FR Y-14Q Retail Schedule: Domestic Mortgage Loans

Capital Assessment and Stress Testing

FR_Y-14Q_USMORT_fi

Retail Risk - Quarterly

OMB: 7100-0341

⚠️ Notice: This form may be outdated. More recent filings and information on OMB 7100-0341 can be found here:

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FR Y-14Q: Retail US First Mortgage Schedule Instructions
FR Y-14Q: Retail US First Mortgage Schedule Instructions
This document provides general guidance and data definitions for the US First Mortgage Schedule. First mortgage
includes all first lien residential mortgages (home purchase and refinance) and first lien closed-end home equity
loans. These correspond to all US loans reported on line 1.c.2.a of schedule HC-C of the FR-Y9C. For home equity
lines of credit (HELOCs) and second lien home equity loans, see the separate sets of schedule instructions.
For the first reporting period (e.g., September 2011), the request is for monthly portfolio-level data for the US (loans
originated within the United States and US Territories) first mortgage portfolio by segments from January 2007 to the
first reporting period. For subsequent periods, the reporting bank holding company (BHC) is only required to report
data for the months within the reporting period.
The requested segments are presented in table A below. Reporting BHCs must segment their first mortgage portfolio
by accounting treatment, product type, original FICO score or equivalent, geography, vintage, original loan-to-value
(LTV), and delinquency status. Report only owned loans. Include both held for investment (HFI) and held for sale
(HFS) loans. More information on each of these segments can be found in section A of these instructions. 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
FirstMortgage for 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 of these instructions. Provide all dollar unit data in millions of dollars ($
Millions). Use the SAS variable names and SAS data types provided on the table for the data submission.
The First Mortgage Example Raw File Exhibit provides an example of the dataset to be submitted. Columns D to L of
this example indicate the specific reported segments while the remaining columns contain the requested summary
variables. Rows 3 to 60 are for the following specific segment: HFI purchased impaired, fixed rate, original FICO score
or equivalent <=680, in region #1, originated in 2005 or before, with an original LTV of <=65%, and current or 1-59
days past due (DPD). A new segment starts in row 61. This segment has the same characteristics as the prior
segment except that it covers loans 60-89 due DPD. There are three accounting treatment segments, three product
type segments, three original FICO score segments, six geography segments, six vintage segments, four original LTV
segments, and five delinquency status segments. This results in a maximum size dataset with 19,440 rows of data
per reporting month (3 x 3 x 3 x 6 x 6 x 4 x 5 = 19,440). Submit all data files in SAS format (version 7 or higher) only.
Include in your submission all segments that are not applicable (e.g., there are no loans or accounts in those
segments) such that the dataset always has 19,440 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 (no historical data). Definitions for each of these variables can be found in section C 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. The First Mortgage Raw File Exhibit provides an example of the
dataset to be submitted.

FR Y-14Q: Retail US First Mortgage Schedule Instructions
Reporting BHCs should provide a segment ID for each reported segment. This segment ID should be a unique
fourteen digit identifier where each of the pairs of the fourteen digits refers to a specific classification for each of the
seven segmentation categories. Refer to table A for the attribute codes for the seven segment categories. For
example, in the first mortgage Example Raw File Exhibit, the first segment listed has the segment ID
01010101010101 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 01010101010102 because all of the
attributes are the same as the prior segment except that the delinquency status is now 60-89 days past due, 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 segment, categorize charge-offs or recoveries by their
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 your 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 your 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 of these instructions. The
First Mortgage Example Raw File Exhibit provides an example of the dataset to be submitted.
To summarize, your mortgage schedule submission should include three separate SAS files:
1. From January 2007 to the most recent reporting month, 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. Segmentation Variables
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.
Segment your 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
AICPA statement of position 03-3, accounting for certain loans or debt securities acquired in
a transfer).

