Form FR Y-14A FR Y-14A Retail Repurchase Exposures

Capital Assessments and Stress Testing

FR_Y-14A_RetailRepurchase_form

Retail Repurchase Exposures - Semiannual

OMB: 7100-0341

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FR Y-14A Schedule G - Retail Repurchase Exposures
Table A.1 LOANS SOLD TO FANNIE MAE, BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE A.1
$Millions
Original UPB

CPSVP098

Original UPB (Excluding Exempt Population)

CPSVP099

2004

Outstanding UPB (Excluding Exempt
Population)
Delinquency Status at as-of date (Excluding
Exempt Population)
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)

2005

2006

2007

2008

2009

2010

2011

Vintage
2012

Scenarios for which
row should be
reported
2013

2014

2015

2016

2017

Unallocated

CPSVP100

CPSVP101
CPSVP102
CPSVP103
CPSVP104
CPSVP105
CPSVP106

Table A.2 LOANS SOLD TO FANNIE MAE, BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE A.1
$Millions
Original UPB

CPSVP109

Original UPB (Excluding Exempt Population)

CPSVP110

Outstanding UPB (Excluding Exempt
Population)

CPSVP111

2004

2005

2006

2007

2008

2009

2010

2011

Vintage
2012

2013

2014

2015

2016

2017

Unallocated

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

BHC/IHC Baseline Only
BHC/IHC Baseline Only
BHC/IHC Baseline Only

FR Y-14A Schedule G - Retail Repurchase Exposures
Table B.1 LOANS SOLD TO FREDDIE MAC, BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE B.1
$Millions
Original UPB

CPSVP114

Original UPB (Excluding Exempt Population)

CPSVP115

2004

Outstanding UPB (Excluding Exempt
Population)
Delinquency Status at as-of date (Excluding
Exempt Population)
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)

2005

2006

2007

2008

2009

2010

2011

Vintage
2012

2013

2014

2015

2016

2017

Unallocated

CPSVP116

CPSVP117
CPSVP118
CPSVP119
CPSVP120
CPSVP121
CPSVP122

Table B.2 LOANS SOLD TO FREDDIE MAC, BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE B.1
$Millions
Original UPB

CPSVP125

Original UPB (Excluding Exempt Population)

CPSVP126

Outstanding UPB (Excluding Exempt
Population)

CPSVP127

2004

2005

2006

2007

2008

2009

2010

2011

Vintage
2012

2013

2014

2015

2016

2017

Unallocated

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

BHC/IHC Baseline Only
BHC/IHC Baseline Only
BHC/IHC Baseline Only

FR Y-14A Schedule G - Retail Repurchase Exposures
Table C.1 LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA), BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION
REQUESTED IN TABLE C.1
$Millions
Original UPB

CPSVP130

Original UPB (Excluding Exempt Population)

CPSVP131

2004

Outstanding UPB (Excluding Exempt
Population)
Delinquency Status at as-of date (Excluding
Exempt Population)
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)
Loss to-date due to Denied Insurance

2005

2006

2007

2008

2009

2010

2011

Vintage
2012

2013

2014

2015

2016

2017

Unallocated

CPSVP132

CPSVP133
CPSVP134
CPSVP135
CPSVP136
CPSVP137
CPSVP138
CPSVP139

Table C.2 LOANS INSURED BY THE US GOVERNMENT (e.g. FHA, VA), BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION
REQUESTED IN TABLE C.1
$Millions
Original UPB

CPSVP142

Original UPB (Excluding Exempt Population)

CPSVP143

Outstanding UPB (Excluding Exempt
Population)

CPSVP144

2004

2005

2006

2007

2008

2009

2010

2011

Vintage
2012

2013

2014

2015

2016

2017

Unallocated

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

BHC/IHC Baseline Only
BHC/IHC Baseline Only
BHC/IHC Baseline Only

BHC/IHC Baseline Only

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

FR Y-14A Schedule G - Retail Repurchase Exposures
Table D.1 LOANS SECURITIZED WITH MONOLINE INSURANCE, BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION
REQUESTED IN TABLE D.1
$Millions
Original UPB

CPSVP147

Original UPB (Excluding Exempt Population)

CPSVP148

2004

Outstanding UPB (Excluding Exempt
Population)
Delinquency Status at as-of date (Excluding
Exempt Population)
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)

2005

2006

2007

2008

2009

2010

2011

Vintage
2012

2013

2014

2015

2016

2017

Unallocated

CPSVP149

CPSVP150
CPSVP151
CPSVP152
CPSVP153
CPSVP154
CPSVP155

Table D.2 LOANS SECURITIZED WITH MONOLINE INSURANCE, BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION
REQUESTED IN TABLE D.1
$Millions
Original UPB

CPSVP158

Original UPB (Excluding Exempt Population)

CPSVP159

Outstanding UPB (Excluding Exempt
Population)

CPSVP160

2004

2005

2006

2007

2008

2009

2010

2011

Vintage
2012

2013

2014

2015

2016

2017

Unallocated

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

BHC/IHC Baseline Only
BHC/IHC Baseline Only
BHC/IHC Baseline Only

FR Y-14A Schedule G - Retail Repurchase Exposures
Table E.1 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION
REQUESTED IN TABLE E.1
$Millions
Original UPB

CPSVP163

Original UPB (Excluding Exempt Population)

