1234567 SAMPLE BANK HOLDING COMPANY RICHMOND, VA FR Dist: 05 Peer: 1

SERVICING, SECURITIZATION AND ASSET SALE ACTIVITIES - PART I

PAGE 17

ACTIVITY ($000) --------------Securitization Activities 1-4 Family Residential Loans Home Equity Lines Credit Card Receivables Auto Loans Commercial and Industrial Loans All Other Loans and Leases Retained Interest-Only Strips 1-4 Family Residential Loans Home Equity Lines Credit Card Receivables Auto Loans Commercial and Industrial Loans All Other Loans and Leases Retained Credit Enhancements 1-4 Family Residential Loans Home Equity Lines Credit Card Receivables Auto Loans Commercial and Industrial Loans All Other Loans and Leases Total Retained Credit Exposure Unused Commit to Provide Liq (Servicer Adv) Seller's Interest in Securities & Loans Home Equity Lines Credit Card Receivables Commercial and Industrial Loans Asset-Backed Commercial Paper Conduits Cr Exp from Conduits by Bank or Oth Inst Liq Commit from Conduits by Bank/Oth Inst ACTIVITY % OF TOTAL ASSETS -------------------------Securitization Activities 1-4 Family Residential Loans Home Equity Lines Credit Card Receivables Auto Loans Commercial and Industrial Loans All Other Loans and Leases Asset-Backed Commercial Paper Conduits Cr Exp, Conduits by Bank or Oth Inst Liq Commit, Conduits by Bank/Oth Inst PERCENT OF TOTAL MANAGED ASSETS (ON-BALANCE-SHEET LOANS + SECURITIZED LOANS) 1-4 Family Residential Loans Home Equity Lines Credit Card Receivables Auto Loans and Other Consumer Loans Commercial and Industrial Loans All Other Loans and Leases

mm/dd/yyyy -----------222,638 20,579 202,059 0 0 0 0 3,309 0 3,309 0 0 0 0 7,110 0 7,110 0 0 0 0 10,419 0 46,345 46,345 0 0 6,418,134 298,134 6,120,000 mm/dd/yyyy ---------0.46 0.04 0.42 0.00 0.00 0.00 0.00 13.22 0.61 12.60

mm/dd/yyyy -----------260,845 0 260,845 0 0 0 0 4,490 0 4,490 0 0 0 0 8,254 0 8,254 0 0 0 0 12,744 0 14,069 14,069 0 0 6,423,854 303,854 6,120,000 mm/dd/yyyy ---------0.56 0.00 0.56 0.00 0.00 0.00 0.00 13.68 0.65 13.03

mm/dd/yyyy -----------316,957 0 316,957 0 0 0 0 5,303 0 5,303 0 0 0 0 9,367 0 9,367 0 0 0 0 14,670 0 16,701 16,701 0 0 6,441,107 321,107 6,120,000 mm/dd/yyyy ---------0.69 0.00 0.69 0.00 0.00 0.00 0.00 14.07 0.70 13.37

mm/dd/yyyy -----------356,723 0 356,723 0 0 0 0 5,878 0 5,878 0 0 0 0 10,423 0 10,423 0 0 0 0 16,301 0 19,690 19,690 0 0 6,459,451 339,451 6,120,000 mm/dd/yyyy ---------0.79 0.00 0.79 0.00 0.00 0.00 0.00 14.31 0.75 13.56

mm/dd/yyyy -----------401,480 0 401,480 0 0 0 0 6,591 0 6,591 0 0 0 0 11,480 0 11,480 0 0 0 0 18,071 0 22,397 22,397 0 0 6,464,180 344,180 6,120,000 mm/dd/yyyy ---------0.93 0.00 0.93 0.00 0.00 0.00 0.00 14.92 0.79 14.13

PERCENT CHANGE 1-QTR 1-YR --------------14.7 -44.6 N/A N/A -22.5 -49.7 N/A N/A N/A N/A N/A N/A N/A N/A -26.3 -49.8 N/A N/A -26.3 -49.8 N/A N/A N/A N/A N/A N/A N/A N/A -13.9 -38.1 N/A N/A -13.9 -38.1 N/A N/A N/A N/A N/A N/A N/A N/A -18.2 -42.3 N/A 229.4 229.4 N/A N/A -0.1 -1.9 0.0 N/A 106.9 106.9 N/A N/A -0.7 -13.4 0.0