FR Y-14Q: Retail US First Mortgage Schedule Instructions
b) HFI FVO / HFS: held for investment loans measured at fair value under a fair value option or
loans held for sale.
c) Other: loans not measured at fair value and not purchased impaired
2. Product Type – Segment the portfolio into product types based on payment terms of the loan (at
origination). Exclude government insured loans from Tables B and C. Only report government insured
loans on Table D. 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 three product types:
a) Fixed Rate
b) ARM
c) Option ARM
3. Original FICO Score or Equivalent – 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 the 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 categories:
a) <= 680
b) > 680 and <= 720
c) > 720
4. Geography – 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
3

FR Y-14Q: Retail US First Mortgage Schedule Instructions
6. Original LTV – The original loan-to-value ratio is the original amount of the loan divided by the property
value at the time of original. If the original 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 – 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
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. # New Accounts – The total number of new accounts originated (or purchased) in the given month for
the segment as of month-end.
4. $ New Accounts – The total dollar amount of new accounts originated (or purchased) in the given month
for the segment as of month-end.
5. # Sold in Month – The total number of accounts for the segment that were sold in the reporting-month.
Sales may be to the GSEs, to private investors, or in the form of bulk asset sales.

FR Y-14Q: Retail US First Mortgage Schedule Instructions
6. $ Sold in Month – The total unpaid principal balance of loans in the segment that were sold in the
reporting-month. Sales may be to the GSEs, to private investors, or in the form of bulk asset sales.
7. $ 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 segment, categorize charge-offs by their delinquency status at
charge-off.
8. $ 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 segment, categorize charge-offs by their delinquency status at charge-off.
9. $ 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 segment,
categorize recoveries by their delinquency status at charge-off. Recoveries should be reported as a
positive value.
10. $ 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].
11. 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], provide the value of $ net contractual charge-offs minus [$ gross contractual charge-offs + $
bankruptcy charge-offs — $ recoveries] in this variable. Within a separate document included in your
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.
12. $ 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.
13. $ 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.
14. $ REO - The total unpaid principal balance of mortgages where the bank has obtained the title at
foreclosure sale 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.

FR Y-14Q: Retail US First Mortgage Schedule Instructions
15. $ 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 table A and starting only in the most recent reporting month, report
information on the following metrics for each portfolio segment.
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 at any given time in the past twelve
months ending in the reference month.
2. # Subprime Accounts – The number of accounts in the segment defined by the lender as subprime.
Subprime should be based on the internal classifications used by the firm; for example, the firm may
classify subprime based on original channel and FICO score range or other factors.
3. # Alt-Accounts – The number of accounts in the segment defined by the lender as Alt-A. Alt-A should be
based on the internal classifications used by the firm; for example, the firm may classify Alt-A based on
original channel and FICO score range or other factors.
4. # Accounts Ever Modified – The number of accounts in the segment that have ever been modified.
5. # First Lien Home Equity Loan – The number of accounts in the segment that are first lien home equity
loans. (Do not report first lien HELOCs in this schedule. First-lien HELOCs should be reported on the
separate HELOC schedule.)
6. # Accounts Repurchased or Taken Back from GSE – The number of accounts in the segment that had
been sold to GSEs and have subsequently been repurchased or otherwise reacquired.
7. # Accounts Repurchased or Taken Back from Private Investors – The number of accounts in the segment
that had been sold to private investors (MBS or whole loans) and have subsequently been repurchased or
otherwise reacquired.
8. # 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 the GSEs, to private investors,
or as part of a bulk asset sale.
9. $ 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 the
GSEs, to private investors, or as part of a bulk asset sale.
10. $ 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.