CPSVP164

2004

Outstanding UPB (Excluding Exempt
Population)
Delinquency Status at as-of date (Excluding
Exempt Population)
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)

2005

2006

2007

2008

2009

2010

2011

Vintage
2012

2013

2014

2015

2016

2017

Unallocated

CPSVP165

CPSVP166
CPSVP167
CPSVP168
CPSVP169
CPSVP170
CPSVP171

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

BHC/IHC Baseline Only
BHC/IHC Baseline Only
BHC/IHC Baseline Only

Table E.2 LOANS SECURITIZED WITHOUT MONOLINE INSURANCE, BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE E.1
$Millions
Original UPB

CPSVP174

Original UPB (Excluding Exempt Population)

CPSVP175

Outstanding UPB (Excluding Exempt
Population)

CPSVP176

2004

2005

2006

2007

2008

2009

2010

2011

Vintage
2012

2013

2014

2015

2016

2017

Unallocated

FR Y-14A Schedule G - Retail Repurchase Exposures
Table F.1 WHOLE LOANS SOLD, BHC/IHC ABLE TO REPORT OUTSTANDING UPB AND DELINQUENCY INFORMATION REQUESTED IN TABLE F.1
$Millions
Original UPB

CPSVP179

Original UPB (Excluding Exempt Population)

CPSVP180

2004

Outstanding UPB (Excluding Exempt
Population)
Delinquency Status at as-of date (Excluding
Exempt Population)
Current
Past due 30 to 89 days
Past due 90 to 179 days
Past due 180+ days

Net Credit Loss Realized to-date (Excluding
Exempt Population)
Repurchase Requests Outstanding (Excluding
Exempt Population)

2005

2006

2007

2008

2009

2010

2011

2013

2014

2015

2016

2017

Unallocated

CPSVP181

CPSVP182
CPSVP183
CPSVP184
CPSVP185
CPSVP186
CPSVP187

Table F.2 WHOLE LOANS SOLD, BHC/IHC UNABLE TO REPORT OUTSTANDING UPB OR DELINQUENCY INFORMATION REQUESTED IN TABLE F.1
$Millions
Original UPB

CPSVP190

Original UPB (Excluding Exempt Population)

CPSVP191

Outstanding UPB (Excluding Exempt
Population)

CPSVP192

2004

Table H.1 Sold Loans subject to completed settlements
$Millions
Loans sold to Fannie Mae
Original UPB: Loans covered by completed
CPSVS646
settlements (Total)
Original UPB: Loans covered by completed
settlements (No remaining liability)

CPSVS647

Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)

CPSVS648

Loans sold to Freddie Mac
Original UPB: Loans covered by completed
settlements (Total)

Vintage
2012

Vintage
2004

2005

2005

2006

2006

2007

2007

2008

2008

2009

2009

2010

2010

2011

2011

Vintage
2012

2012

2013

2013

2014

2014

2015

2015

2016

2016

2017

2017

Unallocated

Unallocated

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

Total
-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

-

BHC/IHC Baseline Only

Total
-

-

-

CPSVS649
CPSVS650

Vintage
2004
CPSVS651

Original UPB: Loans covered by completed
settlements (No remaining liability)

CPSVS652

Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)

CPSVS653

2005

2006

2007

2008

2009

2010

2011

2012

2013

2014

2015

2016

2017

Unallocated

Total
-

-

CPSVS654

-

CPSVS655
-

BHC/IHC Baseline Only
BHC/IHC Baseline Only
BHC/IHC Baseline Only

FR Y-14A Schedule G - Retail Repurchase Exposures
Vintage
Loans insured by the US Government (i.e.
FHA/VA)
Original UPB: Loans covered by completed
settlements (Total)

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

2014

2015

2016

2017

Unallocated

CPSVS656

Original UPB: Loans covered by completed
settlements (No remaining liability)

CPSVS657

Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)

CPSVS658

Total
-

-

-

CPSVS659
CPSVS660

Vintage

Loans Securitized with Monoline Insurance
Original UPB: Loans covered by completed
settlements (Total)

2004

2005

2006

2007

2008

2009

2010

2011

2012

2013

2014

2015

2016

2017

Unallocated

CPSVS661

Original UPB: Loans covered by completed
settlements (No remaining liability)

CPSVS662

Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)

CPSVS663

Total
-

-

-

CPSVS664
CPSVS665

Vintage

Loans Securitized without Monoline
Insurance
Original UPB: Loans covered by completed
settlements (Total)

2004

Original UPB: Loans covered by completed
settlements (No remaining liability)

CPSVS667

Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)

CPSVS668

Whole Loans Sold
Original UPB: Loans covered by completed
settlements (Total)

2005

2006

2007

2008

2009

2010

2011

2012

2013

2014

2015

2016

2017

Unallocated

CPSVS666

Total
-

-

-

CPSVS669
CPSVS670

Vintage
2004
CPSVS671

Original UPB: Loans covered by completed
settlements (No remaining liability)

CPSVS672

Original UPB: Loans covered by completed
settlements (liability remains)
Total Settlement paid
Portion of Settlement for contractual
Representation and Warranty claims
(excluding any penalties, damages, etc)

CPSVS673

2005

2006

2007

2008

2009

2010

2011

2012

2013

2014

2015

2016

2017

Unallocated

Total
-

-

CPSVS674

-

CPSVS675
-


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