Document
Form FR Y-14M FR Y-14M FR Y-14M Form and Instructions
ICR 201707-7100-005 · OMB 7100-0341 · Object 75675101.
⚠️ Notice: This form may be outdated. More recent filings and information on OMB 7100-0341 can be found here:
Document [pdf]
Download: pdf | txt
Modified December 20, 2016 OMB No. 7100-0341 Expiration Date: January 31, 2019 Instructions for the Capital Assessments and Stress Testing information collection (Reporting Form FR Y-14M) This Report is required by law: section 165 of the Dodd-Frank Act (12 U.S.C. § 5365) and section 5 of the Bank Holding Company Act (12 U.S.C. § 1844). Public reporting burden for this information collection is estimated to be approximately 515 hours per response, including time to gather and maintain data in the required form and to review instructions and complete the information collection. Comments regarding this burden estimate or any other aspect of this information collection, including suggestions for reducing the burden, may be sent to Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW, Washington, DC 20551, and to the Office of Management and Budget, Paperwork Reduction Project (7100-0341), Washington, DC 20503. 1 General Instructions ......................................................................................................................................................... 3 Schedule A: Domestic First Lien Closed-end 1-4 Family Residential Loan Data Dictionary ............................................ 8 A.1 LOAN LEVEL TABLE ...................................................................................................................................................................... 11 A.2 PORTFOLIO LEVEL TABLE .............................................................................................................................................................. 94 Schedule B: Domestic Home Equity Loan and Home Equity Line Data Dictionary ....................................................... 95 B.1 LOAN/LINE LEVEL TABLE .............................................................................................................................................................. 98 B.2 PORTFOLIO LEVEL TABLE ............................................................................................................................................................ 140 Schedule C: Address Matching Loan Level Data Collection......................................................................................... 141 C.1 DATA TABLE ............................................................................................................................................................................. 142 Schedule D: Domestic Credit Card Data Collection Data Dictionary ............................................................................ 146 D.1 LOAN LEVEL TABLE .................................................................................................................................................................... 148 D.2 PORTFOLIO LEVEL TABLE ............................................................................................................................................................ 191 2 INSTRUCTIONS FOR PREPARATION OF Capital Assessments and Stress Testing Report FR Y-14M General Instructions The Capital Assessments and Stress Testing Report (FR Y-14M report) collects detailed data on bank holding companies’ (BHCs) and intermediate holding companies’ (IHCs) loan portfolios, which will be used to support supervisory stress testing models and for continuous monitoring efforts. The FR Y-14M report is comprised of three loan- and portfolio-level collections, and one detailed address matching collection. These consist of Domestic First Lien Closed-end 1-4 Family Residential Loan, Domestic Home Equity, Address Matching, and Domestic Credit Card data collections. The number of schedules a BHC or IHC must complete is subject to materiality thresholds and certain other criteria. The FRY-14M report instructions are in data dictionary format. The individual report instructions contain specifications of line item names and formats, item descriptions, and indicate whether items are mandatory or optional. For information regarding technical specifications please see “How to Prepare the Reports” below, as well as the general instructions for individual collections. Who Must Report A. Reporting Criteria Bank holding companies (BHCs) and intermediate holding companies (IHCs) with total consolidated assets of $50 billion or more, as defined by the capital plan rule (12 CFR 225.8), are required to submit the Capital Assessment and Stress Testing report (FR Y-14A/Q/M) to the Federal Reserve. The capital plan rule defines total consolidated assets as the average of the company’s total consolidated assets over the course of the previous four calendar quarters, as reflected on the BHC’s or IHC’s Consolidated Financial Statement for Bank Holding Companies (FR Y-9C). Total assets shall be calculated based on the due date of the bank or intermediate holding company’s most recent FR Y-9C. If the BHC or IHC has not filed an FR Y-9C for each of the four most recent quarters, the average of the BHC’s or IHC’s total consolidated assets in the most recent consecutive quarters as reported quarterly on the BHC’s or IHC’s FR Y-9C should be used in the calculation. Certain data elements within the schedules are subject to materiality thresholds. The instructions to these data schedules provide details on how to determine whether a BHC or IHC must submit a specific data collection or data element. Material portfolios are defined as those with asset balances greater than five billion or asset balances greater than five percent of Tier 1 capital on average for the four quarters preceding the reporting quarter. For schedules that require the institutions to report information on serviced loans, the materiality threshold is based on the asset balances associated with the BHC’s or IHC’s owned portfolio. All data used to determine materiality should be measured as of the close of business of the last calendar day of the quarter, and assets included in a given portfolio are defined in the instructions for each schedule. BHCs and IHCs also have the option to complete the data schedules for immaterial portfolios. 3 B. Exemptions BHCs and IHCs that do not meet the reporting criteria listed above are exempt from reporting. The following institutions are also exempt: (1) BHCs, IHCs, savings and loan holding companies (SLHCs) and state member banks (SMBs) with average total consolidated assets of greater than $10 billion but less than $50 billion subject to the final rule on annual company-run stress tests (12 CFR 252(h)) are not required to file this report. However, institutions meeting this threshold should review the reporting requirements and instructions for the Annual Company-Run Stress Test Projections (FR Y-16) on the Board’s public website. (2) SLHCs are currently not required to comply with FR Y-14 reporting requirements. Further information regarding reporting for SLHCs will be provided in the future. 1 Where to Submit the Reports All bank and intermediate holding companies subject to these reporting requirements must submit their completed reports electronically. Bank and intermediate holding companies will be provided information on how to transmit data directly to the Federal Reserve or to the Federal Reserve through data aggregators. When to Submit the Reports BHCs and IHCs must file the FR Y-14M schedules monthly as-of the last business day of each calendar month. The reported data is to be submitted by the 30th calendar day after the last business day of the preceding calendar month. All submissions will be due on or before the end of the submission date (unless that day falls on a weekend (subject to timely filing provisions)). If the submission date falls on a weekend or holiday, the data must be received on the first business day after the weekend or holiday. No other extensions of time for submitting reports will be granted. Early submission, including submission of schedules on a flow basis prior to the due date, aids the Federal Reserve in reviewing and processing data and is encouraged. For new reporters of the FR Y-14M schedules, the initial deadline will be 90 days after the end of the reporting month, at which time data for all three intervening months would be due. For example, a new respondent for the September 30 reporting period will be expected to submit data corresponding to the September 30, October 31, and November 30 reporting periods by December 31. 1 SLHCs would not be subject to Dodd-Frank annual company-run stress testing requirements until the next calendar year after the SLHCs become subject to regulatory capital requirements. 4 How to Prepare the Reports: A. Applicability of GAAP BHCs and IHCs are required to prepare and file the FR Y-14M schedules in accordance with generally accepted accounting principles (GAAP) and these instructions. The financial records of the BHCs and IHCs should be maintained in such a manner and scope to ensure the FR Y-14M is prepared in accordance with these instructions and reflects a fair presentation of the BHCs' and IHCs’ financial condition and assessment of performance under stressed scenarios. B. Rules of Consolidation Please reference the FR Y-9C General Instructions for a discussion regarding the rules of consolidation. C. Technical Details The following instructions apply generally to the FR Y-14M schedules, unless otherwise specified. Please refer to the general instructions for each data dictionary and data collection for further information on the technical specifications. • Ensure that any internal consistency checks are complete prior to submission. • Dates should be entered in an YYYYMMDD format (unless otherwise indicated). • Report negative numbers with a minus sign (-). • An amount, zero or null should be entered for all items, except in those cases where other options such as “not available” or “other” are specified. If information is not available or not applicable and no such options are offered, the line item should be left blank. • In the case of the First Lien, Home Equity, and Address Matching Schedules, the BHCs or IHCs should provide the data each month in a single pipe‐delimited text file. Line items should be delimited with a vertical bar (|, ASCII decimal 124, ASCII hexadecimal 7C). D. Other Instructional Guidance BHCs and IHCs should review the following published documents (in the order listed below) when determining the precise definition to be used in completing the schedules. Where applicable, references to the FR Y-9C have been provided in the instructions and templates noting associations between the reporting series. 1) The FR Y-14M instructions; 2) The FR Y-14Q/A instructions; 3) The latest available FR Y-9C instructions published on the Federal Reserve’s public web site: http://www.federalreserve.gov/reportforms; E. Confidentiality As these data will be collected as part of the supervisory process, they are subject to confidential treatment under exemption 8 of the Freedom of Information Act. 5 U.S.C. 552(b)(8). In addition, commercial and financial information contained in these information collections may be exempt from disclosure under Exemption 4.5 U.S.C. 552(b)(4). Disclosure determinations would be made on a case-by-case basis. 5 F. Amended Reports The Federal Reserve will require the filing of amended reports if previous submissions contain significant errors. In addition, a reporting institution must file an amended report when it or the Federal Reserve discovers significant errors or omissions subsequent to submission of a report. Failure to file amended reports on a timely basis may subject the institution to supervisory action. If resubmissions are required, institutions should contact the appropriate Reserve Bank, as well as the FR Y-14 mailbox at info@ccar.frb.org, and resubmit data via the Intralinks website. G. Legal Considerations for International Exposures A BHC or IHC is not required to report a particular data item if a foreign law prohibits the BHC or IHC from providing the information to the Federal Reserve. However, the Federal Reserve is authorized by law to collect information from a BHC or IHC regarding its exposures, including foreign exposures. A BHC or IHC must include with its data submission a legal analysis of the foreign law that prohibits reporting the data to the Federal Reserve. The legal analysis must include, but is not limited to: a detailed description and analysis of the law(s) prohibiting the reporting of the information to the Federal Reserve, a summary description of the exposures omitted, any other information the BHC or IHC deems relevant to justifying omission of the data from the report, and any additional information required by the Federal Reserve. H. Questions and Requests for Interpretations BHCs and IHCs should submit any questions or requests for interpretations by e-mail to info@CCAR.frb.org. I. Attestation For respondents that are part of the Federal Reserve’s Large Institution Supervision Committee portfolio, 2 the Capital Assessments and Stress Testing (FR Y-14A/Q/M) data submission must be signed by the chief financial officer or an equivalent senior officer. By signing the cover page of this report, the authorized officer acknowledges that any knowing and willful misrepresentation or omission of a material fact on this report constitutes fraud in the inducement and may subject the officer to legal sanctions provided by 18 USC 1001 and 1007. Material weaknesses in internal controls or material errors or omissions in the data submitted must be reported through the respondent’s designated Federal Reserve System contacts as they are identified. The cover page for the FR Y-14A/Q/M attestation should be submitted with the FR Y-14A submission for the FR Y-14A, FR Y-14Q and FR Y-14M reports as of December 31, 2016. The cover page for the 2 http://www.federalreserve.gov/bankinforeg/large-institution-supervision.htm 6 FR Y-14Q/M and FR Y-14A semi-annual (as-of June 30) attesting to conformance to instructions and materially correctness of the data should be submitted with all other semi-annual, quarterly and monthly submissions in 2017. Effective December 31, 2017, there will a new FR Y-14A cover page (including internal controls throughout the year for the FR Y-14Q/M) to be submitted with the annual FR Y-14A submission. The FR Y-14Q/M cover page should continue to be submitted quarterly and monthly with the FR Y-14Q and FR Y-14M submission, respectively, and for the FR Y-14A semi-annual submission as-of June 30. A signed version of the attestation cover page should be submitted concurrently with the report submission electronically in Intralinks, and respondents must maintain in their files a signed attestation cover page. Definition of Commercially Available Credit Bureau Score: For the purposes of the FR Y-14M, a credit score is a numerical value or a categorization derived from a statistical tool or modeling system that characterizes the credit risk of a borrower used by a person who makes or arranges a loan to predict the likelihood of credit default. A credit bureau score is a credit score based solely on the borrower’s credit history available through one of the three national credit reporting agencies (Equifax, Experian, and TransUnion). A commercially available credit bureau score is a credit bureau score which is available to all commercial lenders. For example, FICO 08 and VantageScore 3.0 are commercially available credit scores, while internally developed credit scores and custom scores tailored to a lender’s own portfolio and provided by third parties are not commercially available credit scores. For a commercially available credit bureau score to qualify for submission in this schedule, the Federal Reserve must be able to obtain sufficient information from the credit score vendor to (a) determine whether the credit score is empirically derived and demonstrably sound (b) evaluate the performance of the credit score and (c) compare that performance to other commercially available credit bureau scores. The Federal Reserve reserves the right to determine whether a credit score qualifies as a commercially available credit bureau score for the purposes of this schedule. Most Recent Capital Framework: For all items and instructions related to regulatory capital, particularly where the “most recent capital framework” is referenced, respondents should refer to 12 CFR parts 208, 217, and 225. 7 Schedule A: Domestic First Lien Closed-end 1-4 Family Residential Loan Data Dictionary Loan Population • • • • • • • • • • The relevant loan population includes all loans directly held on the BHC’s or IHC’s portfolio and all loans serviced by the BHC or IHC in that period. Loans should be reported based on their classification on the FR Y-9C, Schedule HC-C (i.e. based on the loans security, counterparty, or purpose). Refer to the FR Y-9C instructions for Schedule HC-C for guidance on loan classification. Please note, lien status (first, junior, etc.) is considered an origination attribute. Below is a list of FR Y-9C items that are considered applicable loans for this schedule: o Portfolio loans are defined as all loans meeting the definition of FR Y-9C, Schedule HC-C, item 1.c.(2)(a) (first lien closed-end loans secured by 1-4 family residential real estate). o Serviced loans include those meeting the definition of first lien loans reported in FR Y-9C, Schedule HC-S, item 1 column A, Schedule HC-S item M.2.a, Schedule HC-S, item M.2.b, Schedule HC-S, item M.2.c, and Schedule HC-S, item M.2.d. In addition to loans that are currently active during the reporting period, the following loans should also be included: o All inventory that has been transferred to another servicer, but only if transferred during the reporting month. o All inventory that was liquidated, but only if liquidated during the reporting month. For purposes of this schedule, liquidated is defined as inventory that has been sold or has been otherwise disposed of. Starting with the March 2013 data submission, BHCs and IHCs are required to continue reporting data on loans which become Real Estate Owned (REO). If a loan is submitted under the FR Y-14M First Lien data schedule through a certain period and becomes an REO, then this loan will be reported through the time the loan terminates as a REO sale or otherwise. BHCs and IHCs are required to report all REO loans – either serviced by them or sub-serviced by other institutions on their behalf. However, REO balances should not be included in the Portfolio Level Table. Please note that BHCs and IHCs will continue to report data on the loans which become REO loans using a consistent loan number throughout the history of the loan. Please ensure that the loan number, once assigned to a loan, is not changed as a result of sub servicing or any related aspects. For loans secured by multiple pieces of collateral, only report the loan as REO when all the collateral backing the loan has become REO and the loan has been terminated. For commercial real estate (CRE) or business purpose loans collateralized by multiple 1-4 family residential properties, place values to the best of your ability. If the loan is a commercial purpose loan then only report attributes that are unique to the facility as a whole. For loans serviced for others, report the full outstanding balance on the loan. Participated loans should be included in this schedule and institutions should report the total loan balance as bank owned. For all line items, institutions should enter an amount, enter zero, or leave blank except in those cases where other options such as “not available” or “other” are specified. If information is not available or not applicable and no such options are offered, the line item should be left blank. We require that a loan number uniquely identify a loan through its entire life. If a BHC or IHC is also submitting data to the OCC as part of the OCC Mortgage Metrics Data or OCC Home Equity Data, it is required that the BHC or IHC use the same loan number for the FR Y-14M data schedules for all loans 8 that are being reported for the first time in the current reporting period. In the case that a BHC or IHC has been submitting different loan numbers for the same loan in the FR Y-14M collection versus OCC data collection, the BHC or IHC should continue reporting using the same loan numbers as they have been submitting for the FR Y-14M submissions. There may be instances where the FR Y-14M data population includes additional loans which are not part of the OCC data sample, and for such loans a unique loan number should be reported. Overall, the data file sent by a BHC or IHC should have unique loan numbers across the entire submission. Additional Formatting • • • • • • • • • • The collection includes both loan level and portfolio level variables. The institutions should provide the loan level data each month in a single text file. This will be a “month-end” file produced each month and reported no later than thirty (30) calendar days after the end of the reporting month. This file will contain one record per active loan in the contributor’s inventory. Institutions should provide a separate text file for the portfolio level variables. This will be a “monthend” file produced each month and reported no later than thirty (30) calendar days after the end of the reporting month. This file will contain one record per portfolio segment. Portfolio segments are defined as: 1. Serviced – All serviced loans. 2. Portfolio HFI Purchased Impaired – All portfolio loans/lines acquired with deteriorated credit quality and accounted for in accordance with ASC subtopic 310-30 (formerly AICPA statement of position 03-3), as defined in the FR Y-9C, Schedule HC-C, item M.5. 3. Portfolio HFI FVO / HFS – All portfolio loans held for investment measured at fair value under a fair value option or held for sale. 4. Other Portfolio – All portfolio loans that are not measured at fair value, not purchase impaired, and not serviced. Options for all line items are comprehensive in identifying a valid value for all loans regardless of status. If a mandatory line item is unknown or unavailable and the line item definition does not indicate ‘Unknown’ as a valid line item option, the line item should be left blank and it will be treated as missing data. Also, if a line item does not apply to the loan, the line item should be left blank. For loan level variables representing monetary value please use the U.S. Dollar ($) as the reporting monetary unit. For portfolio level variables representing monetary value please use millions of dollars ($ Millions) as the reporting monetary unit. Optional and best efforts line items are noted in the instructions in the table below. No quotation marks should be used as text identifiers. Please do not provide a header row. For any line item with a format of ‘character’, please provide the code values as listed in the data dictionary. Do not add a leading or trailing zero or any other character to the data unless specified. It is required that the data formats and code values as listed in this document be strictly followed. o Example: For a data item defined as Character (2), if the respondent is to report the value ‘1’, then the respondent should submit only the character ‘1.’ The respondent should not submit ‘01’, ‘1’, ‘1 ’, or any other combination that includes a second character. 9 • • Inactive inventory that was paid off in one manner or another (servicing transfer, involuntary liquidation or paid-in-full by borrower) before the beginning of the reporting month should not be included. REO loans as described above will now be included in the data. This holds even if the REO loans were transferred to another servicer. The tables on the following pages give more information regarding the line items that should be contained in each of the files. File Naming Convention: BHCs and IHCs must use the following naming convention when submitting data files to the data aggregator. FRY14_FIRSTLIEN_LOANLEVEL_ _ _ .TXT FRY14_FIRSTLIEN_PORTFOLIOLEVEL_ _ _ .TXT SUBMISSION_NUMBER will be used to track revisions and resubmissions of this schedule. It must be populated as a two-digit number. For example, the first submission for a given period would have a submission number of ‘01.’ If the BHC or IHC has to resubmit the same file, then use ‘02’ for the next submission, and so on. In the case of the First Lien Schedule, BHCs and IHCs should provide the data each month in a single pipe‐ delimited text file. Line items should be delimited with a vertical bar (‘|’, ASCII decimal 124, ASCII hexadecimal 7C). Example: Institution A has ID_RSSD equal to 999999. For the First Lien Loan level data file submitted for period 201206, the file would be named as FRY14_FIRSTLIEN_LOANLEVEL_999999_201206_01.TXT. Any subsequent revised First Lien Loan level file submitted by the institution for the same period will be named as FRY14_FIRSTLIEN_LOANLEVEL_999999_201206_02.TXT, and so on 10 A.1 Loan Level Table Line Item No. 1 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Loan Number M142 Loan Number - Report an identifier for a loan that will be the same from month to month. Reference numbers may be used in lieu of actual loan numbers as long as it meets these criteria. A contributor-defined alphanumeric value up to 32 characters. Please refer to additional details listed on Page 8 of this document. Format, Line Item Length Character (32) This loan identifier must uniquely identify any loan in the file. It must identify the loan for its entire life and must be unique (piggy-backs should be separated). If the BHC or IHC is already submitting data to the OCC as part of the OCC Mortgage Metrics Data or OCC Home Equity Data, it is required that the BHC or IHC use the same loan number for the FR Y‐14M data schedules. However, if a BHC or IHC has already been submitting different loan numbers for the same loan for the FR Y14M and the OCC collections, the BHC or IHC should continue submitting the same loan number it has been using for the FR Y-14M. Note that the FR Y‐14M data population may include additional loans, which may not be part of the OCC data sample, and for such 11 Line Item No. 2 Line Item Name Loan Closing Date MDRM (CCFL) M143 Detailed Description loans the general requirements listed in the schedule instructions will be applicable. Overall, the entire data file sent by a BHC or IHC should have unique loan numbers across the entire submission. Loan Closing Date – Report the date the loan originally closed. Allowed Values Format, Line Item Length YYYYMMDD YYYYMMDD YYYYMMDD YYYYMMDD Two-letter postal codes for the state. Character (2) If the loan closing date is not available, then the origination date on the loan can be used instead to populate this line item. 3 4 First Payment Date Property State M144 9200 This line item will be used to determine the loan’s vintage. First Payment Date – Report the date the borrower was scheduled to make the first payment on the loan, or first started making payments on the loan. This line item may be provided on a best efforts basis for loans serviced for others and loans acquired through mergers and acquisitions. Property State – Report the state in which the property is located. If a loan is secured by two properties in different states and is flagged as a commercial loan in the Commercial Loan Flag field, 12 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Five-digit, Include leading zeroes, e.g.: 00901, 10101 Character(5) then leave the Property State field blank. 5 Property ZIP Code 9220 6 Original Loan Amount Disbursed M147 7 Original Property Value M148 8 Original LTV M149 Property Zip Code – Report the five-digit ZIP code. Original Loan Amount Disbursed – Report the dollar amount of the funds disbursed to the borrower at the time of loan closing. e.g., 125000 for $125,000.00 Use banker’s rounding. Amount of loan rounded to the nearest whole dollar. Original Property Value – Report e.g., 125000 for $125,000.00 the property value in dollars at the Use banker’s rounding. time the loan was originated, defined as the lesser of selling price or the appraised value of the property securing the mortgage at origination. Original LTV – Report the original loan-to-value (LTV) ratio, which is the original loan amount divided by the lesser of the selling price or the appraised value of the property securing the mortgage at origination. Provide as a fraction. E.g.: 0.8 for 80% 1.05 for 105% Whole Number Whole Number Numeric, to 2 decimals 13 Line Item No. 9 10 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Original Combined LTV M150 Original Combined LTV – Report the original combined loan-tovalue (CLTV) ratio, which is the original first loan amount and any junior liens at the time of origination divided by the lesser of the selling price or the appraised value of the property securing the mortgage at origination. Provide as a fraction. E.g.: 0.8 for 80% 1.05 for 105% Report how the borrower’s income levels were documented at time of origination. Income Documentation Coding 1 Full 2 Alt/Low –Lender 3 Alt/Low – Borrower 4 Alt/Low - Unknown 5 Stated – Lender 6 Stated – Borrower 7 Stated – Unknown Income Documentation M151 This line item may be provided on a best efforts basis for loans serviced for others and loans acquired through mergers and acquisitions. • Full – The borrower provided full verification of income levels via W2, pay stubs, tax returns, etc.; assets were verified; and other underwriting criteria were documented. • Alt / Low - The mortgages qualified and underwritten under lender programs designed without requiring verification of employment, assets, mortgage/rental history and/or DTI (debt to income ratio) of the Format, Line Item Length Numeric, to 2 decimals Character (1) 14 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length borrower. This categorization applies to any combination of the aforementioned limited documentation standards, excluding Stated Income programs. • Stated - Stated Income includes all mortgages where the borrower was qualified for approval based on representation of income, without direct verification of either the source or amount of said income by the lender. Assets were not verified. This line item may be provided on a best efforts basis for loans serviced for others and loans acquired through mergers and acquisitions. Note: The “Alt/Low - Lender” or "Stated - Lender" categories should be used for those situations in which the BHC’s or IHC’s automated underwriting system suggested to a particular customer a low/no doc or stated income loan. “Alt/Low - Borrower” or "Stated Borrower" refers to situations in which a borrower him/herself 15 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Whole Number, e.g., 36, 42 Whole Number Whole Number, e.g., 36, 42 Whole Number requested a low/no doc loan or a broker suggested one. 11 Debt to Income (DTI) Back-End at Origination M152 Respondents should populate this line item in all cases. If the respondent is unable to sub classify the borrower’s documentation level, report using the "7 Stated Unknown" option. Debt to Income (DTI) – Report the DTI ratio. This ratio is the percent of a borrower’s total monthly debt payments (including proposed housing expenses) divided by his or her gross monthly income, used to determine the mortgage amount that qualifies a borrower. This line item may be provided on a best efforts basis for loans serviced for others and loans acquired through mergers and acquisitions. 12 Debt to Income (DTI) Front-End at Origination M153 Back-end DTI ratios give the percentage of monthly income necessary to cover all of the borrower’s debt obligations. DTI Ratio (Front-end) at origination – Report the Front-end DTI (PITI Housing Ratio) at origination of the mortgage. Front-end DTI ratios give the percentage of a borrower's 16 Line Item No. Line Item Name MDRM (CCFL) 13 Origination Credit Bureau Score M154 14 Occupancy M155 15 Credit Class M156 Detailed Description Allowed Values monthly income that would go toward housing (PITI) expenses. The total liabilities of the borrower, including the monthly principal, interest, taxes, insurance, association dues, etc., should be divided by the total monthly income of the borrower. This line item should be measured at origination. Report the credit score of the borrower at origination using a commercially available credit bureau score (for a definition of a commercially available credit bureau score, see the General Instructions). Report the credit score vendor in item 134 and the credit score version in item 135. Report Occupancy related information available on the mortgage at the time of origination. Provide as a whole number, e.g.759 Credit Class – Report the servicer defined Prime, Alt-A, and Nonprime designation as assessed at the time of loan origination; it shall not change over time. Occupancy Coding 1 = Primary 2 = Second Home 3 = Non Owner / Investment U = Unknown 1 = Prime 2 = Alt-A 3 = Non-prime 4 = Government Owned Format, Line Item Length Whole Number Character(1) Character(1) Please note that this is a servicer defined line item. Note: Many government programs 17 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Loan Type Coding 1 = FHA Residential 2 = VA Residential 3 = Conventional without Private Mortgage Insurance 4 = CRA 5 = FHA Project 6 = Conventional with Private Mortgage Insurance 7 = HUD 235 Loans Y = Other U = Unknown Character(1) are constructed outside the conventional market where these definitions apply. For this reason, we have added a new code value of '4' for government loans, since they are difficult to classify within these definitions. 16 Loan Type M157 Although the Credit Class line items in the FR Y-14M First Lien and Home Equity schedules allow servicer-defined categories of Prime, Non-Prime and Alt-A mortgages, these definitions should be consistent across time periods within a single FR Y-14M submission and consistent across multiple FR Y-14M submissions over time. Report the product group (i.e. loan type). Loan type should reflect the loan type at the time of origination. Loan Type will generally be coded as Conventional with PMI, Conventional without PMI, FHA Residential, or VA Residential. Other listing of codes specified in the schedule, including the code for CRA shall only be used when the loan cannot be categorized using one of these codes and is considered a CRA loan by the BHC 18 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length or IHC. A mortgage is considered conventional for purposes of FR Y14M reporting if the mortgage’s underlying terms and conditions meet the funding criteria of Fannie Mae or Freddie Mac. If a loan’s terms and conditions do not meet these funding criteria and the loan is not insured or guaranteed under the other government programs tabulated in the FR Y14M instructions for the Loan Type field, then report a value of ‘Y’ for Other. • FHA Residential - Loans insured by the Federal Housing Administration • VA Residential - Loans insured by the Department of Veterans Affairs • Conventional without Private Mortgage Insurance Conventional w/o PMI – Mortgages with neither government nor private mortgage insurance • CRA (Community Reinvestment Act) 19 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length 1 = First lien 2 = Second lien 3 = Third lien or greater U = Unknown Character(1) 1 = Retail (Branch, Internet) 2 = Wholesale 3 = Correspondent 4 = Servicing Rights Purchased 5 = Bulk Purchased 6 = Wealth Management / Private Banking U = Unknown Character(1) •FHA Project •Conventional with Private Mortgage Insurance Conventional with PMI – Nongovernment insured mortgages insured by a private (nongovernment) insurer • HUD 235 Loans • Other 17 Lien Position at Origination M158 18 Loan Source M159 • Unknown Lien Position at Origination – Report the position of this loan relative to any additional liens on the property. If there are no additional liens, loan is in first position. If lien position is greater than 3, then code as “3”. Report the source by which the servicer originated or otherwise acquired the mortgage. At the servicer's discretion, acquired servicing may be reported as retail, broker, or correspondent originations to the extent the information is available. • Retail – Report all mortgages originated through the reporting institution’s retail, including branch or internet, production 20 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length channel. • Wholesale (Broker) - Report all mortgages originated through the reporting institution's wholesale/broker production channel. Report as broker originated all third-party originated loans where the bank cannot distinguish between broker and correspondent originated. • Correspondent - Mortgages acquired through the reporting institution's correspondent production channel. This includes all mortgage whole loans purchased on a recurring basis (flow) from another correspondent institution, eligible for securitization into the secondary markets or portfolio retention on the bank's balance sheet. Report as broker originated all third-party originated loans when the bank cannot distinguish between broker and correspondent originated. • Bulk Purchase – Pools of mortgage whole loans purchased from a third party originator for the right to securitize or retention in the bank-owned portfolio. 