FR Y-14Q: Retail US First Mortgage Schedule Instructions
11. # Experienced First Rate Reset - The number of ARM accounts in the segment which had a first reset rate
higher than the initial note rate.
12. # Interest-only loans – The number of accounts for the segment for which the minimum mortgage
payment in the reporting month represents only the interest due on the loan.
D. Excluded Accounts
Report in table D all loans excluded from tables B and C because of a government guarantee or because original
FICO and/or original LTV cannot be reported. Report loans only for the most recent reporting month on an
aggregate basis (do not break into multiple segments).
1. # Accounts Government Insured – The number of accounts which are government insured (FHA, VA,
etc).
2. $ Government Insured – The unpaid principal balance of loans which are government insured (FHA, VA,
etc).
3. # Non-Government Insured Accounts Missing LTV only – The number of accounts for which original LTV
cannot be reported. Exclude government insured loans from this variable, and exclude loans where
original FICO is also missing.
4. $ Non-Government Insured Accounts Missing LTV only – The unpaid principal balance of accounts for
which original LTV cannot be reported. Exclude government insured loans from this variable, and exclude
loans where original FICO is also missing.
5. # Non-Government Insured Accounts Missing FICO only – The number of accounts for which original
FICO cannot be reported. Exclude government insured loans from this variable, and exclude loans where
original LTV is also missing.
6. $ Non-Government Insured Accounts Missing FICO only – The unpaid principal balance of accounts for
which original FICO cannot be reported. Exclude government insured loans from this variable, and
exclude loans where original LTV is also missing.
7. # Non-Government Insured Accounts Missing LTV and FICO – The number of accounts for which original
LTV and original FICO cannot be reported. Exclude government insured loans from this variable.
8. $ Non-Government Insured Accounts Missing LTV and FICO – The unpaid principal balance of accounts
for which original LTV and original FICO cannot be reported. Exclude government insured loans from this
variable.

FR Y‐14Q: Retail US First Mortgage Schedule Segmentation and Variables
Table A
Definition
Reference

Report Instruction A ‐ 1
Report Instruction A ‐ 2
Report Instruction A ‐ 3
Report Instruction A ‐ 4
Report Instruction A ‐ 5
Report Instruction A ‐ 6
Report Instruction A ‐ 7

Segments

Accounting Treatment
Product Type
Original FICO or Equivalent
Geography
Vintage
Original LTV
Delinquency Status

SAS Variable Name

ACCOUNTING_TREATMENT
PRODUCT_TYPE
ORIG_FICO
GEOGRAPHY
VINTAGE
ORIG_LTV
DLQ_STATUS

Please provide all Dollar Unit data in $ Millions.
SAS
SAS
Segment ID
Data Type
Format
Position

Character
Character
Character
Character
Character
Character
Character

char(35)
char(35)
char(35)
char(35)
char(35)
char(35)
char(35)

1‐2
3‐4
5‐6
7‐8
9‐10
11‐12
13‐14

Attribute ID within Segment ID Positions
02
03
04

01
HFI Purchased
Impaired
Fixed Rate
<=680
Region 1
2005 and Before
<= 65
Current & 1‐59 DPD

HFI FVO / HFS
ARM
681‐720
Region 2
2006
66 ‐ 80
60‐89 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

Other
Option ARM
>720
Region 3
2007
81 ‐ 90
90‐119 DPD

Region 4
2008
>90
120‐179 DPD

Region 5
2009
180+ DPD

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

Summary Variables
# Accounts
$ Outstandings
# New Accounts
$ New Accounts
# 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
N_NEW_ACCOUNTS
D_NEW_ACCOUNTS
N_SOLD_IN_MONTH
D_SOLD_IN_MONTH
D_GROSS_CONTRACTUAL_CO
D_BANKRUPTCY_CO
D_RECOVERIES
D_NET_CO
D_NET_CO_RECONSILE
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

SAS
Format
16.
16.6
16.
16.6
16.
16.6
16.6
16.6
16.6
16.6
16.6
16.6
16.6
16.6
16.6

SAS Variable Name
N_ACCT_60DPD_L12
N_ACCT_SUBPRIME
N_ACCT_ALT_A
N_ACCT_MODIFIED
N_FIRST_HELOAN
N_ACCT_REPUR_TAKEN_GSE
N_ACCT_REPUR_TAKEN_PRI
N_LOAN_SALE
D_LOAN_SALE
D_INTERIM_CO

SAS
Data Type
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric

N_FIRST_RATE_RESET
N_IO

Numeric
Numeric

SAS
Format
16.
16.
16.
16.
16.
16.
16.
16.
16.6
16.6
16.
16.
16.

