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Depository Institutions: Mortgage Loan Portfolios by Probability of Default 1
Billions of dollars
| Description | 2018 | 2019 | 2018:Q4 | 2019:Q1 | 2019:Q2 | 2019:Q3 | 2019:Q4 | 2020:Q1 | 2020:Q2 |
|---|---|---|---|---|---|---|---|---|---|
| First liens on residential properties: <= 1 percent | 254.2 | 286.0 | 254.2 | 254.8 | 269.5 | 273.5 | 286.0 | 294.9 | 317.1 |
| First liens on residential properties: 1.01-4 percent | 632.8 | 678.2 | 632.8 | 641.3 | 658.2 | 668.6 | 678.2 | 691.8 | 690.8 |
| First liens on residential properties: 4.01-7 percent | 213.3 | 219.1 | 213.3 | 214.6 | 218.0 | 213.4 | 219.1 | 221.0 | 219.0 |
| First liens on residential properties: 7.01-10 percent | 83.6 | 83.4 | 83.6 | 83.2 | 83.8 | 83.1 | 83.4 | 83.4 | 80.9 |
| First liens on residential properties: 10.01-14 percent | 35.8 | 35.4 | 35.8 | 35.6 | 36.2 | 35.8 | 35.4 | 34.9 | 34.5 |
| First liens on residential properties: 14.01-16 percent | 8.4 | 8.0 | 8.4 | 8.2 | 8.3 | 8.2 | 8.0 | 7.9 | 7.7 |
| First liens on residential properties: 16.01-18 percent | 6.3 | 5.7 | 6.3 | 6.1 | 6.1 | 5.9 | 5.7 | 5.7 | 5.6 |
| First liens on residential properties: 18.01-20 percent | 4.1 | 3.7 | 4.1 | 4.0 | 3.9 | 3.8 | 3.7 | 3.7 | 3.6 |
| First liens on residential properties: 20.01-22 percent | 3.0 | 2.7 | 3.0 | 2.9 | 2.9 | 2.8 | 2.7 | 2.6 | 2.5 |
| First liens on residential properties: 22.01-26 percent | 3.8 | 3.4 | 3.8 | 3.7 | 3.6 | 3.4 | 3.4 | 3.3 | 3.1 |
| First liens on residential properties: 26.01-30 percent | 2.3 | 2.0 | 2.3 | 2.2 | 2.2 | 2.1 | 2.0 | 2.0 | 1.9 |
| First liens on residential properties: >30 percent | 3.6 | 3.3 | 3.6 | 3.6 | 3.6 | 3.4 | 3.3 | 3.3 | 3.5 |
| First liens on residential properties: Unscoreable | 16.2 | 16.6 | 16.2 | 16.5 | 19.1 | 19.2 | 16.6 | 17.8 | 18.7 |
| First liens on residential properties: Total | 1267.5 | 1347.4 | 1267.5 | 1276.9 | 1315.4 | 1323.3 | 1347.4 | 1372.1 | 1388.9 |
| Nontraditional residential mortgages2: <= 1 percent | 40.5 | 46.0 | 40.5 | 40.6 | 41.8 | 43.0 | 46.0 | 47.5 | 50.5 |
| Nontraditional residential mortgages: 1.01-4 percent | 96.7 | 106.5 | 96.7 | 97.5 | 100.1 | 103.1 | 106.5 | 108.8 | 111.9 |
| Nontraditional residential mortgages: 4.01-7 percent | 42.0 | 41.7 | 42.0 | 42.0 | 41.8 | 41.9 | 41.7 | 42.4 | 42.8 |
| Nontraditional residential mortgages: 7.01-10 percent | 17.6 | 17.4 | 17.6 | 17.4 | 17.0 | 17.6 | 17.4 | 17.3 | 17.4 |
| Nontraditional residential mortgages: 10.01-14 percent | 12.0 | 11.2 | 12.0 | 11.8 | 11.1 | 11.1 | 11.2 | 11.5 | 11.2 |
| Nontraditional residential mortgages: 14.01-16 percent | 4.1 | 3.7 | 4.1 | 4.0 | 3.7 | 3.7 | 3.7 | 3.7 | 3.6 |
| Nontraditional residential mortgages: 16.01-18 percent | 3.4 | 3.0 | 3.4 | 3.3 | 3.1 | 3.1 | 3.0 | 2.9 | 3.0 |
| Nontraditional residential mortgages: 18.01-20 percent | 1.9 | 1.6 | 1.9 | 1.8 | 1.7 | 1.7 | 1.6 | 1.6 | 1.5 |
| Nontraditional residential mortgages: 20.01-22 percent | 1.4 | 1.1 | 1.4 | 1.3 | 1.2 | 1.2 | 1.1 | 1.1 | 1.1 |
| Nontraditional residential mortgages: 22.01-26 percent | 2.0 | 1.7 | 2.0 | 1.9 | 1.8 | 1.7 | 1.7 | 1.6 | 1.5 |
| Nontraditional residential mortgages: 26.01-30 percent | 1.5 | 1.3 | 1.5 | 1.5 | 1.4 | 1.4 | 1.3 | 1.2 | 1.2 |
| Nontraditional residential mortgages: >30 percent | 1.4 | 1.2 | 1.4 | 1.4 | 1.3 | 1.2 | 1.2 | 1.1 | 1.2 |
| Nontraditional residential mortgages: Unscoreable | 5.7 | 6.7 | 5.7 | 5.9 | 6.0 | 6.1 | 6.7 | 6.9 | 7.1 |
| Nontraditional residential mortgages: Total | 230.2 | 243.1 | 230.2 | 230.4 | 231.9 | 236.7 | 243.1 | 247.6 | 254.1 |
