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pdfFR Y-14Q: Retail US HELOC Schedule Instructions
FR Y-14Q: Retail US HELOC Schedule Instructions
This document provides general guidance and data definitions for the US Home Equity Line of Credit Schedule
(HELOC Schedule). This schedule applies to US loans reported on line 1.c.1 of schedule HC-C of the FR-Y9C. For first
mortgages and second lien HELOANs, reference the separate instructions and schedules.
For the first reporting period (e.g.,September 2011), report monthly portfolio-level data for the US home equity line
of credit (HELOC) portfolio by segments from January 2007 to the first reporting period. For subsequent periods, the
requirement is to report data for the months within the reporting period. The required segments are presented in
Table A below. Reporting BHCs should segment the HELOC portfolio by accounting treatment; product type; original
FICO score or equivalent; geography; vintage; original Loan-to-Value (LTV) (or CLTV for second liens); delinquency
status; and origination channel. Report only owned loans. Include both held for investment (HFI) and held for sale
(HFS) loans. Start each row of data with your BHC name (SAS Variable: BHC_NAME), your RSSD ID number (SAS
Variable: RSSD_ID), the reporting month (SAS Variable: REPORTING_MONTH), and Portfolio ID (SAS Variable:
PORTFOLIO_ID) (use Heloc for the Portfolio ID within this schedule).
Table B below lists the summary variables that are to be reported for each portfolio segment. Definitions for each of
these variables can be found in Section B, Summary Variables, of these instructions. Provide all dollar unit data in
millions of dollars ($ Millions). Use the SAS variable name and SAS data type provided on the table for the
submission.
The HELOC Example — Table B exhibit provides an example of the dataset to be submitted. Columns D to M of this
worksheet indicate the specific reported segments while the remaining columns contain the requested summary
variables. Rows 3 to 60 are for the following distinct segment: HFI purchased impaired; 1st lien; original FICO score or
equivalent <=680; in region #1; originated in 2005 or before; with an original (C)LTV of <=65%; current or 1-59 days
past due (DPD); and originated through the retail channel. A new segment starts in row 61. This segment has the
same characteristics as the prior segment except that it covers loans originated through the “all other” channel.
There are three accounting treatment segments, two product type segments, three original FICO score segments, six
geography segments, six vintage segments, four original LTV segments, five delinquency status segments, and two
origination channel segments. This results in a maximum size dataset with 25,920 rows of data per reporting month
(3 x 2 x 3 x 6 x 6 x 4 x 5 x 2 = 25,920). Reporting BHCs should submit all data files in SAS format (version 7 or higher)
only. Include in the submission all segments that are not applicable (e.g., there are no loans or accounts in those
segments) such that the dataset always has 25,920 rows of data per reporting month. For the summary variables,
assign a SAS Missing Value (".") if information is not applicable or not available.
Table C below lists the variables that should be reported for each portfolio segment only for the most recent
reporting-month (there is no need to report historical data for these variables). Definitions for each of these variables
can be found in Section C, Snapshot Metrics, of these instructions. These variables, along with the Table B Summary
variables, should be summarized for each portfolio segment and submitted in a separate SAS file. Use the SAS
variable name and SAS data type provided on the table for the submission. The HELOC Example – Table B & C
exhibit provides an example of the dataset to be submitted. The maximum size dataset will be 25,920 rows because
this should only be reported for the most recent month.
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FR Y-14Q: Retail US HELOC Schedule Instructions
Reporting BHCs should provide a segment ID for each reported segment. This segment ID should be a unique sixteendigit identifier where each of the pairs of the sixteen digits refers to a specific classification for each of the eight
segmentation categories. Refer to Table A below for the attribute codes for the eight segment categories. For
example, in the HELOC Example – Table B exhibit, the first segment listed has the segment ID 0101010101010101
because each of the attributes for this segment is in the primary position of the attributes list in Table A. Starting with
row 61, the second example segment has the segment ID 0101010101010102 because all of the attributes are the
same as the prior segment except that origination channel is now “all other”, which is listed in the second position of
the attributes list in Table A. Do not drop leading zeros.