SAS Variable Name
N_GOV_INSURE
D_GOV_INSURE
N_NONGOV_MISS_LTV
D_NONGOV_MISS_LTV
N_NONGOV_MISS_FICO
D_NONGOV_MISS_FICO
N_NONGOV_MISS_LTV_FICO
D_NONGOV_MISS_LTV_FICO

SAS
Data Type
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric
Numeric

SAS
Format
16.
16.6
16.
16.6
16.
16.6
16.
16.6

Table C
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
Report Instruction C ‐ 9
Report Instruction C ‐ 10
Report Instruction C ‐ 11
Report Instruction C ‐ 12

Snapshot Metrics (As of Most Current Month)
# accounts 60+ DPD in Last 12 Months
# Subprime Accounts
# Alt‐A Accounts
# Accounts Ever Modified
# First Lien Home Equity Loan
# Accounts Repurchased or Taken Back from GSE
# Accounts Repurchased or Taken Back from Private Investors
# Loans Intended for Sale
$ Loans Intended for Sale
$ Interim Charge‐offs
Attributes Below Applicable to Adjustable Rate Mortgages Only
# Experienced First Rate Reset
# interest‐only loans

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
Report Instruction D ‐ 7
Report Instruction D ‐ 8

Table D
Totals for Excluded Accounts
(As of Most Current Month)
# Accounts Government Insured
$ Government Insured
# non‐Gov't Accounts Missing LTV only
$ non‐Gov't Accounts Missing LTV only
# 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