21 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Residential Mortgages acquired for the Servicing Portfolio in this manner are typically negotiated as one-time transactions between a Mortgage Institution and an independent third party originator (Mortgage Company or Correspondent). Report all bulk acquisitions and correspondent flow acquisitions as correspondent originated when the institution cannot distinguish between these categories. Do not label bank acquisitions as Bulk Purchases. • Servicing Rights Purchased Refers to a separately negotiated purchase of mortgage servicing rights (PMSR) from a third party. When the servicer cannot distinguish between bulk whole loan and bulk servicing acquisitions, the servicer should report all of these acquisitions consistently in the category that represents the majority of the servicer's acquisitions. Note: This reporting category applies exclusively to the Servicing Portfolio. • Wealth Management/Private Banking – report all loans originated through a servicer’s 22 Line Item No. 19 Line Item Name Product Type Current MDRM (CCFL) M160 Detailed Description private wealth management or private banking division. Product Type –Report the product type as of the reporting month. Identifies the product type of the mortgage including the interest type, amortization term and initial fixed period for hybrid products. Allowed Values Format, Line Item Length Product Type 1 = Fixed 30 2 = Fixed 20 3 = Fixed 15 4 = ARM 2 5 = ARM 3 6 = ARM 5 7 = ARM 7 8 = ARM 10 9 = ARM Other 10 = Other Character(2) Fixed 30 – Fixed rate amortizing loans with a 30 year loan term. Also include fixed rate loans where loan term is greater than 20 and less than 30 years. 11 = Fixed 40 12 = Fixed Greater than 40 Fixed 20 – Fixed rate amortizing 13 = Fixed Other loans with a 20 year loan term. 14 = Fixed 10 Also include fixed rate loans 15 = ARM 1 where loan term is greater than 15 16 = ARM 15 and less than 20 years. Fixed 15 – Fixed rate amortizing loans with a 15 year loan term. Also include fixed rate loans where loan term is greater than 10 and less than 15 years. Fixed 10 – Fixed rate amortizing loans with a 10 year loan term. Also include fixed rate loans where loan term is less than 10 years. 23 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Fixed 40 – Fixed rate amortizing loans with a 40 year term. Also include fixed rate loans where loan term is greater than 30 and less than 40 years. Fixed Greater than 40 - Fixed rate loans with loan term greater than 40 years. Fixed Other – Fixed rate loan where the loan term does not fall under any of the categories (Fixed 30, Fixed 20, Fixed 15, Fixed 10, Fixed 40, Fixed Greater than 40). Use this code where the loan is not simply a fixed-rate amortizing term loan. Some examples include balloon, interest only or fixed rate pay option loans. ARM 1 – Adjustable rate mortgage where the initial rate reset is less than or equal to 1 year. ARM 2 – Adjustable rate mortgage where the initial rate reset is greater than 1 year and less than or equal to 2 years. ARM 3 – Adjustable rate mortgage where the initial rate reset is greater than 2 years and less than or equal to 3 years. 24 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length ARM 5 – Adjustable rate mortgage where the initial rate reset is greater than 3 years and less than or equal to 5 years. ARM 7- Adjustable rate mortgage where the initial rate reset is greater than 5 years and less than or equal to 7 years. ARM 10 – Adjustable rate mortgage where the initial rate reset is greater than 7 years and less than or equal to 10 years. ARM 15 – Adjustable rate mortgage where the initial rate reset is greater than 10 years and less than or equal to 15 years. ARM Other – Adjustable rate loan where the loan term does not fall under any of the categories (ARM 1, ARM 2, ARM 3, ARM 5, ARM 7, ARM 10, ARM 15). An example would be an option ARM. Other – Use this code to capture loans which do not fall into any of the categories listed above. An example would be graduated payment mortgages (GPMs). 25 Line Item No. 20 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Loan Purpose Coding M161 Report the purpose for the loan origination. If the loan has multiple purposes, report the primary purpose. Loan Purpose Coding 1 = Purchase 4 = Rate / Term Refinance 5 = Cash-Out Refinance 6 = Other Refinance 7 = Home Improvement 8 = Debt Consolidation 9 = Education A = Medical R = Reverse Mortgage, including Home Equity Conversion Mortgage (HECM) loans Y = Other U = Unknown Commercial real estate (CRE) or commercial business purpose loans collateralized by 1-4 family residential mortgages should be coded as a “Y”. 21 22 Number of Units Mortgage Insurance Coverage Percent at Origination M162 M163 Number of units to the property financed by the loan – Report the number of units of the property. If the actual number of units is not available for multi-family or 1-4 family properties, please code this line item with a “U”. 1 = one unit 2 = two units 3 = three units 4 = four units U = Unknown Y = Other For CRE or commercial purpose mortgage loans on multiple properties that are submitted under this schedule, please code this line item with a “Y”. Report the mortgage insurance Provide as a fraction. e.g.: coverage percent at origination for 0.8 for 80% loans with loan level mortgage 1.05 for 105% insurance coverage. This field should remain Format, Line Item Length Character(1) Character(1) Numeric, to 2 decimal places 26 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length 1 = Single Family Residential 2 = Condo 3 = Co-Op 4 = 2-4 Units 5 = Townhouse 6 = Planned Unit Development 7 = 5+ Units E = Commercial F = Mixed Use M = Manufactured Housing Z = Other U = Unknown Character(1) unchanged even if the insurance coverage is changed or removed in future months. 23 Property Type M164 Property Type – 24 Balloon Flag M165 Balloon Flag-Report whether the mortgage has a balloon payment. 25 Balloon Term M166 26 Buy down Flag M167 Balloon Term (In Months) – For mortgages with a final balloon payment, report the term in months between the loan closing date and the due date for the final payment (based on maturity date) before the note resets (e.g., 84 months for a 7-year balloon). Report whether loans are buy downs. Report the property type. For one property with multiple uses, report as “F” (Mixed Use). For properties with more than one piece of collateral, report as "Z" (Other). Y=Yes N=No U=Unknown Character(1) Whole Number Whole Number Y=Yes N=No U=Unknown Character(1) 27 Line Item No. 27 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Interest Only at Origination M168 Interest Only at Origination Flag – Y=Yes Report whether the loan was an IO N=No loan at the time of origination. U=Unknown Format, Line Item Length Character(1) That is, at origination, was the normal monthly payment for the loan just interest. 28 Recourse Flag M169 29 ARM Initial Rate M170 An interest only (IO) mortgage is a nontraditional mortgage which allows the borrower to pay only the interest due on the loan for a specified number of years, and whose interest rate may fluctuate or be fixed. After the interest-only period, the rate may be fixed or fluctuate based on the prescribed index, with payments including both principal and interest. Report whether there is recourse on a loan. Recourse on a loan refers to terms in the mortgage contract that give the owner of the note the right to pursue additional claims against the borrower beyond possession of the property. Report the initial interest rate on the loan. Y=Yes N=No U=Unknown Character(1) Provide as a fraction. e.g.: 0.0575 for 5.75% Numeric, up to 5 decimals 28 Line Item No. 30 31 32 Line Item Name MDRM (CCFL) Detailed Description Allowed Values ARM Initial Rate Period M171 Report the ARM initial rate adjustment period (in months). Whole Number Format, Line Item Length Whole Number Report the ARM Periodic Interest Reset Period (in Months). All of the ARM interest rate and payment variables should be populated with the origination values. Whole Number Whole Number ARM Index – Report the index used as the basis for determining the monthly interest rate. All of the ARM interest rate and payment variables should be populated with the origination values. 07 = COSI - Cost of Savings Index 10 = Tbill Unknown Type 11 = Tbill 3mo 12 = Tbill 6mo 13 = Tbill 1yr 14 = Tbill 3yr 15 = Tbill 5yr 1Z = Tbill Other Character(2) ARM Periodic Interest Reset Period ARM Index Identifies the term, in months, from the time of origination to the first interest rate change date for ARMs. M172 M173 Report the initial fixed principal and interest payment period in months for adjustable rate hybrid loans. Identifies the term, in months, from the end of the initial reset period to the next for the remaining life of the mortgage. A BHC or IHC using the Wall Street 29 Line Item No. 33 34 Line Item Name MDRM (CCFL) ARM Margin at Origination M174 ARM Negative Amortization % Limit M175 Detailed Description Allowed Values Journal prime rate should report the value ’50’ for Bank Prime Rate. 20 = COFI Unknown Type 21 = COFI 11th District 22 = COFI NM 2Z = COFI Other 30 = LIBOR Unknown Type 31 = LIBOR 3mo 32 = LIBOR 6mo 33 = LIBOR 1yr 3Z = LIBOR other 40 = FHLBB Ntl Mtg Rt 50 = Bank Prime Rate 60 = Certificate of Deposit 70 = FNMA/FHLMC 80 = MTA (Moving Treasury Avg) 81 = LAMA(LIBOR Annual Moving Avg) ZZ = Other UU = Unknown ARM margin – Report the margin for adjustable rate loans. Report the rate that is added to the index to determine the monthly interest rate at origination of the loan. ARM negative amortization % limit. Report the negative amortization limit expressed as a percent of original loan amount. Format, Line Item Length Provide as a fraction. E.g.: 0.0575 for 5.75% Numeric, up to 5 decimals Provide as a fraction. E.g.: 0.0575 for 5.75% Numeric, up to 5 decimals 30 Line Item No. 35 36 37 Line Item Name MDRM (CCFL) Detailed Description Allowed Values ARM Periodic Rate Cap M176 ARM periodic rate cap – Report the periodic interest rate cap for adjustable rate loans. All of the ARM interest rate and payment variables should be populated with the origination values. Provide as a fraction. E.g.: 0.0175 for 1.75% Format, Line Item Length Numeric, up to 5 decimals ARM Periodic Rate Floor- Report the periodic interest rate floor for adjustable rate loans. All of the ARM interest rate and payment variables should be populated with the origination values. Provide as a fraction. E.g.: 0.0175 for 1.75% Numeric, up to 5 decimals ARM Lifetime Rate Cap Provide as a fraction. E.g.: 0.0575 for 5.75% Numeric, up to 5 decimals ARM Periodic Rate Floor ARM Lifetime Rate Cap M177 M178 Absolute rate cap (not spread from original) Absolute rate floor (not spread from original) Report the lifetime interest rate for adjustable rate mortgages. Absolute rate cap (not spread from original). All of the ARM interest rate and payment variables should be populated with the origination values. 31 Line Item No. 38 Line Item Name MDRM (CCFL) Detailed Description Allowed Values ARM Lifetime Rate Floor M179 ARM Lifetime Rate Floor Provide as a fraction. E.g.: 0.0575 for 5.75% Format, Line Item Length Numeric, up to 5 decimals 39 ARM Periodic Pay Cap M180 Provide as a fraction. E.g.: 0.0575 for 5.75% Numeric, up to 5 decimals Provide as a fraction. E.g.: 0.0575 for 5.75% Numeric, up to 5 decimals 40 ARM Periodic Pay Floor M181 Report the minimum lifetime interest rate for adjustable rate mortgages. Absolute rate floor (not spread from original). All of the ARM interest rate and payment variables should be populated with the origination values. Report the cap on monthly payments for adjustable rate mortgages. All of the ARM interest rate and payment variables should be populated with the origination values. Note: The periodic pay cap refers to the maximum percentage point increase over the previous payment. So for a $1,000 principal and interest (P&I) payment in the previous month, a 7.5% pay cap implies that the P&I payment next month cannot exceed $1,075 at the adjustment. Note that the 7.5% pay cap should be reported as a fraction, in this case 0.0750. Report the floor on monthly payments for adjustable rate mortgages. All of the ARM interest rate and payment variables should be populated with the origination values. 32 Line Item No. 41 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Option ARM Flag M182 Option ARM at Origination – Report whether the loan is a payment Option ARM at origination. A payment Option ARM is a nontraditional mortgage that allows the borrower to choose from a number of different payment options. Y=Yes N=No Format, Line Item Length Character(1) For example, each month, the borrower may choose: a minimum payment option based on a ‘‘start’’ or introductory interest rate, an interest-only payment option based on the fully indexed interest rate, or a fully amortizing principal and interest payment option based on a 15-year or 30year loan term, plus any required escrow payments. Payments on the minimum payment option can be less than the interest accruing on the loan, resulting in negative amortization. The interest-only option avoids negative amortization, but does not provide for principal amortization. After a specified number of years, or if the loan reaches a certain negative amortization cap, the required monthly payment amount is recast to require payments that will fully amortize the outstanding 33 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Y=Yes N=No Character(1) Original Loan Term – Report the term in months on the original loan. Whole Number Allowable values: 0 – 600 Whole Number Original Interest Rate – Report the annual percentage rate as specified on the mortgage note at the time of origination. Provide as a fraction. e.g.: 0.0575 for 5.75% Numeric, up to 5 decimal places balance. 42 Negative Amortization Flag M183 43 Original Loan Term M184 44 Original Interest Rate M185 Negative Amortization Flag Report all mortgages that, as part of their contract, have or potentially can have a feature that allows the borrower to pay an amount that is less than the interest accruing on the mortgage, resulting in negative amortization. Note: Do not change the original loan term in the case of loan modifications. This line item is intended to capture the loan term at loan origination. 34 Line Item No. 45 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Principal and Interest (P&I) Amount at Origination M186 Principal and Interest (P&I) Amount at Origination (in dollars) – Report the scheduled principal and interest amount at the origination of the loan. Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Pre-payment Penalty Flag –Report whether the loan carries a penalty if the borrower prepays the loan during a specified period of time. Y=Yes N=No U=Unknown Character(1) Whole number in months. e.g., 36 for 36 months (3 years). Whole Number 46 Pre-Payment Penalty Flag M187 47 Pre-Payment Penalty Term M188 This line item may be provided on a best efforts basis for loans serviced for others and loans acquired through mergers and acquisitions. Pre-Payment Penalty Term (In Months) Report the time period from loan origination that a prepayment penalty applies (if applicable). Format, Line Item Length Whole Number This is an origination line item and should specify the time period from origination for which a prepayment penalty would have applied. It should not change with the reporting month. 35 Line Item No. 48 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Current Credit Bureau Score M189 Report the current credit score of the borrower using a commercially available credit bureau score (for a definition of a commercially available credit bureau score, see the general instructions). Provide the most recently determined commercially available credit score of the borrower. Report the credit score vendor in item 136 and the credit score version in item 137. Provider as a whole number, e.g. 723 Format, Line Item Length Whole Number Do not populate this field with origination data. 49 Interest Only in Reporting Month M190 This field must be updated at least one month within the quarter, and refreshed at least one month within every subsequent quarter. Interest Only in Reporting Month – Report whether the minimum payment in the reporting month represents only the interest due on the loan. N = Was not I/O in reporting month Y = Was I/O in reporting month U = Unknown Character(1) That is, at end-of-month for the reporting month, was the minimum monthly payment for the loan just interest. 36 Line Item No. 50 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Investor Type M191 Report the owner of the mortgage. Investor Coding 1 = GNMA 2 = FNMA 3 = FHLMC 4 = Private Securitized 5 = GNMA Buyout Loans 6 = Local Housing Authority 7 = Portfolio 8 = Serviced for Other Unrelated Entity 0 = Federal Home Loan Bank (FHLB) U = Unknown • GNMA - Serviced mortgages that are owned by GNMA • FNMA - Serviced mortgages that are owned by FNMA • FHLMC - Serviced mortgages that are owned by FHLMC • Private Securitized - Loans securitized by private-label (nonGovernment, non-GSE) issuers. Please include serviced loans. Format, Line Item Length Character(1) • GNMA Buyout Loans-- Loans bought out of GNMA securities pools • Local Housing Authority-Loans bought by LHAs • Portfolio - Mortgages owned and held on the bank’s balance sheet. Include both Held for Sale or Held for Investment in this category. • Federal Home Loan Bank (FHLB)-Loans or securities bought by FHLBs • Unknown ‘Other Unrelated Entity’ refers to 37 Line Item No. Line Item Name MDRM (CCFL) 51 Servicer Advances M192 52 Option ARM in Reporting Month M193 53 Bankruptcy flag M194 Detailed Description Allowed Values Format, Line Item Length Servicer Advances – Report the total delinquent advances made by the servicer on past due mortgages. Include both corporate (including maintenance and property preservation costs) and escrow advances in this amount. e.g., 125000 for $125,000.00 If no servicer advances exist, please populate as 0. Whole Number Character(1) Bankruptcy flag – Report all loans where the servicer has been notified of the borrowers’ bankruptcy declaration. N = Was not Option ARM in the reporting month Y = Was Option ARM in the reporting month N = Not in bankruptcy in reporting month Y = In bankruptcy in reporting month investors that do not include any of the major investor types listed in values 0-7, and can include portfolio loans serviced for others. Option ARM in Reporting Month – Report whether a mortgage allows a borrower a choice of payment options in the reporting month. Indicates whether the borrower is in bankruptcy as of the end of the reporting month. Respondents should include co-borrowers. Character(1) 38 Line Item No. 54 55 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Bankruptcy Chapter M195 Bankruptcy Chapter - For all the loans with a Bankruptcy Flag, report the Bankruptcy Chapter Type. 7 = Chapter 7 9 = Chapter 9 11 = Chapter 11 12 = Chapter 12 13 = Chapter 13 U = Unknown Next Payment Due Date M196 Note: If the Bankruptcy Flag (Line item 53) is coded with a value of ‘N’, then the Bankruptcy Chapter (Line item 54) should be blank, i.e. null value. Do not populate this line item with any other value. Next payment due date – Report the due date for the next outstanding payment on the mortgage. For delinquent loans this date will be in the past. YYYYMMDD Format, Line Item Length Character(2) YYYYMMDD This line item should be left blank for accounts that closed in the reporting month. In cases where the debtor is in Chapter 13 bankruptcy, the contractual due date should be reported. If the contractual due date for a loan entering bankruptcy is not known due to a pending court response, report the next pay due date as per the loan terms. Do not leave the due date field blank. 39 Line Item No. 56 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Current Interest Rate M197 Provide as a fraction. E.g.: 0.1075 for 10.75% 57 Remaining Term M198 Current Interest Rate – Report the annual percentage rate of the mortgage as of the last day of the reporting month. Format, Line Item Length Numeric, up to 5 decimals Whole Number Whole Number Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Whole Number Whole Number e.g., Whole Number 58 59 Scheduled Principal Balance Amount M199 Principal and Interest (P&I) Amount Current M200 Report the remaining term of the loan in months. Note: For the Remaining Term line items in the FR Y‐14M First Lien and Home Equity schedules, a value of 0 should be assigned if a loan is past maturity. Report the scheduled principal balance amount for the borrower Note: The scheduled principal balance amount should reflect the balance outstanding based on the scheduled payment which is due from the borrower in the reporting month (not the actual payment made by the borrower). There will be a difference in the scheduled versus actual only in cases of delinquency or curtailments. Principal and Interest (P&I) Amount Current – Report the scheduled principal and interest due from the borrower in the reporting month. A loan in the process of paying off 5123 for $5,122.81 Use banker’s rounding. 40 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Current unpaid balance at end of the reporting month rounded to the nearest dollar. Whole Number in a reporting month can be reported with a value of 0 for P&I due in that month. For REO records for which original P&I is not available it is also permissible to report a value of 0 in this field. In the case where mortgage bills quarterly rather than monthly, report the line item with a zero value for the off quarter months. Also, if a new loan does not bill until the following month, then report the amount as 0 for the current reporting month submission. 60 Unpaid Principal Balance M201 Note: This line item should contain scheduled principal and interest due from the borrower in the reporting month. If it is in the interest only period, then the interest only payment would be used. Do not include past due amounts. Unpaid Principal Balance – Report the total principal amount outstanding as of the end of the month. The UPB should not reflect any accounting based writedowns and should only be reduced to zero when the loan has been liquidated – either paid-in-full, charged-off, REO sold or Service e.g., 32123 for $32,122.81 Use banker’s rounding 41 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length YYYYMMDD YYYYMMDD transferred . 61 Foreclosure Sale Date M202 Report the date that the foreclosure sale occurs on the subject property. This is typically the end of the foreclosure process, unless the borrower is in a state that allows for the right of redemption. Note: If a loan is not in foreclosure, then the Foreclosure Sale Date line item (Line item 61), Foreclosure Referral Date line item (Line item 62) should be blank, i.e. null value. Do not populate this line item with a 0 date value, or with any other value. Populate the date for any loan that has completed foreclosure sale whether or not the title was acquired by the bank. For the borrower that is in a state that allows for right of redemption, you should still report the appropriate foreclosure sale date on that loan. 42 Line Item No. 62 63 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Foreclosure Referral Date M203 Foreclosure Referral Date – Report the date that the mortgage was referred to an attorney for the purpose of initiating foreclosure proceedings. This date should reflect the referral date of currently active foreclosure process. Loans cured from foreclosure should not have a referral date. YYYYMMDD Foreclosure Suspended – Report all loans where foreclosure activities are being suspended due to loss mitigation or bankruptcy proceedings. N = Foreclosure was not suspended in the reporting month (also code for loans not in foreclosure). Y = Foreclosure was suspended as of the last day of the reporting month. Foreclosure Suspended M204 Note: If a loan is not in foreclosure, then the Foreclosure Sale Date line item (Line item 61), Foreclosure Referral Date line item (Line item 62) should be blank, i.e. null value. Do not populate this line item with a 0 date value, or with any other value. Active loss mitigation refers to instances where the loan is currently in loss mitigation, and the servicer is actively pursuing loss mitigation. Flag indicating an active foreclosure suspension Format, Line Item Length YYYYMMDD Character(1) 43 Line Item No. 64 Line Item Name Paid-in-Full Coding MDRM (CCFL) M205 Detailed Description Note: The code value for this line item should follow public reporting of this item. Report the liquidation method for any loan that was liquidated during the reporting month. If a commercial loan is still awaiting interest and fees, report as "0". Allowed Values Format, Line Item Length 0 = Not paid-in-full 1 = Voluntary payoff 2 = Involuntary liquidation (foreclosure) 3 = Servicing transfer Character(1) • Not Paid In Full – Coded for any home equity loans having an outstanding balance as of monthend as well as all active lines of credit. • Voluntary Payoff – Code all instances where the loan has been paid in full by the borrower either through refinance, sale of the property or principal payment in full. • Involuntary Liquidation – Code all instances where the loan has been liquidated either through foreclosure proceedings or another settlement option resulting in incomplete repayment of principal. Include short-sales, charge-offs, as well as REO liquidations. This includes loans active in the month prior to the reporting month that were sold at 44 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Allowable Code values 0 = Not in foreclosure 1 = In foreclosure, pre-sale 2 = Post-sale foreclosure, Redemption, non-REO (if available, otherwise REO) 3 = REO Character(1) a foreclosure sale and taken into REO in the reporting month. Also include all instances where credit has been resolved (i.e. no longer pursuing collection) but not through foreclosures, servicing transfers, or payments made by the home owner (i.e. not sale, settlement for less than full amount, short sales, or Deeds in Lieu). 65 Foreclosure Status M206 • Servicing Transfer – Code all instances where the servicing of the loan has been transferred or sold to another institution during the reporting month. Foreclosure Status – Report the current foreclosure status as of the end of the reporting month. • In foreclosure, pre-sale – Coded for any mortgage that has been referred to an attorney for loss mitigation proceedings but has not yet gone to foreclosure sale. • Post-sale Foreclosure – Coded for any loan where the bank has obtained title at foreclosure sale, but the property is not yet actively being marketed. Typically this will include loans that are in 45 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Code values: 0 = None 1 = In Process 2 = Complete & Repurchased 3 = Complete and NO Repurchase Character(1) redemption or being repaired. If this information is not available, please code the loan as REO. This includes loans active in the month prior to the reporting month that were sold at a foreclosure sale and taken into REO in the reporting month. 66 Repurchase Type M207 • REO – Coded for any mortgage where the bank has obtained title at foreclosure sale and the property is on the market and available for sale. Also code instances where the bank has obtained title but the availability for sale is not known. Loan Repurchase Type – Report the loan repurchase type. The code value of ‘1: In Process’ means that a request has been made for repurchase of the loan by counterparty. Include both loans where repurchase is being finalized and loans where agreement to repurchase has not yet occurred. Only report a Repurchase Type of 1, 2, or 3 when the BHC or IHC has received a repurchase request for a particular loan from a counterparty. If the BHC or IHC voluntarily initiates a repurchase 46 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Repurchase Request Date- Report the repurchase request date. YYYYMMDD YYYYMMDD Refreshed property value – Report the most current property value if updated subsequent to loan origination. Only provide a e.g. 125000 for $125,000.00 Whole Number then report a Repurchase Type value of ‘0’. 67 68 Repurchase Request Date M208 Refreshed Property M209 Value Legal settlements should only be reported in Line items 66 and 67 if the legal action focused on repurchase of a fixed set of loans. Blanket legal settlements concerning loan losses that are not tied to particular loan repurchase requests should not be reported with these line items. Make Whole and Loss Share agreements should not affect the values reported for these line items if these agreements are made after loan liquidation [only loans that are active should be reported]. If a repurchase request was made prior to liquidation of these loans then this is reflected in Line items 66 and 67. The repurchase request date is the date of repurchase requested by the counterparty. 47 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length refreshed value when it is based on a property-specific valuation method (i.e., do not provide a refreshed property value based solely on applying a broad valuation index to all properties in geographic area.) Refreshed values are expected to be populated for modified loans only and the information to be collected at the time modification terms are being set. These are optional for other loans. The refreshed LTV refers to the servicer periodically updating the estimate of value to recalculate loan-to-value using the current loan balance. The Refreshed Property Value, Refreshed Property Valuation Method, and Most Recent Property Valuation Date line items refer to the same refreshed property valuation instance. If the property has been valued subsequent to origination, please provide the most recent property valuation date, the valuation method, and the property value. Do not report where the refreshed 48 Line Item No. 69 Line Item Name MDRM (CCFL) Refreshed Property M210 Valuation Method Detailed Description property value was not obtained within the last year. The valuation method for any refreshed values. Report the method by which the value of the property was determined. Options are: • Full appraisal – Prepared by a certified appraiser and must involve both interior and exterior inspections of the subject property by a licensed appraiser Allowed Values Format, Line Item Length Code Values: 1 = Full Appraisal 2 = Limited Appraisal 3 = Broker Price Opinion 4 = Desktop Valuation 5 = Automated Valuation Model 6 = Unknown 7 = TAV – Tax Assessed Value Character(1) • Limited appraisal – Prepared by a certified appraiser that obtains characteristics of the property without the licensed appraiser performing a full interior and exterior inspection • Broker Price Opinion “BPO” – Prepared by a real estate broker or agent • Desktop Valuation – Prepared by bank employee • Automated Valuation Model “AVM” The Refreshed Property Value, 49 Line Item No. Line Item Name MDRM (CCFL) 70 Most Recent Property Valuation Date M211 71 Refreshed CLTV After Modification M212 Detailed Description Refreshed Property Valuation Method, Property Method at Modification, and Most Recent Property Valuation Date line items refer to the same refreshed property valuation instance. If the property has been valued subsequent to origination, provide the most recent property valuation date, the valuation method, and the property value. Report the date on which the most recent refreshed property value was obtained. Refreshed CLTV After Modification – Report the calculated combined loan-to-value ratio after the modification. Allowed Values Format, Line Item Length YYYYMMDD YYYYMMDD Provide as a decimal. e.g.: 0.85 for 85% Numeric, up to 2 decimals Note: The Refreshed CLTV After Modification (Line item 71) on the FR Y‐14M First Lien schedule is only applicable for loans that have been modified. Only provide this line item for loans that have been modified. Include all outstanding liens in the calculation of refreshed CLTV. If the property only has one lien outstanding at the time of modification, then this line item would be equivalent to refreshed 50 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Whole Number Whole Number Whole Number Whole Number LTV. 72 Refreshed DTI Ratio (Back-end) M213 Provide the CLTV that was used to evaluate and approve the modification. The reported value should reflect the CLTV used during the modification process or soon afterward. This value should not be updated with subsequent CLTV values. Refreshed DTI Ratio (Back-end) – Report the refreshed Back -end DTI Ratio. Refreshed values are expected to be populated for modified loans only and the information to be collected at the time modification terms are being set. These are optional for other loans. 73 Refreshed DTI Ratio (Front-end) M214 Back-end DTI ratios give the percentage of monthly income necessary to cover all of the borrower’s debt obligations. Refreshed DTI Ratio (Front-end) – Report the refreshed Front-end DTI (PITI Housing Ratio). Refreshed values are expected to be populated for modified loans only and the information to be collected at the time modification terms are being set These are 51 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length 0 = Loan has not been modified 6 = ASF Streamline 8 = FHFA Streamline (Specific to program announced 12/15/08) 9 = FDIC Streamline (“Mod in a Box”) 10 = Proprietary Systematic Program 11 = Proprietary Other 12 = Home Affordable Modification Numeric optional for other loans. 74 Modification Type M215 Front-end DTI ratios give the percentage of a borrower’s monthly income that would go toward housing expenses (mortgage payment, real estate taxes, homeowner’s insurance, association dues, etc.) Report the modification type. This line item should be populated for any loan that is currently operating under modified terms and identifies the specific terms that were altered through loss mitigation efforts. Active loss mitigation refers to instances where the loan is currently in loss mitigation, and the servicer is actively pursuing loss mitigation. This line item is independent of investor and speaks only to the nature of the program. For example a FNMA loan may be modified under either a FDIC or proprietary modification program – in these cases this line item would be populated with either the FDIC or proprietary codes while the Investor line item would identify the modification as being performed on a FNMA loan. 52 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length • Loan has not been modified. • ASF Streamline - Report all loan modifications in conformance with the ASF's December 6, 2007 “Streamlined Foreclosure and Loss Avoidance Framework for Securitized Subprime Adjustable Rate Mortgage Loans.” • FHFA Streamline – Report all loan modifications pursuant to the FHFA streamline modification program that became effective 12/15/08. FHFA investor loans modified under an alternative plan should be coded in accordance with those plans. • FDIC Streamline (“Mod in a Box”) – Report all loan modifications that include any third party investor and/or proprietary systematical modifications that are patterned on the FDIC program. • Proprietary Systematic Program – Report all other proprietary systematic programs target at applicable segments of mortgage borrowers. The “proprietary” nature of this line item references the modification program and not 53 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length YYYYMMDD Do not populate for loans that have not been modified. YYYYMMDD the investor, any loan modified under a proprietary systematic program should receive this code regardless of investor. • Proprietary Other – Report any modification type not covered by the previous categories. As with the proprietary systematic modifications, this line item is independent of the investor. 