11.95 4.51 0.29 1.51 23.20 58.54

12.38 4.61 0.33 1.49 23.79 57.39

12.85 4.71 0.32 1.55 22.83 57.74

13.14 4.93 0.34 1.56 22.63 57.41

13.62 5.05 0.34 1.76 22.92 56.30

BHCPR User’s Guide • March 2007

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Servicing, Securitization, and Asset Sale Activity—Part I

BHCPR page 17 provides, on a fully consolidated basis, information on a BHC’s servicing, securitization, and asset sale activities, including the total dollar amount of all securitiza­ tion activity, the dollar amounts of each securitized asset type, and the dollar amounts of retained credit exposure for each securitized asset type. It also provides information on unused commitments to provide liquidity, the amount of ownership, or seller’s, interest in securities and loans, as well as credit exposures arising from asset-backed commercial paper conduits. At the bottom of this report page, each securitized asset type is compared to total assets and total managed assets. Securitization information is presented only for those BHCs that are engaged in secu­ ritization activities. Data is obtained from schedule HC-S of the FR Y-9C report. extensions of credit to individuals for household, family, and other personal expenditures arising from credit cards that have been sold and securitized with servicing retained or with recourse or other sellerprovided credit enhancements. Auto Loans Outstanding principal balance of loans to individuals for the purpose of purchasing private passenger vehicles, including minivans, sportutility vehicles, pickup trucks, and similar light trucks for personal use that have been sold and securitized with servicing retained or with recourse or other seller-provided credit enhancements. Commercial and Industrial Loans Outstanding principal balance of loans for commercial and indus­ trial purposes to sole proprietorships, partnerships, corporations, and other business enterprises, whether secured (other than by real estate) or unsecured, single payment or installment, that have been sold and securitized with servicing retained or with recourse or other sellerprovided credit enhancements. All Other Loans and Leases Outstanding principal balance of all other loans that cannot properly be reported in other categories, and all lease financing receivables that have been sold and securitized with servicing retained or with recourse or other seller-provided credit enhancements. 1–4 Family Residential Loans The carrying value (maximum con­ tractual credit exposure) of creditenhancing interest-only strips pro­ vided for securitized closed-end loans secured by first or junior liens on 1–4 family residential properties. Home Equity Lines The carrying value (maximum contractual credit exposure) of creditenhancing interest-only strips pro­ vided for securitized revolving, openend lines of credit secured by 1–4 family residential properties. Credit Card Receivables The carrying value (maximum con­ tractual credit exposure) of creditenhancing interest-only strips pro­ vided for securitized extensions of credit to individuals for household, family, and other personal expendi­ tures arising from credit cards. Auto Loans The carrying value (maximum con­ tractual credit exposure) of creditenhancing interest-only strips provided for securitized loans to individuals for the purpose of pur­ chasing private passenger vehicles, including minivans, sport-utility vehicles, pickup trucks, and similar light trucks for personal use. Commercial and Industrial Loans The carrying value (maximum con­ tractual credit exposure) of creditenhancing interest-only strips provided for securitized loans for commercial and industrial purposes to sole proprietorships, partnerships, corporations, and other business enterprises, whether secured (other than by real estate) or unsecured, single payment or installment. All Other Loans and Leases The carrying value (maximum con­ tractual credit exposure) of creditenhancing interest-only strips proBHCPR User’s Guide • March 2007

Activity ($000) Securitization Activities
The sum of outstanding principal balances of all assets sold and securitized with servicing retained or with recourse or other sellerprovided credit enhancements. 1-4 Family Residential Loans Outstanding principal balance of closed-end loans secured by first or junior liens on 1-4 family residential properties that have been sold and securitized with servicing retained or with recourse or other sellerprovided credit enhancements. Home Equity Lines Outstanding principal balance of revolving, open-end lines of credit secured by 1-4 family residential properties that have been sold and securitized with servicing retained or with recourse or other sellerprovided credit enhancements. Credit Card Receivables Outstanding principal balance of 3-76

Retained Interest-Only Strips
The sum of the carrying values (maxi­ mum contractual credit exposure) of credit-enhancing interest-only strips that the BHC has retained as credit enhancements in connection with the securitization structures reported in HC-S, item 1.

vided for all other securitized loans that cannot properly be reported in other categories, and all securitized lease financing receivables.

ditures arising from credit cards, excluding retained credit-enhancing interest-only strips. Auto Loans

Unused Commitments to Provide Liquidity (Servicer Advances)
The total dollar amount of unused portions of commitments provided by the BHC to the securitization struc­ tures reported in HC-S, item 1.