For the requested segment-level summary variables, report unpaid principal balance gross of any partial charge-offs
that may have been taken on the loan. For the $ Gross Contractual Charge-offs, $ Bankruptcy Charge-offs, $
Recoveries, and $ Net Charge-offs report the dollar amount of charge-offs or recoveries for the segment only for the
month that they occurred. For the delinquency status segmentation, categorize charge-offs or recoveries by
delinquency status at charge-off. A summation of charge-offs or recoveries across the delinquency buckets for a
given reporting month should thus result in the total charge-offs or recoveries recorded by the institution in that
month. For the $ Interim Charge-off variable, report cumulative charge-offs through the reporting-month for the
loans in the segment.
Table D requests certain aggregate data about loans in the portfolio that should be excluded from the amounts
reported in Tables B and C. Definitions for each of these variables can be found in Section D, Excluded Accounts, of
these instructions. The Mortgage Data Example – Table D exhibit provides an example of the dataset to be
submitted.
To summarize, the HELOC schedule submission should include three separate SAS files:
1. From January 2007 – present, the summary variables in Table B should be reported in the segments
described in Table A.
2. For the most recent reporting month only, the summary variables in Tables B and C should be reported in
the segments described in Table A.
3. For the most recent reporting month only, the summary variables in Table D should be reported in
aggregate. No segmentation is required.
A. Segments
For each of the summary variables and snapshot metrics (to be described in further detail in Section B, Section C,
and Section D), information should be reported for the following segments:
1.
Accounting Treatment – This refers to accounting treatment of loans reported in this schedule.
Reporting BHCs should segment the portfolio into the following three segments:
a) HFI Purchased Impaired: held for investment loans accounted for in accordance with ASC
subtopic 310-30; loans and debt securities acquired with deteriorated credit quality (formerly
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FR Y-14Q: Retail US HELOC Schedule Instructions
AICPA statement of position 03-3, accounting for certain loans or debt securities acquired in
a transfer).
b) HFI FVO / HFS: held for investment loans measured at fair value under a fair value option or
loans held for sale.
c) Other: held for investment loans not measured at fair value and not purchased impaired
2. Product Type – Reporting BHCs should segment the portfolio into product types based on specific
features of the loan. If a loan is government insured, do not report any data for that loan on Tables B or
C. Instead, include the loan on Table D only. The portfolio should be segmented into two product types:
a) HELOC 1st Lien
b) HELOC 2nd Lien
3. Original FICO score or equivalent – Reporting BHCs should segment the portfolio by original FICO score
or equivalent. Original FICO score or equivalent should be the score upon which the original underwriting
decision was based. If the bank does not have original FICO scores, map the internal score or other
bureau score used to the equivalent FICO score. If original FICO score or equivalent is missing or
unavailable for a loan, do not report any data for that loan on Tables B or C. Instead, include the loan
on Table D only. Segment the portfolio into the following three catagories:
a) <=680
b) > 680 and <= 720
c) >720
4. Geography – Reporting BHCs should report the region in which the property is located. Segment the
portfolio into the following six geographical area designations:
a) Region 1: Arizona, California and Nevada
b) Region 2: Florida
c) Region 3: Illinois, Indiana, Michigan, Minnesota, Missouri, Nebraska, Ohio, Wisconsin, North
Dakota, South Dakota, Iowa, Kansas
d) Region 4: Connecticut, Delaware, Massachusetts, Maryland, Maine, New Hampshire, New
Jersey, New York, Rhode Island, Virginia, Vermont and Washington DC
e) Region 5: Georgia, Alabama, Kentucky, Louisiana, Mississippi, North Carolina, Pennsylvania,
South Carolina, Tennessee, West Virginia and US Territories (Puerto Rico, Guam, etc.)
f) Region 6: Colorado, Idaho, Oregon, Washington, Montana, New Mexico, Alaska, Oklahoma,
Texas, Arkansas, Utah, Wyoming, and Hawaii
5. Vintage – Vintage refers to the calendar year that the account was originated. There are six possible
vintages to report:
a) 2005 and Before
b) 2006
c) 2007
d) 2008
e) 2009
f) 2010 & 2011
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FR Y-14Q: Retail US HELOC Schedule Instructions
6. Original LTV (or CLTV for 2nds) – The original combined loan-to-value ratio is the original amount of the
line, in addition to any senior liens, divided by the property value at the time of origination. If original
(C)LTV is missing or unavailable for a loan, do not report any data for that loan on Tables B or C.