75 Last Modified Date M216 76 Active Repayment Plan Flag M217 • Home Affordable Modification Program – Report any loans modified under the Home Affordable Modification Program Guidelines released March 4, 2009. Do not report the transaction as a modified loan until successful completion of the stipulated trial plan. Last Modified Date – Report the date on which the loan terms were most recently modified. Report whether there is an active repayment plan. Code as "Y" all loans that are active and performing according to the terms of a repayment plan as of the end of the reporting month. Do not code as active any loan currently operating under a stip-to-mod plan where the loan is scheduled to be modified if the terms of the N = No repayment plan is in effect in the reporting month. Y = The loan is actively performing under a repayment plan. Character(1) 54 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length 0 = No workout completed or unsuccessful resolution of a loss mitigation effort. 1 = Modification 2 = Repayment Plan 3 = Deed in Lieu 4 = Short Sale 5 = FHA Partial Claim 6 = FHA Secured 7 = VA Refund 8 = Stipulated Repayment / Stip-to-Mods 9 = Forbearance plan 10 = MI Claim Advance 11 = FHA Refinances - Other 12 = Other 13 = Reaged/Deferred/Extended 14 = Home Affordable Refinance 15 = FNMA HomeSaver Forbearance, Payment Reduction Plan, or other GSEsponsored forbearance program. Numeric stipulated repayment plan are met. 77 Workout Type Completed M218 Report the workout type completed. This line item should be coded for any loan where a loss mitigation effort has been successfully completed in the current month. Successful completion is defined as the closing of loss mitigation activities where the borrower has no remaining delinquent obligations to the servicer. The line item should be coded in only the reporting month when the workout type was completed and not in subsequent months. For the cases where loss mitigation efforts are ongoing but not completely resolved, this line item should be left blank. Also, if a loan has never been in loss mitigation, the value should be left blank. Specific coding instructions follow: Code 0 - Enter in the case where 55 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length no workout is completed or there is an unsuccessful resolution of a loss mitigation effort. Do not enter a code value of 0 if loss mitigation efforts are ongoing but not completely resolved. Code 1 Modification - Populate in the month that the modification is completed and the new loan terms are in effect. Do not include modifications, such as those performed under the Home Affordable program that were completed following a trial or stipulated repayment period – these should receive a value of 8 (see below). Code 2 Repayment Plan - Populate in the month that the repayment plan was completed successfully and the borrower has been returned to a current and performing status. Codes 3 and 4 – Deeds In Lieu and Short Sales – Populate in the month the loan is liquidated through a deed in lieu, short sale (or payoff) negotiated settlement. Code 6, 11, 14 – FHA and Home Affordable Refinances – Populate these line items in the month that 56 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length the loan was liquidated under an FHA or Home Affordable refinance program. This line item should be coded in the same month the loan has a Voluntary Payoff / Refinance. Code 8 – Stipulated Repayment / Stip to Mods – Code this line item in the month that a loan is modified after having completed a stipulated or trial payment period. This should include loans modified under the Home Affordable Modification program. Code 13 – Reaged/Deferred/Extended – include loans where there has been an agreement with the borrower to defer principal and interest but with no other terms to enhance affordability. Code 15 – FNMA HomeSaver Forbearance, Payment Reduction Plan, or other GSE-sponsored forbearance program - Include loans that have made the initial payment in the FNMA HomeSaver Forbearance program or similar program. 57 Line Item No. 78 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Repayment Plan Performance Status M219 Report the repayment plan performance status. This line item tracks the performance of repayment and stip-to-mod plans. If a repayment plan or stip-to-mod was completed successfully during the month it should be coded as such in the work-out type completed line item. This line item is only to be populated for repayment plans that were active as of the end of the month or broken during the month. A plan is broken when the borrower fails to fulfill conditions needed for a loan modification to be made permanent. Broken plans should only be reported in the month the plan breaks. Institutions should report a '0' value in months following a broken plan. This line item should not be left blank if the plan was broken in previous months. 0 = No active plan as of monthend and did not have a plan broken or cancelled during the month. 1 = Stip to Mod Active 2 = Stip to Mod Broken 3 = Repayment Plan Active 4 = Repayment Plan Broken 5 = Repayment Plan Cancelled by Servicer 6 = Repayment Plan Cancelled at borrower’s request 7 = Home Affordable Trial Period Active 8 = Home Affordable Trial Period Broken 9 = Home Affordable Trial Cancellation 10 = Home Affordable Trial Extended / Mod Pending Format, Line Item Length Numeric • Stip-to-Mod Active – The borrower is performing as scheduled on a stipulated repayment agreement that, if successful will result in a modification. • Stip-to-Mod Broken – The borrower has broken the terms specified by a stip-to-mod 58 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length agreement and the modification was not executed. • Repayment Plan Active – The borrower is performing as scheduled according to the terms of an executed repayment plan. • Repayment Plan Broken – The borrower has defaulted on the terms of an executed repayment plan during the month. • Repayment Plan Cancelled by Servicer – The borrower was on a repayment plan that was cancelled by the mortgage servicer during the month. • Repayment Plan Cancelled at Borrower’s Request – The borrower was on a repayment plan that was cancelled at their request during the month. • Home Affordable Modification Trial Period Active – Report all Home Affordable program premodifications that are performing as scheduled under a trial period plan and the plan is not broken. • Home Affordable Modification Trial Period Broken – Report all Home Affordable program pre- 59 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Y=Yes N=No Character(1) modifications where the borrower has not complied with the terms of the schedule such that the modification will not be executed. • Home Affordable Trial Cancellation – The Home Affordable Trial was cancelled due to borrower ineligibility or other reason. 79 “Home Affordable Refinance” Program Flag M220 • Home Affordable Trial Extended / Mod Pending – All payments made as agreed and performing but awaiting documentation and/or a final underwriting decision. Report whether a loan was originated under the Home Affordable Refinance program. HAMP loans should not be included in this population. “Home Affordable Refinance” Program Flag - Identify all loans originated as part of the Home Affordable Refinance Program announced March 4, 2009. Loans should be flagged as such regardless of whether the loan was serviced in-house prior to refinance. 60 Line Item No. 80 81 Line Item Name MDRM (CCFL) Detailed Description Allowed Values HAMP Loan Number M221 HAMP(Home Affordable Modification Program) Loan Number – The HAMP Loan Number provided should be identical to the Servicer Loan Number provided to the data aggregator for HAMP submissions to the Treasury. Capitalization – Report whether a delinquent amount (PITI or fees) was capitalized and added to the outstanding principal balance. Y=Yes N=No Capitalization M222 Report any loans modified under the Home Affordable Modification Program Guidelines released March 4, 2009. The HAMP Loan Number provided should be identical to the Servicer Loan Number provided to the data aggregator for HAMP submissions to the Treasury. Format, Line Item Length Character(32) Character(1) Capitalization – Capitalization is defined as instances where accrued and/or deferred principal, interest, servicing advances, expenses, fees, etc. are capitalized into the unpaid principal balance of the modified loan. If accrued and/or deferred principal, interest, servicing advances, expenses, fees, etc. are capitalized into the unpaid principal balance during modification this line item should be “Y” otherwise it should be “N”. This line item should only be 61 Line Item No. Line Item Name MDRM (CCFL) 82 Delinquent Amount Capitalized M223 83 Duration of Modification M224 84 85 Step Modification Flag Loss Mitigation Performance Status M225 M226 Detailed Description Allowed Values Format, Line Item Length Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Whole Number Duration of Modification – Report the number of months the modified terms will be in effect. Whole Number Whole Number Step Modification Flag – Report whether a rate modification has a “stepped” or gradual return to non-modified rate. Y=Yes N=No Character(1) 0 = No loss mitigation action in place. 1 = Active and Performing 2 = Active and Non-performing Character(1) populated for loans with a value in Line item 74 Modification Type indicating that a loan has been modified. Delinquent Amount Capitalized – Report the total amount in dollars of the delinquent amount that was capitalized and added to the principal balance through loss mitigation. If the duration of the modification is permanent, then the duration is the full maturity of the loan (e.g., 360 months for a 30-year modification). This line item should be reported as “N” if the loan immediately returns to the contract rate at expiration of the modification. Loss Mitigation Performance Status – Report whether a loan is being actively handled by the servicer’s loss mitigation 62 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length department. Refers to all loans 3 = Broken where the servicer has initiated loss mitigation procedures whether or not a particular course of action or workout type has been executed. Active loss mitigation refers to instances where the loan is currently in loss mitigation, and the servicer is actively pursuing loss mitigation. • Active and performing – Refers to any mortgage that is currently in loss mitigation and is performing to the terms of a selected plan. • Active and Non-performing – Refers to instances where a servicer is actively pursuing loss mitigation with a borrower who is not currently making all payments on the mortgage. Include situations where loss mitigation efforts have been initiated but no plan has been executed as of month-end. • Broken – Populated for situations where the borrower has defaulted on the terms of loss mitigation plan and the servicer has removed the loan from loss mitigation and is proceeding with the default process. 63 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Whole Number Note: If loss mitigation efforts have been initiated but no plan has been executed as of the month‐end, the Loss Mitigation Performance Status should be coded as 2: Active and Non‐ Performing. A loan that has failed to perform according to a loss mitigation plan should be reported with a value of “3” for Loss Mitigation Performance Status until the loan has been paid in full, re-modified or charged off. 86 87 Principal Deferred (Retired March 2013) Principal Deferred Amount M227 M228 If a loan is not in loss mitigation, then it should be coded as 0: No loss mitigation action in place. Principal Deferred Amount: Report the total amount in dollars of the principal that was deferred through loss mitigation. In cases where the principal deferral is monthly, they should be reported as aggregated. Principal deferrals are generally done at once. Only the amount of principal that is deferred should be reported. Report the aggregate 64 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Whole Number amount of deferred principal provided over the life of the loan assuming that the borrower performs as agreed. 88 89 Principal Write down (Retired March 2013) Principal WriteDown Amount M229 M230 This line item should only be populated for loans with a value in Line item 74 Modification Type indicating that a loan has been modified. Principal Write-Down Amount– Report the principal write-down amount for the loans where the principal was forgiven through loss mitigation. This line item should only be populated for loans with a value in Line item 74 Modification Type indicating that a loan has been modified Note: Report the aggregate amount of principal write-down provided over the life of the loan assuming that the borrower performs as agreed. Performance incentive payments offered to all borrowers should not be included as principal write-downs (i.e., the annual HAMP forgiveness 65 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length 1 = Full Appraisal 2 = Limited Appraisal 3 = Broker Price Opinion 4 = Desktop Valuation 5 = Automated Valuation Model 6 = Unknown Character(1) payments should not be flagged as principal reductions). 90 Property Valuation Method at Modification M231 Property Valuation Method at Modification – Report the method used to determine the property value prior to loan modification. • Full appraisal – Prepared by a certified appraiser and must involve both interior and exterior inspections of the subject property by a licensed appraiser • Limited appraisal – Prepared by a certified appraiser that obtains characteristics of the property without the licensed appraiser performing a full interior and exterior inspection • Broker Price Opinion “BPO” – Prepared by a real estate broker or agent • Desktop Valuation – Prepared by bank employee 66 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length 0 = Not converted to Fixed Rate 1 = Converted to Fixed Rate for 1-36 Months 2 = Converted to Fixed Rate for 37-60 Months 3 = Converted to Fixed Rate for 61-120 Months 4 = Converted to Fixed Rate for Greater than 120 Months Character(1) • Automated Valuation Model “AVM” 91 92 Interest Type Conversion Duration SOP 03-3 Status M233 M234 This line item should only be populated for loans with a value in Line item 74 Modification Type indicating that a loan has been modified. Report whether the interest type was converted from ARM to Fixed through loss mitigation, and the duration of the fixed rate period. This line item should only be populated for loans with a value in Line item 74 Modification Type indicating that a loan has been modified. SOP-03-03 – Report whether any loans are accounted for under SOP-03-03 purchase accounting. If the loan is accounted for under SOP-03-03 purchase accounting this line item should be “Y” otherwise it should be “N”. Note: None of the records should be left blank. N = No Y = Yes Character(1) 67 Line Item No. 93 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Total Debt at Time of any Involuntary Termination M235 Report total debt at the time of any involuntary termination. Total debt should be reported at gross, not net values, and is comprised of: Whole Number e.g., 2123 for $2,122.81 Use banker’s rounding. Format, Line Item Length Whole Number 1) Unpaid Principal Balance; 2)Interest pass through Amount (interest paid to the Investor to purchase loan out of pool or any prior years interest charged off at non-accrual status); 3) Total Corporate Advance (incl. Property Preservation and Attorney’s fees); 4) Total Escrow Advance (taxes and insurance paid) Note: Any involuntary termination includes REO, Short Sale, Deed-inlieu of foreclosure, Third Party Sale or Charge-off. 94 Net Recovery Amount M236 Note: This line item is a required line item for Investor Type code values 4 (Private Securitized) and 7 (Portfolio) and best efforts for all others. Report the sales price net of costs of sales (e.g., sales commissions and buyer concessions). Whole Number e.g., 2123 for $2,122.81 Use banker’s rounding. Whole Number 68 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Whole Number e.g., 2123 for $2,122.81 Use banker’s rounding. Whole Number Note: Since net proceeds should be the same as Net Recovery Amount (Line item 94), report net proceeds in Line item 94 for short sales and third party sales, along with all other involuntary terminations. Since the net recovery amount cannot be computed until the loan has been sold (or charged off), you need to also obtain the sales price the property sold at and place the sales price of the property in Line item 121. 95 Credit Enhanced Amount M237 Note: This line item is a required line item for Investor Type code values 4 (Private Securitized) and 7 (Portfolio) and best efforts for all others. Report the total amount of credit enhancement received that offset the loss. Could come from mortgage insurance proceeds, pool arrangements in deals, or other features of securities structures. Note: This line item is a required line item for Investor Type code values 4 (Private Securitized) and 7 (Portfolio) and best efforts for all others. 69 Line Item No. 96 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Troubled Debt Restructure Flag M238 Troubled Debt Restructure Flag – Report whether a loan was modified as a Troubled Debt Restructuring (TDR), as defined in the FR Y-9C Glossary entry for “Troubled Debt Restructuring”. All TDRs must be evaluated for impairment under Statement of Financial Accounting Standards No. 114 (Accounting by Creditors for Impairment of a Loan), as part of the Allowance for Loan and Lease Losses analysis. Y=Yes N=No 97 Reported as Bank Owned Flag M239 Reported as Bank-Owned Flag – Report whether the serviced for others loan is recorded on the bank's own balance sheet for accounting purposes. Applies only to loans with an Investor Code other than "Portfolio". Should be coded as Y for the following loans: Y=Yes N=No Format, Line Item Length Character(1) Character(1) • GNMA Eligible Repurchases – In accordance with FAS 140, GNMA loans that are subject to Removal of Accounts Provisions (ROAPs) and eligible for repurchase. • Other Loans Reported OnBalance Sheet under FAS 140 – To reflect bank-supported securitizations and/or other indemnifications. 70 Line Item No. 98 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Interest Rate Reduced M262 Report whether the interest rate has been reduced to be less than the scheduled value through loss mitigation. Y=Yes N=No Character(1) For example, if a fixed-rate loan with a rate of 6% is reduced to 2% as a result of loss mitigation, the BHC or IHC would report ‘Y’ for this line item. This line item should only be populated for loans with a value in Line item 74 (Modification Type). 71 Line Item No. 99 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Interest Rate Frozen M232 Report whether the interest rate was frozen and at a lower rate than if allowed to adjust through loss mitigation Y=Yes N=No Format, Line Item Length Character(1) For example, if a loan resetting from 4% to 6% is frozen at the 4% rate, the BHC or IHC would report ‘Y’ for this line item. 100 101 Term Extended P&I Amount Before Modification M929 M930 This line item should only be populated for loans with a value in Line item 74 (Modification Type). Report whether the remaining term of the loan was extended through loss mitigation. This line item should only be populated for loans with a value in Line item 74 (Modification Type). Report the scheduled principal and interest amount in the month prior to loan modification. This line item should only be populated for loans with a value in Line item 74 (Modification Type). Y=Yes N=No Character(1) Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Whole Number 72 Line Item No. 102 103 104 105 106 Line Item Name MDRM (CCFL) Detailed Description Allowed Values P&I Amount After Modification M931 Report the scheduled principal and interest amount in the month following loan modification. Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Report the interest rate in the month prior to loan modification. Provide as a decimal. E.g.: 0.0575 for 5.75% Numeric, up to 5 decimals Report the interest rate in the month after loan modification. Provide as a decimal. E.g.: 0.0575 for 5.75% Numeric, up to 5 decimals Whole Number Whole Number Whole Number Whole Number Interest Rate Before Modification M932 Interest Rate After Modification M933 Remaining Term Before Modification M934 Remaining Term After Modification M935 This line item should only be populated for loans with a value in Line item 74 (Modification Type). This line item should only be populated for loans with a value in Line item 74 (Modification Type). This line item should only be populated for loans with a value in Line item 74 (Modification Type). Report the remaining term in the month prior to loan modification. This line item should only be populated for loans with a value in Line item 74 (Modification Type). Report the remaining term in the month after loan modification. This line item should only be populated for loans with a value in Line item 74 (Modification Type). Format, Line Item Length Whole Number 73 Line Item No. 107 108 109 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Escrow Amount Before Modification M936 Report the escrow amount in the month prior to loan modification. This should be the escrow portion of the monthly payment and not the full escrow balance. Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Escrow Amount After Modification Alternative Home Liquidation Loss Mitigation Date M937 M938 This line item should only be populated for loans with a value in Line item 74 (Modification Type). Report the escrow amount in the month after loan modification. This should be the escrow portion of the monthly payment and not the full escrow balance. This line item should only be populated for loans with a value in Line item 74 (Modification Type). Report the date on which the most recent Alternative Home Liquidation Loss Mitigation strategy was executed (when the program was completed). Alternative Home Liquidation Loss Mitigation Strategies include the new and evolving strategies that are designed to minimize loan losses and avert loan foreclosures. These strategies include, but are not limited to, other alternative programs intended to limit the costs and losses related to the sale of the home, deed in lieu, or foreclosure, but which result in Format, Line Item Length Whole Number Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Whole Number YYYYMMDD YYYYMMDD 74 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length YYYYMMDD YYYYMMDD the borrower forfeiting ownership of the home. These new strategies are in addition to traditional home liquidation loss mitigation strategies, such as short sales and deeds in lieu of foreclosure. 110 Alternative Home Retention Loss Mitigation Date M939 This line item should only be populated for loans with a value of 12 in Line item 77 (Workout Type Completed), indicating a workout type of “Other”. Note: This line item should be used only for programs that cannot be coded under any other plan. Loans coded in traditional plans should not be coded here as well. Report the date on which the most recent Alternative Home Retention Loss Mitigation strategy was executed (when the program was completed). Alternative Home Retention Strategies include the various new and evolving loss mitigation strategies that are designed to minimize loan losses, avert loan foreclosures, and enable borrowers to retain their residence. These strategies include, but are not limited to, "short refinances" (servicer facilitates a loan refinance, with 75 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length 1=Full Appraisal 2=Limited Appraisal 3=Broker Price Opinion 4=Desktop Valuation 5=Automated Valuation Model 6=Unknown Character(1) the investor accepting a short payoff of the existing first mortgage), and other refinance or alternative programs intended to prevent the sale of the home, a deed in lieu, or a foreclosure. 111 Original Property Valuation Method(appraisal method) M940 Note: This line item should be used only for programs that cannot be coded under any other plan. Loans coded in traditional plans should not be coded here. If alternative loss mitigation does not apply to the loan, leave this line item blank. Report the method by which the value of the property was determined at the time the loan was originated. Options are: •Full appraisal – Prepared by a certified appraiser and must involve both interior and exterior inspections of the subject property by a licensed appraiser •Limited appraisal – Prepared by a certified appraiser that obtains characteristics of the property without the licensed appraiser performing a full interior and exterior inspection 76 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Identification of Third Party Sales at time of Foreclosure Sale 0 = The loan was not sold to a third party (also code zero loans not in foreclosure) 1 = The loan was sold to a third party at foreclosure sale Character(1) Report the scheduled escrow amount (including taxes and insurance) due from the borrower scheduled for the reporting month. Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Whole Number •Broker Price Opinion “BPO” – Prepared by a real estate broker or agent •Desktop Valuation – Prepared by bank employee 112 113 Third Party Sale Flag M941 Escrow Amount Current M268 •Automated Valuation Model “AVM” Report any loan where the title has transferred to a party other than the servicer at the time of foreclosure sale. If the loan was not sold to a third party or is not currently in foreclosure this line item should be coded with a zero. For example, if the loan was conveyed from the owner to the lender (or servicer), this would not be considered a Third Party Sale, and this line item should be coded with a zero. For non-escrow loans, report a value of zero. 77 Line Item No. 114 115 116 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Escrow Amount at Origination M942 Report the escrow amount (including taxes and insurance) due from the borrower at origination of the loan (included in the first payment). Whole Number e.g., 5123 for $5,122.81 Use banker’s rounding. Remodified Flag Mortgage Insurance Company M943 M944 For non-escrow loans, report a value of zero. Report whether the loan has been modified more than once in the last 24 months. Code with a “Y” if the loan has been modified more than once in the last 24 months. Report the mortgage insurance company. If the mortgage is insured against loss in any way, either through primary or pool-level insurance, then report the company providing that insurance. If more than one company is insuring against losses, give preference to the company providing the primary MI. Format, Line Item Length Whole Number N = No Y = Yes Character(1) MI Company Coding 1 = GE 2 = MGIC 3 = PMI 4 = UGIC 5 = RMIC 6 = Radian 7 = Integon 8 = Triad 9 = CMG 10 = Essent 11 = No MI 12 = Has MI - Company Other/Unknown 13 = National Mortgage Insurance 14 = Arch MI 99 = Unknown whether has MI Numeric 78 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Note: List subject to change for new MI Company entrants. 117 118 Interest Type at Origination Entity Serviced M244 Report the interest type at origination. • Fixed – Loans where the interest rate is fixed for the entire term. M945 • Variable – Loans where the interest rate fluctuates based on a spread to an index. Include all variable rate loans regardless of whether there is an initial fixed period. Report the federal regulator of the BHC or IHC subsidiary that is servicing the loan. If the loan is a commercial loan secured by residential real estate loans, report the Federal Regulator of the entity servicing the commercial loan. Example: The ‘Entity Serviced’ should be segmented out by the 1 = Fixed 2 = Variable Character(1) 1 = FRB 2 = OCC 3 = FDIC Character(1) 79 Line Item No. 119 Line Item Name Loss/Write down Amount MDRM (CCFL) M241 Detailed Description entities within the BHC or IHC. Examples: If the loan is serviced by a national bank, then the Entity Serviced is OCC (code value = 2). If the loan is serviced by a state nonmember bank, then the ‘Entity Serviced’ is FDIC (code value = 3). If the loan is serviced by a state member bank or a subsidiary of a BHC or IHC that is not a federally insured bank, then the ‘Entity Serviced’ is FRB (code value = 1). NOTE: This line item is only required for firms with bank subsidiaries regulated by the OCC and is optional for all others. Allowed Values Format, Line Item Length e.g., 125000 for $125,000.00 Whole Number Report losses and principal write downs incurred during the month, including all write-offs of principal, interest, receivables, or accruals that are deemed uncollectible. If the charge off is positive, then reversals should be reported as a negative value. Report all write-downs and reversals of loan principal and interest recorded as charge-offs against the Allowance for Loan and Leases Losses (ALLL), as defined in the FR Y-9C glossary entry for “allowance for loan and lease losses”. Also include all 80 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length reversals of accrued but not collected interest, not directly charged against the ALLL. This should include accounting adjustments to fair market value. If multiple write-downs occurred in a given month, report the total amount of write-downs for that month. The Loss/Write-down Amount is intended to parallel the amount and timing of loss recognized under regulatory accounting rules prior to, upon and following foreclosure of the property securing the loan. As a general rule, the amount of recognized loss is the difference between the recorded amount of the loan and the fair market value of the asset (less cost to sell). The Loss/Writedown Amounts recognized in subsequent months after foreclosure are the adjustments, if any, to the on-balance sheet value of the foreclosed asset. Include in the Loss/Write-down Amount items charged directly to the Allowance for Loan and Lease Losses as well as items charged to unearned interest, any valuation allowance established against the asset and accounts related to item 81 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length YYYYMMDD YYYYMMDD Whole Number e.g., 2123 for $2,122.81 Whole Number 5.j on Schedule RI – “Net gains (losses) on sales of other real estate owned”. 120 Loss/Write down Date M947 121 Sales Price of Property M948 122 Performance of Junior Lien(s) (Retired June M949 Report the date on which the loss or write-down was incurred. If multiple write-downs occurred in a given month, report the date of most recent write-down for that month. Specific dates should be reported. However, if the BHC or IHC can only identify the month, then the ‘DD’ portion should be reported as ‘01’ (e.g. 20120301 for March of 2012). Report the final sales price at which the property was disposed by the BHC or IHC in the case of involuntary termination. Provide the same price as the BHC or IHC would submit to public records data. Net proceeds from short sales or third party sales should be reported in Line item 94. Note: This line item is a required line item for Investor Type code values 4 (Private Securitized) and 7 (Portfolio) and best efforts for all others. 82 Line Item No. 123 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length 2016) Ever 90+ DPD in the Past 12 months M950 Report whether the loan has delinquent history information in the past 12 months. Use the Mortgage Bankers Association delinquency method. N = No Y = Yes U=Unknown Character(1) 0 = No. This loan is not a CRE or commercial business purpose loan. 1 = Yes. This loan is a CRE or commercial business purpose loan. Character(1) • • • 124 Commercial Loan Flag M951 “Y” if ever in 90 or more than 90 days past due in the past 12 months “N” if not ever in 90 or more than 90 days past due in the past 12 months “U” if unknown Report whether the loan is a commercial real estate (CRE) or commercial business purpose loan or transaction. This line item is reserved for certain CRE or commercial business purpose loans secured by 1-4 residential properties where the underlying 1-4 residential loans are required to be reported on Schedule Y-9C as 1-4 residential mortgage loans. While the purpose of the transaction is commercial, Y-9C requires any 1-4 family residential loans securing the transaction to be reported as a 1-4 residential property. 83 Line Item No. 125 126 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Probability of Default – PD M114 Report the Probability of Default (PD) for the account as defined in the most recent capital framework. More specifically, report the PD associated with the account’s corresponding segment. A one in ten probability of default should be reported as 0.1. Numeric, up to 5 decimals A ninety percent loss given default should be reported as 0.9. Numeric, up to 5 decimals Loss Given Default – LGD M115 Note: Applicable only to firms subject to the advanced approaches rule. This item is required for BHC or IHC-owned loans only. Report the Loss Given Default (LGD) for the account as defined in the most recent capital framework. More specifically, report the LGD associated to the account’s corresponding segment. Note: Applicable only to firms subject to the advanced approaches rule. This item is required for BHC or IHC-owned loans only. 84 Line Item No. 127 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Expected Loss Given Default – ELGD M116 Report the Expected Loss Given Default (ELGD) parameter for the account as defined in the most recent capital framework. More specifically, report the ELGD associated to the account’s corresponding segment. Missing or unavailable values should be left blank. A ninety percent expected loss given default should be reported as 0.9. Format, Line Item Length Numeric, up to 5 decimals If the BHC or IHC generates this field, they are required to report it.ELGD is an input into the LGD calculation. Report the BHC’s or IHC’s empirically based best estimate of the long-run default-weighted average economic loss, per dollar of EAD, the BHC or IHC would expect to incur if the obligor (or a typical obligor in the loss severity grade assigned by the bank to the exposure or segment) were to default within a one-year horizon, which is a floor for the Basel risk parameter LGD under the Rule. If the BHC or IHC does not capture this field, then leave it blank. Note: Applicable only to firms subject to the advanced approaches rule. This item is required for BHC or IHC-owned loans only. 85 Line Item No. 128 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Exposure at Default – EAD M117 Report the dollar Exposure at Default (EAD) for the account as defined in the most recent capital framework. More specifically, report the EAD associated to the account’s corresponding segment. In particular, for open-ended exposures assign to all the accounts in a particular segment the corresponding LEQ, CCF, or related parameters, associated with that segment. After the corresponding parameter is assigned to each account, calculate the account EAD and report this as the variable value. Whole Number, e.g. 5123 for $5,122.81 Format, Line Item Length Whole Number Note: Applicable only to firms subject to the advanced approaches rule. This item is required for BHC or IHC-owned loans only. 129 Entity Type M952 Abbreviations: LEQ: Loan-equivalent-exposure CCF: Credit Conversion Factor Report the registered entity type of the BHC subsidiary that owns the reported loan. If the loan is not owned by the BHC or IHC or its subsidiaries, report the entity type as ‘Other.’ 