Retained Credit Enhancements
The sum of the unused portions of standby letters of credit, subordinated securities, and maximum contrac­ tual amounts of recourse or other credit exposures arising from credit enhancements that the BHC has provided or retained in connection with the securitization structures reported in HC-S, item 1, excluding retained credit-enhancing interestonly strips. 1–4 Family Residential Loans The unused portions of standby letters of credit, subordinated secu­ rities, and maximum contractual amounts of recourse or other cred­ it exposures arising from credit enhancements that the BHC has pro­ vided for securitized closed-end loans secured by first or junior liens on 1–4 family residential properties, excluding retained credit-enhancing interest-only strips. Home Equity Lines The unused portions of standby letters of credit, subordinated secu­ rities, and maximum contractual amounts of recourse or other cred­ it exposures arising from credit enhancements that the BHC has provided for securitized revolving, open-end lines of credit secured by 1–4 family residential properties, excluding retained credit-enhancing interest-only strips. Credit Card Receivables The unused portions of standby letters of credit, subordinated secu­ rities, and maximum contractual amounts of recourse or other cred­ it exposures arising from credit enhancements that the BHC has pro­ vided for securitized extensions of credit to individuals for household, family, and other personal expen­
BHCPR User’s Guide • March 2007

The unused portions of standby letters of credit, subordinated secu­ rities, and maximum contractual amounts of recourse or other cred­ it exposures arising from credit enhancements that the BHC has pro­ vided for securitized loans for the purpose of purchasing private pas­ senger vehicles, including minivans, sport-utility vehicles, pickup trucks, and similar light trucks for per­ sonal use, excluding retained creditenhancing interest-only strips. Commercial and Industrial Loans The unused portions of standby letters of credit, subordinated secu­ rities, and maximum contractual amounts of recourse or other cred­ it exposures arising from credit enhancements that the BHC has provided for securitized loans for commercial and industrial purposes to sole proprietorships, partnerships, corporations, and other business enterprises, whether secured (other than by real estate) or unsecured, single payment or installment, excluding retained credit-enhancing interest-only strips. All Other Loans and Leases The unused portions of standby letters of credit, subordinated secu­ rities, and maximum contractual amounts of recourse or other cred­ it exposures arising from credit enhancements that the BHC has pro­ vided for all other securitized loans that cannot properly be reported in other categories, and all securitized lease financing receivables. Total Retained Credit Exposure The sum of total retained interestonly strips and other retained credit enhancements provided by the BHC to the securitization structures reported in schedule HC-S, item 1, of the FR Y-9C report.

Seller’s Interest in Securities & Loans
The sum of securities carrying val­ ues or loan principal balances of the BHC’s ownership (or seller’s) inter­ est associated with securitized home equity lines, securitized credit card receivables, and securitized commer­ cial and industrial loans. Home Equity Lines The sum of securities carrying val­ ues or loan principal balances of the BHC’s ownership (or seller’s) inter­ est associated with securitized home equity lines. Credit Card Receivables The sum of securities carrying val­ ues or loan principal balances of the BHC’s ownership (or seller’s) inter­ est associated with securitized credit card receivables. Commercial and Industrial Loans The sum of securities carrying values or loan principal balances of the BHC’s ownership (or seller’s) interest associated with securi­ tized commercial and industrial loans.

Asset-Backed Commercial Paper Conduits
The maximum amount of credit exposure arising from credit enhance­ ments, in the form of standby letters of credit, subordinated securities, and other enhancements provided to conduit structures, plus unused commitments to provide liquidity to conduit structures. 3-77

Credit Exposure to Conduits Sponsored by the Bank, Bank Affiliate, or BHC The unused portion of standby let­ ters of credit, the carrying value of subordinated securities, and the maximum contractual amount of credit exposure arising from other credit enhancements that has been provided to asset-backed commercial paper conduit structures sponsored by the BHC’s bank(s), an affiliate of the bank or BHC, or the BHC. Liquidity Commitment to Conduits Sponsored by the Bank, Bank Affiliate or BHC The unused portions of commitments that function as liquidity facilities provided to asset-backed commercial paper conduit structures sponsored by the BHC's bank(s), an affiliate of the bank or BHC, or the BHC.