Region 6
2010 & 2011

A
B
2 Business/Portfolio Identifier Data

BHC Name

BHC RSSD_ID #

Product Type

Origination FICO or
Equivalent

M
Summary Variables

Segments

Portfolio ID

Segment ID #

Accounting Treatment

Geography

Vintage

Original LTV

Delinquency Status

Reporting Month

4 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Jan‐07

5 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Feb‐07

6 ABC

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

7 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Apr‐07

8 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

May‐07

9 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

10 ABC

7654321 FirstMortgage

Fixed Rate

<= 680

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Jul‐07

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Aug‐07

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Sep‐07

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Oct‐07

14 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Nov‐07

15 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Dec‐07

16 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

17 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Feb‐08

18 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Mar‐08

19 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Apr‐08

20 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

May‐08

21 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Jul‐08

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Aug‐08

24 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Sep‐08

25 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Oct‐08

26 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Nov‐08

27 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Dec‐08

28 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

29 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Feb‐09

30 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Mar‐09

31 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Apr‐09

32 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

May‐09

33 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

34 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Jul‐09

35 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Aug‐09

36 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Sep‐09

37 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Oct‐09

38 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Nov‐09

39 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

40 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Feb‐10

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Mar‐10

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Apr‐10

44 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

May‐10

45 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

46 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Jul‐10

47 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Aug‐10

48 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Sep‐10

49 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Oct‐10

50 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Nov‐10

51 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Dec‐10

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

53 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Feb‐11

54 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Mar‐11

55 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Apr‐11

56 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

May‐11

57 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

58 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Jul‐11

59 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Aug‐11

60 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

Current + 1‐59 DPD

Sep‐11

62 ABC

7654321 FirstMortgage
7654321 FirstMortgage

01010101010101
01010101010102

HFI Purchased Impaired
HFI Purchased Impaired

Fixed Rate
Fixed Rate

<= 680
<= 680

Region 1
Region 1

2005 and Before
2005 and Before

<= 65
<= 65

Current + 1‐59 DPD

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

60‐89 DPD

Feb‐07

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

60‐89 DPD

Mar‐07

65 ABC

7654321 FirstMortgage

01010101010102

HFI Purchased Impaired

66 ABC

7654321 FirstMortgage

01010101010102

HFI Purchased Impaired

67 ABC

7654321 FirstMortgage

01010101010102

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

60‐89 DPD

68 ABC

7654321 FirstMortgage

01010101010102

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

60‐89 DPD

Jul‐07

69 ABC

7654321 FirstMortgage

01010101010102

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

60‐89 DPD

Aug‐07

70 ABC

7654321 FirstMortgage

01010101010102

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

60‐89 DPD

Sep‐07

71 ABC

7654321 FirstMortgage

01010101010102

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

60‐89 DPD

72 ABC

7654321 FirstMortgage

01010101010102

HFI Purchased Impaired

Fixed Rate

<= 680

Region 1

2005 and Before

<= 65

60‐89 DPD

…

Region 1
Region 1

2005 and Before
2005 and Before

<= 65
<= 65

60‐89 DPD

Apr‐07

60‐89 DPD

May‐07

…

$ REO

$ New REO

Jan‐07

01010101010102
01010101010102

<= 680

Oct‐11

60‐89 DPD

7654321 FirstMortgage
7654321 FirstMortgage

<= 680

$ New
Foreclosure

Jun‐11

64 ABC

Fixed Rate

Jan‐11

63 ABC

Fixed Rate

$ Recoveries

Jun‐10

52 ABC

61 ABC

$ Sold in Month

$ Net Charge
$ Net Charge
Off
Offs
Reconciliation $ Foreclosure

Jan‐10

01010101010101
01010101010101

<= 680

Dec‐09

7654321 FirstMortgage
7654321 FirstMortgage

Fixed Rate

$ Bankruptcy
Charge‐offs

Jun‐09

42 ABC

HFI Purchased Impaired

$ Gross
Contractual
Charge‐offs

Jan‐09

41 ABC

01010101010101

$ New Origination

Jun‐08

7654321 FirstMortgage

23 ABC

7654321 FirstMortgage

# Sold in
Month

Jan‐08

22 ABC

43 ABC

$ Outstandings

Jun‐07

HFI Purchased Impaired

7654321 FirstMortgage
7654321 FirstMortgage

01010101010101

# New
Origination

Mar‐07

12 ABC

7654321 FirstMortgage

01010101010101

HFI Purchased Impaired

11 ABC
13 ABC

7654321 FirstMortgage

01010101010101

# Accounts

Jun‐07

Oct‐07
Nov‐07

…

A
B
2 Business/PortfolioIdentifierData

BHCName

BHCRSSD_ID#

ProductType

OriginationFICOor
Equivalent

PortfolioID

SegmentID#

AccountingTreatment

Geography

Vintage

OriginalLTV

DelinquencyStatus

4 ABC

7654321 FirstMortgage

01010101010101

HFIPurchasedImpaired

FixedRate

<=680

Region1

2005andBefore

<=65

Current+159DPD

5 ABC

7654321 FirstMortgage

01010101010102

HFIPurchasedImpaired

FixedRate

<=680

Region1

2005andBefore

<=65

6089DPD

…

M
SummaryVariables

Segments

…

ReportingMonth

#Accounts

$Outstandings

#New
Origination

$NewOrigination

#Soldin
Month

$SoldinMonth

$Gross
Contractual
Chargeoffs

$Bankruptcy
Chargeoffs

$Recoveries

$NetCharge
$NetCharge
Off
Offs
Reconciliation $Foreclosure

$New
Foreclosure

$REO

$NewREO

#accounts
60+DPDin
Last12
Months($)

#supbrime

#repurchased
#firstlien #repurchased ortakenback
#Loans
#accounts homeequity ortakenback fromprivate Intendedfor
evermodified
loan
fromGSE
MBS
Sale

#altA

$Loans
Intendedfor
Sale

$Interim
Chargeoffs

#Experienced
FirstRate #interestonly
Reset
loans

Oct11
Oct11

…

A
B
2 Business/PortfolioIdentifierData

BHCName

4 ABC
5

BHCRSSD_ID#

PortfolioID

7654321 FirstMortgage

E
SummaryVariables

#Accounts
ReportingMonth GovernmentInsured
Oct11

#nonGov't
#nonGov't
$nonGov't
#nonGov't
$nonGov't
Accounts
Accounts
$nonGov't
Accounts
$Government
Accounts
AccountsMissing MissingFICO AccountsMissing MissingLTV MissingLTVand
Insured
MissingLTVonly
FICO
LTVonly
only
FICOonly
andFICO

File Type	application/pdf
File Modified	2011-11-18
File Created	2011-11-18