1 = National Bank 2 = State Member Bank 3 = Nonmember Bank 4 = State Credit Union 5 = Federal Credit Union 6 = Non-bank Subsidiary 0 = Other Whole number 86 Line Item No. 130 Line Item Name MDRM (CCFL) Detailed Description Allowed Values HFI FVO/HFS Flag M953 Portfolio HFI FVO / HFS Flag – Report whether all portfolio loans are held for investment (HFI) measured at fair value under a fair value option (FVO) or held for sale (HFS). Y= Yes N = No Report the number of months where the loan payment is interest only. Provide this information based on the original loan terms. Whole Number Whole Number 1 = Fixed 2 = Variable Character(1) 131 Interest Only Term – Original M954 132 Interest Type Current M248 Note: For non-portfolio loans leave this line item blank. Report the loan interest type in the current reporting month. • Fixed – Loans where the interest rate is fixed for the entire term. Format, Line Item Length Character(1) • Variable – Loans where the interest rate fluctuates based on a spread to an index. Include all variable rate loans regardless of whether there is an initial fixed period. 87 Line Item No. 133 Line Item Name MDRM (CCFL) Detailed Description Product Type – Origination M955 Report the product type as of the loan origination Allowed Values 1 = Fixed 30 2 = Fixed 20 3 = Fixed 15 Identifies the product type of the 4 = ARM 2 mortgage, including the interest 5 = ARM 3 type, amortization term and initial 6 = ARM 5 fixed period for hybrid products. 7 = ARM 7 8 = ARM 10 Fixed 30 – Fixed rate amortizing 9 = ARM Other loans with a 30 year loan term. 10 = Other Also include fixed rate loans 11 = Fixed 40 where loan term is greater than 20 12 = Fixed Greater than 40 and less than 30 years. 13 = Fixed Other 14 = Fixed 10 Fixed 20 – Fixed rate amortizing 15 = ARM 1 loans with a 20 year loan term. 16 = ARM 15 Also include fixed rate loans where loan term is greater than 15 and less than 20 years. Format, Line Item Length Character(2) Fixed 10 – Fixed rate amortizing loans with a 10 year loan term. Also include fixed rate loans where loan term is less than 10 years. Fixed 40 – Fixed rate amortizing loans with a 40 year term. Also include fixed rate loans where loan term is greater than 30 and less than 40 years. Fixed Greater than 40 - Fixed rate loans with loan term greater than 40 years. Fixed Other – Fixed rate loan 88 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length where the loan term does not fall under any of the categories (Fixed 30, Fixed 20, Fixed 15, Fixed 10, Fixed 40, Fixed Greater than 40). Use this code where the loan is not simply a fixed-rate amortizing term loan. Some examples include Balloon, interest only or fixed rate pay option loans. ARM 1 – Adjustable rate mortgage where the initial rate reset is less than or equal to 1 year. ARM 2 – Adjustable rate mortgage where the initial rate reset is greater than 1 year and less than or equal to 2 years. ARM 3 – Adjustable rate mortgage where the initial rate reset is greater than 2 year and less than or equal to 3 years. ARM 5 – Adjustable rate mortgage where the initial rate reset is greater than 3 year and less than or equal to 5 years. ARM 7- Adjustable rate mortgage where the initial rate reset is greater than 5 year and less than or equal to 7 years. ARM 10 – Adjustable rate 89 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length 1=FICO Character(1) mortgage where the initial rate reset is greater than 7 year and less than or equal to 10 years. ARM 15 - Adjustable rate mortgage where the initial rate reset is greater than 10 years and less than or equal to 15 years. ARM Other – Adjustable rate loan where the loan term does not fall under any of the categories (ARM 1, ARM 2, ARM 3, ARM 5, ARM 7, ARM 10, ARM 15). An example would be an Option ARM. 134 Origination Credit Bureau Score Vendor R036 Other – Use this code to capture loans which do not fall into any of the categories listed above. An example would be Graduated Payment Mortgages (GPMs). List the vendor of the commercially available credit bureau score reported in item 13. If the vendor of the commercially available credit score reported in item 13 is not among those listed, please select “Other” and report the vendor in item 135. List the version of the credit score in item 135. Note that scores which do not meet the definition of a commercially available credit bureau score as set forth in the General Instructions may be 2=VantageScore 3=Other 90 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Text String Character(30) 1=FICO Character(1) treated as missing data by the Federal Reserve. 135 Origination Credit Bureau Score Version R037 136 Current Credit Bureau Score Vendor R038 Provide the version of the commercially available credit bureau score reported in item 13 (for example, FICO 08 or VantageScore 3.0). If “Other” was selected in item 134, please report the vendor name along with the schedule version (in the format “vendor name – score version”). List the vendor of the commercially available credit bureau score reported in item 48. If the vendor of the commercially available credit score reported in item 48 is not among those listed, please select “Other” and report the vendor in item 137. List the version of the credit score in item 137. Note that scores which do not meet the definition of a commercially available credit bureau score as set forth in the General Instructions may be treated as missing data by the 2=VantageScore 3=Other 91 Line Item No. Line Item Name MDRM (CCFL) Detailed Description Allowed Values Format, Line Item Length Text String Character(30) YYYYMMDD YYYYMMDD Federal Reserve. 137 Current Credit Bureau Score Version R039 138 Current Credit Bureau Score Date S382 Provide the version of the commercially available credit bureau score reported in item 48 (for example, FICO 08 or VantageScore 3.0). If “Other” was selected in item 136, please report the vendor name along with the schedule version (in the format “vendor name – score version”). Provide the date on which the commercially available credit bureau score reported in item 48 was obtained. This field must be updated at least one month within the quarter, and refreshed at least one month within every subsequent quarter. 92 Line Item No. 139 Line Item Name MDRM (CCFL) Detailed Description Allowed Values Serviced by Others (SBO) Flag R622 Indicates the servicer of the loan. Y-Yes N-No If the loan is serviced by entities other than the BHC or IHC or its subsidiary, use a code of Y. Format, Line Item Length Character(1) If the loan is serviced by the BHC or IHC or its subsidiary, use a code of N. 140 Reporting As of Month Date R623 Indicate the reporting as of month date. YYYYMM YYYYMM Note: This field will generally be consistent with the AS_OF_MON_ID used in the file naming convention. However, loans that are flagged as SBO loans may have a different reporting as of date. Use this field to code the reporting as of date for all loans. 93 A.2 Portfolio Level Table Line item No. 1 Line Item Name MDRM (CCFP) Detailed Description Allowed Values Format Portfolio Segment ID M240 Report the portfolio segment. Character(1) 2 Unpaid Principal Balance M201 Unpaid Principal Balance – Report the total principal amount outstanding as of the end of the month for the portfolio segment. The UPB 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, REO sold or Service transferred. 1 = Serviced 2 = Portfolio HFI Purchased Impaired 3 = Portfolio HFI FVO / HFS 4 = Other Portfolio Loss / Writedown Amount M241 3 Loss / Write-down Amount – For all active loans, report all cumulative lifetime write-downs and reversals of loan principal and interest recorded as charge-offs against the Allowance for Loan and Leases Losses (ALLL) pursuant to FFIEC Call Report instructions. Also include all reversals of accrued but not collected interest, not directly changed against the ALLL. The loss-write down amount is the cumulative loss or principal write-down, and will equal the charge-offs incurred over the life of the loan. Current unpaid balance at end of the reporting month. Whole Number Cumulative lifetime loss or principal write-down on loans in the portfolio segment for all active loans in that segment. Whole Number Report in millions of dollars. Principal Write downs and Losses should be expressed as positive numbers. Report in millions of dollars. 94 Schedule B: Domestic Home Equity Loan and Home Equity Line Data Dictionary Loan Population • • • • • • • • • • The relevant loan population includes all loans directly held on the BHC’s and IHC’s portfolio and all loans serviced by the BHC and IHC in that period. Loans should be reported based on their classification on the FR Y-9C, Schedule HC-C (i.e. based on the loans security, counterparty, or purpose). Refer to the FR Y-9C instructions for Schedule HC-C for guidance on loan classification. Please note, lien status (first, junior, etc.) is considered an origination attribute. Below is a list of FR Y-9C items that are considered applicable loans for this schedule: o Portfolio loans/lines are defined as all loans meeting the definition of FR Y-9C, Schedule HC-C, items 1.c.(1) (revolving, open-end loan secured by 1-4 family residential properties and extended lines of credit) and 1.c.(2)(b) (junior lien closed-end loans secured by 1-4 family residential real estate) shall be reported. o Serviced loans/lines include those meeting the definition of home equity loans/lines reported in FR Y-9C, Schedule HC-S, item 1.(columns A and B), Schedule HC-S item M.2.a, Schedule HC-S, item M.2.b, HC-S, item M.2.c, and Schedule HC-S, item M.2.d. Continue reporting the HELOCs in the Y-14M Home Equity schedule even after they have entered into a pay down status and are no longer revolving credits. The line type at origination determines where the exposure should be reported. If a second lien closed-end mortgage becomes a first lien during the life of the loan, continue to report the loan under the FR Y-14M Home Equity schedule. Lien position at origination should be used to decide which schedule to use in closed-end loan reporting. In addition to loans that are currently active during the reporting period, the following loans should also be included: o All inventory that has been transferred to another servicer, but only if transferred during the reporting month. o All inventory that was liquidated, but only if liquidated during the reporting month. For purposes of this schedule, liquidated is defined as inventory that has been sold or has been otherwise disposed of. Starting with the March 2013 data submission, BHCs and IHCs are required to continue reporting data on loans which become Real Estate Owned (REO). If a loan is submitted under the FR Y-14M Home Equity data schedule through a certain period and becomes an REO, then this loan will be reported through the time the loan terminates as a REO sale or otherwise. BHCs and IHCs are required to report all REO loans – either serviced by them or sub-serviced by other institutions on their behalf. However, REO balances should not be included in the Portfolio Level Table. Please note that BHCs and IHCs will continue to report data on the loans which become REO loans using the same consistent loan number throughout the history of the loan. Please ensure that the loan numbers once assigned to a loan is not changed as a result of sub servicing or any related aspects. For loans secured by multiple pieces of collateral, only report the loan as REO when all the collateral backing the loan has become REO and the loan has been terminated. For commercial real estate (CRE) or business purpose loans collateralized by properties, place values to the best of your ability. If the loan is a commercial purpose loan then only report attributes that are unique to the facility as a whole. For loans serviced for others, report the full outstanding balance on the loan. Participated loans should be included in this schedule and institutions should report the total loan balance as bank owned. 95 • • • An amount, zero or null (be left blank) should be entered for all items, except in those cases where other options such as “not available” or “other” are specified. If information is not available or not applicable and no such options are offered, the line item should be left blank. We require that a loan number uniquely identify a loan through its entire life. If a BHC or IHC is also submitting data to the OCC as part of the OCC Mortgage Metrics Data or OCC Home Equity Data, it is required that the BHC or IHC use the same loan number for the FR Y-14M data schedules for all loans that are being reported for the first time in the current reporting period. In the case that a BHC or IHC has been submitting different loan numbers for the same loan in the FR Y-14M collection versus OCC data collection, the BHC or IHC should continue reporting using the same loan numbers as they have been submitting for the FR Y-14M submissions. There may be instances where the FR Y-14M data population includes additional loans which are not part of the OCC data sample, and for such loans a unique loan number should be reported. Overall, the data file sent by a BHC or IHC should have unique loan numbers across the entire submission. Report the data based on updated/newer contract terms upon HELOC line renewals. In particular, if the draw period has been extended, modify the fields Allowable Draw Period (field #28), Original Loan/Line Term (field #37) and Remaining Term (field # 84) to indicate the total length of these periods including the additional time added through the renewal. If other terms and conditions were changed in the renewal, also update all affected fields. Identify such renewals using the applicable code value for the field Modification Type (field #77) and indicate the line renewal date in the field Last Modified Date (field #78). Additional Formatting • • • • • The collection includes both loan/line level and portfolio level variables. The institutions should provide the loan/line level data each month in a single text file. This will be a “month-end” file produced each month and reported no later than thirty (30) calendar days after the end of the reporting month. This file will contain one record per active loan/line in the contributor’s inventory. Institutions should provide a separate text file for the portfolio level variables. This will be a “monthend” file produced each month and reported no later than thirty (30) calendar days after the end of the reporting month. This file will contain one record per portfolio segment. Portfolio segments are defined as: 1. Serviced – All serviced loans/lines.2. Portfolio HFI Purchased Impaired –All portfolio loans/lines acquired with deteriorated credit quality and accounted for in accordance with ASC subtopic 310-30 (formerly AICPA statement of position 03-3), as defined in the FR Y-9C, Schedule HC-C, item M.5. 3. Portfolio HFI FVO / HFS – All portfolio loans/lines held for investment measured at fair value under a fair value option or held for sale. 4. Other Portfolio – All portfolio loans/lines that are not measured at fair value, not purchase impaired, and not serviced. Options for all line items are comprehensive in identifying a valid value for all loans regardless of status. If a mandatory line item is unknown or unavailable and the line item definition does not indicate ‘Unknown’ as a valid line item option, the line item should be left blank and it will be treated as missing data. Also, if a line item does not apply to the loan, the line item should be left blank. For loan/line level variables representing monetary value please use the U.S. Dollar ($) as the reporting monetary unit. 96 • • • • • For portfolio level variables representing monetary value please use millions of dollars ($ Millions) as the reporting monetary unit. For any line item with a format of ‘character’, please provide the code values as listed in the data dictionary. Do not add a leading or trailing zero or any other character to the data unless specified. It is required that the data formats and code values as listed in this document be strictly followed. o Example: A variable listed as Character(2) with a data value of 1 will be made available with a value of 1. It will not be coded as 01 or or <1space> or any other combination. Optional and best efforts line items are noted in the instructions in the table below. No quotation marks should be used as text identifiers. Please do not provide a header row. Inactive inventory that was paid off in one manner or another (servicing transfer, involuntary liquidation or paid-in-full by borrower) before the beginning of the reporting month should not be included. REO loans as described above will now be included in the data. This holds even if the REO loans were transferred to another servicer. The tables on the following pages give more information the line items that should be contained in each of the files. File Naming Convention: BHCs and IHCs must use the following naming convention when submitting data files to the data aggregator. FRY14_HOMEEQUITY_LOANLEVEL_ _ _ .TXT FRY14_HOMEEQUITY_PORTFOLIOLEVEL_ _ _ .TXT SUBMISSION_NUMBER will be used to track revisions and resubmissions of this schedule. It must be populated as a two-digit number. For example, the first submission for a given period would have a submission number of ‘01.’ If the BHC or IHC has to resubmit the same file, then use ‘02’ for the next submission, and so on. In the case of the Home Equity Schedule, BHCs and IHCs should provide the data each month in a single pipe‐ delimited text file. Line items should be delimited with a vertical bar (|, ASCII decimal 124, ASCII hexadecimal 7C). Example: Institution A has ID_RSSD equal to 999999. For the Home Equity Loan level data file submitted for period 201206, the file would be named as FRY14_HOMEEQUITY_LOANLEVEL_999999_201206_01.TXT. Any subsequent revised Home Equity Loan level file submitted by the institution for the same period will be named as FRY14_HOMEEQUITY_LOANLEVEL_999999_201206_02.TXT, and so on. 97 B.1 Loan/Line Level Table Line Item No. 1 Line Item Name Loan Number MDRM (CCHE) M142 Detailed Description Allowed Values Loan Number – Report an identifier for a loan that will be the same from month to month. Reference numbers may be used in lieu of actual loan numbers as long as it meets these criteria. A contributordefined alphanumeric value up to 32 characters. Please refer to additional details listed on Page 95 of the document. An identifier for this loan that will be the same from month to month. It must identify the loan for its entire life and must be unique (piggy-backs should be separated). If the BHC or IHC is already submitting data to the OCC as part of the OCC Mortgage Metrics Data or OCC Home Equity Data, it is required that the BHC or IHC use the same loan number for the FR Y‐14M data schedules. However, if a BHC or IHC has already been submitting different loan numbers for the same loan for the FR Y-14M and the OCC collections, the BHC or IHC should continue submitting the same loan number it has been using for the FR Y-14M. 2 Loan Closing Date M143 3 First Payment Date M144 Please note that the FR Y‐14M data population may include additional loans, which may not be part of the OCC data sample, and for such loans the general requirements listed in the schedule instructions will be applicable. Overall, the entire data file sent by a BHC or IHC should have unique loan numbers across the entire submission. Loan Closing Date – Report the date the loan originally closed. YYYYMMDD Will use this date to determine the loan’s vintage. If the loan closing date is not available, then the origination date on the loan can be used instead to populate this line item. First Payment Date – Report the date the borrower was YYYYMMDD scheduled to make the first payment on the loan, or first started making payments on the loan. For lines with a zero balance and no draws, this line item should be left blank. Format, Line Item Length Character (32) YYYYMMDD YYYYMMDD 98 Line Item No. 4 Line Item Name MDRM (CCHE) Property State 9200 5 Property ZIP Code 9220 6 Original Loan Amount Disbursed M147 Original Loan / Line Commitment M242 8 Original Property Value M148 Original Combined LTV M150 Allowed Values Format, Line Item Length Property State – Report the state in which the property is located. Two-letter postal codes for the state Character(2) Property Zip Code – Report the five-digit ZIP code. Five-digit number. Include leading zeroes, e.g.: 00901, 10101 e.g. 125000 for $125,000.00 Character(5) e.g. 125000 for $125,000.00 Use banker’s rounding. Whole Number e.g. 125000 for $125,000.00 Whole Number Provide as a decimal. e.g.: 0.8 for 80% 1.05 for 105% Numeric, to 2 decimals. Please see "Allowed 99 If a loan is secured by two properties in different states and is flagged as a commercial loan in the Commercial Loan Flag field, then leave the Property State field blank. Original Loan Amount Disbursed- Report the dollar amount of the funds disbursed to the borrower at the time of loan closing. Amount of loan rounded to the nearest whole dollar. 7 9 Detailed Description This data should be available either in BHCs' or IHCs’ loan origination systems or loan servicing systems, and must be populated. Original Loan / Line Commitment- Report the total credit line available at origination (i.e., the total commitment), not the actual amount drawn (amount drawn is reported in Line Item 6). For lines with a zero balance and no draws, report ‘0’ for this item. Note: For HELOANSs, Line items 6 and 7 will be the same value. Original Property Value – Report the property value in dollars at the time the loan was originated, defined as the lesser of selling price or the appraised value of the property securing the loan at origination. Original Combined LTV – Report the original combined loanto-value (LTV) ratio which is the original amount of the home equity loan (or credit line) taken from Line Item 7 (Original Loan/Line Commitment), in addition to any senior or other Whole Number Line Item No. Line Item Name 10 Income Documentati on MDRM (CCHE) M151 Detailed Description junior liens, divided by the property value at the time of loan origination. If there is only one lien on a property then report LTV in the Original Combined LTV field. . Report how the borrower’s income levels were documented at the time of origination. • Full – The borrower provided full verification of income levels via W2, pay stubs, tax returns, etc.; assets were verified; and other underwriting criteria were documented. • Alt / Low - Mortgages qualified and underwritten under lender programs designed without requiring verification of employment, assets, mortgage/rental history and/or DTI (debt to income ratio) of the borrower. This categorization applies to any combination of the aforementioned limited documentation standards, excluding Stated Income programs. • Stated - Stated Income includes all mortgages where the borrower was qualified for approval based on representation of income, without direct verification of either the source or amount of said income by the lender. Assets were not verified. Allowed Values Please populate with NULL if unavailable Income Documentation Coding 1 Full 2 Alt/Low –Lender 3 Alt/Low – Borrower 4 Alt/Low Unknown 5 Stated – Lender 6 Stated – Borrower 7 Stated – Unknown Format, Line Item Length Values" Character (1) The “Alt/Low - Lender” or "Stated - Lender" categories should be used for those situations in which the BHC’s or IHC’s automated underwriting system suggested to a particular customer a low/no doc or stated income loan. “Alt/Low - Borrower” or "Stated - Borrower" refers to situations in which a borrower him/herself requested a low/no doc loan or a broker suggested one. Please sub‐classify. If you do not know how to sub-classify, report using the "7 Stated Unknown" or “4 Alt/Low – 100 Line Item No. 11 12 Line Item Name MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length Unknown” option, as appropriate. Debt to Income (DTI) Back-End at Origination Debt to Income (DTI) Front-End at Origination M152 M153 This line item may be provided on a best efforts basis for loans serviced for others and loans acquired through mergers and acquisitions. Debt to Income (DTI) - Report the back-end DTI ratio, which is the percent of a borrower’s total monthly debt payments (including proposed housing expenses) divided by the borrower(s) gross monthly income. This ratio gives the percentage of monthly income necessary to cover all of the borrower(s) debt obligations. This line item may be provided on a best efforts basis for loans serviced for others and loans acquired through mergers and acquisitions. Debt to Income (DTI) – Report the front-end DTI ratio, which is the monthly principal, interest, tax, insurance (PITI) payment divided by the borrower(s) gross monthly income. Whole Number Whole Number Whole Number Whole Number Debt to Income (DTI) - Front- End - Report the front-end DTI ratio (i.e. the PITI Housing Ratio) at the origination of the mortgage. 13 Origination Credit Bureau Score M154 14 Current M189 Front-end DTI ratios give the percentage of a borrower's monthly income that would go toward housing (PITI) expenses. The total liabilities of the borrower, including the monthly principal, interest, taxes, insurance, association dues, etc., should be divided by the total monthly income of the borrower. Report the credit score of the borrower at origination using a commercially available credit bureau score (for a definition of a commercially available credit bureau score, see the General Instructions). Report the credit score vendor in item 109 and the credit score version in item 110. Report the current credit score of the borrower using a Provide as a whole number, e.g.:759 Provide as a whole Whole Number Whole Number 101 Line Item No. Line Item Name MDRM (CCHE) Credit Bureau Score 15 Occupancy 16 Lien Position M158 at Origination 17 18 Home Equity Line Type Number of Units M155 M243 M162 Detailed Description Allowed Values Format, Line Item Length commercially available credit bureau score (for a definition of a commercially available credit bureau score, see the general instructions). Provide the most recently determined commercially available credit score of the borrower. Report the credit score vendor in item 111 and the credit score version in item 112. number, e.g.: 723 Owner Occupancy Flag – Report Occupancy related information available on the mortgage at the time of origination. Occupancy Coding 1 = Primary 2 = Second Home 3 = Non Owner / Investment U = Unknown 1 = First lien 2 = Second lien 3 = Third lien or greater U = Unknown 1 = Home Equity Loan 2 = Home Equity Line of Credit 3 = Other Character(1) 1 = one unit 2 = two units 3 = three units 4 = four units Character(1) This field must be updated at least one month within the quarter, and refreshed at least one month within every subsequent quarter. Lien Position at Origination – Report the position of this loan relative to any additional liens on the property. If there are no additional liens, the loan is in first position. If the lien position is greater than third, then code as “3”. Report the home equity line type. • Home Equity Loan – Traditional fixed term second mortgages with no draw feature • Home Equity Line of Credit – The borrower may access an available credit line through draw features. Lines of credit balances may have fixed term, locked or amortizing portions. Number of units to the property financed by the loan – Report the number of units of the property. If the actual number of units is not available for multi-family or 1-4 family properties, please code this line item with a “U”. Character(1) Character(1) 102 Line Item No. Line Item Name MDRM (CCHE) 19 Property Type 20 Interest Type M244 at Origination 21 M164 Interest Only M168 at Origination Detailed Description For CRE or commercial purpose mortgage loans on multiple properties that are submitted under this schedule, please code this line item with a “Y”. Property Type - Report the property type. For one property with multiple uses, report as “F” (Mixed Use). For properties with more than one piece of collateral, report as "Z" (Other). Report the interest type at origination. • Fixed – Loans where the interest rate is fixed for the entire term. • Variable – Loans where the interest rate fluctuates based on a spread to an index. Include all variable rate loans regardless of whether there is an initial fixed period. Interest Only at Origination - Report whether the loan required interest only at origination. That is, at origination, was the minimum monthly payment for the loan just interest. An interest only (IO) mortgage is a nontraditional mortgage which allows the borrower to pay only the interest due on the loan for a specified number of years, and whose interest rate Allowed Values Format, Line Item Length Y = Other U = Unknown 1 = Single Family Resident 2 = Condo 3 = Co-Op 4 = 2-4 Units 5 = Townhouse 6 = Planned Unit Development 7 = 5+Units E = Commercial F = Mixed Use M = Manufactured Housing Z = Other U = Unknown 1 = Fixed 2 = Variable Character(1) Y=Yes N=No U=Unknown Character(1) Character(1) 103 Line Item No. Line Item Name 22 Interest Only in Reporting Month M190 Loan Source M159 23 MDRM (CCHE) Detailed Description may fluctuate or be fixed. After the interest-only period, the rate may be fixed or fluctuate based on the prescribed index, with payments including both principal and interest. Interest Only in Reporting Month – Report whether the minimum payment in the reporting month represents only the interest due on the loan. That is, at end-of-month for the reporting month, was the minimum monthly payment for the loan just interest. Loan Source – Report the source by which the servicer originated or otherwise acquired the loan. At the servicer's discretion, acquired servicing may be reported as retail, broker, or correspondent originations to the extent the information is available. • Retail – Report all loans originated through the reporting institution’s retail, including branch or internet, production channel. • Wholesale (Broker) - Report all loans originated through the reporting institution's wholesale/broker production channel. Report as broker originated all third-party originated loans where the bank cannot distinguish between broker and correspondent originated. • Correspondent - Loans acquired through the reporting institution's correspondent production channel. This includes all whole loans purchased on a recurring basis (flow) from another correspondent institution, eligible for securitization into the secondary markets or portfolio retention on the bank's balance sheet. Report as broker originated all third-party originated loans when the bank cannot distinguish between broker and correspondent originated. Allowed Values N = Was not I/O in reporting month Y = Was I/O in reporting month U = Unknown 1 = Retail (Branch, Internet) 2 = Wholesale 3 = Correspondent 4 = Servicing Rights Purchased 5 = Bulk Purchased 6 = Wealth Management / Private Banking U = Unknown Format, Line Item Length Character(1) Character(1) 104 Line Item No. Line Item Name MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length • Servicing Rights Purchased - Refers to a separately negotiated purchase of mortgage servicing rights (PMSR) from a third party. When the servicer cannot distinguish between bulk whole loan and bulk servicing acquisitions, the servicer should report all of these acquisitions consistently in the category that represents the majority of the servicer's acquisitions. Note: This reporting category applies exclusively to the servicing portfolio. • Bulk Purchase – Pools of whole loans purchased from a third party originator either to securitize or retain in the bankowned portfolio. Acquisitions for the servicing portfolio in this manner are typically negotiated as one-time transactions between a mortgage institution and an independent third party originator (mortgage company or correspondent). Report all bulk acquisitions and correspondent flow acquisitions as correspondent originated when the institution cannot distinguish between these categories. Do not label bank acquisitions as Bulk Purchases. 24 Credit Class M156 • Wealth Management/Private Banking – report all loans originated through a servicer’s private wealth management or private banking division. Report the credit class, which is the servicer defined Prime, AltA, and Non-prime designation. Please note that this is a servicer defined line item. Note: Many government programs are constructed outside the conventional market where these definitions apply. For this reason, we have added a new code value of '4' for government loans, since they are difficult to classify within these definitions. Although the Credit Class line items in the FR Y-14M First Lien and Home Equity schedules allow servicer-defined categories 1 = Prime 2 = Alt-A 3 = Non-prime 4 = Government Owned Character(1) 105 Line Item No. 25 Line Item Name Loan / Line Owner MDRM (CCHE) M245 Detailed Description of Prime, Non-Prime and Alt-A mortgages, these definitions should be consistent across time periods within a single FR Y14M submission and consistent across multiple FR Y-14M submissions submitted over time. Loan / Line Owner – Report the investor of the loan. 27 28 ARM Initial Rate Period M171 ARM Payment Reset Frequency M246 Allowable Draw Period M247 Format, Line Item Length • Securitized – Loans securitized by private or public issuers. 1 = Securitized 2 = Portfolio 3 = Serviced For Others 4 = Other Character(1) • Serviced For Others – Loans that are not contained in securitizations and are owned by a party other than the bank. ARM initial rate adjustment period (In months)- Report the term, in months, from the time of origination to the first interest rate change date for ARMs. Whole Number Whole Number Whole Number Whole Number 1 – 480; 999 Whole Number • Portfolio – Loans owned and held on the bank’s balance sheet. Include both held for sale and held for investment in this category. 26 Allowed Values Report the initial fixed principal and interest payment period in months for adjustable rate hybrid loans. Report the payment reset frequency for adjustable rate loans in months. For example, a loan where the interest rate adjusts once a year will have a Payment Reset Frequency of 12 (months). A floating rate note that can reset its rate every month should be reported to have a Payment Reset Frequency of 1 (month). Draw Period – For lines of credit only, report the duration in months (starting with the origination date) during which the borrower has the ability to make withdrawals against the credit line. Important: Leave blank for home equity loans. Note: Use a value of 999 if the borrower is always allowed to draw on the account, as in the case of “evergreen” accounts. 