Instead, include the loan on Table D only. Segment the portfolio as follows:
a) <=65
b) > 65 and <= 80
c) > 80 and <= 90
d) > 90
7. Delinquency status – Reporting BHCs should segment the portfolio into the following five delinquency
statuses:
a) Current & 1-59 DPD: Accounts that are not past due (accruing and non-accruing) or are 1-59
DPD (accruing and non-accruing) as of month-end.
b) 60-89 DPD: Accounts that are 60 to 89 days past due (accruing and non-accruing) as of
month-end.
c) 90-119 DPD: Accounts that are 90 to 119 days past due (accruing and non-accruing) as of
month-end.
d) 120-179 DPD: Accounts that are 120 to 179 days past due (accruing and non-accruing) as of
month-end.
e) 180+ DPD: Accounts that are 180 or more days past due (accruing and non-accruing) as of
month-end.
8. Origination Channel –Reporting BHCs should segment the portfolio into the following two origination
channels:
a) Retail
b) All Other – non-retail origination channels, including wholesale, broker, correspondent, etc.
B. Summary Variables
For each of the segments described above and for each reference month, report information on the following
summary variables:
1. # Accounts – Total number of accounts on the book for the segment as of month-end.
2. $ Outstandings – Total principal amount outstanding as of the end of the month. This should be reported
as unpaid principal balance (UPB) gross of any charge-offs. In other words, the $ outstanding should not
reflect any accounting based write-downs and should only be reduced to zero when the loan has been
liquidated – either paid in full, charged off, or real estate owned (REO) sold.
3. $ Commitment – The total dollar amount of HELOC credit lines on the book for the segment as of monthend. The internal automated limit (shadow limit) should be used when there is no contractual limit. For
frozen lines, the commitment amount equals the UPB.
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FR Y-14Q: Retail US HELOC Schedule Instructions
4. # New accounts – The total number of new accounts originated (or purchased) in the given month for
the segment as of month-end.
5. $ New accounts – The total dollar amount of new accounts originated (or purchased) in the given month
for the segment as of month-end.
6. $ Commitment increases – The dollar amount commitment (limit) increase on existing HELOC credit lines
in the reporting-month.
7. $ Commitment decreases – The dollar amount decrease on existing HELOC credit lines in the reportingmonth. For frozen lines, the amount of commitment decrease should be the change implied by freezing
the line, which ordinarily would be the pre-existing undrawn amount that can no longer be drawn. As
the balance pays off and the line remains frozen, the amount of commitment decrease will equal the
decrease in UPB.
8. # Sold in month – The total number of accounts for the segment that were sold in the reporting-month.
Sales may be to GSEs, to private investors, or in the form of bulk asset sales.
9. $ Sold in month – The total unpaid principal balance of loans in the segment that were sold in the
reporting-month. Sales may be to GSEs, to private investors, or in the form of bulk asset sales.
10. $ Gross contractual charge-offs – The total unpaid principal balance for the segment that was
contractually charged off during the month. All interim FFIEC write-downs should be included in gross
contractual charge-offs in the month that they are taken. Report principal charge-offs only, not interest
and fees. For the delinquency status segmentation, categorize charge-offs by delinquency status at
charge-off.
11. $ Bankruptcy charge-offs – The total unpaid principal balance for the segment that was charged off due
to bankruptcy as of month-end. Report principal charge-offs only, not interest and fees. For the
delinquency status segmentation, categorize charge-offs by delinquency status at charge-off.
12. $ Recoveries – The total dollar amount of any balance recovery collected during the month from
previously charged-off loans for the segment as of month-end. For the delinquency status segmentation,
categorize recoveries by delinquency status at charge-off. Recoveries should be reported as a positive
value.
13. $ Net Charge-offs – The total unpaid principal balance for the segment that was charged-off in the
reference month, net of any recoveries in the reference month. Report principal charge-offs only, not
interest and fees. Generally, $ net contractual charge-offs should equal [$ gross contractual charge-offs +
$ bankruptcy charge-offs — $ recoveries].
