesman Trade Execution Time Y Trade Execution Time Zone Y SIPC Member Y FINRA Member - NYSE Member - Market Maker Y Delivery Instructions Line 1 & 2 Wire Instructions Special Instructions Lines 9 through 18 Confirm Disclosure Link Disclosure Reference Number Disclosure Found Indicator User Defined Disclosure Code Confirm Disclosure Bypass Indicator Mark Up/Mark Down Sign Y Mark Up/Mark Down Y 3rd Party Remuneration Received Y Broker/Dealer Telephone Number DTC Control Number Transaction Sequence Number Trade Execution Date Mark Up/Mark Down Percentage Sign Trade Output and Trade Receiving 20
Table 4.3 Trade Output and Trade Receiving Record 5 (continued) Mark Up / Mark Down Percentage Broker Legal Entity Identifier Institution Legal Entity Identifier Record 6 Table 4.4 shows the required fields for trade output and trade receiving for record 6. Table 4.4 Trade Output and Trade Receiving Record 6 Trade Type Leg Identifier Collateral Type Tri-Party Agent Start Date End Date/Maturity Date Number of Pieces of Collateral Parent Reference Number Additional Reference Number 1 Additional Reference Number 2 FIN Rate Sign FIN Rate FIN Rate Type Security Lending Fee Accrual Method Interest Days Sign Interest Days Accrued Interest due at Maturity Sign Accrued Interest at Maturity Index (Benchmark) Spread to Benchmark or Index Sign Spread to Benchmark or Index Haircut % Substitution Type Substitution Number Substitution Variance Substitution Frequency Trade Output and Trade Receiving 21
Table 4.4 Trade Output and Trade Receiving Record 6 (continued) Face (Par) or Cash Fill Repo Repo Value Premium Amount Interest Payment Calendar Frequency 1st Interest Clean Up Date Lookback Days Reset Interval Frequency 1st Rate Reset Date Flex Repo Payback Frequency 1st Flex Repayment Date Call Delay DTC Control Number Transaction Sequence Number Trade Output and Trade Receiving 22
A. SECURITY TYPES IN EACH ASSET CLASS CATEGORY Table A.1 shows a breakdown of the security types contained within each asset class category. Table A.1 Security Types in Each Asset Class Category Asset Class Code Asset Class Description Security Type Security Type Description EQU Equities ADR American Depositary Receipt EQU Equities CER Representative Certificates EQU Equities MSC Miscellaneous EQU Equities OPC Options Contracts EQU Equities OPS Options Shares EQU Equities PRC Premium Contracts EQU Equities PRS Premium Shares EQU Equities RTE Rentes EQU Equities RTS Rights EQU Equities SHP Equities Preferred Shares EQU Equities SHS Equities Shares EQU Equities UNT Units EQU Equities WTS Warrants FI Fixed Income AGS Agencies FI Fixed Income BAS Banker s Acceptances FI Fixed Income CDS Corporate Debt FI Fixed Income COD Certificate of Deposit FI Repo COL Collateral FI Fixed Income CON Convertible Bond FI Fixed Income CPA Commercial Paper FI Fixed Income CPN Coupons FI Fixed Income CSH US Cash Wire FI Fixed Income CS1 US Cash Wire Number 1 FI Fixed Income CS2 US Cash Wire Number 2 FI Fixed Income CS3 US Cash Wire Number 3 FI Fixed Income CS4 US Cash Wire Number 4 FI Fixed Income CS5 US Cash Wire Number 5 FI Fixed Income DFI DTC Omnibus FI Fixed Income EBD Euro bonds FI Fixed Income ECD Euro CD FI Fixed Income ECP Euro CP Security Types in Each Asset Class Category 23
Table A.1 Security Types in Each Asset Class Category (continued) Asset Class Code Asset Class Description Security Type Security Type Description FI Fixed Income ENT Euro notes FI Fixed Income FFI Fixed Income Omnibus FI Repo FIN Finance Transaction FI Fixed Income FPA Face, Principal, or Nominal Amount FI Fixed Income GDS Government Debt Securities FI Fixed Income ITS Indexed Treasury Securities FI Fixed Income MMI Money Market Instruments FI Fixed Income MTN Medium Term Notes FI Fixed Income MUN Municipal Bonds FI Fixed Income NSD Non US Sovereign Debt FI Fixed Income OMM Other Money Market Instruments FI Fixed Income SLA Student Loan Marketing Association FI Fixed Income TBI Treasury Bills FI Fixed Income TEM Tax Exempt Money Markets FI Fixed Income TRB Treasury Bonds FI Fixed Income TRN Treasury Notes FI Fixed Income TRS Treasury Strips FI Fixed Income CP Tax Exempt Commercial Paper MBS Mortgage-Backed Securities ABS Asset-Backed Security MBS Mortgage-Backed Securities CMO Collateralized Mortgage Obligation MBS Mortgage-Backed Securities FMR Freddie Mac Remics MBS Mortgage-Backed Securities FNM Fannie Mae MBS Mortgage-Backed Securities FNR Fannie Mae Remics MBS Mortgage-Backed Securities FRM Freddie Mac MBS Mortgage-Backed Securities GMR Ginnie Mae Remics MBS Mortgage-Backed Securities GNM Ginnie Mae MBS Mortgage-Backed Securities MBS Mortgage-Backed Securities MBS Mortgage-Backed Securities OMB Other Mortgage-Backed Securities Security Types in Each Asset Class Category 24
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