106 Line Item No. 29 Line Item Name ARM Index MDRM (CCHE) M173 Detailed Description Report the published financial index name used to determine the interest rate. All of the ARM interest rate and payment variables should be populated with the origination values. If a firm is using the Wall Street Journal prime rate, the firm should use code ‘50’. Line items 29-36: For HELOCs in particular, use these line items to report caps and floors on the line's interest rate, as well as margins and rate indexes that are used to calculate the line's monthly interest rate. Allowed Values Format, Line Item Length 07 = COSI - Cost of Character(2) Savings Index 10 = Tbill Unknown Type 11 = Tbill 3mo 12 = Tbill 6mo 13 = Tbill 1yr 14 = Tbill 3yr 15 = Tbill 5yr 1Z = Tbill Other 20 = COFI Unknown Type 21 = COFI 11D 22 = COFI NM 2Z = COFI Other 30 = LIBOR Unknown Type 31 = LIBOR 3mo 32 = LIBOR 6mo 33 = LIBOR 1yr 3Z = LIBOR other 40 = FHLBB Ntl Mtg Rt 50 = Bank Prime Rate 60 = Certificate of Deposit 70 = FNMA/FHLMC 80 = MTA(Moving Treasury Avg) 81 = LAMA(LIBOR Annual Moving Avg) ZZ = Other 107 Line Item No. 30 31 Line Item Name MDRM (CCHE) ARM Margin M174 at Origination ARM Periodic Rate Cap M176 32 ARM Periodic Rate Floor M177 33 ARM Lifetime Rate Cap M178 34 ARM Lifetime Rate Floor M179 35 ARM Periodic Pay Cap M180 Detailed Description ARM margin- Report the margin for adjustable rate loans, which is the rate that is added to the index to determine the monthly interest rate at origination of the loan. ARM Periodic Rate Cap- Report the periodic interest rate cap for adjustable rate loans. Absolute rate cap (not spread from original) All of the ARM interest rate and payment variables should be populated with the origination values. ARM Periodic Rate Floor- Report the periodic interest rate floor for adjustable rate loans. Absolute rate floor (not spread from original) All of the ARM interest rate and payment variables should be populated with the origination values. ARM Lifetime Rate Cap- Report the lifetime interest rate for adjustable rate mortgages. Absolute rate cap (not spread from original) All of the ARM interest rate and payment variables should be populated with the origination values. ARM Lifetime Rate Floor- Report the minimum lifetime interest rate for adjustable rate mortgages. Absolute rate floor (not spread from original) All of the ARM interest rate and payment variables should be populated with the origination values. Report the cap on monthly payments for adjustable rate mortgages. All of the ARM interest rate and payment variables should be populated with the origination values. Note: The periodic pay cap refers to the maximum percentage point increase over the previous payment. So for a $1,000 principal and interest (P&I) payment in the previous month, a 7.5% pay cap implies that the P&I payment next month cannot exceed $1,075 at the adjustment. Note that the 7.5% pay cap should be reported as a fraction, in this case 0.0750. Allowed Values UU = Unknown Format, Line Item Length Provide as a fraction. E.g.: 0.0575 for 5.75% Provide as a fraction. E.g.: 0.0175 for 1.75% Numeric, to 5 decimals Provide as a fraction. E.g.: 0.0175 for 1.75% Numeric, to 5 decimals Provide as a fraction. E.g.: 0.0575 for 5.75% Numeric, to 5 decimals Provide as a fraction. E.g.: 0.0575 for 5.75% Numeric, to 5 decimals Provide as a fraction. E.g.: 0.0575 for 5.75% Numeric, to 5 decimals Numeric, to 5 decimals 108 Line Item No. 36 37 Line Item Name ARM Periodic Pay Floor Original Loan/Line Term MDRM (CCHE) M181 M184 Detailed Description Allowed Values Report the floor on monthly payments for adjustable rate mortgages. All of the ARM interest rate and payment variables should be populated with the origination values. Report the term in months on the original loan/line. Provide as a fraction. E.g.: 0.0575 for 5.75% Whole Number Allowable values: 0 – 600, 999 Numeric, to 5 decimals N = Not in bankruptcy in reporting month Y = In bankruptcy in reporting month YYYYMMDD Character(1) This line item is intended to be reported for both home equity loans and lines of credit. Format, Line Item Length Whole Number For a line of credit, the original loan term should be the combined draw period and the amortized repayment period. For the accounts from the commercial system that are due on demand, the BHC or IHC can leave this field blank. The BHC or IHC should note to flag such commercial loans correctly using the field Commercial Loan Flag (field #102) to identify such loans. Note: Do not change the original loan term in the case of loan modifications. This line item is intended to capture the loan term at loan origination. 38 39 Bankruptcy Flag M194 Next Payment Due Date M196 For loans in which there is no end date for the draw period (e.g., "Evergreen" loans) use the value '999'. Bankruptcy flag – Report whether the borrower is in bankruptcy as of the end of the reporting month. Flag all loans where the servicer has been notified of the borrowers’ bankruptcy declaration. Include co-borrowers. Next payment due date – Report the due date for the next outstanding payment on the loan. For delinquent loans, this date will be in the past. This line item should be left blank for account closed in the current month. YYYYMMDD 109 Line Item No. 40 41 42 43 Line Item Name Original Interest Rate Current Interest Rate MDRM (CCHE) M185 M197 Interest Type M248 - Current Principal and M200 Interest (P&I) Amount Current Detailed Description In cases where the debtor is in Chapter 13 bankruptcy, the contractual due date should be reported. If the contractual due date for a loan entering bankruptcy is not known due to a pending court response, report the next pay due date as per the loan terms. Do not leave the due date field blank. Original Interest Rate – Report the annual percentage rate as specified on the note at the time of origination. Current Interest Rate – Report the annual percentage rate of the loan as of the last day of the reporting month. Interest Type in Current Month – Report the interest type in the reporting month. Principal and Interest (P&I) Amount Current – Report the scheduled principal and interest due from the borrower in the reporting month. A loan in the process of paying off in a reporting month can be reported with a value of 0 for P&I due in that month. For REO records for which original P&I is not available it is also permissible to report a value of 0 in this field. Allowed Values Provide as a fraction. E.g.: 0.0575 for 5.75% Provide as a fraction. E.g.: 0.0575 for 5.75% 1 = Fixed 2 = Variable Whole Number e.g., Format, Line Item Length Numeric, to 5 decimals Numeric, to 5 decimals Character(1) Whole Number 5123 for $5,122.81 Use banker’s rounding. In the case where mortgage bills quarterly rather than monthly, report the line item with a zero value for the off quarter months. Also, if a new loan does not bill until the following month, then report the amount as 0 for the current reporting month submission. 44 Unpaid M201 Note: This line item should contain scheduled principal and interest due from the borrower in the reporting month. If it is in the interest only period, then the interest only payment would be used. Do not include past due amounts. Unpaid Principal Balance – Report the current unpaid balance e.g, 125000 for Whole Number 110 Line Item No. Line Item Name MDRM (CCHE) Principal Balance Detailed Description at the end of the reporting month rounded to the nearest dollar. This amount does not include any charge-offs, discounts or other accounting marks. It should only be reduced to zero when: Allowed Values Format, Line Item Length $125,000.00 Use banker’s rounding. • For loans: when the loan has been liquidated – either paid-infull, charged-off, REO sold or service transferred. 45 46 47 Monthly Draw Amount M249 Current Credit Limit M250 Loan Status (MBA method) M251 • For lines: either when the loan has been liquidated or when the credit line is not being utilized by the borrower. For home equity line of credit accounts, report the total amount drawn during the month. For lines with a zero balance and no draws, report ‘0’ for this item. Current Credit Line Amount – For lines of credit, report the total credit line currently available to the borrower. Important: Leave blank for home equity loans. Report the status of borrower payments (Current, 30, 60, 90 etc.) of the loan. PLEASE NOTE: Indicators of Foreclosure, Bankruptcy and REO are also carried in this line item. Note: The code value of T=Terminated Reporting is intended to keep track of loans which were part of the previous month’s submission, and no longer available in current month’s file. Such missing loans which are neither paid off nor liquidated in the current month will be captured by this code. As an example, if a loan has been sent to a collections agency in the reporting period, but not charged off or transferred to other servicer, it would be captured under this code value. If a loan has been liquidated by means of a short sale or has been sold to a third party at a foreclosure sale in the reporting month, then report a “0”. e.g, 125000 for $125,000.00 Use banker’s rounding. e.g, 125000 for $125,000.00 Use banker’s rounding. C = Current 3 = 30 days 6 = 60 days 9 = 90+ days F = FC R = REO T = Terminated Reporting S = Servicing Sold Release 0 = Paid off U = Unknown Whole Number Whole Number Character(1) 111 Line Item No. Line Item Name MDRM (CCHE) 48 Foreclosure Referral Date M203 49 Foreclosure Sale Date M202 Detailed Description In the case of loan which has been charged off and not moved to REO, the following codes will apply ‐ Liquidation Status (Line item 54) will have a code value of 2: involuntary liquidation, which includes charge off. Foreclosure Referral Date – Report the date that the loan was referred to an attorney for the purpose of initiating foreclosure proceedings. This date should reflect the referral date of currently active foreclosure process. Loans cured from foreclosure should not have a referral date. Report the date that the foreclosure sale occurs on the subject property. This is typically the end of the foreclosure process, unless the borrower is in a state that allows for the right of redemption. Allowed Values Format, Line Item Length YYYYMMDD YYYYMMDD YYYYMMDD YYYYMMDD Y=Yes N=No U=Unknown Whole number in months. e.g., 36 for 36 months (3 years). Character(1) Note: If a loan is not in foreclosure, then the Foreclosure Sale Date line item (Line item 49), Foreclosure Referral Date line item (Line item 48) should be blank, i.e. null value. Do not populate this line item with a 0 date value, or with any other value. 50 51 Pre-Payment Penalty Flag Pre-Payment Penalty Term M187 M188 Populate the date for any loan that has completed foreclosure sale whether or not the title was acquired by the bank. For borrowers that are in a state that allows for right of redemption, you should still report the appropriate foreclosure sale date on that loan. Pre-Payment Penalty Flag – Report whether the loan carries a penalty if the borrower prepays the loan during a specified period of time. Pre-Payment Penalty Term (In Months)-Report the time period from loan origination that a prepayment penalty applies (if applicable). This is an origination line item and should specify the time Whole Number 112 Line Item No. Line Item Name 52 Paid in full Coding (Retired March 2013) Foreclosure Status 53 MDRM (CCHE) M205 M206 Detailed Description Liquidation Status Foreclosure Status – Report the current foreclosure status as of the end of the reporting month. • In foreclosure, pre-sale – Coded for any mortgage that has been referred to an attorney for loss mitigation proceedings but has not yet gone to foreclosure sale. M252 Format, Line Item Length period from origination for which a prepayment penalty would have applied. It should not change with the reporting month. • Post-sale Foreclosure – Coded for any loan where the bank has obtained title at foreclosure sale, but the property is not yet actively being marketed. Typically this will include loans that are in redemption or being repaired. If this information is not available, please code the loan as REO. This includes loans active in the month prior to the reporting month that were sold at a foreclosure sale and taken into REO in the reporting month. 54 Allowed Values • REO – Coded for any mortgage where the bank has obtained title at foreclosure sale and the property is on the market and available for sale. Also code instances where the bank has obtained title but the availability for sale is not known. Liquidation Status – Provide the liquidation method for any loan that was liquidated during the reporting month. • Not Paid In Full – Coded for any home equity loans having an outstanding balance as of month-end as well as all active lines of credit. • Voluntary Payoff – Code all instances where the loan has been paid in full by the borrower either through refinance, sale of the 0 = Not in foreclosure 1 = In foreclosure, pre-sale 2 = Post-sale foreclosure, Redemption, nonREO (if available, otherwise REO) 3 = REO Character(1) 0 = Not paid-in-full 1 = Voluntary payoff 2 = Involuntary liquidation (foreclosure) 3 = Servicing transfer Character(1) 113 Line Item No. Line Item Name MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length property or principal payment in full. • Involuntary Liquidation – Code all instances where the loan has been liquidated either through foreclosure proceedings or another settlement option resulting in incomplete repayment of principal. Include short-sales, charge-offs, as well as REO liquidations. When the credit has been resolved (i.e. no longer pursuing collection) but not through foreclosure, servicing transfer or paid by home owner, please use the following code values. 55 Troubled Debt Restructure Date N185 56 Repayment Plan Performance Status M219 • Servicing Transfer – Code all instances where the servicing of the loan has been transferred or sold to another institution during the reporting month. Troubled Debt Restructure – Report the date designating when the loan was classified as a Troubled Debt Restructuring (TDR), as defined in the FR Y-9C Glossary entry for “Troubled Debt Restructuring”. The date is reportable for the duration of time when the loan operates under the TDR designation; in the event that the loan is no longer designated at TDR, discontinue reporting this item for the loan. Repayment Plan Performance Status – Report the performance of repayment and stip-to-mod plans. If a repayment plan or stip-to-mod was completed successfully during the month it should be coded as such in the work-out type completed line item and under the following: • Code as a “0’ any loan that does not have an active repayment plan as of month-end and did not have the terms of a repayment plan cancelled or broken during the month. • Stip-to-Mod Active – The borrower is performing as scheduled on a stipulated repayment agreement that, if successful will result in a modification. YYYYMMDD YYYYMMDD 0 = Loan does not Numeric have an active repayment plan as of month-end and did not have the terms of a repayment plan broken or cancelled 1 = Stip to Mod Active 2 = Stip to Mod Broken 3 = Repayment Plan 114 Line Item No. Line Item Name MDRM (CCHE) Detailed Description • Stip-to-Mod Broken – The borrower has broken the terms specified by a stip-to-mod agreement and the modification was not executed. • Repayment Plan Active – The borrower is performing as scheduled according to the terms of an executed repayment plan. • Repayment Plan Broken – The borrower has defaulted on the terms of an executed repayment plan during the month. • Repayment Plan Cancelled by Servicer – The borrower was on a repayment plan that was cancelled by the servicer during the month. • Repayment Plan Cancelled at Borrower’s Request – The borrower was on a repayment plan that was cancelled at his or her request during the month. Allowed Values Format, Line Item Length Active 4 = Repayment Plan Broken 5 = Repayment Plan Cancelled by Servicer 6 = Repayment Plan Cancelled at borrower’s request 7 = 2MP/HAMP Trial Period Active 8 = 2MP/HAMP Trial Broken 9 = 2MP/HAMP Trial Cancellation • 2MP/HAMP Trial Period Active – Report all 2MP or HAMP program pre-modifications that are performing as scheduled under a trial period plan and the plan is not broken. The trial is defined as Active when the borrower makes the first required trial payment. • 2MP/HAMP Trial Broken – Report all 2MP or HAMP program pre-modifications where the borrower has not complied with the terms of the schedule such that the modification will not be executed. 57 Capitalization M222 • 2MP/HAMP Trial Cancellation – The 2MP or HAMP Trial was cancelled due to borrower ineligibility or other reason. Capitalization – Report whether the loan has been through N = No Character(1) 115 Line Item No. Line Item Name MDRM (CCHE) 58 Interest Rate Frozen M232 59 Principal Deferred M227 60 SOP 03-3 Status M234 61 Workout Type Completed M218 Detailed Description capitalization. Capitalization is defined as instances where accrued and/or deferred principal, interest, servicing advances, expenses, fees, etc. are capitalized into the unpaid principal balance of the modified loan. If accrued and/or deferred principal, interest, servicing advances, expenses, fees, etc. are capitalized into the unpaid principal balance during modification, this line item should be “Y”; otherwise, it should be “N. This line item should only be populated for loans with a value in Line item 77 Modification Type indicating that a loan has been modified. Interest Rate Frozen - Report on all loans where a floating interest rate was frozen at a fixed rate. If the loan was an adjustable rate and it was converted to a fixed rate during modification process, this line item should be “Y”; otherwise, it should be “N. Principal Deferred - Report on any loans where principal payment or amortization has been deferred to a later date. If where principal payment or amortization has been deferred to a later date during modification process, this line item should be “Y”; otherwise, it should be “N. This line item should only be populated for loans with a value in Line item 77 Modification Type indicating that a loan has been modified. SOP-03-03 - Report whether any loans are accounted for under SOP-03-03 purchase accounting. If the loan is accounted for under SOP-03-03 purchase accounting, this line item should be “Y”; otherwise, it should be “N. Note: None of the records should be left blank. Workout Type Completed / Executed – Report the type of loss mitigation activity. This line item should be coded for any loan where a loss Allowed Values Format, Line Item Length Y = Yes N = No Y = Yes Character(1) N = No Y = Yes Character(1) N = No Y = Yes Character(1) 0 = No Workout Plan Performed 1 = Modification 2 = Payment Plan Numeric 116 Line Item No. Line Item Name MDRM (CCHE) Detailed Description Allowed Values mitigation effort has been successfully completed in the current month. Successful completion is defined as the closing of loss mitigation activities where the borrower has no remaining delinquent obligations to the servicer. The line item should be coded in only the reporting month when the workout type was completed and not in subsequent months. For the cases where loss mitigation efforts are ongoing but not completely resolved, this line item should be left blank. Also, if a loan has never been in loss mitigation, the value should be left blank. 3 = Deed in Lieu 4 = Short Sale 5 = Stipulated Repayment / stip to mod 6 = Do not Use 7 = Settlement 8 = Other Format, Line Item Length Code 1 Modification - Populate in the month that the modification is completed and the new loan terms are in effect. Do not include modifications, such as those performed under the Home Affordable program that were completed following a trial or stipulated repayment period – these should receive a value of 5 (see below). Codes 3 and 4 – Deeds In Lieu and Short Sales – Populate in the month the loan is liquidated through a deed in lieu, short sale (or payoff) negotiated settlement. 62 First Mortgage Serviced In House M253 63 Settlement Negotiated M254 Code 5 – Stipulated Repayment / Stip to Mods – Code this line item in the month that a loan is modified after having completed a stipulated or trial payment period. This should include loans modified under the Home Affordable Modification program. First Mortgage Serviced In House – Report any instance where the first mortgage associated with the home equity loan/line is serviced by your bank. Leave blank for any first lien home equities. Settlement Negotiated Amount – Report the settlement amount (portion of the outstanding unpaid principal balance) agreed to N = No the first mortgage is not serviced in house Y = Yes, the first mortgage is serviced in house. e.g., 125000 for $125,000.00 Character(1) Whole Number 117 Line Item No. 64 Line Item Name MDRM (CCHE) Amount Credit Line Frozen Flag Detailed Description be paid by the customer. M255 For any loan or line where the “Settlement” option is selected under the Workout Type Completed / Executed line item, populate the total outstanding portion of the UPB that the borrower has agreed to pay. Credit Line Frozen Flag – Report whether the line of credit frozen in the reporting month. Identifies any line of credit that is in its draw period where the credit line has been temporarily frozen, allowing no further draws or increase in principal balance outstanding, in the reporting month. This line item should continue to be coded as “Y” for any month the credit line remains frozen until paid in full or the line is reinstated. Important: Leave blank for home equity loans. Allowed Values Format, Line Item Length Use Banker’s Rounding N = No the line of credit was not frozen Y = Yes the line of credit was frozen in the reporting month Character(1) e.g, 125000 for $125,000.00 Use Banker’s Rounding Whole Number Note: Credit line frozen and credit line closed are separate actions and need to be coded as such. Do not code a closed account as frozen unless that specific action was taken. 65 Locked Amount – Amortizing – LOC M256 Frozen is meant to be a temporary situation due to a decrease in property value or short term delinquency. The line can eventually be “unfrozen”. Locked Amount – Amortizing – LOC – Report the amount of credit line that has been locked and is now amortizing. For lines of credit, populate this line item with the total dollar amount of the outstanding principal balance that has been “locked’ and is now amortizing under independent loan terms. Important: Leave blank for any home equity loan. Also leave blank for any line of credit that does not have a lockout feature. If a line of credit has a lockout feature and no balance is locked, the line item should contain a zero. 118 Line Item No. 66 67 Line Item Name MDRM (CCHE) Locked Amount – Interest Only – LOC M257 Repayment Plan Start Date M258 Detailed Description Locked Amount – Interest Only – LOC – Report the amount of credit line that has been locked. (Interest Only) For lines of credit, populate this line item with the total dollar amount of the outstanding principal balance that has been locked as an interest only loan operating under independent terms. Important: Leave blank for any home equity loan. Also leave blank for any line of credit that does not have a lockout feature. If a line of credit has a lockout feature and no balance is locked, the line item should contain a zero. Repayment Plan Start Date – Report the date the repayment plan was entered into. Allowed Values Format, Line Item Length e.g., 125000 for $125,000.00 Use Banker’s Rounding Whole Number YYYYMMDD YYYYMMDD e.g, 125000 for $125,000.00 Use Banker’s Rounding Whole Number The Repayment Start Date field should remain populated throughout the life of a modified loan. If a repayment plan was begun on a particular date then continue reporting that date for an active loan even if the loan’s repayment plan has ended. If a new repayment plan starts, use the new date. 68 Actual Payment Amount M259 69 Lockout Feature Flag M260 Indicates the date on which the terms of a loss mitigation repayment plan were agreed upon and initiated between the borrower and servicer. Actual Payment Amount – Report the actual dollar amount of the principal and interest payment received in the reporting month. Do not include fee payments. Lockout Feature Flag – Report whether the line of credit that has a lockout feature. Report any line of credit that contains a “lock-out” feature whereby a portion of the outstanding principal balance on a line may be locked into an amortizing or interest only loan with separate terms. Important: This line item should be left blank N = No Y = Yes Character(1) 119 Line Item No. 70 71 Line Item Name Credit Line Closed Flag Interest Rate Reduced MDRM (CCHE) M261 M262 Detailed Description for home equity loans. For home equity lines of credit this line item should only contain the values “Y’ or ‘N’. Credit Line Closed Flag – Report any line of credit that is in its draw period where the credit line has been closed, allowing no further draws or increase in principal balance outstanding. The status code should remain on the line until paid in full. Important: Leave blank for home equity loans. Note: A closed line is one where the borrower will never regain use of the draw. Report whether the interest rate has been reduced to be less than the scheduled value through loss mitigation. For example, if a fixed-rate loan with a rate of 6% is reduced to 2% as a result of loss mitigation, the BHC or IHC would report ‘Y’ for this line item. 72 Term modification M263 73 Principal Write-down M229 This line item should only be populated for loans with a value in Line item 77 (Modification Type). Term modification – Report whether the loan has been through a term modification. A term modification is one in which there was a change to the rate reset date balloon feature and/or maturity date. If the rate reset date balloon feature and/or maturity date was changed through a modification, this line item should be “Y”; otherwise, it should be “N. Note: None of the records should be left blank. Principal Write-down - Report all loans where an adjustment to the unpaid principal balance has occurred. If adjustment to the unpaid principal balance has occurred through a modification, this line item should be “Y”; otherwise, it should be “N. Allowed Values Format, Line Item Length N = No Y = Yes Character(1) N = No Y = Yes Character(1) N = No Y = Yes Character(1) N = No Y = Yes Character(1) 120 Line Item No. 74 Line Item Name MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length This line item should only be populated for loans with a value in Line item 77 Modification Type indicating that a loan has been modified. Line Re-age M264 The Principal Write-down field is only to be used for loans that have undergone a reduction in outstanding principal due to a loan modification or through loss mitigation activity. This field should only be populated for loans that are also identified as modifications by the Modification Type field. Report whether the line of credit has been re-aged, but the terms have not been formally modified. A re-age is defined as a situation when an account's delinquency status is changed by collections or customer service as part of a loss mitigation effort. N = No Y = Yes If record is loan please leave blank Character(1) N = No Y = Yes If record is line please leave blank Character(1) This Line item should be “Y” for lines that have been re-aged but are not in active loss mitigation. This line item should be “N” for lines of credit that have been modified but not re-aged. If the line is not either modified or re-aged, or this is a loan this value should be left blank. 75 Loan Extension M265 Note: The Line items 74 Line Re-age and 75 Loan Extension) should be populated with a “Y” value if the line or loan has ever been re-aged or extended. These line items should carry forward from month to month and reflect the inventory of reages and extensions. Please do not count holiday extensions as “Y” for this variable. Report whether the home equity loan has been extended, but the terms have not been formally modified. This line item should be “Y” for loans that have been extended but are not in active loss mitigation. Loans that are in loss mitigation where the amortization term of the loan is being changed should be “N”. If the loan is neither modified nor extended, or this is a line of credit, this value should be left blank. A re-age is defined as a 121 Line Item No. Line Item Name MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length situation when an account's delinquency status is changed by collections or customer service as part of a loss mitigation effort. If a home equity loan has been granted both a term modification and loan extension as the result of distinct loss mitigation arrangements then both the Term Modification and Loan Extension flags can be accurately reported as ‘Y’. If the original contract allows for the periodic re-underwriting of an extension, then this renewal is part of the product structure, and it would not constitute an extension under the regulatory definition. 76 Current Combined LTV M266 77 Modification Type M215 Note: The Line items (74 Line Re-age, 75 Loan Extension) should be populated with a “Y” value if the line or loan has ever been re-aged or extended. These line items should carry forward from month to month and reflect the inventory of reages and extensions. Please do not count holiday extensions as “Y” for this variable. Report the current combined LTV. The current combined LTV includes the updated loan-to-value using the current commitment of the HE loan or line. The BHC or IHC may use an updated 1st mortgage balance, if available (serviced in house), but is not required to do so. For property value, the BHC or IHC should use the most recent estimate of property value. If the BHC or IHC has not refreshed the value since loan origination, then use the origination value. If the BHC or IHC has updated a property’s value as part of a re-subordination process, then it should report the refreshed property value and current LTV along with the valuation method and date of valuation. Report the modification type. This line item should be populated for any loan that is currently operating under Provide as a decimal. E.g.: 0.51 for 51.1% Please leave blank if unavailable Numeric, to 2 decimals 0 Not Modified 7 2MP Numeric 122 Line Item No. Line Item Name MDRM (CCHE) Detailed Description modified terms and identifies the specific terms that were altered through loss mitigation efforts. Active loss mitigation refers to instances where the loan is currently in loss mitigation, and the servicer is actively pursuing loss mitigation. Proprietary Systematic Program – Report all other proprietary systematic programs targeted at applicable segments of mortgage borrowers. The “proprietary” nature of this line item references the modification program and not the investor. Any loan modified under a proprietary systematic program should receive this code regardless of investor. Allowed Values Format, Line Item Length 8 Proprietary Systematic 9 Proprietary Other 10 HAMP 13 HELOC Line Renewal (Regular) 14 HELOC Line Renewal (loss mitigation strategy) Proprietary Other – Report any modification type not covered by the previous categories. As with the proprietary systematic modifications, this line item is independent of the investor. These definitions are consistent with definitions in analogous OCC data collections. Home Affordable Modification Program – Report any loans modified under the Home Affordable Modification Program Guidelines released March 4, 2009. Do not report the transaction as a modified loan until successful completion of the stipulated trial plan. HELOC Line Renewal (Regular) –Report any lines that have been renewed and contract terms have changed and the borrower meets BHC or IHC current credit standards. This code value applies when the borrower has entered into a new contractual obligation with the lender and the HELOC terms have changed. HELOC Line Renewal (loss mitigation strategy) – Report any 123 Line Item No. Line Item Name 78 Last Modified Date 79 Refreshed Property Value MDRM (CCHE) M216 M209 Detailed Description lines that have been renewed and contract terms have changed and the borrower does not meet the current BHC or IHC credit standards. This code value applies when the borrower has entered into a new contractual obligation with the lender and the HELOC terms have changed. Report the date of the most recent modification. This line item should only be populated for loans with a value in Line item 77 Modification Type, indicating that a loan has been modified. For HELOC Line Renewals, the field Modification Type will contain code 13 or 14, and Last Modified Date field will be populated with the line renewal date. Refreshed property value – Report the most current property value if updated subsequent to loan origination. Only provide a refreshed value when it is based on a property-specific valuation method (i.e., do not provide a refreshed property value based solely on applying a broad valuation index to all properties in geographic area.) Allowed Values Format, Line Item Length YYYYMMDD YYYYMMDD e.g. 125000 for $125,000.00 Whole Number Refreshed values are expected to be populated for modified loans only and the information to be collected at the time modification terms are being set. These are optional for other loans. Do not report where the refreshed property value was not obtained with the last year. Line item 79 Refreshed Property Value, line item 80 Refreshed Property Valuation Method, and line item 81 Refreshed Property Valuation Date all refers to the same refreshed 124 Line Item No. 80 Line Item Name Refreshed Property Valuation Method MDRM (CCHE) M210 Detailed Description property valuation instance. If the property has been valued subsequent to origination, please provide the most recent property valuation date, the valuation method, and the property value. Report the valuation method for any refreshed values in line item 79. Identifies the method by which the value of the property was determined. • Full appraisal – Prepared by a certified appraiser and must involve both interior and exterior inspections of the subject property by a licensed appraiser • Limited appraisal – Prepared by a certified appraiser that obtains characteristics of the property without the licensed appraiser performing a full interior and exterior inspection • Broker Price Opinion “BPO” – Prepared by a real estate broker or agent • Desktop Valuation – Prepared by bank employee • Automated Valuation Model “AVM” 81 Refreshed Property Valuation M267 The Refreshed Property Value, Refreshed Property Valuation Method, Property Method at Modification, and Most Recent Property Valuation Date line items refer to the same refreshed property valuation instance. If the property has been valued subsequent to origination, then provide the most recent property valuation date, the valuation method, and the property value. Report the date of the most recent property valuation. Allowed Values Format, Line Item Length 0=Not Refreshed 1=Full Appraisal – Prepared by a licensed appraiser 2=Limited appraisal-Drive-by -Prepared by a licensed appraiser 3=Broker Price Opinion “BPO”Prepared by a real estate broker or agent 4=Desktop Valuation – Prepared by a bank employee or nonappraiser 5=Automated Valuation Model “AVM” 6=Unknown 7=TAV – tax assessed value Character(1) YYYYMMDD YYYYMMDD 125 Line Item No. 82 83 84 Line Item Name Date Escrow Amount Current (Retired March 2013) Loan Purpose Coding Remaining Term MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length M268 M161 Report the purpose for the loan origination. If the loan has multiple purposes, report the primary purpose. M198 Report the remaining term of the loan in months. For HELOC it should be the combined draw period and the repayment period. In the case of commercial loans, report commercial demand Loan Purpose Coding 1 = Purchase 4 = Rate / Term Refinance 5 = Cash-Out Refinance 6 = Other Refinance 7 = Home Improvement 8 = Debt Consolidation 9 = Education A = Medical R = Reverse Mortgage, including Home Equity Conversion Mortgage (HECM) loans Y = Other U = Unknown Whole Number Character(1) Whole Number 126 Line Item No. 85 Line Item Name MDRM (CCHE) Detailed Description Format, Line Item Length loans with a value of NULL , Bankruptcy Chapter M195 86 Accrual Status M957 87 Foreclosure Suspended M204 Note: For the Remaining Term line items in the FR Y‐14M First Lien and Home Equity schedules, a value of 0 should be assigned if a loan is past maturity. Bankruptcy Chapter - For all the loans with a Bankruptcy Flag, report the Bankruptcy Chapter Type. Note: If the Bankruptcy Flag line item (Line item 38) is coded with a value of ‘N’, then the Bankruptcy Chapter line item should be blank, i.e. null value. Do not populate this line item with any other value. Report the accrual status of the loan or line of credit as of the reporting month. Foreclosure Suspended – Report all loans where foreclosure activities are being suspended due to loss mitigation or bankruptcy proceedings. Active loss mitigation refers to instances where the loan is currently in loss mitigation, and the servicer is actively pursuing loss mitigation. Flag indicating an active foreclosure suspension. 