14. Adjustment factor to reconcile $ gross contractual charge-offs to $ net charge-offs – If it is not the case
that $ net charge-offs equals [$ gross contractual charge-offs + $ bankruptcy charge-offs — $ recoveries],
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FR Y-14Q: Retail US HELOC Schedule Instructions
provide the value of $ net contractual charge-offs minus [$ gross contractual charge-offs + $ bankruptcy
charge-offs — $ recoveries] in this variable. As a separate document included in the submission, provide
an explanation for such a difference (for example, fraud losses are also included in your BHC’s $ net
charge-offs variable). If the adjustment factor variable represents more than one factor leading to the
difference, provide a separate breakout of the multiple factors.
15. $ Foreclosure - The total unpaid principal balance of loans in the foreclosure process. These dollars are
pre-REO and should be coded as a foreclosure in the system.
16. $ New Foreclosure - The total unpaid principal balance of loans that entered the foreclosure process in
the reporting month. These dollars are pre-REO and should be coded as a foreclosure in the system.
17. $ REO - The total unpaid principal balance of mortgages where the bank has obtained the title through
foreclosure and the property is on the market and available for sale. Also include instances where the
bank has obtained the title but the availability for sale is not known.
18. $ New REO - The total unpaid principal balance of foreclosed loans where the institution has bought
back the property in auction in the reporting month.
C. Snapshot Metrics
For each of the segments described above in Section A and starting only in the most recent reporting month,
report information on the following metrics.
1. # Accounts that were 60+ DPD in last 12 months – The total number of accounts in the reporting
segment as of month-end that were 60 or more days past due (DPD) at any given time in the past twelve
months ending in the reference month.
2. # Accounts ever modified – The number of accounts in the segment that have ever been modified.
3. $ Accounts ever modified – The total amount of unpaid principal balance in the segment that has ever
been modified.
4. # Accounts with utilization rate > 75% – The number of accounts in the segment that have a utilization
rate greater than 75%. Calculate utilization rate by dividing a borrower’s current outstanding balance by
the borrower’s current credit limit. For frozen lines, if the UPB exceeds zero, then the utilization is 100%;
if the UPB is zero, utilization is undefined.
5. # Accounts with utilization rate <25% – The number of accounts in the segment that have a utilization
rate of less than 25%. Calculate utilization rate by dividing a borrower’s current outstanding balance by
the borrower’s current credit limit. Accounts with negative balances should be assigned 0% utilization.
6. # Loans intended for sale – The number of accounts in the segment that are intended for sale rather
than to be held for investment. The accounts may be intended for sale to GSEs, to private investors, or as
part of a bulk asset sale.
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FR Y-14Q: Retail US HELOC Schedule Instructions
7. $ Loans intended for sale – The unpaid principal balance associated with accounts in the segment that
are intended for sale rather than to be held for investment. The accounts may be intended for sale to
GSEs, to private investors, or as part of a bulk asset sale.
8. $ Interim charge-offs – The total unpaid principal balance that has been charged-off on loans in the
segment through the reporting-month. Interim charge-offs include all cumulative partial chargeoffs/write-downs for loan that have not been fully charged‐off or otherwise liquidated.
D. Excluded Accounts
Report in Table D all loans excluded from Tables B and C because original FICO Score and/or original LTV cannot
be reported. Report loans only for the most recent reporting month and only on an aggregate basis (do not break
into multiple segments).
1. # Accounts missing LTV only – The number of accounts for which original LTV cannot be reported.
Exclude loans where original FICO score is also missing.
2. $ Missing LTV only – The unpaid principal balance of accounts for which original LTV cannot be reported.
Exclude loans where original FICO score is also missing.
3. # Accounts missing FICO score only – The number of accounts for which original FICO score cannot be
reported. Exclude loans where original LTV is also missing.
4. $ Missing FICO only – The unpaid principal balance of accounts for which original FICO score cannot be
reported. Exclude loans where original LTV is also missing.
5. # Accounts missing LTV and FICO score – The number of accounts for which original LTV and original
FICO score cannot be reported.
