Asset Quality and Allowances for Loan and Lease Losses and Unfunded Loan Commitments and Letters Of Credit (Consumer Real Estate Secured Asset Quality Indicators - Excluding Purchased Impaired Loans) (Details) (USD $) In Millions, unless otherwise specified	Dec. 31, 2011		Dec. 31, 2010
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	$ 7,521		$ 9,723
Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	12,626	[1],[2]
Purchased Impaired Loans - Outstanding Balance	268	[3],[4],[5]
Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	18,367	[1],[2]
Purchased Impaired Loans - Outstanding Balance	3,137	[3],[4],[5]
Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	10,021	[1],[2]
Purchased Impaired Loans - Outstanding Balance	3,128	[3],[4],[5]
Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	41,014	[6]	42,298	[6]
Purchased Impaired Loans - Outstanding Balance	6,533	[6]	7,924	[6]
Government Insured or Guaranteed Loans	2,884	[6]	2,488	[6]
Total consumer real estate secured loans [Member] | Pennsylvania [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Higher Risk Loans	13.00%
Total consumer real estate secured loans [Member] | New Jersey [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Higher Risk Loans	13.00%
Total consumer real estate secured loans [Member] | Illinois [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Higher Risk Loans	10.00%
Percentage Of Purchased Impaired Loans	12.00%
Total consumer real estate secured loans [Member] | Ohio [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Higher Risk Loans	9.00%
Percentage Of Purchased Impaired Loans	9.00%
Total consumer real estate secured loans [Member] | California [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Higher Risk Loans	8.00%
Percentage Of Purchased Impaired Loans	22.00%
Total consumer real estate secured loans [Member] | Florida [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Higher Risk Loans	8.00%
Percentage Of Purchased Impaired Loans	13.00%
Total consumer real estate secured loans [Member] | New York [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Purchased Impaired Loans	4.00%
Total consumer real estate secured loans [Member] | Maryland [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Higher Risk Loans	5.00%
Total consumer real estate secured loans [Member] | Michigan [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Higher Risk Loans	5.00%
Percentage Of Purchased Impaired Loans	5.00%
Total consumer real estate secured loans [Member] | All Other States Maximum [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Higher Risk Loans	3.00%
Percentage Of Purchased Impaired Loans	3.00%
Total consumer real estate secured loans [Member] | All Other States [Member]
Financing Receivable, Recorded Investment [Line Items]
Percentage Of Higher Risk Loans	29.00%
Percentage Of Purchased Impaired Loans	35.00%
LTV greater than or equal to 125% and updated FICO scores | FICO greater than 660 | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	1,448	[1],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	21	[10],[3],[4],[5],[9]
LTV greater than or equal to 125% and updated FICO scores | FICO greater than 660 | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	3,488	[1],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	871	[10],[3],[4],[5],[9]
LTV greater than or equal to 125% and updated FICO scores | FICO greater than 660 | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	1,845	[1],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	361	[10],[3],[4],[5],[9]
LTV greater than or equal to 125% and updated FICO scores | FICO greater than 660 | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	6,781	[1],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	1,253	[10],[3],[9]
LTV greater than or equal to 125% and updated FICO scores | FICO less than or equal to 660 | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	213	[1],[11],[12],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	28	[10],[3],[4],[5],[9]
LTV greater than or equal to 125% and updated FICO scores | FICO less than or equal to 660 | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	713	[1],[11],[12],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	532	[10],[3],[4],[5],[9]
LTV greater than or equal to 125% and updated FICO scores | FICO less than or equal to 660 | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	463	[1],[11],[12],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	681	[10],[3],[4],[5],[9]
LTV greater than or equal to 125% and updated FICO scores | FICO less than or equal to 660 | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	1,389	[1],[11],[12],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	1,241	[10],[3],[9]
LTV greater than or equal to 125% and updated FICO scores | Missing FICO | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	494	[1],[2],[7],[8]
LTV greater than or equal to 125% and updated FICO scores | Missing FICO | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	135	[1],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	24	[10],[3],[4],[5],[9]
LTV greater than or equal to 125% and updated FICO scores | Missing FICO | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	289	[1],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	38	[10],[3],[4],[5],[9]
LTV greater than or equal to 125% and updated FICO scores | Missing FICO | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	918	[1],[2],[7],[8]
Purchased Impaired Loans - Outstanding Balance	62	[10],[3],[9]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | FICO greater than 660 | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	1,017	[1],[2]
Purchased Impaired Loans - Outstanding Balance	19	[3],[4],[5]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | FICO greater than 660 | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	2,864	[1],[2]
Purchased Impaired Loans - Outstanding Balance	490	[3],[4],[5]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | FICO greater than 660 | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	1,336	[1],[2]
Purchased Impaired Loans - Outstanding Balance	229	[3],[4],[5]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | FICO greater than 660 | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	5,217	[1],[2]
Purchased Impaired Loans - Outstanding Balance	738	[3]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | FICO less than or equal to 660 | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	172	[1],[11],[12],[2]
Purchased Impaired Loans - Outstanding Balance	22	[3],[4],[5]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | FICO less than or equal to 660 | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	517	[1],[11],[12],[2]
Purchased Impaired Loans - Outstanding Balance	272	[3],[4],[5]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | FICO less than or equal to 660 | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	349	[1],[11],[12],[2]
Purchased Impaired Loans - Outstanding Balance	375	[3],[4],[5]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | FICO less than or equal to 660 | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	1,038	[1],[11],[12],[2]