88 Allowed Values Property Valuation Method at Origination (appraisal method) M940 Note: The code value for this line item should follow public reporting (SEC 10-K, etc.) of this item. Report the method used to determine the property value at time of origination. Full Appraisal – Prepared by a certified appraiser and must involve both interior and exterior inspections of the subject property by a licensed appraiser 7 = Chapter 7 9 = Chapter 9 11 = Chapter 11 12 = Chapter 12 13 = Chapter 13 U = Unknown 0 = Accrual 1 = Non-Accrual 2 = Serviced for Others/Securitized N = Foreclosure was not suspended in the reporting month (also code for loans not in foreclosure). Y = Foreclosure was suspended as of the last day of the reporting month. 1 = Full Appraisal 2 = Limited appraisal 3 = Broker Price Opinion “BPO” 4 = Desktop Character(2) Character(1) Character(1) Character(1) 127 Line Item No. Line Item Name MDRM (CCHE) Detailed Description Limited Appraisal- Prepared by a certified appraiser that obtains characteristics of the property without the licensed appraiser performing a full interior and exterior inspection Broker Price Opinion “BPO”-Prepared by a real estate broker or agent 89 Loss Mitigation Performance Status M226 Desktop Valuation –Prepared by a bank employee or nonappraiser Loss Mitigation Performance Status – Report whether a loan is being actively handled by the servicer’s loss mitigation department. Refers to all loans where the servicer has initiated loss mitigation procedures whether or not a particular course of action or workout type has been executed. Active loss mitigation refers to instances where the loan is currently in loss mitigation, and the servicer is actively pursuing loss mitigation. Applies to all loans regardless of workout type (Line item 61 Workout Type Completed/Executed) Allowed Values Format, Line Item Length Valuation – 5 = Automated Valuation Model “AVM” 6 = Unknown 7 = TAV – tax assessed value 8 = Purchase Price 9 = Other 0 = No loss mitigation action in place. 1 = Active and Performing 2 = Active and Nonperforming 3 = Broken Character(1) The code values indicate: Not in loss mitigation -If a loan is not in loss mitigation, then it should be coded as “0”. Active and performing – Refers to any loan that is currently in loss mitigation and is performing to the terms of a selected plan. Active and non-performing – Refers to instances where a loan is under a workout plan, as identified in Line item 61 Workout 128 Line Item No. 90 Line Item Name MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length Type Completed/Executed, but borrower has missed at least one payment under the terms of the agreement. Other Modification Action Type M958 Broken – Populated for situations where the borrower has defaulted on the terms of loss plan and the servicer has removed the loan from loss mitigation. The broken flag should remain with the account until the loan has been paid-in-full, remodified, or charged off. Report any modification type not covered by the previous categories. If the loan was modified and none of the categories reflect how the loan was modified, this line item should be “Y”; otherwise, it should be “N. N = No Y = Yes Character(1) 0 = The loan was not sold to a third party (also code zero loans not in foreclosure) 1 = The loan was Character(1) Report for all loans with a value in Line item 77 Modification Type. Otherwise, leave blank. 91 92 Reason for Default Third Party Sale Flag Note: The modification action type categories already captured are 71 (Rate Reduction), 72 (Term Modification), 73 (Principal write-down), 57 (Capitalization), 58 (Interest Rate Frozen), 59 (Principal Deferred). If the loan was modified and none of these categories reflect how the loan was modified, this line item should be “Y”; otherwise, it should be “N. M941 This item has been removed and should not be reported. Report any third party sales at time of foreclosure sale. Identify any loan where the title has transferred to a party other than the servicer at the time of foreclosure sale. If the loan was not sold to a third party or is not currently in foreclosure this line item should be coded with a zero. For 129 Line Item No. 93 Line Item Name Loss/Write down Amount MDRM (CCHE) M241 Detailed Description Allowed Values example, if the loan was conveyed from the owner to the lender (or servicer), this would not be considered a Third Party Sale, and this line item should be coded with a zero. NOTE: This item is mandatory for firms with bank subsidiaries regulated by the OCC and optional for all others. sold to a third party at foreclosure sale Report home equity credit related losses and principal write downs incurred during the month, including all write-offs of principal, interest, receivables, or accruals that are deemed uncollectible. e.g., 125000 for $125,000.00 Format, Line Item Length Whole Number can be a positive or a negative value The Loss/Write-down field should be reported as the total of all principal, interest, receivables, or accruals that are deemed uncollectible and charged-off against the Allowance for Loan and Leases Losses in the reporting month. Report all write-downs and reversals of loan principal and interest recorded as charge-offs against the Allowance for Loan and Leases Losses (ALLL), as defined in the FR Y-9C glossary entry for “allowance for loan and lease losses”. Also include all reversals of accrued but not collected interest, not directly charged against the ALLL. This should include accounting adjustments to fair market value. If the charge off is positive, then reversals will get reported as a negative value. If multiple write-downs occurred in a given month, report the total amount of write-downs for that month. The Loss/Write-down Amount is intended to parallel the amount and timing of loss recognized under regulatory accounting rules prior to, upon and following foreclosure of the property securing the loan. As a general rule, the amount of recognized loss is the difference between the recorded amount 130 Line Item No. Line Item Name MDRM (CCHE) 94 Loss/Write down Date M947 95 Unpaid Principal Balance (Net) M960 Detailed Description of the loan and the fair market value of the asset (less cost to sell). The Loss/Write-down Amounts recognized in subsequent months after foreclosure are the adjustments, if any, to the onbalance sheet value of the foreclosed asset. Include in the Loss/Write-down Amount items charged directly to the Allowance for Loan and Lease Losses as well as items charged to unearned interest, any valuation allowance established against the asset and accounts related to item 5.j on Schedule HI – “Net gains (losses) on sales of other real estate owned”. Report the date on which the loss or write-down was incurred. If multiple write-downs occurred in a given month, report the date of most recent write-down for that month. Specific dates should be reported. However, if the BHC or IHC can only identify the month, then the ‘DD’ portion should be reported as ‘01’ (e.g., 20120301 for March of 2012). Report the current net unpaid balance at end of the reporting month rounded to the nearest dollar. Net Unpaid Principal Balance for a Home Equity loan is the Gross Unpaid Principal Balance minus any charge-offs taken against the loan loss reserve (ALLL) for that same loan. The charge-off amount for Net Unpaid Balance is the cumulative lifetime loss for the loan and not the partial charge-off amount for the given reporting month. The net amount does not include SOP-03-03 purchase accounting marks. The Net UPB value from the accounting system may include other adjustments like late fees, annual HELOC fees, deferred costs due to broker commissions and origination costs that have been capitalized for the life of the loan, etc. BHCs and IHCs should provide whatever net balance is available in their accounting systems and not back out any other adjustments they may have made. Net UPB is rounded to the nearest dollar. If Net UPB is unknown because the loan is Serviced for Others or for any Allowed Values Format, Line Item Length YYYYMMDD YYYYMMDD e.g., 125000 for $125,000.00 Use banker’s rounding. Whole Number 131 Line Item No. 96 97 Line Item Name MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length other reason, this value should be left blank. This value should equal the book value on regulatory filings. Performance of First Lien (Retired June 2016) Ever 90+ DPD in the Past 12 months M961 M950 NOTE: PCI loans will not include ASC 310-30 marks for this item. Report whether the loan/line has delinquent history information in the past 12 months. Use the Mortgage Bankers Association’s delinquency method. “Y” if ever in 90 or more than 90 days past due in the past 12 months N = No Y = Yes U=Unknown Character(1) “N” if not ever in 90 or more than 90 days past due in the past 12 months 98 Entity Serviced M945 “U” if unknown Report the Federal Regulator of the BHC or IHC subsidiary that is servicing the loan. If the loan is a commercial loan secured by 1 = FRB residential real estate loans, report the Federal Regulator of the 2 = OCC entity servicing the commercial loan. 3 = FDIC Example: The ‘Entity Serviced’ should be segmented out by the entities within the BHC or IHC. Examples: If the loan is serviced by a national bank, then the Entity Serviced is OCC (code value = 2). If the loan is serviced by a state nonmember bank, then the ‘Entity Serviced’ is FDIC (code value = 3). If the loan is serviced by a state member bank or a subsidiary of a BHC or IHC that is not a federally insured bank, then the ‘Entity Serviced’ is FRB (code value = 1). Character(1) 132 Line Item No. 99 Line Item Name Total Debt at Time of any Involuntary Termination MDRM (CCHE) M235 Detailed Description Report the total debt at the time of any involuntary termination. Total debt should be reported at gross, not net values, and is comprised of: 1) Unpaid Principal Balance; 2) Interest pass through Amount (interest paid to the Investor to purchase loan out of pool or any prior year’s interest charged-off at non-accrual status). This field will be used primarily for loans in private securitizations and should capture any interest that was passed through to investors, while the loan was non-performing, that would have to be recouped from the proceeds of a property sale before applying those proceeds to recovery of principal.; Allowed Values Whole Number e.g., 2123 for $2,122.81 Use banker’s rounding. Format, Line Item Length Whole Number 3) Total Corporate Advance (incl. Property Preservation and Attorney’s fees); 4) Total Escrow Advance (taxes and insurance paid) Note: Any involuntary termination includes REO, short sale, deed-in-lieu of foreclosure, third party sale or charge-off. Do not include any write-downs prior to termination. If a loan goes through a foreclosure sale and comes into REO, report the aggregate of the various stages of the process. Use Field #99 to record the total debt. If the loan is not totally charged off, use Field #100 Net Recovery Amount to record any recoveries on the loan at termination. If the recovery amount is unknown at the time the loan is last reported, leave the net recovery amount NULL. This line item is a required line item for portfolio loans and best efforts for all others. 133 Line Item No. 100 Line Item Name Net Recovery Amount MDRM (CCHE) M236 Detailed Description Report the cumulative recovery amount at the time the loan terminates. For first lien, this is computed as sales price net of costs of sales (e.g., sales commissions and buyer concessions.) For junior lien the value is the amount recovered on the loan. For junior liens, termination may not coincide with property sale but rather when the loan stops being reported on the servicing system. If the loan continues to be reported post-sale then it could include recoveries after the sale of the property. Allowed Values Format, Line Item Length Whole Number e.g., 2123 for $2,122.81 Use banker’s rounding. Whole Number Whole Number e.g., 2123 for $2,122.81 Whole Number Use Field #99 to record the total debt. If the loan is not totally charged off, use Field #100 Net Recovery Amount to record any recoveries on the loan at termination. If the recovery amount is unknown at the time the loan is last reported, leave the net recovery amount NULL. Note: Since net proceeds should be the same as Net Recovery Amount, report net proceeds in this line item for short sales and third party sales, along with all other involuntary terminations. Since the net recovery amount cannot be computed until the loan has been sold (or charged off), you need to also obtain the sales price the property sold at and place the sales price of the property in Line item ‘Sales Price of Property’. 101 Sales Price of Property M948 This line item is a required line item for portfolio loans and best efforts for all others. Report the final sales price at which the property was disposed by the BHC or IHC in the case of involuntary termination. If a loan has been charged off and coded as an involuntary termination then report a 0 (zero) for the sales price of the property. Provide the same price as the BHC or IHC would submit to public records data. In cases in which the home equity lender decides not to pursue 134 Line Item No. 102 103 104 105 Line Item Name MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length recourse to the property collateral, or charges off a loan completely, report a 0 (zero) for this field. Commercial Loan Flag M951 Probability of Default – PD M114 Loss Given Default – LGD Expected Loss Given Default – ELGD M115 M116 Note: This line item is a required line item for portfolio loans and best efforts for all others. Report whether the loan is a commercial real estate (CRE) or commercial business purpose loan or transaction. This line item is reserved for certain CRE or commercial business purpose loans secured by 1-4 residential properties where the underlying 1-4 residential loans are required to be reported on Schedule Y-9C as 1-4 residential mortgage loans. While the purpose of the transaction is commercial, Y-9C requires any 1-4 family residential loans securing the transaction to be reported as a 1-4 residential properties. Report the Probability of Default (PD) for the account as defined in the most recent capital framework. More specifically, report the PD associated with the account’s corresponding segment. Note: Applicable only to firms subject to the advanced approaches rule. This item is required for BHC or IHC-owned loans only. Report the Loss Given Default (LGD) for the account as defined in the most recent capital framework. More specifically, report the LGD associated to the account’s corresponding segment. Note: Applicable only to firms subject to the advanced approaches rule. This item is required for BHC or IHC-owned loans only. Report the Expected Loss Given Default (ELGD) parameter for the account as defined in the most recent capital framework. More specifically, report the ELGD associated to the account’s corresponding segment. Missing or unavailable values should 0 = No. This loan is Character(1) not a CRE or commercial business purpose loan. 1 = Yes. This loan is a CRE or commercial business purpose loan. A one in ten Numeric, up to 5 probability of decimals default should be reported as 0.1. A ninety percent loss given default should be reported as 0.9. Numeric, up to 5 decimals A ninety percent expected loss given default should be reported as 0.9. Numeric, up to 5 decimals 135 Line Item No. Line Item Name MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length be left blank. If the BHC or IHC generates this field, they are required to report it. ELGD is an input into the LGD calculation. 106 107 Exposure at Default – EAD Entity Type M117 M952 For ELGD, report the BHC’s or IHC’s empirically based best estimate of the long-run default-weighted average economic loss, per dollar of EAD, the BHC or IHC would expect to incur if the obligor (or a typical obligor in the loss severity grade assigned by the bank to the exposure or segment) were to default within a one-year horizon, which is a floor for the Basel risk parameter LGD under the Rule. If the BHC or IHC does not capture this field, then leave it blank. Note: Applicable only to firms subject to the advanced approaches rule. This item is required for BHC or IHC-owned loans only. Report the dollar Exposure at Default (EAD) for the account as defined in the most recent capital framework. More specifically, report the EAD associated to the account’s corresponding segment. In particular, for open-ended exposures assign to all the accounts in a particular segment the corresponding LEQ, CCF, or related parameters, associated with that segment. After the corresponding parameter is assigned to each account, calculate the account EAD and report this as the variable value. Note: Applicable only to firms subject to the advanced approaches rule. This item is required for BHC or IHC-owned loans only. Abbreviations: LEQ: Loan-equivalent-exposure CCF: Credit Conversion Factor Report the registered entity type of the BHC or IHC subsidiary that owns the reported loan. If the loan is not owned by the BHC or IHC or its subsidiaries, report the entity type as ‘Other.’ Whole Number, e.g. 5123 for $5,122.81 Whole Number 1 = National Bank 2 = State Member Bank Whole number 136 Line Item No. Line Item Name 108 HFI FVO/HFS Flag M953 109 Origination Credit Bureau Score Vendor R036 110 Origination Credit Bureau Score Version R037 111 Current Credit Bureau Score Vendor MDRM (CCHE) R038 Detailed Description Portfolio HFI FVO / HFS – Report whether all portfolio loans held for investment (HFI) measured at fair value under a fair value option (FVO) or held for sale (HFS). Note: For non-portfolio loans leave this line item blank. List the vendor of the commercially available credit bureau score reported in item 13. If the vendor of the commercially available credit score reported in item 13 is not among those listed, please select “Other” and report the vendor in item 110. List the version of the credit score in item 110. Note that scores which do not meet the definition of a commercially available credit bureau score as set forth in the General Instructions may be treated as missing data by the Federal Reserve. Provide the version of the commercially available credit bureau score reported in item 13 (for example, FICO 08 or VantageScore 3.0). If “Other” was selected in item 109, please report the vendor name along with the schedule version (in the format “vendor name – score version”). List the vendor of the commercially available credit bureau score reported in item 14. If the vendor of the commercially available credit score reported in item 14 is not among those listed, please select “Other” and report the vendor in item 112. List the version of the credit score in item 112. Note that scores which do not meet the definition of a commercially available credit bureau score as set forth in the General Instructions may be treated as missing data by the Federal Reserve. Allowed Values 3 = Nonmember Bank 4 = State Credit Union 5 = Federal Credit Union 6 = Non-bank Subsidiary 0 = Other Y= Yes N = No Format, Line Item Length Character(1) 1=FICO 2=VantageScore 3=Other Character(1) Text String Character(30) 1=FICO 2=VantageScore 3=Other Character(1) 137 Line Item No. 112 113 114 Line Item Name Current Credit Bureau Score Version MDRM (CCHE) R039 Current Credit Bureau Score Date S382 Serviced by Others (SBO) Flag R622 115 Reporting As of Month Date R623 116 Payment Type at the end of draw period R624 Detailed Description Allowed Values Format, Line Item Length Provide the version of the commercially available credit bureau score reported in item 14 (for example, FICO 08 or VantageScore 3.0). If “Other” was selected in item 111, please report the vendor name along with the schedule version (in the format “vendor name – score version”). Provide the date on which the commercially available credit bureau score reported in item 14 was obtained. Text String Character(30) YYYYMMDD YYYYMMDD Indicates the servicer of the loan. Y-Yes N-No Character(1) Indicate the reporting as of month date. YYYYMM YYYYMM Report how borrowers are required to repay any principal outstanding at the end of the Allowable Draw Period 1= Balloon: Outstandin g principal is immediately due at Character(1) This field must be updated at least one month within the quarter, and refreshed at least one month within every subsequent quarter. If the loan is serviced by entities other than the BHC or IHC or its subsidiary, use a code of Y. If the loan is serviced by the BHC or IHC or its subsidiary, use a code of N. Note: This field will generally be consistent with the AS_OF_MON_ID used in the file naming convention. However, loans that are flagged as SBO loans may have a different reporting as of date. Use this field to code the reporting as of date for all loans. 138 Line Item No. Line Item Name MDRM (CCHE) Detailed Description Allowed Values Format, Line Item Length the end of the Allowable Draw Period. 2= Amortizing: Borro wers are required to make payments that amortize the outstanding principal over the remaining term of the loan. 3 = Interest only: Borrowers are allowed to make interest-only payments over the remaining term, with any outstanding principal due at the end of term. 4 = Other repayment method. 139 B.2 Portfolio Level Table Line Item No. 1 2 3 Line Item Name MDRM (CCHE) Detailed Description Portfolio Segment ID M240 Report the portfolio segment. Unpaid Principal Balance M201 Unpaid Principal Balance – Report the total principal amount outstanding as of the end of the month for the portfolio segment. The UPB 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, REO sold or Service transferred Loss / Writedown Amount M241 Loss / Write-down Amount – For active loans, report all cumulative lifetime write-downs and reversals of loan principal and interest recorded as charge-offs against the allowance for loan and leases losses (ALLL), as defined in the FR Y-9C glossary entry for “allowance for loan and lease losses”. Also include all reversals of accrued but not collected interest, not directly changed against the ALLL. This field should capture the lifetime loss/write down at time of liquidation or payoff. Allowed Values 1 = Serviced 2 = Portfolio HFI Purchased Impaired 3 = Portfolio HFI FVO / HFS 4 = Other Portfolio Current unpaid balance at end of the reporting month. Report in millions of dollars. Cumulative lifetime loss or principal write-down on loans in the portfolio segment for all active loans in that segment. Format, Line Item Length Character(1) Whole Number Whole Number Principal Write downs and Losses should be expressed as positive numbers. Report in millions of dollars. 140 Schedule C: Address Matching Loan Level Data Collection Data Format This will be a “month-end” file produced each month and reported no later than thirty (30) calendar days after the end of the reporting month. This file will contain one record per active loan in the contributor’s inventory. For every loan reported on the FR Y-14M First Lien Closed-end 1-4 Family Loan or Home Equity Loan and Home Equity Line of Credit Schedules, the BHCs or IHCs shall provide the information set forth in this schedule. Starting with the March 2013 data submission, these schedules have been expanded to include REO loans, and such loans will also be included in the Address Matching data collection. Additional Formatting: • Options for all line items are comprehensive identifying a valid value for all loans regardless of status. If a value is Unknown or Unavailable, the line item should be left blank - populated with a sequence of two vertical bars (|, ASCII decimal 124, ASCII hexadecimal 7C) with no intervening spaces or explicit N/A coding. • No quotation marks should be used as text identifiers. • Please do not provide a header row. Inactive inventory that was paid off in one manner or another (servicing transfer, involuntary liquidation or paid-in-full by borrower) before the beginning of the reporting month should not be included. File Naming Convention The standard data files which the Federal Reserve will receive from the data aggregator will follow the following file naming conventions. BHCs and IHCs will use this naming convention to send the data files to the data aggregator. FRY14_ADDRESSMATCH_ _ _ .TXT SUBMISSION_NUMBER will be used to track revisions and resubmissions of this schedule. It must be populated as a two-digit number. For example, the first submission for a given period would have a submission number of ‘01.’ If the BHC or IHC has to resubmit the same file, then use ‘02’ for the next submission, and so on. In the case of the Address Matching Schedule, BHCs and IHCs should provide the data each month in a single bar‐delimited text file. This is also referred to as a pipe‐delimited text file. Line items should be delimited with a vertical bar (|, ASCII decimal 124, ASCII hexadecimal 7C). Example: Institution A has ID_RSSD equal to 999999. For the Address Match data file submitted for period 201206, the file would be named as FRY14_ADDRESSMATCH_999999_201206_01.TXT. Any subsequent revised Address Match data file submitted by the institution for the same period will be named as FRY14_ADDRESSMATCH_999999_201206_02.TXT, and so on. 141 C.1 Data Table Line Item No. 1 Line Item Name Loan Number MDRM (CCAM) M142 Detailed Description Report an identifier for this loan that will be the same from month to month. It must identify the loan for its entire life and most be unique (piggy-backs should be separated). Provide the same loan number identifier that is provided in the FR Y‐14M First Lien and Home Equity schedule submissions. The loan number identifier should be consistent across the Address Match, First Lien, and Home Equity schedules. 2 Property Street Address 9028 If the BHC or IHC is already submitting data to the OCC as part of the OCC Mortgage Metrics Data or OCC Home Equity Data, it is required that the BHC or IHC use the same loan number for the FR Y‐14M data schedules. Please note that the FR Y‐14M data population may include additional loans, which may not be part of the OCC data sample, and for such loans the general requirements listed in the schedule instructions will be applicable. Overall, the entire data file sent by a BHC or IHC should have unique loan numbers across the entire submission. Report the street address associated with the property. Must include street direction prefixes, direction suffixes, and Unit Number for condos and co-ops. Allowed Values Format, Line Item Length A contributordefined alpha-numeric value up to 32 characters. Character(32) Text line item. Include street prefixes, suffixes, and unit number, e.g., 123 E Main St # 123, 123 Highway 79 South Unit 567 Text(100) 142 Line Item No. 3 Line Item Name MDRM (CCAM) Property City 9130 4 Property State 9200 5 Property ZIP Code 9220 6 Mailing Street Address 9110 7 Mailing City F206 8 Mailing State F207 Detailed Description Report the city in which the property is located. Contributors should be careful to provide the property city (not the mailing city of the borrower). Report the state in which the property is located. Contributors should be careful to provide the property state (not the mailing state of the borrower), as the two may differ for non-owner occupied properties and second/vacation homes. Report the nine-digit ZIP code of the property or five-digit ZIP code if nine-digit is not available. Please be sure to provide the property ZIP code (not the mailing ZIP code). Note: Provide the zip code as 9 digits when available. Report the borrower’s mailing street address. May be the same as the Property Street Address. Must include street prefixes, suffixes, and unit number for condos and co-ops. Report the borrower’s mailing city. May be the same as the Property City. Report the borrower’s mailing state. May be the same as the Property State. If the Mailing State is an international address, then use a code value of "FF" to represent the Mailing State information. Allowed Values Format, Line Item Length Text line item Text(50) Two-letter postal codes for the state. Character(2) Five-digit or ninedigit number. Include leading zeroes WITH NO DASHES, e.g., 00901, 101015271 Text line item. Include street prefixes, suffixes, and unit number, e.g., 123 E Main St Apt 123, 123 Highway 79 South Unit 567 Text line item. Character(9) Two-letter postal codes for the state. Text(100) Text(50) Character(2) 143 Line Item No. 9 10 Line Item Name Mailing ZIP Code Liquidation Status MDRM (CCAM) F208 M252 Detailed Description Report the nine-digit ZIP code of the mailing address or five-digit ZIP code if nine-digit is not available. This may be the same as the Property ZIP Code. If the Mailing zip code is an international address, and greater than 9 characters, leave the foreign mailing zip code blank. Liquidation Status – Report the liquidation method for any loan that was liquidated during the reporting month. • Not Paid In Full – Coded for any home equity loans having an outstanding balance as of month-end as well as all active lines of credit. • Voluntary Payoff – Code all instances where the loan has been paid in full by the borrower either through refinance, sale of the property or principal payment in full. Allowed Values Format, Line Item Length Five-digit or ninedigit number. Include leading zeroes WITH NO DASHES, e.g., 00901, 101015271 0 =Not paid-in-full 1 = Voluntary Payoff/Refinance (includes Property Sale) 2 = Involuntary liquidation 3 = Servicing transfer Character(9) Character(1) • Involuntary Liquidation – Code all instances where the loan has been liquidated either through foreclosure proceedings or another settlement option resulting in incomplete repayment of principal. Include short-sales, charge-offs, as well as REO liquidations. 11 Lien Position at Origination M158 • Servicing Transfer – Code all instances where the servicing of the loan has been transferred or sold to another institution during the reporting month. Report the lien position at origination (1st, 2nd, 3rd, etc.). 1 = First Lien 2 = Second Lien 3 = Third Lien Character(1) 144 Line Item No. 12 Line Item Name Census Tract MDRM (CCAM) M275 Detailed Description Report the census tract of the property address. Use the 2010 Census Tract definitions. Census tracts are identified by an up to four digit integer number and may have an optional two‐digit suffix. The census tract codes consist of six digits with an implied decimal between the fourth and fifth digit corresponding to the basic census tract number but with leading zeroes and trailing zeroes for census tracts without a suffix. Use the 2010 Census Tract definitions, but more upto-date Census Tract information can be used if it is available. For additional details refer to the Census Bureau website. 13 Data File Reference M946 Indicates if the loan is included in Y-14M First Lien Closed-end data or Y-14M Home Equity Loan and Home Equity Line data file submission for that month. Allowed Values Format, Line Item Length Census tract number, provided in text format including any leading zeroes and the decimal points if applicable. Character(10) Example: The census tract 2345.06 would have the code of 234506. The census tract 78 would have a value of 007800. Please provide the data as 234506 and 007800 respectively for the examples listed. 1 = Available in the Y-14M First Lien Closed-end data file 2 = Available in the Y-14M Home Equity Loan and Home Equity line data file Character (1) 145 FR Y-14M Schedule D: Domestic Credit Card Data Collection Data Dictionary Loan Population • • • • • • • Loans should be reported based on their classification on the FR Y-9C, Schedule HC-C (i.e. based on the loans security, counterparty, or purpose). Refer to the FR Y-9C instructions for Schedule HC-C for guidance on loan classification. Below is a list of FR Y-9C items that are considered applicable loans for this schedule: a. General Purpose Credit Cards: These are credit cards that can be used at a wide variety of merchants, including any who accept MasterCard, Visa, American Express or Discover credit cards. Include affinity, co-brand cards in this category, and student cards if applicable. This includes loans reported on the FR Y-9C, Schedule HC-C, item 6.a, and domestic general purpose cards reported in other FR Y-9C lines. b. Private Label Credit Cards: These credit cards, also known as Proprietary Credit Cards, are tied to the retailer issuing the card and can only be used in that retailer's stores. Include oil & gas cards in this loan type, and student cards if applicable. This includes loans reported on the FR Y-9C, Schedule HC-C, item 6.a, and domestic private label cards reported in other FR Y-9C lines. c. Business Card: Include small business credit card accounts where the loan is underwritten with the sole proprietor or primary business owner as applicant. If the commercial credit card account is delinquency managed or scored then report as a business card. For commercial credit card accounts with no individual liability and, performance not reported to credit bureaus and over $1 million in committed balances then report on the FR Y-14Q Corporate Loan Schedule. Report at the control account level or the individual pay level (not at the sub-account level). This includes SME credit card loans that are those reported on the FR Y-9C, Schedule HC-C, item 4.a, and domestic business cards reported in other FR Y-9C lines. d. Corporate Credit Cards: Employer-sponsored credit cards for use by a company's employees. If the commercial card account is classifiably managed, and either there is any individual liability or performance is reported to a credit bureau then report as a corporate card. This includes US corporate credit card loans that are those reported on the FR Y-9C, Schedule HC-C, item 4.a, and domestic corporate cards reported in other FR Y-9C lines. e. Other: Other cards accounts to consumers, small business, or corporations reported in the FR Y-9C in line items not represented above. Please do not include home equity lines of credit or other revolving consumer loans other than credit cards. Do not report data from international cards but include domestic cards, as defined by the FR Y-9C glossary entry for “domestic offices”. For all variables reported please report as blank if information is missing or unknown. Also, if a line item does not apply to the loan, the line item should be left blank. Account and loan-level files should sum up to the portfolio level. An amount, zero or null (be left blank) should be entered for all items, except in those cases where other options such as “not available” or “other” are specified. If information is not available or not applicable and no such options are offered, the line item should be left blank. If the totals from the loan level are not equal to the totals from the portfolio level, BHCs and IHCs should provide explanations. Avoid account duplications. For account level variables representing monetary value please use the U.S. Dollar ($) as the reporting monetary unit. For portfolio level variables representing monetary value please use millions of dollars ($ Millions) as the reporting monetary unit. 146 FR Y-14M • • • • • • • • In the case of closed or charged-off accounts, account information should be reported up to twelve months after the account's closure or charge off. Closed accounts with balances that need to be repaid should continue to be reported beyond twelve months until full repayment or fully charged off. There is a separate flag for charge‐off that can be used to identify such accounts. All accounts managed (including accounts tagged as securitized) should be reported as managed accounts. All accounts owned but not tagged as securitized should be reported as booked accounts. Cards should be included regardless of delinquency status. For portfolio level variables, the list of summary variables is to be reported for each portfolio segment. The variables ‘Credit Card Type’ and ‘Lending Type’ should be used to define the portfolio segment in a reporting month. For example, General Purpose Bank Cards would constitute the first segment for a bank in a reporting month, say January 2011. There are four Credit Card Type segments and four Lending type segments. Hence, in this example, the dataset would have 16 rows of data per reporting month. The remaining portfolio level variables are the requested summary variables. No quotation marks should be used as text identifiers. Mandatory variables should be provided in all cases. Optional variables should be provided when available, or when not directly available they should be provided on a best effort basis. All mandatory variables must be completed for each reported credit. Variables designated "optional" must be reported if the reporter uses the requested information in the course of the reporter's risk management practices or otherwise generates or stores the requested information. If the reporter does not use or generate the information requested in the variable, the reporter is not required to generate the information for this schedule, in which case the variable should be reported as blank. Items related to the most recent capital framework are mandatory for firms subject to the advanced approaches rule, optional for all others. Inclusion of corporate and business card loans: o Loans for which a commercially-graded corporation is ultimately responsible for repayment of credit losses incurred should be reported in the FR Y-14Q Corporate Loan schedule. o If there is any individual liability associated with the sub-lines such that individual borrower characteristics are taken into account during the underwriting decision, and/or performance on the credit is reported to the credit bureaus, the loan should be reported in the FR Y-14M Credit Card schedule. 