6. $ Missing LTV and FICO score – The unpaid principal balance of accounts for which original LTV and
original FICO score cannot be reported.
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FR Y‐14Q: Mortgage Schedule ‐ US Home Equity Line of Credit Schedule
Table A
Report Instruction A ‐ 1
Report Instruction A ‐ 2
Report Instruction A ‐ 3
Report Instruction A ‐ 4
Accounting Treatment
Product Type
Original FICO or Equivalent
Geography
ACCOUNTING_TREATMENT
PRODUCT_TYPE
ORIG_FICO
GEOGRAPHY
Please provide all Dollar Unit data in $ Millions.
SAS
SAS
Segment
Data Type Format
ID
01
HFI Purchased
Character char(35)
1‐2
Impaired
Character char(35)
3‐4
HELOC 1st Lien
Character char(35)
5‐6
<=680
Character char(35)
7‐8
Region 1
Report Instruction A ‐ 5
Report Instruction A ‐ 6
Report Instruction A ‐ 7
Report Instruction A ‐ 8
Vintage
Original LTV (or CLTV for 2nds)
Delinquency Status
Origination Channel
VINTAGE
ORIG_LTV
DLQ_STATUS
ORIG_CHANNEL
Character
Character
Character
Character
char(35)
char(35)
char(35)
char(35)
Definition Reference
SAS
Variable Name
Segments
9‐10
11‐12
13‐14
15‐16
Attribute ID within Segment ID Positions
02
03
04
05
HFI FVO / HFS
HELOC 2nd Lien
681‐720
Region 2
Other
2005 and Before
<= 65
Current & 1‐59DPD
Retail
2006
66 ‐ 80
60‐89 DPD
All Other
2007
2008
2009
81 ‐ 90
> 90
90‐119 DPD 120‐179 DPD 180+ DPD
Regions
Region 1
Region 2
Region 3
Region 4
Region 5
Region 6
US ‐ Geographic Regions
AZ, CA, NV
FL
IL, IN, MI, MN, MO, NE, OH, WI, ND, SD, IA, KS
CT, DE, MA, MD, ME, NH, NJ, NY, RI, VA, VT, DC
GA, AL, KY, LA, MS, NC, PA, SC, TN, WV, US Territories
CO, ID, OR, WA,MT, NM, AK, OK, TX, AR, UT, WY, HI
>720
Region 3
Region 4
Region 5
Table B
Definition Reference
Report Instruction B ‐ 1
Report Instruction B ‐ 2
Report Instruction B ‐ 3
Report Instruction B ‐ 4
Report Instruction B ‐ 5
Report Instruction B ‐ 6
Report Instruction B ‐ 7
Report Instruction B ‐ 8
Report Instruction B ‐ 9
Report Instruction B ‐ 10
Report Instruction B ‐ 11
Report Instruction B ‐ 12
Report Instruction B ‐ 13
Report Instruction B ‐ 14
Report Instruction B ‐ 15
Report Instruction B ‐ 16
Report Instruction B ‐ 17
Report Instruction B ‐ 18
Summary Variables
# Accounts
$ Outstandings
$ Commitments
# New Accounts
$ New Accounts
$ Commitment Increases
$ Commitment Decreases
# Sold in Month
$ Sold in Month
$ Gross Contractual Charge‐offs
$ Bankruptcy Charge‐offs
$ Recoveries
$ Net Charge Offs
$ Net Charge Off Reconciliation
$ Foreclosure
$ New Foreclosure
$ REO
$ New REO
SAS
Variable Name
N_ACCT
D_OS
D_COMMITMENTS
N_NEW_ACCOUNTS
D_NEW_ACCOUNTS
D_COMMITMENT_INCREASES
D_COMMITMENT_DECREASES
N_SOLD_IN_MONTH
D_SOLD_IN_MONTH
D_GROSS_CONTRACTUAL_CO
D_BANKRUPTCY_CO
D_RECOVERIES
D_NET_CO
D_ADJ_NET_CO
D_FORECLOSURE
D_NEW_FORECLOSURE
D_REO
D_NEW_REO
SAS
Data Type
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
SAS
Format
16.
16.6
16.6
16.
16.6
16.6
16.6
16.