| Junior liens on residential properties: <= 1 percent | 3.6 | 3.4 | 3.6 | 3.5 | 3.7 | 3.3 | 3.4 | 3.4 | 3.4 |
| Junior liens on residential properties: 1.01-4 percent | 6.7 | 6.3 | 6.7 | 6.7 | 6.7 | 6.4 | 6.3 | 6.3 | 6.1 |
| Junior liens on residential properties: 4.01-7 percent | 4.8 | 4.3 | 4.8 | 4.7 | 4.6 | 4.4 | 4.3 | 4.3 | 4.0 |
| Junior liens on residential properties: 7.01-10 percent | 3.8 | 3.3 | 3.8 | 3.7 | 3.6 | 3.4 | 3.3 | 3.3 | 3.1 |
| Junior liens on residential properties: 10.01-14 percent | 2.7 | 2.4 | 2.7 | 2.7 | 2.6 | 2.4 | 2.4 | 2.3 | 2.2 |
| Junior liens on residential properties: 14.01-16 percent | 0.8 | 0.7 | 0.8 | 0.8 | 0.8 | 0.8 | 0.7 | 0.7 | 0.6 |
| Junior liens on residential properties: 16.01-18 percent | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.5 | 0.4 | 0.4 |
| Junior liens on residential properties: 18.01-20 percent | 0.4 | 0.3 | 0.4 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 |
| Junior liens on residential properties: 20.01-22 percent | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 |
| Junior liens on residential properties: 22.01-26 percent | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 |
| Junior liens on residential properties: 26.01-30 percent | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 | 0.1 |
| Junior liens on residential properties: >30 percent | 0.3 | 0.2 | 0.3 | 0.3 | 0.3 | 0.2 | 0.2 | 0.2 | 0.2 |
| Junior liens on residential properties: Unscoreable | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 |
| Junior liens on residential properties: Total | 24.7 | 22.2 | 24.7 | 24.3 | 24.1 | 22.8 | 22.2 | 22.1 | 21.2 |
| HELOC on residential properties3: <= 1 percent | 114.2 | 105.7 | 114.2 | 112.2 | 111.2 | 108.3 | 105.7 | 105.5 | 102.0 |
| HELOC on residential properties: 1.01-4 percent | 112.6 | 103.7 | 112.6 | 111.2 | 109.3 | 106.3 | 103.7 | 103.0 | 99.0 |
| HELOC on residential properties: 4.01-7 percent | 41.2 | 37.1 | 41.2 | 40.5 | 39.4 | 38.1 | 37.1 | 36.6 | 34.5 |
| HELOC on residential properties: 7.01-10 percent | 19.3 | 17.2 | 19.3 | 19.0 | 18.4 | 17.7 | 17.2 | 16.9 | 16.0 |
| HELOC on residential properties: 10.01-14 percent | 9.5 | 8.3 | 9.5 | 9.4 | 9.0 | 8.6 | 8.3 | 8.1 | 7.8 |
| HELOC on residential properties: 14.01-16 percent | 1.9 | 1.7 | 1.9 | 1.9 | 1.8 | 1.7 | 1.7 | 1.6 | 1.6 |
| HELOC on residential properties: 16.01-18 percent | 1.1 | 1.0 | 1.1 | 1.1 | 1.0 | 1.0 | 1.0 | 0.9 | 0.9 |
| HELOC on residential properties: 18.01-20 percent | 0.9 | 0.7 | 0.9 | 0.8 | 0.8 | 0.8 | 0.7 | 0.7 | 0.7 |
| HELOC on residential properties: 20.01-22 percent | 0.6 | 0.5 | 0.6 | 0.5 | 0.5 | 0.5 | 0.5 | 0.4 | 0.4 |
| HELOC on residential properties: 22.01-26 percent | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.4 | 0.3 | 0.4 |
| HELOC on residential properties: 26.01-30 percent | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 | 0.2 |
| HELOC on residential properties: >30 percent | 0.3 | 0.2 | 0.3 | 0.3 | 0.3 | 0.3 | 0.2 | 0.2 | 0.3 |
| HELOC on residential properties: Unscoreable | 2.9 | 3.1 | 2.9 | 2.7 | 2.7 | 2.5 | 3.1 | 2.5 | 2.6 |
| HELOC on residential properties: Total | 305.0 | 279.7 | 305.0 | 300.2 | 295.0 | 286.5 | 279.7 | 277.0 | 266.3 |
(1) Data are reported on a consolidated basis, i.e., including bank assets and liabilities held abroad. Reporting institutions are generally those with $10 billion or more of assets. Return to text.
(2) Nontraditional mortgages include subprime mortgages, interest-only mortgages, and payment option adjustable rate mortgages (ARMs). Return to text.
(3) HELOCs are home equity lines of credit with a fixed maximum credit amount. Return to text.
Last Update:
October 02, 2020