147 FR Y-14M D.1 Loan Level Table Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 1 Reference Number ReferenceNumbe r M046 2 Customer ID CustomerId M047 Description Report a unique identifier for the loan record that will be the same month to month. A reference number shall be used in lieu of the actual account number. The reference number shall identify the account or account relationship (for Business Credit Cards) for its entire life. The Aggregator will recommend a best practice for the identification or generation of this identifier and the safeguarding of account privacy information. Replacement accounts will need to be linked. Banks will need to work with the Aggregator on mapping cross reference account numbers. This may require another data line item. Report a unique customer identifier that will be the same across loan records for the same customer from month to month. A customer with multiple accounts should have only one customer ID. The Aggregator will recommend a best practice for the identification or generation of this identifier and the safeguarding of account privacy information. Customer ID does not need to be consistent across all FR Y-14M schedules. Static or Dynamic Mandatory or Optional S Mandatory Format N: Numeric C: Character C18 S Mandatory C18 148 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 3 4 Bank ID Period ID BankId PeriodId 9001 9999 5 State AccountState M048 6 Zip Code AccountZipCode M049 Description Report the RSSD ID of the BHC or IHC. Report the reporting period. Reporting period is the period (month) over which account metrics are reported. Reporting periods are always referred to by the last day of the month, for example 20111231, 20120331, etc. Report the state the cardholder currently reports as their billing address. If account originated in the US and the card member has subsequently moved to a foreign country, report as NU. If there are multiple cardholders for one account, report the state of the primary borrower. a. State postal code or b. Report as NU or c. Report as AP - if Army Post Office address. Report the nine-digit zip code the cardholder reported as their billing address. If nine-digit zip code is not available, report five-digit zip code. If there are multiple cardholders for one account, report the zip code of the primary borrower. If the billing address is in a foreign country, report blank. Data Format should include leading zeroes WITH NO DASHES, e.g., 00901 and 101015271. Static or Dynamic Mandatory or Optional S D Mandatory Mandatory D Mandatory C2 D Mandatory C9 Format N: Numeric C: Character N10 Date YYYYMMDD 149 FR Y-14M Line Item No. 7 Line Item Name Credit Card Type Technical Line Item Name CreditCardType MDRM (CCRS) M050 Description Report each account in one of the following categories: 1 = General Purpose - can be used at a wide variety of merchants, including any who accept MasterCard, Visa, American Express or Discover credit cards. Include affinity, cobrand cards in this category, and student card if applicable. 2 = Private Label - also known as Proprietary Credit Cards, are tied to the retailer issuing the card and can only be used in that retailer's stores. Include oil & gas cards in this loan type, and student cards if applicable. 3 = Business Card - Include small business credit card accounts where the loan is underwritten with the sole proprietor or primary business owner as applicant. Report at the control account level or the individual pay level (not at the sub-account level). 4 = Corporate Card -Employer-sponsored credit cards for use by a company's employees. Report cards for which the employees are financially responsible for repayment of the balance. If the employers are ultimately responsible for repayment of the balances, then report under the FR Y14Q corporate loan schedule. Static or Dynamic Mandatory or Optional D Mandatory Format N: Numeric C: Character N1 150 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 8 Product Type ProductType M051 9 Lending Type LendingType M052 Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 Mandatory N1 5 = Others - Other cards accounts to consumers, small business, or corporations reported in the FR Y-9C in line items not represented above. For small business or corporate cards report cards for which employees are financially responsible for repayment of balances. Report each account in one of the following product types: 1 = Co-brand (typically related to products and services, including retail stores, airlines, etc. Excluding Oil and Gas cards) 2 = Oil and Gas Co-Brand 3 = Affinity (having affiliations such as Unions, Universities, etc. These cards typically do not offer rewards from these organizations) 4 = Student (if internally identified as a student card) 5 = Other 6 = Health Care Card (a card that can only be used specifically with the chosen medical providers and carry terms not typically available to general purpose cards or private label cards). Report each account in one of the following categories. 1 = Consumer Bank Card - Regular general purpose credit cards that can be D 151 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description used at a wide variety of merchants, including any who accept MasterCard, Visa, American Express or Discover credit cards. Include affinity and cobrand cards in this category, and student cards if applicable. This product type also includes private label or propriety credit cards, which are tied to the retailer issuing the card and can only be used in that retailer’s stores. Include oil & gas cards in this loan type, and student cards if applicable. 2 = Consumer Charge Card - Consumer credit cards for which the balance is repaid in full in each billing cycle. 3 = Non Consumer Bank Card - Include small business credit card accounts where the loan is underwritten with the sole proprietor or primary business owner as applicant. Also report Corporate Card Employer-sponsored credit cards for use by a company's employees. 4 = Non Consumer Charge Card – Small business credit card or corporate credit card for which the balance is repaid in full in each billing cycle. A purchase charge card issued by a corporation should be categorized as a corporate card and it will be categorized as a non-consumer charge card based on the appropriate ‘lending Static or Dynamic Mandatory or Optional Format N: Numeric C: Character 152 FR Y-14M Line Item No. 10 Line Item Name Revolve Feature Technical Line Item Name RevolveFlag MDRM (CCRS) M053 11 Network ID NetworkId M054 12 Secured Credit Type CreditCardSecure dFlag M055 Loan Source/Chan nel LoanChannel 13 M056 Description type’ categorizations. Report whether the account has an associated revolve feature i.e. where the entire balance or part of the balance is not required to be repaid in full at the end of the billing cycle. 1 = Yes 0 = No Report each account in one of the following categories: 1 = Visa 2 = MasterCard 3 = American Express 4 = Discover 5 = Other Report whether the card is included in a program where any portion of the line is secured by collateral. 1 = Yes 0 = No Report the source or channel by which the lender solicited or otherwise acquired the account. The method of solicitation could include direct mail, the internet, take-one applications, or telemarketing. Report each account in one of the following categories: 0 = Take-One Other application - Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 D Mandatory N1 D Mandatory N1 S Mandatory N1 153 FR Y-14M Line Item No. 14 Line Item Name SOP-03-03 flag Technical Line Item Name SOP0303Flag MDRM (CCRS) M234 Description unsolicited accounts based on a customer completing an internet, magazine insert or event marketing application. 1 = Pre-approved - accounts originated under a program where the issuer solicits a list of potential customers to which it will make an offer of credit. 2 = Invitation to Apply "ITA" - accounts originated based on a solicitation that required a customer to undergo a full credit review prior to approval. 3 = Take-One Branch application – unsolicited accounts based on customer completing an application obtained at bank. 4 = Accounts Purchased from a 3rd Party – accounts added as a result of portfolio acquisition or mergers. Do not include here if already included in one of the above channels. 5 = Other loan source known and not included in 0– 4 above. 6 = Loan source unknown. Report whether the loan is accounted for under SOP 03-03 accounting. SOP 03‐3 accounting is now referenced in GAAP as ASC 310‐30 accounting, as defined in the FR Y-9C, Schedule HC-C, item M.5. Loans subject to this accounting treatment are purchased credit impaired loans or loans Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 154 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.2 D Mandatory N1 D Mandatory N1 acquired in a transfer for which there is evidence of deterioration of credit quality since origination for which it is probable, at acquisition, that the investor will be unable to collect all contractually required payments receivable. 15 Cycle Ending Balance CycleEndingBala nce M058 16 Cycle Ending Balance Flag CycleEndingBala nceFlag M059 17 Accounts Under Promotion PromotionFlag M060 1 = Yes 0 = No Report the total outstanding balance for the account at the end of the current month's cycle. If cycle ending balance is not available, report the total balance outstanding on the account as of the monthend reporting date. Report any loans where CycleEndingBalance reports the total outstanding balance for the account at the end of the current month's cycle. 1 = Yes 0 = No Report accounts under promotion (i.e. subject to promotional pricing) in the current month’s cycle. This may include purchase or any other type of teasers as well as all forms of private label promotional pricing. A lower rate due to debt management would not be reported in this line item if the lower rate is permanent. 155 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.2 D Mandatory N12.2 D Mandatory N12.2 Exclude accounts that have been offered or are eligible for a promotion but have not accepted the promotion. 18 Cycle Ending Balances Mix Promotio nal CycleEndingBala ncePromotional M061 1 = Yes 0 = No Balances at a Promotional Rate - Report any amount outstanding priced at rates below the account's normal purchase APR at the end of the current month’s cycle. If cycle ending balance information is not available, report information at the month-end reporting date. 19 Cycle Ending Balances Mix Cash CycleEndingBala nceCash M062 20 Cycle Ending Balances Mix Penalty CycleEndingBala ncePenalty M063 Do not include balances under a workout program. Balances at a Cash Advance Rate - Report any amount outstanding priced at cash advance APR at the end of the current month’s cycle. If cycle ending balance information is not available, report information at the month-end reporting date. Balances Subject to Default or Penalty Pricing - Report any amount outstanding subject to default or penalty pricing due to performance at the end of the current month’s cycle. If cycle ending balance information is not available, report information at the month-end reporting 156 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 21 Cycle Ending Balance s Mix Other CycleEndingBala nceOther M064 22 Average Daily Balance (ADB) Total Reward Cash AverageDailyBala nce M065 TotalRewardCash M066 23 Description date. Report all other balances outstanding at the end of the current month's cycle ending date not included in line item No. 18, 19, and 20. If cycle ending balance information is not available, report information at the month-end reporting date. Include balances under a workout program in this line item. Report the average daily balance in the reporting month or cycle. For accounts that offer cash, miles or other Rewards, report the total equivalent dollar amount of cash rewards accumulated as of the reporting month. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.2 D Mandatory N12.2 D Mandatory N12.2 If the institution does not have access to reward information owned by a partner, the institution is not required to report that information. Institutions should report the cumulative reward available to the customer as of the reporting month. The institution should report Net Cash Reward. For purposes of this report, Net Cash Award = Cumulative earned cash (or cash equivalent) ‐ redeemed/forfeited 157 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 D Mandatory Date YYYYMMDD cash (or cash equivalent) For Cards that do not offer rewards, institutions should report “0”. For cards that offer rewards but the net accumulative balance for the month is negative, institutions should report the negative values as‐is. 24 25 Reward Type RewardType Account Cycle Date AccountCycleEnd Date M067 M068 Do not include merchant loyalty points If a merchant houses the loyalty points on its own system and they are not available to institution. Report reward type in one of the following categories. 1 = Cash 2 = Miles 3 = None 4 = Other Report the date in which transactions were accumulated for billing in the reporting month. For accounts that cycle more than one time during the reporting month report the last cycle information for the reporting month. All data elements related to account balances and status should be as of the last cycle end date; all data elements related to account activities and fees should be aggregated from the last reporting cycle 158 FR Y-14M Line Item No. 26 Line Item Name Technical Line Item Name MDRM (CCRS) Account Origination Date AccountOriginati onDate M069 27 Acquisition Date AcqDate M070 28 Multiple Banking Relationship s MultipleBanking RelationshipFlag M071 Description end date in the previous FR Y-14M month to the current reporting cycle end date in the current FR Y-14M month. Leave blank if the account does not have a statement date in the current reporting month. Report the date on which the original credit card was issued. If unknown due to acquisition or merger, leave blank. In cases where an account was closed (for example, card loss or theft) and reopened, report the original account origination date and not subsequent issuance date(s). For accounts resulting from acquisition or merger, report the loan’s acquisition or merger date. If the date of acquisition/merger is unknown report 19000101, if the loan was not acquired, report 19000102. Report accounts that currently have other non-credit card banking relationships with the bank. Insurance and safety box are not considered as a banking relationship in this schedule and should not be considered in reporting for this line item. 1 = Deposit 2 = Trust or investment account 3 = Mortgage Static or Dynamic Mandatory or Optional Format N: Numeric C: Character S Mandatory Date YYYYMMDD S Mandatory Date YYYYMMDD D Mandatory N1 159 FR Y-14M Line Item No. 29 30 31 32 33 Line Item Name Multiple Credit Card Relationship s Joint Account Technical Line Item Name MultipleCardRela tionshipFlag JointAccount Authorized Users Flagged as Securitized AuthorizedUsers Borrower's Income at Origination BorrowerIncome SecuritizedFlag MDRM (CCRS) M072 M073 M074 M075 M076 Description 4 = Home Equity 5 = Auto 6 = Student Loans 7 = Installment Loans 8 = More than one types 9 = Unknown 0 = No other products or cross-sellings Report accounts where the bank has issued more than one credit card to the primary or joint account holder(s). 1 = Yes 0 = No Report whether the account has more than one primary obligor. Exclude other authorized users. 1 = Yes 0 = No Report total number of authorized users including primary obligors. Report whether the account has been securitized (designated for inclusion in a master trust). 1 = Yes 0 = No Report the borrower’s total annual income obtained at the account's origination (annualized if monthly income was Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 D Mandatory N1 D Mandatory N5 S Mandatory N12 D Mandatory N1 160 FR Y-14M Line Item No. 34 35 36 37 38 Line Item Name Income Source at Origination Updated Borrower’s Income Updated Income Source Date Refreshed Income Obtained Originatio n Credit Bureau Score for Technical Line Item Name BorrowerIncome Type UpdatedBorrowe rIncome UpdatedBorrowe rIncomeType MDRM (CCRS) M077 M078 M079 DateUpdatedBorr owerIncome M080 OriginalCreditSco rePrimaryBorro wer M081 Description provided). For business credit cards the business income should be used. Income Source at Origination -- Report whether the original income information was for the primary cardholder only or for joint or household members also. 1 = Individual 2 = Household 3 = Other Report the amount of total income if new income information was obtained subsequent to the initial application or acquisition. Report whether the updated income information was for the primary cardholder only or for joint or household members also. 1 = Individual 2 = Household 3 = Other Report the date the new income information was received. Report the credit score value of the primary account holder at origination using a commercially available credit bureau score (for a definition of a commercially available Static or Dynamic Mandatory or Optional Format N: Numeric C: Character S Mandatory N1 D Optional N12 D Optional N1 D Optional S Mandatory Date YYYYMMDD N3 161 FR Y-14M Line Item No. Line Item Name the primary account holder Technical Line Item Name MDRM (CCRS) Description credit bureau score, see general instructions, section H). Report the credit score name in item 109 and list the credit score version in item 116. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character If, and only if, a commercially available credit bureau score was not obtained during the origination process, map the internal credit score used to evaluate the primary account holder’s creditworthiness at origination to a commercially available credit bureau score. Report that mapped score here and provide a separate document describing the mapping methodology. Report the name of the credit score to which the internal credit score was mapped in item 109 and list the credit score version in item 116. Indicate that an internal score is being mapped to the specified commercially available credit score in item 118 and report the value assigned by the internal credit score in item 119. Note that scores which do not meet the definition of a commercially available credit bureau score as set forth in section H of the general instructions, including internal scores which are not mapped to such scores, may be treated as missing data by the Federal Reserve. For Small Business Cards, provide the score 162 FR Y-14M Line Item No. 39 40 Line Item Name Origination Credit Bureau Score for the coborrower (if any) Refreshed Credit Bureau Score Technical Line Item Name OriginalCreditSco reCoborrower RefreshedCreditS corePrimaryBorr ower MDRM (CCRS) M082 M083 Description for the proprietor or primary business owner. For Corporate Cards, provide the score for the primary cardholder if available. If the original Industry standard score is not available, leave this line item blank. Report the credit score of the co-borrower at origination using an industry standard credit bureau credit score (e.g., FICO, VantageScore, or another similar credit score), defined like “Origination Credit Bureau Score for the primary account holder” (see line item 38). A co-borrower is a person who jointly borrows using the credit card and is responsible for repayment of the loan. The primary borrower will receive a credit card to make charges but the co-borrower may or may not receive a credit card. Report the most recently updated credit score available for the primary account holder using a commercially available credit bureau score (for a definition of a commercially available credit bureau score, see general instructions, section H). . Report the credit score name in item 110 and list the credit score version in item 117. Report the date on which the credit score was refreshed in item 41. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character S Mandatory N3 D Mandatory N3 163 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description If, and only if, an updated commercial credit bureau score is not available or is not currently being used by the institution to evaluate the primary account holder’s creditworthiness, map the most current internal credit score used to evaluate the primary account holder’s creditworthiness to a commercially available credit bureau score. Report that mapped score here and provide a separate document describing the mapping methodology. Report the name of the credit score to which the internal credit score was mapped in item 110 and list the credit score version in item 117. Indicate that an internal score is being mapped to the specified commercially available credit score in item 120 and report the value assigned by the internal credit score in item 121. Report the date on which the internal credit score was refreshed in item 41. Note that scores which do not meet the definition of a commercially available credit bureau score as set forth in section H of the general instructions, including internal scores which are not mapped to such scores, may be treated as missing data by the Federal Reserve. For Small Business Cards, provide the score for the proprietor or primary business Static or Dynamic Mandatory or Optional Format N: Numeric C: Character 164 FR Y-14M Line Item No. 41 42 43 Line Item Name Technical Line Item Name MDRM (CCRS) Credit Bureau Score Refresh Date CreditScoreRefre shDate M084 Behavioral Score BehavioralScore M085 Original Credit Limit OriginalCreditLi mit M086 Description owner. For Corporate Cards, provide the score for the primary cardholder if available. If the original Industry standard score is not available, leave this line item blank. Report the date on which the commercially available credit score, or the internal score being mapped to a commercially available credit score, reported in item 40 was last refreshed. Report the current internal behavior score available for the account in the reporting month. If no score is available, leave blank. Report the behavior score name and version in line item 111. Report the amount of the credit line set by the card issuer at origination. If no credit limit, report the purchase or shadow limit. If credit limit is not available, then leave blank. A Shadow Limit is the maximum total outstanding balance allowed on an account and is not advertised to the account holder. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory Date YYYYMMDD D Optional N10.6 S Mandatory N12.2 A Shadow Limit can fluctuate based on the outstanding balance of the account holder during the course of a billing cycle. A Purchase Limit is the maximum amount that can be purchased on an account in a given billing cycle and is not 165 FR Y-14M Line Item No. 44 Line Item Name Current Credit limit Technical Line Item Name CurrentCreditLim it MDRM (CCRS) M087 Description advertised to the account holder. Report the maximum dollar amount that may be borrowed on the account during the reporting month. Report at the reporting month's end. If no credit limit, report the purchase or shadow limit. Report the type of credit limit in line item 112. For closed accounts, report the last known credit limits. If unknown, leave blank. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.2 D Mandatory N12.2 D Mandatory N1 A Shadow Limit is the maximum total outstanding balance allowed on an account and is not advertised to the account holder. A Shadow Limit can fluctuate based on the outstanding balance of the account holder during the course of a billing cycle. A Purchase Limit is the maximum amount that can be purchased on an account in a given billing cycle and is not advertised to the account holder. 45 46 Current Cash Advance Limit Line Frozen in the CurrentCashAdva nceLimit LineFrozenFlag M088 M089 For Corporate accounts, report the limit at the account level and not the relationship credit limit. Report the maximum cash advance amount available to the borrower. Report at the reporting month’s end. Report whether the account's credit line is involuntarily frozen and authorizations are 166 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 D Mandatory N12.2 D Mandatory N12.2 prohibited on the account in the current reporting month. current month 47 Description Line Increase or Decrease in the current month LineIncreaseDecr easeFlag 48 Minimum Payment Due MinimumPaymen tDue M091 49 Total Payment Due TotalPaymentDu e M092 M090 1 = Yes 0 = No Report whether the account remains open but the credit line has been increased or reduced in the current reporting month. Report if the line change is proactive or reactive in line item 113. 2 = Increase 1 = Decrease 0 = No change Report the current minimum dollar amount due that will make the account roll into the first delinquency bucket if not paid. For this item, the first delinquency bucket is defined as 1-29 days past due, with the general definition of past due taken from the FR Y9C General Instructions for schedule HC-N. Use the most recent cycle date of the current reporting month. This is generally referred to as minimum payment due on cardholder's statement. Report the dollar amount of the total payment due for the cycle ending in the current reporting month. This generally includes current minimum due, past due payments and any amount reported as over the credit limit. 167 FR Y-14M Line Item No. 50 51 52 Line Item Name Technical Line Item Name MDRM (CCRS) Next Payment Due Date NextPaymentDue Date M093 ActualPaymentA mount M094 Total Past Due TotalPastDue M095 Actual Payment Amount 53 Days Past Due DaysPastDue M096 54 Account 60 Account60PlusDP M097 Description Report the date the cardholder is told a payment must reach the bank for the cycle in the current reporting month to keep the account in a current status. Report the dollar amount of all payments received during the current month’s cycle. Aggregate multiple payments. Report net of checks returned for non-sufficient funds, account closed, etc. (even if related to prior cycles). If a statement was not generated or a payment was not made, report as zero. Include in this line item payments made on an account secured by a collateral deposit where the payment funds are withdrawn from the collateral account. Report the dollar amount of past due required payments at the end of the current month’s cycle. Institutions should report the dollar amount of total required minimum payments past due at the end of the current month’s cycle. Report the actual number of days the account is past due as of the current reporting month's cycle date. If cycle ending information is not available, report information at the month-end reporting date. Report whether an account was ever 60+ Static or Dynamic Mandatory or Optional D Mandatory D Mandatory D Mandatory N12.2 D Mandatory N3 D Mandatory N1 Format N: Numeric C: Character Date YYYYMMDD N12.2 168 FR Y-14M Line Item No. 55 Line Item Name Plus DPD Last Three Years Flag Interest Type in current month Technical Line Item Name MDRM (CCRS) DLastThreeYears Flag InterestType Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 D Mandatory N6.3 D Mandatory N1 Days Past Due in the last 3 years. M098 56 APR at Cycle End CycleEndingRetai lAPR M099 57 FeeType FeeTypeFlag M100 1 = Yes 0 = No Report whether the purchase (not promotional) APR is fixed or variable rate. If the account is in temporary workout program, report pre-workout terms. If the account is in permanent workout program, report the workout terms. 1 = Fixed - accounts where the purchase (not promotional) APR is fixed. 2 = Variable - loans where the purchase APR rate fluctuates based on a spread to an index. Report accounts as variable even if there is a temporary initial fixed period. Include as variable even if the APR is at its floor or cap. Report the purchase APR unless the account is in default or workout. If the account is in default then report the default APR. If the account is in a workout program (temporary or permanent), report the workout APR. Report whether monthly or annual fee is assessed for the privilege of holding the credit card. 0 = No fee 169 FR Y-14M Line Item No. 58 59 Line Item Name Technical Line Item Name Month-end Account Status Active MonthEndActive Flag Month-end Account Status Closed MonthEndClosed RevokedFlag MDRM (CCRS) M101 M102 Description 1 = Annual 2 = Monthly 3 = Other Report whether the account has had any debit, credit, or balance activity in the last twelve months at month end. 0 = Open & Active – account is open and has had debit, credit or balance activity in the last twelve months. 1 = Open & Inactive – account is open, but has not had any debit, credit, or balance activity in the last twelve months. 2 = Account is closed / not open - account is closed and has no further charging privileges. Include accounts in default and expired accounts. Report whether, in the current reporting month, the account is closed or revoked and has no further charging privileges. Include accounts in default, in credit management programs and expired accounts. The account may or may not have a balance. Report cases of bankruptcy as either a 1 or 2, whichever is appropriate. Report cases where company representatives request the closure of an employee credit card (a corporate card under consideration) as 1. 0 = No, the account is not closed and not Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 D Mandatory N1 170 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory D Mandatory Date YYYYMMDD charged‐off. 1 = Yes, closed, at the request of the borrower. 2 = Yes, closed, not at the request of the borrower. 3 = Yes, closed, borrower deceased. 4 = Yes, closed due to charge off. 60 61 Collection Re-age Date Charge-off Reason CollectionReageD ate ChargeOffReason Code M103 M104 Charged off loans or closed loans are required to be included up to twelve months after they are closed or charged off. Report the date of the last account re-age performed by the collections department, or in relation to any performance-related delinquency. Report the reason for charge-off and loss recognition on an account in the current month. This line item should be left blank for accounts that have not been charged off. 1= Contractual - losses incurred as a result of borrower's inability to make full repayment under the contractual terms of the account. 2= Bankruptcy - losses incurred as a result of borrower's bankruptcy proceedings. 3= Deceased - losses incurred as a result of death of account holder. 4= Other - any other known reason. 5=Charge-off Reason Unknown - any other N1 171 FR Y-14M Line Item No. 62 63 Line Item Name Gross Charge-off Amount – Current Month Recovery Amount – Current Month Technical Line Item Name GrossChargeOffIn CurrentMonthAm ount RecoveryAmount MDRM (CCRS) M105 M106 Description charge- off, reason unknown. 6 = Fraud – losses as a result of fraud, whether by account holder or a third party. Report the total amount of gross chargeoffs on the account during the reporting month, including charge-offs related to principal, interest and fees. Report all gross charge-offs, including those related to acquired impaired loans. Value will only be populated in the month charged-off. Value will only be populated in the month charged-off. Report the dollar amount of any balance recovery from a previously charged-off account collected during the month. When possible assign recoveries at account level, including bulk recoveries. For example, in some instances it may be reasonable to establish a relationship between recoveries (or recovery rate) at the account level, exposure at default, and potentially other account characteristics. This stated relationship can be used in conjunction with observed losses at a higher level of aggregation in order to generate consistent losses at the account level. This established relationship may be model based in some cases or judgmentally based in others. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.2 D Mandatory N12.2 172 FR Y-14M Line Item No. 64 65 66 67 68 69 Line Item Name Technical Line Item Name MDRM (CCRS) Purchase Amount Cash Advance Amount Balance Transfer Amount Convenience Check amount Account Sold Flag PurchaseVolume M107 BalanceTransferV olume M109 Bankruptcy Flag BankruptcyFlag CashAdvanceVol ume ConvenienceChec kAmount AccountSoldFlag M108 M110 M111 M112 Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.2 Report the balance transfer dollar volume during the current month’s cycle. D Mandatory N12.2 Report accounts that have been sold during the current month. Identifier should persist while the account is reported. D If it is not possible to reasonably assign recoveries at the account level for any reason, leave blank as indicated in the schedule's instructions. Report the net purchase dollar volume during the current month’s cycle. Report the net cash advance dollar volume during the current month’s cycle. Report the convenience check dollar volume during the current month’s cycle. 1 = Yes 0 = No Report whether a borrower has filed for bankruptcy and bankruptcy process is ongoing, or has filed for bankruptcy and has completed the bankruptcy process. Identifier should persist while the account is reported. 1 = Yes D D D Mandatory N12.2 Mandatory N12.2 Mandatory N1 Mandatory N1 173 FR Y-14M Line Item No. 70 Line Item Name Loss sharing Technical Line Item Name LossShare MDRM (CCRS) M113 71 Probability of Default - PD Basel2PD M114 72 Loss Given Default LGD Basel2LGD M115 73 Expected Loss Given Default ELGD Basel2ELGD M116 Description 0 = No Report accounts that are part of a loss sharing agreement, as defined in the FR Y9C, Schedule HC-M, item 6. 