16.6
16.6
16.6
16.6
16.6
16.6
16.6
16.6
16.6
16.6
Definition Reference
Report Instruction C ‐ 1
Report Instruction C ‐ 2
Report Instruction C ‐ 3
Report Instruction C ‐ 4
Report Instruction C ‐ 5
Report Instruction C ‐ 6
Report Instruction C ‐ 7
Report Instruction C ‐ 8
Table C
Snapshot Metrics
(AS OF MOST CURRENT MONTH)
# accounts 60+ DPD in Last 12 Months
# accounts ever modified
$ Accounts Ever modified
# Accounts with utilization rate > 75%
# Accounts with utilization rate < 25%
# Loans Intended for Sale
$ Loans Intended for Sale
$ Interim Charge‐offs
SAS
Variable Name
N_ACCTS_60DPD_LAST12_MONTHS
N_ACCTS_EVER_MODIFIED
D_ACCOUNTS_EVER_MODIFIED
N_ACCTS_UTIL_GT_75
N_ACCTS_UTIL_LT_25
N_LOANS_FOR_SALE
D_LOANS_FOR_SALE
D_INTERIM_CO
SAS
Data Type
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
SAS
Format
16.
16.
16.6
16.
16.
16.
16.6
16.6
Definition Reference
Report Instruction D ‐ 1
Report Instruction D ‐ 2
Report Instruction D ‐ 3
Report Instruction D ‐ 4
Report Instruction D ‐ 5
Report Instruction D ‐ 6
Table D
Totals for Excluded Accounts
(AS OF MOST CURRENT MONTH)
# Accounts Missing LTV only
$ Missing LTV only
# Accounts Missing FICO only
$ Missing FICO only
# Accounts Missing LTV and FICO
$ Missing LTV and FICO
SAS
Variable Name
N_ACCTS_MISSING_LTV_ONLY
D_MISSING_LTV_ONLY
N_ACCTS_MISSING_FICO_ONLY
D_MISSING_FICO_ONLY
N_ACCTS_MISSING_LTV_AND_FICO
D_MISSING_LTV_AND_FICO
SAS
Data Type
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
SAS
Format
16.
16.6
16.
16.6
16.
16.6
06
Region 6
2010 &
2011
HELOC Ex ‐ Table B
A
B
C
1 Business/Portfolio Identifier Data
2 BHC Name BHC RSSD_ID # Portfolio ID
D
Segments
Segment ID #
E
ASC 310‐30
F
Product Type
G
H
Origination
FICO or
Equivalent Geography
I
J
Vintage
Original LTV
(or CLTV
for 2nds)
K
Delinquency
Status
L
M
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
4 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Feb‐07
5 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Mar‐07
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Apr‐07
7 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
May‐07
8 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Jul‐07
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Aug‐07
11 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Sep‐07
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Oct‐07
13 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Nov‐07
14 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Dec‐07
15 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
16 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Feb‐08
17 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Mar‐08
18 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Apr‐08
19 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
May‐08
20 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Current + 1‐59 DPD
Retail
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Jul‐08
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Aug‐08
23 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Sep‐08
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Oct‐08
25 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Nov‐08
26 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Dec‐08
27 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
28 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Feb‐09
29 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Mar‐09
30 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Apr‐09
31 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
May‐09
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
33 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Jul‐09
34 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Aug‐09
35 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Sep‐09
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Oct‐09
37 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Nov‐09
38 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Dec‐09
39 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Jan‐10
40 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Feb‐10
41 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
42 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Apr‐10
43 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
May‐10
44 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
45 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Jul‐10