Credit Card Receivables Outstanding principal balance of extensions of credit to individuals for household, family, and other personal expenditures arising from credit cards that have been sold and securitized with servicing retained or with recourse or other sellerprovided credit enhancements divided by total assets. Auto Loans Outstanding principal balance of loans to individuals for the purpose of purchasing private passenger vehicles, including minivans, sportutility vehicles, pickup trucks, and similar light trucks for personal use that have been sold and securitized with servicing retained or with recourse or other seller-provided credit enhancements divided by total assets. Commercial and Industrial Loans Outstanding principal balance of loans for commercial and indus­ trial purposes to sole proprietorships, partnerships, corporations, and other business enterprises, whether secured (other than by real estate) or unsecured, single payment or installment, that have been sold and securitized with servicing retained or with recourse or other sellerprovided credit enhancements divided by total assets. All Other Loans and Leases Outstanding principal balance of all other loans that cannot properly be reported in other categories, and all lease financing receivables that have been sold and securitized with servic­ ing retained or with recourse or other seller-provided credit enhancements divided by total assets.

other enhancements, plus unused commitments to provide liquidity to conduit structures divided by total assets. Credit Exposure to Conduits Sponsored by the Bank, Bank Affiliate, or BHC The unused portion of standby letters of credit, the carrying value of subor­ dinated securities, and the maximum contractual amount of credit exposure arising from other credit enhance­ ments that has been provided to assetbacked commercial paper conduit structures sponsored by the BHC’s bank(s), an affiliate of the bank or BHC, or the BHC structures divided by total assets. Liquidity Commitment to Conduits Sponsored by the Bank, Bank Affiliate or BHC The unused portions of commitments that function as liquidity facilities provided to asset-backed commercial paper conduit structures sponsored by the BHC's bank(s), an affiliate of the bank or BHC, or the BHC divided by total assets.

Activity as a Percent of Total Assets Securitization Activities
The sum of outstanding principal balances of all assets sold and securitized with servicing retained or with recourse or other sellerprovided credit enhancements divided by total assets. 1–4 Family Residential Loans Outstanding principal balance of closed-end loans secured by first or junior liens on 1–4 family residential properties that have been sold and securitized with servicing retained or with recourse or other sellerprovided credit enhancements divided by total assets. Home Equity Lines Outstanding principal balance of revolving, open-end lines of credit secured by 1–4 family residential properties that have been sold and securitized with servicing retained or with recourse or other sellerprovided credit enhancements divided by total assets. 3-78

Percent of Total Managed Assets Definition of Managed Assets
Managed assets are defined as the sum of on-balance-sheet loans and leases plus securitized loans and leases. 1–4 Family Residential Loans Managed loans secured by first or junior liens on 1–4 family residential properties divided by total managed assets. Home Equity Lines Managed revolving, open-end lines of credit secured by 1–4 family resi­ dential properties divided by total managed assets. Credit Card Receivables Managed credit to individuals for household, family, and other personal
BHCPR User’s Guide • March 2007

Asset-Backed Commercial Paper Conduits
The maximum amount of credit exposure arising from credit enhance­ ments, in the form of standby letters of credit, subordinated securities, and

expenditures arising from credit cards divided by total managed assets. Auto Loans and Other Consumer Loans Managed loans to individuals for the purpose of purchasing private pas­ senger vehicles, including minivans, sport-utility vehicles, pickup trucks, and similar light trucks for per­ sonal use and other consumer loans divided by total managed assets. Commercial and Industrial Loans Managed loans for commercial and industrial purposes to sole proprie­

torships, partnerships, corporations, and other business enterprises, whether secured (other than by real estate) or unsecured, single payment or installment, divided by total man­ aged assets. All Other Loans and Leases All other managed loans that cannot properly be reported in other cat­ egories and all lease financing receivables divided by total managed assets.

BHCPR User’s Guide • March 2007

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