Purchased Impaired Loans - Outstanding Balance	669	[3]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | Missing FICO | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	186	[1],[2]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | Missing FICO | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	87	[1],[2]
Purchased Impaired Loans - Outstanding Balance	19	[3],[4],[5]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | Missing FICO | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	53	[1],[2]
Purchased Impaired Loans - Outstanding Balance	7	[3],[4],[5]
LTV greater than or equal to 100% to less than 125% and updated FICO scores | Missing FICO | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	326	[1],[2]
Purchased Impaired Loans - Outstanding Balance	26	[3]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | FICO greater than 660 | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	687	[1],[2]
Purchased Impaired Loans - Outstanding Balance	10	[3],[4],[5]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | FICO greater than 660 | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	1,350	[1],[2]
Purchased Impaired Loans - Outstanding Balance	118	[3],[4],[5]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | FICO greater than 660 | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	760	[1],[2]
Purchased Impaired Loans - Outstanding Balance	116	[3],[4],[5]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | FICO greater than 660 | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	2,797	[1],[2]
Purchased Impaired Loans - Outstanding Balance	244	[3]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | FICO less than or equal to 660 | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	111	[1],[2]
Purchased Impaired Loans - Outstanding Balance	13	[3],[4],[5]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | FICO less than or equal to 660 | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	205	[1],[2]
Purchased Impaired Loans - Outstanding Balance	69	[3],[4],[5]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | FICO less than or equal to 660 | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	200	[1],[2]
Purchased Impaired Loans - Outstanding Balance	208	[3],[4],[5]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | FICO less than or equal to 660 | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	516	[1],[2]
Purchased Impaired Loans - Outstanding Balance	290	[3]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | Missing FICO | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	3	[1],[2]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | Missing FICO | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	2	[1],[2]
Purchased Impaired Loans - Outstanding Balance	5	[3],[4],[5]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | Missing FICO | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	12	[1],[2]
Purchased Impaired Loans - Outstanding Balance	4	[3],[4],[5]
LTV greater than or equal to 90% to less than 100% and updated FICO scores | Missing FICO | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	17	[1],[2]
Purchased Impaired Loans - Outstanding Balance	9	[3]
LTV less than 90% and updated FICO scores | FICO greater than 660 | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	7,190	[1],[2]
Purchased Impaired Loans - Outstanding Balance	52	[3],[4],[5]
LTV less than 90% and updated FICO scores | FICO greater than 660 | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	7,888	[1],[2]
Purchased Impaired Loans - Outstanding Balance	398	[3],[4],[5]
LTV less than 90% and updated FICO scores | FICO greater than 660 | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	3,152	[1],[2]
Purchased Impaired Loans - Outstanding Balance	404	[3],[4],[5]
LTV less than 90% and updated FICO scores | FICO greater than 660 | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	18,230	[1],[2]
Purchased Impaired Loans - Outstanding Balance	854	[3]
LTV less than 90% and updated FICO scores | FICO less than or equal to 660 | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	1,080	[1],[2]
Purchased Impaired Loans - Outstanding Balance	102	[3],[4],[5]
LTV less than 90% and updated FICO scores | FICO less than or equal to 660 | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	1,102	[1],[2]
Purchased Impaired Loans - Outstanding Balance	322	[3],[4],[5]
LTV less than 90% and updated FICO scores | FICO less than or equal to 660 | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	799	[1],[2]
Purchased Impaired Loans - Outstanding Balance	679	[3],[4],[5]
LTV less than 90% and updated FICO scores | FICO less than or equal to 660 | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	2,981	[1],[2]
Purchased Impaired Loans - Outstanding Balance	1,103	[3]
LTV less than 90% and updated FICO scores | Missing FICO | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	14	[1],[2]
Purchased Impaired Loans - Outstanding Balance	1	[3],[4],[5]
LTV less than 90% and updated FICO scores | Missing FICO | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	13	[1],[2]
Purchased Impaired Loans - Outstanding Balance	16	[3],[4],[5]
LTV less than 90% and updated FICO scores | Missing FICO | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	32	[1],[2]
Purchased Impaired Loans - Outstanding Balance	22	[3],[4],[5]
LTV less than 90% and updated FICO scores | Missing FICO | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	59	[1],[2]
Purchased Impaired Loans - Outstanding Balance	39	[3]
Missing LTV and updated FICO scores | FICO greater than 660 | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	9	[1],[2]
Missing LTV and updated FICO scores | FICO greater than 660 | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	2	[1],[2]
Missing LTV and updated FICO scores | FICO greater than 660 | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	1	[3],[4],[5]
Missing LTV and updated FICO scores | FICO greater than 660 | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	11	[1],[2]
Purchased Impaired Loans - Outstanding Balance	1	[3]
Missing LTV and updated FICO scores | FICO less than or equal to 660 | Home Equity [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	2	[1],[2]
Missing LTV and updated FICO scores | FICO less than or equal to 660 | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	1	[1],[2]
Missing LTV and updated FICO scores | FICO less than or equal to 660 | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	1	[3],[4],[5]
Missing LTV and updated FICO scores | FICO less than or equal to 660 | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	3	[1],[2]
Purchased Impaired Loans - Outstanding Balance	1	[3]
Missing LTV and updated FICO scores | Missing FICO | Home Equity [Member] | 2nd Liens
Financing Receivable, Recorded Investment [Line Items]
Purchased Impaired Loans - Outstanding Balance	1	[3],[4],[5]
Missing LTV and updated FICO scores | Missing FICO | Residential Real Estate [Member] | 1st Liens
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	731	[1],[2]
Purchased Impaired Loans - Outstanding Balance	2	[3],[4],[5]
Missing LTV and updated FICO scores | Missing FICO | Total consumer real estate secured loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Outstanding - Excluding Purchased Impaired Loans	731	[1],[2]
Purchased Impaired Loans - Outstanding Balance	$ 3	[3]