46 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Aug‐10
47 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Sep‐10
48 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Oct‐10
49 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Nov‐10
Dec‐10
0101010101010101 Purchased Impaired
Retail
X
Y
Z
AA
AB
AC
AD
AE
AF
Jun‐10
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
52 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Feb‐11
53 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Mar‐11
Jan‐11
54 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Apr‐11
55 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
May‐11
56 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
57 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Jul‐11
58 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Aug‐11
59 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
Retail
Sep‐11
60 ABC
7654321 Heloc
0101010101010101 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
61 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
Jan‐07
62 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
Feb‐07
63 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
Mar‐07
64 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
Apr‐07
65 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
May‐07
66 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
67 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
Jul‐07
68 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
Aug‐07
69 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
Sep‐07
70 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
71 ABC
7654321 Heloc
0101010101010102 Purchased Impaired
HELOC 1st Lien <= 680
Region 1
2005 and Before <= 65
Current + 1‐59 DPD
All Other
…
…
…
72
W
Mar‐10
51 ABC
Current + 1‐59 DPD
V
Jun‐09
36 ABC
7654321 Heloc
U
Jan‐09
32 ABC
50 ABC
T
Jun‐08
7654321 Heloc
22 ABC
7654321 Heloc
S
Jan‐08
21 ABC
24 ABC
R
Jun‐07
9 ABC
10 ABC
0101010101010101 Purchased Impaired
Q
Jan‐07
6 ABC
7654321 Heloc
P
$
$
# Sold $ Sold
$ Gross
$
$ Net
$
Origination Reporting
#
$
$
# New
$ New
$ New
Commitment Commitment
in
in
Contractual Bankruptcy
$
$ Net
Charge‐off
$
$ New
$ New
Channel
Month Accounts Outstandings Commitment Origination Origination Commitment
Increases
Decreases Month Month Charge‐offs Charge‐offs Recoveries Charge‐offs Reconciliation Foreclosure Foreclosure REO REO
3 ABC
12 ABC
N
O
Summary Variables
Jun‐11
Retail
Oct‐11
Jun‐07
Oct‐07
Nov‐07
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
… …
…
HELOC Ex ‐ Table B&C
A
B
1 Business/Portfolio Identifier Data
2
BHC Name
3 ABC
4 ABC
5
BHC RSSD_ID #
C
7654321 Heloc
…
E
F
G
H
I
J
K
ASC 310‐30
Product Type
Origination FICO or
Equivalent
Geography
Vintage
Original LTV (or CLTV for
2nds)
Delinquency Status
Origination Channel Reporting Month
Current + 1‐59 DPD
Retail
Current + 1‐59 DPD
All Other
0101010101010101
7654321 Heloc
…
D
Segment ID #
L
M
N
Summary Variables
Segments
Portfolio ID
Purchased Impaired
0101010101010102
…
HELOC 1st Lien
Purchased Impaired
…
<= 680
HELOC 1st Lien
…
Region 1
<= 680
…
2005 and Before
Region 1
…
<= 65
2005 and Before
…
<= 65
…
…
…
# Accounts
O
P
Q
R
S
$ Outstandings
$ Commitment
# New
Origination
$ New
Origination
$ New
Commitment
T
U
$
Commitment $ Commitment
Increases
Decreases
V
W
# Sold in
Month
$ Sold in
Month
X
Y
Z
$ Gross
Contractual $ Bankruptcy
Charge‐offs
Charge‐offs $ Recoveries
AA
AB
AC
AD
AE
AF
AG
AH
AI
AJ
AK
AL
AM
AN
$ Net Charge Offs
$ Net Charge Off
Reconciliation
$ Foreclosure
$ New Foreclosure
$ REO
$ New REO
# accounts 60+
DPD in Last 12
Months
# accounts ever
modified
Ever modified (# )
# Accounts with
utilization rate >
75%
# Accounts with
utilization rate <
25%
# Loans Intended
for Sale
$ Loans Intended
for Sale
$ Interim Charge‐
offs
Oct‐11
Oct‐11
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
…
HELOC Ex ‐ Table D
A
B
1 Business/Portfolio Identifier Data
2
BHC Name
3 ABC
BHC RSSD_ID #
C
Portfolio ID
7654321 Heloc
D
E
Summary Variables
F
$ non‐Gov't
# non‐Gov't Accounts
Accounts
Reporting Month
Missing LTV only
Missing LTV only
Oct‐11
G
H
I
J
# non‐Gov't
Accounts
Missing FICO
only
$ non‐Gov't
Accounts Missing
FICO only
# non‐Gov't
Accounts
Missing LTV
and FICO
$ non‐Gov't
Accounts Missing
LTV and FICO
| File Type | application/pdf |
| File Modified | 2011-11-18 |
| File Created | 2011-11-18 |