1 = Yes 0 = No Report the Probability of Default for the account as defined in the most recent capital framework. More specifically, report the PD associated with the account’s corresponding segment. Example, a one in ten probability of default should be reported as 0.1. This item is mandatory for firms subject to the advanced approaches rule. Report the Loss Given Default for the account as defined in the most recent capital framework. More specifically, report the LGD associated with the account’s corresponding segment. Example, a ninety percent loss given default should be reported as 0.9. This item is mandatory for firms subject to the advanced approaches rule. Report the Expected Loss Given Default parameter for the account as defined in the most recent capital framework. More specifically, report the ELGD associated with the account’s corresponding segment. For example, a ninety percent expected loss Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 D Optional N6.5 D Optional N6.5 D Optional N6.5 174 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 74 Exposure at Default EAD Basel2EAD M117 75 EAD id segment Basel2EADid M118 76 Corporate ID CorporateID N031 Description given default should be reported as 0.9. This item is mandatory for firms subject to the advanced approaches rule. Report the Exposure at Default for the account as defined in the most recent capital framework. More specifically, report the EAD associated with the account’s corresponding segment. In particular, for open-ended exposures assign to all the accounts in a particular segment the corresponding LEQ, CCF, or related parameters, associated with that segment. After the corresponding parameter is assigned to each account, calculate the account EAD and report this as the variable value. This item is mandatory for firms subject to the advanced approaches rule. Report the unique EAD segment Id identifier- A unique number identifying the EAD segment where the loan record resides in the current month. This item is mandatory for firms subject to the advanced approaches rule. For corporate cards, report a unique identifier that will be the same for a given corporation from month to month. The Aggregator will recommend a best practice for the identification or generation of this identifier and the safeguarding of account privacy information. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Optional N12.2 D Optional N7 S Mandatory C18 175 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 77 Variable Rate Index InterestRateInde x N032 78 Variable Rate Margin Maximum APR InterestRateMarg in 6271 Rate Reset RateResetFreq N034 79 80 MaxAPR N033 Description For non-corporate card, leave blank. Report variable purchase APR (variable 55) index, if a loan has a fixed purchase APR, report as 0. 0 – Fixed APR 1 – Prime Rate 2 – 1 month LIBOR 3 – 2 month LIBOR 4 – 3 month LIBOR 5 – 6 month LIBOR 6 – 12 month LIBOR 7 – 1 month Treasury Bill 8 – 3 month Treasury Bill 9 - 6 month Treasury Bill 10 – 12 month Treasury 11 – Others Report variable purchase APR (variable 55) margin, if a loan has a fixed purchase APR, leave blank. Report the maximum APR (rate cap applying to purchase APR and cash APR) allowed for the account during the reporting month. Such maximum APR is stipulated in the account agreement or set by the regulatory limit that BHCs or IHCs may charge a consumer. For accounts where the maximum APR is unknown or the account is a fixed rate account, this field should be left blank. Report the frequency for resetting the APR. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N2 D Mandatory N6.3 D Mandatory N6.3 D Mandatory N1 176 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N6.3 D Mandatory N6.3 D Mandatory C7 Resetting the APR refers to the contractual frequency at which APRs are reset for variable rate APR credit cards. Rate resets that occur as a result of promotional offer should not be included in this item. If the BHC or IHC does not have a reset schedule, report option 6. Frequenc y 81 Promotional APR PromotionalAPR N035 82 Cash APR CashAPR N036 83 Loss Share ID LossShareId N037 0 – Fixed rate no reset 1 – Monthly 2 – Every 2 months 3 – Every 3 months 4 – Every 6 months 5 – Every 12 months 6 – Others Report the APR for the balance under promotion. If there are multiple APRs, report the weighted average promotional APR corresponding to Line item 18 Cycle Ending Balances Mix ‐ Promotional. Report the contractual APR for the cash balance. If there are multiple APRs, report the weighted average promotional APR corresponding to Line item 19 Cycle Ending Balances Mix - Cash. If the account is associated with a loss sharing agreement, report a unique number generated by the institution that can be used to separately identify any reported loan associated with a specific loss sharing agreement. A unique ID should be 177 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N7.5 generated for each active sharing agreement. The specific ID should be consistent over time for as long as the agreement remains active without a relevant change in the terms of the loss sharing agreement. The institution should also provide a written summary of the relevant terms of each loss sharing agreement along with the corresponding LossShareId number. Additional supporting documentation may be requested if necessary. 84 Loss Share Rate LossShareRate N038 Leave blank if the account is not associated with a loss sharing agreement. If the account is associated with a loss sharing agreement, report the percentage of credit loss that the reporting institution will bear in the case of default. For example, if the reporting institution bears 20.8% of the credit losses in this portfolio report 0.208. 0 = Report the number zero if the account is not associated with a loss sharing agreement. 2 = Report the number two if the account is associated with a loss sharing agreement that is too complex to be 178 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 85 Other Credits OtherCredits N039 86 Cycles Past Due at Cycle Date Cycles Past Due at MonthEnd Finance Charge (Effective for submission of June 2013 data) Fees AccountCycleEnd Delinquency N129 AccountMonthEn dDelinquency N130 FinanceCharge N131 FeeNetLateAmou N132 87 88 89 Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.2 D Mandatory N2 Report the number of cycles the account is past due on the last day of the current reporting month D Mandatory N2 Report the dollar amount of the net finance charges assessed on the reporting month's statement. If the account did not have finance charges on the statement, report as zero. D Mandatory N12.2 Report the net late fees assessed for late or D Mandatory N12.2 characterized by a simple loss share rate. It is particularly important in this case that the institution provides a written summary of the relevant terms of each loss sharing agreement. Additional supporting documentation may be requested if necessary. Report the dollar amount of all credits (other than cardholder payments) received during the current month's cycle, including merchandise returns and reward cash credits. Exclude fee reversals or waivers, which are accounted for in the "Fees Incurred" line item. Report the number of cycles the account is past due as of the current month's cycle date 179 FR Y-14M Line Item No. 90 91 92 93 94 95 Line Item Name Incurred Late Fees Incurred Over Limit Fees Incurred NSF Fees Incurred Cash Advance Fees Incurred – Monthly/ Annual Fees Incurred Debt Suspensio n Fees Incurred – Balance Transfer Technical Line Item Name nt MDRM (CCRS) FeeNetOverLimit Amount N133 FeeNetNSFAmou nt N134 FeeNetCashAdva nceAmount N135 FeeNetMonthlyA nnualAmount N136 FeeNetDebtSuspe nsionAmount N137 FeeNetBalanceTr ansferAmount N138 Description nonpayment. Report fees posted during current month's cycle. Report the over limit fees assessed for an account exceeding its credit limit. Report fees posted during current month's cycle. Report the non-sufficient funds fees (NSF) assessed against an account when payment is returned unpaid because of nonsufficient funds. Report fees posted during current month's cycle. Report the cash advance fees assessed for cash advances made on the credit card. Report fees posted during current month's cycle. Report the monthly/annual fees assessed for the privilege of holding the credit card. Report fees posted during current month's cycle. Report the debt suspension/cancellation fees assessed to protect consumer in the event of a significant life event like the loss of a job. Report fees posted during current month's cycle. Report the balance transfer fees assessed for balances transferred from another institution to this cardholder’s account. Report fees posted during current month’s cycle. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.2 D Mandatory N12.2 D Mandatory N12.2 D Mandatory N12.2 D Mandatory N12.2 D Mandatory N12.2 180 FR Y-14M Line Item No. 96 97 98 99 Line Item Name Fees Incurred Other Debt Suspension /Cance llation Program Enrollment Debt Suspension /Cance llation Program Active Cycle-end Account Status Active Technical Line Item Name FeeNetOtherAmo unt MDRM (CCRS) N139 DebtWaiverProgr amEnrolFlag N140 DebtWaiverProgr amActiveFlag N141 CycleEndActiveFl ag N142 Description Static or Dynamic Mandatory or Optional Report all other fees not included elsewhere in this report. Examples include convenience check fees and foreign currency fees. Report whether the account is enrolled in a debt waiver/cancellation program, including payment protection plans. 1 = Yes 0 = No D Mandatory Format N: Numeric C: Character N12.2 D Mandatory N1 D Mandatory N1 Report whether the account has had any debit, credit, or balance activity in the last twelve months as of cycle end. If the account does not cycle in the current month, leave blank. D Mandatory N1 Report whether the borrower is receiving benefits under a debt suspension/cancellation program, including payment protection plans. 1 – Yes 0 – No 0 = Open & Active – account is open and has had debit, credit or balance activity in the last twelve months 1 = Open & Inactive – account is open, but has not had any debit, credit, or balance activity in the last twelve months 2 = Account is closed / not open - account 181 FR Y-14M Line Item No. 100 Line Item Name Cycle-end Account Status Closed Technical Line Item Name CycleEndClosedR evokedFlag MDRM (CCRS) N143 101 Skip-apayment SkipaPaymentFla g N144 102 Credit Card Workout Program WorkoutProgram Flag N145 Description is closed and has no further charging privileges. Include accounts in default and expired accounts. Report whether, in the current reporting cycle, the account is closed or revoked and has no further charging privileges. Include accounts in default, in credit management programs and expired accounts. The account may or may not have a balance. If the account does not cycle in the current month report the last known status. 0 = No, the account is not closed and not charged‐off. 1 = Yes, closed, at the request of the borrower. 2 = Yes, closed, not at the request of the borrower. 3 = Yes, closed, borrower deceased. 4 = Yes, closed due to charge off. Report whether the account holder opted for a promotional skip-a-payment during the reporting month. 1 – Yes 0 – No Report whether the account entered into any type of workout program during the current reporting month. 1 – Yes 0 – No Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 D Mandatory N1 D Mandatory N1 182 FR Y-14M Line Item No. 103 Line Item Name Workout Program Type Technical Line Item Name WorkoutProgram Type MDRM (CCRS) N146 Description Report “No” if the BHC or IHC does not offer a workout program. For accounts in a workout program at month-end, report the type of program in one of the options below. Leave blank if the account did not enter into any type of workout program or the BHC or IHC does not offer workout option. 1 - External Program - a permanent external program, often administered by a Consumer Credit Counseling Service (CCCS). 2 - Internal Long-Term Program - an internal program where terms have been modified and the account holder is paying off outstanding balances over an extended period. Include all programs with enrollment durations in excess of 12 months. 3 - Internal Temporary Programs - an internal program where terms are temporarily modified, not to exceed 12 months, in recognition of short term hardship. 4 - Settlement Programs - an agreement where the lender will accept less than the full balance outstanding to satisfy and close the account. 5 - Other - any other workout arrangement. 6 - Not Applicable – includes Service Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 183 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 members Civil Relief Act (SCRA) programs 104 Workout Program Perform ance Status WorkOutProgra mPerformanceSt atus N147 Leave blank if the BHC or IHC does not offer workout option. Report the performance of borrowers in all workout plans. These plans include the external Consumer Credit Counseling Programs, as well as, internal long-term and temporary programs. Report performance as of the reporting date in one of the following categories. Leave blank if the account did not enter into any type of workout program or the BHC or IHC does not offer workout option. 1 - Active and Performing - the borrower is performing as scheduled under the terms of an executed workout program. Include in this option accounts in a settlement program, reported in line #103 as option 4. 2 - Active and Non-Performing - the borrower is in a workout plan but is currently delinquent but not yet has defaulted 3 - Broken - the borrower has defaulted on the terms of an executed plan during the month. Use the bank's internal definition of broken. 184 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 105 Settlement Portion Forgiven SettlementPortio nForgivenAmoun t N148 106 Customer Service Re-age Date CustomerService ReageDate N149 107 Principal Chargeoff Amount – Current Month PrincipalChargeO ffInCurrentMonth Amount N150 Description For any account for which the "Settlement" option has been selected under the Workout Program type, report the total amount of the outstanding balance forgiven in the current month. Leave blank if the BHC or IHC does not offer workout options or the ‘Settlement’ option has not been selected. Report the date of the last re-age performed by any customer service rep (for example, in response to an erroneous payment posting or other similar nonperformance issue.) Customer service reages occur anytime an account's delinquency status is changed by someone or through some program outside of the established collections program - this includes moving a current account to delinquent (i.e. due to NSF insufficient funds) or moving a delinquent account to current. Report the total amount of any principal write-downs (or principal reversals) on the account during the reporting month. Record all charges against the Allowance for Loan and Lease Losses (ALLL), as defined in the FR Y-9C glossary entry for “allowance for loan and lease losses”. Do not report write-downs related to fees, finance charges and other non-principal write-downs that are included in Gross Static or Dynamic Mandatory or Optional D Mandatory D Mandatory Date YYYYMMDD D Mandatory N12.2 Format N: Numeric C: Character N12.2 185 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 D Mandatory N2 D Mandatory N2 Charge-off Amount – CurrentMonth. 108 Fraud in the current month FraudFlag N151 109 Original Credit Bureau Score Name OriginalCreditSco reName N152 110 Refreshed Credit Bureau Score RefreshedCreditS coreName N153 Value will only be populated in month charged-off. Report whether the account is currently frozen due to potential fraud or has been closed for cause at the conclusion of a fraud investigation month. 1 - Yes 2 – No List the name of the commercially available credit score provided, or mapped to, in item 38. If the name of the commercially available credit bureau score reported, or mapped to, in item 38 is not among those listed, please select “Other” and report the name in item 116. List the version of the credit score in item 116. If, and only if, a commercially available credit score was not provided in item 38 and the internal score provided was not mapped to a commercially available credit score, please select “None”. 1. FICO 2. VantageScore 3. Other 4. None List the name of the commercially available credit score provided or mapped to in item 40. If the name of the commercially available credit bureau score reported or 186 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Name 111 112 Behavioral Score Name/Ve rsion Credit Limit Type BehavioralScore NameVersion N154 CreditLimitType N155 Description mapped to in item 40 is not among those listed, please select “Other” and report the name in item 117. List the version of the credit score in item 117. . If, and only if, a commercially available credit score was not provided in item 40 and the internal score provided was not mapped to a commercially available credit score, please select “None”. 1 - FICO 2 - VantageScore 3 - Other 4 – None Report the name and version of the behavior score reported in line item 42. Report the type of credit limit reported in line item 44 when there is no credit limit. A Shadow Limit is the maximum total outstanding balance allowed on an account and is not advertised to the account holder. A Shadow Limit can fluctuate based on the outstanding balance of the account holder during the course of a billing cycle. A Purchase Limit is the maximum amount that can be purchased on an account in a given billing cycle and is not advertised to Static or Dynamic Mandatory or Optional Format N: Numeric C: Character S Optional C30 D Mandatory N1 187 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N1 D Optional Date YYYYMMDD the account holder. If the credit limit reported in line item 44 (Current Credit Limit) is not a shadow or purchase limit, leave the line item blank. For Corporate accounts, report the limit type at the account level and not the relationship credit limit. 113 114 115 Credit Line Change Type Date CoBorrower Was Added Entity Type CreditLineChange Type CoBorrowerAddD ate EntityType N156 N157 M952 1 = Purchase Limit 2 = Shadow Limit Report the line change reported in line item 47 as proactive (bank-initiated) or reactive (borrower request). Pre-qualified offers sent by the bank where the customer must take action to accept the offer should be reported as bank-initiated. 1 = Proactive 2 = Reactive 3 = Unknown 0 = No line change Report the date the co-borrower was added to the account. Report the entity type that owns the reported loan. Entity type refers to the legal form or charter of the subsidiary of the BHC or IHC that owns the reported loan. D Mandatory N1 188 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 116 (Effecti ve for submis sion of June 2014 data) Origination Credit Bureau Score Version OriginalCreditScor eVersion R037 Refreshed Credit Bureau Score Version RefreshedCreditSc oreVersion R039 118 (Effecti ve for submis sion of June Internal Origination Credit Score Flag InternalOrigScore Flag R040 117 (Effecti ve for submis sion of June 2014 data) Description 1 = National Bank 2 = State Member Bank 3 = Nonmember Bank 4 = State Credit Union 5 = Federal Credit Union 6 = Non-bank Subsidiary 0 = Other Provide the version of the commercially available credit bureau score reported or mapped to in item 38 using the format “score-name score-version” (for example, “FICO 08” or “FICO Classic” or “FICO NextGen” or “FICO Industry” or “VantageScore 3.0”, or the corresponding score name and version using the specified format if “Other” was selected in item 109). Provide the version of the commercially available credit bureau score reported or mapped to in item 40 using the format “score-name score-version” (for example, “FICO 08” or “FICO Classic” or “FICO NextGen” or “FICO Industry” or “VantageScore 3.0”, or the corresponding score name and version using the specified format if “Other” was selected in item 110). Indicate if an internal score was used to map to a commercially available credit bureau score in item 38, or if a commercially available credit bureau score was reported directly. If none of these Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory C30 D Mandatory C30 D Mandatory N1 189 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 2014 data) 119 120 121 Internal Origination Credit Score Value Internal Refreshed Credit Score Flag InternalOrigScore Value R041 InternalRefrScore Flag R042 Internal Refreshed Credit Score Value InternalRefrScore Value R043 Description options were selected leave this field blank. 1. An internal score was used to map to a commercially available credit bureau score. 2. A commercially available credit bureau score was reported directly. If an internal score was used in any way in item 38, report the corresponding value of the internal score here. Indicate if an internal score was used to map to a commercially available credit bureau score in item 40, or if a commercially available credit bureau score is reported directly. If none of these options were selected leave this field blank. 1. An internal score is used to map to a commercially available credit bureau score. 2. A commercially available credit bureau score is reported directly. If an internal score was used in any way in item 40, report the corresponding value of the internal score here. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N6.3 D Mandatory N1 D Mandatory N6.3 190 FR Y-14M D.2 Portfolio Level Table Line Item No. 1 2 3 Line Item Name BankId PeriodId Credit Card Type Technical Line Item Name BankId (PK) PeriodId (PK) CreditCardType (PK) MDRM (CCRS) 9001 9999 M050 Description Identify the bank. Identify the reporting period. Reporting period is the period (month) over which account metrics are reported. Report portfolio level information in one of the following categories: 1 = General Purpose - can be used at a wide variety of merchants, including any who accept MasterCard, Visa, American Express or Discover credit cards. Include affinity, co-brand cards in this category, and student card if applicable. 2 = Private Label - also known as Proprietary Credit Cards, are tied to the retailer issuing the card and can only be used in that retailer's stores. Include oil & gas cards in this loan type, and student cards if applicable. 3 = Business Card - Include small business credit card accounts where the loan is underwritten with the sole proprietor or primary business owner as applicant. Report at the control account level or the individual pay level (not at the sub-account level). Static or Dynamic S D D Mandatory or Optional Mandatory Mandatory Mandatory Format N: Numeric C: Character C18 Date YYYYMMDD N1 191 FR Y-14M Line Item No. 4 Line Item Name Lending Type Technical Line Item Name LendingType(PK) MDRM (CCRS) M052 Description 4 = Corporate Card -Employersponsored credit cards for use by a company's employees. Report portfolio level information in one of the following categories: 1 = Consumer Bank Card - Regular general purpose credit cards that can be used at a wide variety of merchants, including any who accept MasterCard, Visa, American Express or Discover credit cards. Include affinity and co- brand cards in this category, and student cards if applicable. This product type also includes private label or propriety credit cards, which are tied to the retailer issuing the card and can only be used in that retailer’s stores. Include oil & gas cards in this loan type, and student cards if applicable. 2 = Consumer Charge Card Consumer credit cards for which the balance is repaid in full in each billing cycle. 3 = Non Consumer Card - Include small business credit card accounts where the loan is underwritten with the sole proprietor or primary business owner as applicant. Also report Corporate Static or Dynamic D Mandatory or Optional Mandatory Format N: Numeric C: Character N 1 192 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 5 End of Month Managed Receivables MonthEndManagedRe ceivables M119 6 End of Month Book Receivables MonthEndBookReceiv ables M120 Description Card Employer-sponsored credit cards for use by a company's employees. 4 = Non Consumer Charge Card – Small business credit card or corporate credit card for which the balance is repaid in full in each billing cycle. Report the end of month managed receivables. Include the amount of all outstanding credit card receivables, bank owned and securitized, to individuals for household, family and other personal expenditures arising from General Purpose or Private Label Credit Cards. For Business Cards, this would be the amount outstanding to individuals, bank owned and securitized, for business purposes. For Corporate Cards this will be the amount outstanding on Employer-sponsored credit cards, bank owned and securitized, for use by a company's employees. Report the end of month book receivables. Include the amount of outstanding credit card receivables, bank owned only (not securitized, not serviced for others), to individuals for household, family and other personal expenditures arising from charges on General Purpose or Private Label Credit Cards. For Business Cards, this would Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.4 D Mandatory N12.4 193 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Number of Accounts NumberAccount M121 8 Total Number of New Accounts ALLL Managed Balance NumberNewAccounts M122 ALLLManagedBalance M123 ALLL Booked Balance Projected Managed ALLLBookedBalance M124 10 11 Static or Dynamic Mandatory or Optional be the amount of extensions of credit to individuals for business purposes. For Corporate Cards this will be the amount outstanding on Employer-sponsored credit cards for use by a company's employees. 7 9 Description ProjectedManagedLos ses M125 Report total receivables of the booked accounts. Report in millions the total number of non-charge-off accounts as of the reporting month. The number of accounts included in this item should correspond to the balance numbers reported in fields #5 Report in thousands total number of new accounts originated in the reporting month. Report the amount of the ALLL assigned to the managed credit card portfolio at the end of the month; include reserves maintained for securitized assets, if any. The managed portfolio is defined as all the credit card loans institutions own, service, or manage for others on and/or off their balance sheets. Report the amount of the ALLL assigned to the bank-owned credit card portfolio at the end of the month. Report the estimated dollar amount of losses for the next Format N: Numeric C: Character D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 194 FR Y-14M Line Item No. 12 13 Line Item Name Technical Line Item Name MDRM (CCRS) Losses Projected Booked Losses Managed Gross Charge- offs for the current month ProjectedBankowned Losses M126 ManagedGrossCharge Offs M127 14 Booked Gross Charge-offs for the current month OnBalanceSheetGross ChargeOffs M128 15 Managed Bankruptcy Charge-off Amount for Current Month Booked Bankruptcy Charge-off ManagedBankruptcyC hargeOffAmount M129 OnBookBankruptcyCh argeOffAmount M130 16 Description 12 months (rolling basis each reporting month) for the entire managed portfolio. Report the estimated dollar amount of losses for the next 12 months (rolling basis each reporting month) for the bank-owned portfolio only. Report the dollar amount of gross charge-offs recognized in the reporting month for the entire managed portfolio (including, the total amount of any write-downs, fee waivers or reversal of loan interest and fees on the credit card receivables). Report the dollar amount of gross charge-offs recognized in reporting month for bank-owned receivables. (Including, the total amount of any write-downs, fee waivers or reversal of loan interest and fees on the credit card receivables). Report the dollar amount of gross charge-offs recognized in the reporting month that was due to bankruptcy for the entire managed portfolio. Report the dollar amount of gross charge-offs recognized in the reporting month that was due to bankruptcy for Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 195 FR Y-14M Line Item No. 17 18 19 20 21 22 Line Item Name Amount for Current Month Managed Recoveries Technical Line Item Name MDRM (CCRS) ManagedRecoveries M131 Booked Recoveries BookedRecoveries M132 Managed Principal Recovery Amount ManagedPrincipalRec overyAmount M133 ManagedInterestReco veryAmount M134 BookedPrincipalReco veryAmount M135 BookedInterestRecov eryAmount M136 Managed Interest and Fees Recovery Amount Booked Principal Recovery Amount Booked Interest and Fees Recovery Amount Description bank owned receivables. Report amounts recovered on credit card loans previously charged-off for the entire managed portfolio in the current reporting month. Report all recoveries for prior charge-offs on bank-owned receivables, recognized through the ALLL, in the current reporting month. Report amounts recovered attributed as principal recovery on credit card loans previously charged-off for the entire managed portfolio in the current reporting month. Report amounts recovered attributed as any interest and fees recoveries on credit card loans previously charged-off for the entire managed portfolio in the current reporting month. Report amounts recovered attributed as principal recovery on credit card loans previously charged-off for the entire booked portfolio in the current reporting month. Report amounts recovered attributed as any interest and fees recoveries on credit card loans previously charged-off for the entire booked portfolio in the current reporting month. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 196 FR Y-14M Line Item No. 23 Line Item Name Technical Line Item Name MDRM (CCRS) Interest and Fees Chargeoff/Reversal Amount InterestAndFeeCharg eOffAmount M137 24 Loan Loss Provision Expense LoanLossProvisionEx pense M138 25 Loan Loss Provision Taken ProvisionExpenseTak en M139 26 Loan Loss Provision Build ProvisionExpenseBuil d M140 Description Report the total amount of any writedowns, fee waivers or reversal of loan interest and fees on the credit card receivables during the reporting month. Interest and fee reversals, waivers or write-downs can include those charged against the allowance for loan and lease losses (ALLL), or a separate valuation reserve, or reversed against current period income during the reporting period. Report loan loss provision expenses during the month for credit cards only. Typically Loan Loss Provision Expense will be the sum of Loan Loss Provision Taken (Line item 25) and Loan Loss Provision Build (Line item 26). Report provision expenses taken during the month for credit cards only. This value should equal the total amount that is charged against the loss provision during the current month (charged‐off – recovery). Report the additional provision built up during the month for credit cards only. Provision build equals: provision expense + recoveries - charge-offs against the ALLL. Reporting procedures may vary across Static or Dynamic Mandatory or Optional Format N: Numeric C: Character N12.4 D Mandatory D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 197 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) Extraordinary ExtraOrdinaryItems Items M141 28 Interest Expense InterestExpense N158 TotalNonInterestExpe nse N159 RewardsExpense N161 30 31 Static or Dynamic Mandatory or Optional Banks. Typically Loan Loss Provision Expense (Line item 24) will be the sum of Loan Loss Provision Taken (Line item 25) and Loan Loss Provision Build (Line item 26). 27 29 Description Total NonInterest Expense Total NonInterest Expense Interchange Expense Total NonInterest Expense Rewards/Re InterchangeExpense N160 This value should be the additional loss provision made during the month according to the approved loss reserve methodology. Report extraordinary items, which are categorized as material and infrequent, such as gains and/or losses on the sale of credit card portfolios during the month. Report the total interest expenses accrued for the month to fund credit card receivables. Report the total non-interest expenses. Format N: Numeric C: Character D Mandatory N12.4 D Mandatory N12.4 D N12.4 Report the interchange expense fees paid to the card associations. D Mandatory Report the rewards/rebates expenses associated with reward and rebate programs for credit cards. D Mandatory N12.4 Mandatory N12.4 198 FR Y-14M Line Item No. 32 33 34 35 Line Item Name bates Expense Total NonInterest Expense Collections Expense Total NonInterest Expense Fraud Expense (Effective for submission of June 2013 data) Total NonInterest Expense - All Other Expenses Interest Income Technical Line Item Name MDRM (CCRS) CollectionsExpense N162 FraudExpense N163 OtherNonInterestExp ense N164 InterestIncome N165 Description Static or Dynamic Mandatory or Optional Format N: Numeric C: Character Report costs incurred to collect problem credits. Include the total collection cost for delinquent, recovery, and bankrupt accounts. D Mandatory N12.4 Report losses incurred as a result of fraudulent activity. D Mandatory N12.4 Report all other operating and other expenses associated with card operations. This includes servicing, cardholder billing, processing interchange, processing payments, card issuing, authorizations, card administration and outside services/outsourcing expenses, etc. Report total interest accrued and billed on credit card receivables for the month, less any interest waived or reversed as uncollectible or any amount added to a contra- asset account for uncollectible interest that the bank D Mandatory N12.4 D Mandatory N12.4 199 FR Y-14M Line Item No. Line Item Name Technical Line Item Name MDRM (CCRS) 36 Fee Income TotalFeeIncome N166 37 Fee Income Late Fee Income Fee Income Over Limit Fee Income Fee Income Balance Transfer Fee LateFeeIncome N167 BalanceTransferFeeIn come N169 38 39 40 41 Fee Income Convenience Check Fee Fee Income Cash Advance Fee (Effective for submission of June 2013 OverLimitFeeIncome ConvenienceCheckFee Income CashAdvanceFeeInco me N168 N170 N171 Description maintains and reports separately from the ALLL. Do not include fee income in this category. Report total fees assessed on credit card accounts during the month, less any fee waived or reversed as uncollectible or any amount added to a contra-asset account for uncollectible fees that the bank maintains and reports separately from the ALLL. Interchange, annual and debt suspension/cancellation fees should not be reported here. Report net fees assessed for late or nonpayment accounts. Report fees assessed for accounts going over established credit limits. Report fees assessed for transferring balances from another source outside the bank, such as another financial institution's credit card to a credit card at this bank. Report fees assessed for the use of checks provided to assess available credit on the account. Report fees assessed for cash advances on the account. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 200 FR Y-14M Line Item No. 42 Line Item Name data) Fee Income NSF Fee Fee Income Other Fee Income Technical Line Item Name MDRM (CCRS) NSFFeeIncome N172 45 Interchange Income All Other Non-Interest Income InterchangeIncome N174 46 Taxes Taxes N176 43 44 OtherFeeIncome OtherNonInterestInco me N173 N175 Description Report fees assessed for payments returned unpaid. Report other activity-based fees assessed on an account, such as foreign exchange conversion fees, not reported in Line items 37-42 but included in Line item 36. Report interchange fees received from the card associations. Report any other non-interest income as a part of total income that is not reported in line items 35, 36 (summation of 37-43), and, including annual fees, debt suspension/cancellation product fees, etc., associated with card operations. Report tax expenses applicable to credit card income. Static or Dynamic Mandatory or Optional Format N: Numeric C: Character D Mandatory N12.4 D Mandatory N12.4 D Mandatory N12.4 D D Mandatory Mandatory N12.4 N12.4 201
| File Type | application/pdf |
| File Title | Form FR Y-14M FR Y-14M FR Y-14M Form and Instructions |
| File Modified | 0000-00-00 |
| File Created | 0000-00-00 |