[1] This table excludes purchased impaired loans of approximately $6.5 billion in outstanding balances (See the Consumer Real Estate Secured Asset Quality Indicators - Purchased Impaired Loans table below for additional information), government insured or guaranteed residential real estate mortgages of approximately $2.9 billion, and loans held for sale.

[2] Amounts shown represent outstanding balance.

[3] Amounts shown represent outstanding balance. See Note 6 Purchased Impaired Loans for additional information.

[4] For the estimate of cash flows utilized in our purchased impaired loan accounting, other assumptions and estimates are made, including amortization of first lien balances, pre-payment rates, etc., which are not reflected in this table.

[5] The following states have the highest percentage of loans: California 22%, Florida 13%, Illinois 12%, Ohio 9%, Michigan 5% and New York 4%. None of the remaining states have above 3% concentration of purchased impaired loans, however, on a collective basis the remaining states make up 35% of the purchased impaired portfolio.

[6] Represents outstanding balance.

[7] Based upon updated LTV (inclusive of CLTV for second lien positions).

[8] Updated LTV (inclusive of CLTV for second lien positions) are estimated using modeled property values. These ratios are updated at least annually. The related estimates and inputs are based upon an approach that uses a combination of third-party automated valuation models (AVMs), HPI indices, property location, internal and external balance information, origination data and management assumptions. In cases where we are in an originated second lien position, we generally utilize origination balances provided by a third-party which do not include an amortization assumption when calculating updated LTV. Accordingly, the results of these calculations do not represent actual appraised loan level collateral or updated LTV based upon a current first lien balance, and as such, are necessarily imprecise and subject to change as we enhance our methodology.

[9] Based upon updated LTV (inclusive of CLTV for second lien positions).

[10] Updated LTV (inclusive of CLTV for second lien positions) are estimated using modeled property values. These ratios are updated at least annually. The related estimates and inputs are based upon an approach that uses a combination of third-party AVMs, HPI indices, property location, internal and external balance information, origination data and management assumptions. In cases where we are in an originated second lien position, we generally utilize origination balances provided by a third-party which do not include an amortization assumption when calculating updated LTV. Accordingly, the results of these calculations do not represent actual appraised loan level collateral or updated LTV based upon a current first lien balance, and as such, are necessarily imprecise and subject to change as we enhance our methodology.

[11] Higher risk loans are defined as loans with both an updated FICO score of less than or equal to 660 and an updated LTV greater than or equal to 100%.

[12] The following states have the highest percentage of higher risk loans: Pennsylvania 13%, New Jersey 13%, Illinois 10%, Ohio 9%, Florida 8%, California 8%, Maryland 5%, and Michigan 5%. The remainder of the states have lower than 3% of the high risk loans individually, and collectively they represent approximately 29% of the higher risk loans.