T-REX data dictionaries ensure users quick access to assess and gain insights into a variety of different metrics. The dictionaries allow users to match their original fields with the standardized T-REX field and definition they will see on the platform.
| Titan Field Name | Calculated or Raw | Asset Type | Field Description | Conditions | Calculation | Data_Type | Notes |
| Unpaid Accrued Interest Due | Borrowing Base | The interest accrued but unpaid, calculated pro rata to the number of days from the last interest payment date to the date of settlement for the OCEANEs. | When accrual_date < Request Date AND accrual_date is in same year as Request Date | SUM(X) | CURRENCY | X: interest_accrued | |
| Total Ineligible Balance | Borrowing Base | Total principal balance minus approved ineligible loan amount | CURRENCY | ||||
| Write-Off Principal Amount | Borrowing Base | Last Available Column | |||||
| Adjusted Pool Balance | Borrowing Base | Pool Balance adjusted | CURRENCY | ||||
| Total Outstanding Shortfalls | Borrowing Base | The cumulative outstanding principal and interest amounts due on the entire lending arrangement (i.e. not just the securitised underlying exposure) as at the data cut-off date. | IF SUM(X,Y,Z,T) - C > 0, SUM(X,Y,Z,T) - C, ELSE 0 | CURRENCY | X: Unpaid Accrued Interest Due (Row 16) Y: Unused Fee (Row 17) Z: Agent Fee (Row 18) T: Servicing Fee (Row 19) C: Interest Due | ||
| Principal Payment | Borrowing Base | Principal payment made to a ABS Tranche. | When accrual_date < Request Date AND accrual_date is in same year as Request Date | SUM(X) | CURRENCY | X: principal_collected | |
| Par Value - Less Shortfalls | Borrowing Base | Par Value less any residual interest shortfalls | X - Y | CURRENCY | X: Principal Payment (Row 21) Y: Total Outstanding Shortfalls (Row 20) | ||
| Loan Balance Added | Borrowing Base | Total Loan balance added to a specific product type, pool, or other collection of assets during a reporting period | Last Available Column | CURRENCY | |||
| Available Commitments % | Borrowing Base | The available commitments divided by the total commitments amount. | IF X > 0, ELSE 0 | X/Y | NUMBER | X: Committed Capital (Row 30) Y: Comittment Amount (Row 10) | |
| Borrowing Base | Borrowing Base | (SUM(X,Y)) * Z | CURRENCY | X: Adjusted Pool Balance (Row 2) Y: Par Value - Less Shortfalls (Row 22) Z: Alternate Advance Rate (Row 23) | |||
| Current Advance Balance | Borrowing Base | Advance balance currently available | X - Y | CURRENCY | X: Funded Amount - End of Collection Period (Row 25) Y: Funded Amount - Beginning of Collection Period (Row 26) | ||
| Request Date | Borrowing Base | The date of a Lending Facility draw request | Last Available Column | DATE | |||
| Reserve Account Balance | Borrowing Base | Last Available Column | CURRENCY | ||||
| Commitment Amount | Borrowing Base | The total amount benefits or money that a person or entity has agreed to provide to another person or entity. | CURRENCY | ||||
| Alternate Advance Rate | Borrowing Base | An alternate advance rate to be used for comparisons | NUMBER | ||||
| Program Limit | Borrowing Base | Maximum available (funding) for a given program | CURRENCY | ||||
| Interest Due | Borrowing Base | Interest Due to Lender or Investor | When accrual_date < Request Date AND accrual_date is in same year as Request Date | SUM(X) | CURRENCY | X: interest_collected | |
| Funded Amount - Beginning of Collection Period | Borrowing Base | Facility Funded balance at the beginning of a given collection period | From last reporting date, take Funded Amount - End of Collection Period **FEBRUARY 2021 Value = 8776261.3135 | (SUM(X,Y)) * Z | CURRENCY | X: Adjusted Pool Balance (Row 2) Y: Par Value - Less Shortfalls (Row 22) Z: Alternate Advance Rate (Row 23) | |
| Committed Capital | Borrowing Base | A contractual agreement between an investor and a venture capital fund that obligates the investor to contribute money to the fund. | if X - Y is > 0, X - Y. ELSE 0 | CURRENCY | X: Committment Amount (Row 10) Y: Borrowing Base (Row 24) | ||
| Servicing Fee | Borrowing Base | The set fee paid to the servicer. | When accrual_date < Request Date AND accrual_date is in same year as Request Date | SUM(X) | CURRENCY | X: vervent_fee | |
| Unused Fee | Borrowing Base | Unused Fee = Undrawn Fee = Commitment Fee, Fee on the unused portion of the lending facility | When accrual_date < Request Date AND accrual_date is in same year as Request Date | SUM(X) | CURRENCY | X: unused_fees | |
| Ineligible Loan Balance | Borrowing Base | Principal balance if this is an ineligible loan | Last Available Column | CURRENCY | |||
| Cut-Off Date | Borrowing Base | The security interest transfer date of a deal or securitization. | Last Available Column | DATE | |||
| Funded Amount - End of Collection Period | Borrowing Base | Amount funded at the end of the collection period | CURRENCY | ||||
| Amount Released | Borrowing Base | CURRENCY | |||||
| Net Proceeds | Borrowing Base | This is the proceeds the seller receives following the sale of an asset after all costs and expenses are deducted from the gross proceeds. | X - Y | CURRENCY | X: Amount Released (Row 28) Y: Required Reserve Account Threshold (Row 15) | ||
| Agent Fee | Borrowing Base | fee paid to the administrative agent | When accrual_date < Request Date AND accrual_date is in same year as Request Date | SUM(X) | CURRENCY | X: agent_fee | |
| Seasoning Start Date | Calc | CO Curve | convert X to yyyy-mm-01 (always the 1st of the month) | DATE | X: Monthly Vintage | ||
| Charged-Off Ratio | Calc | CO Curve | Charge-off amount divided by the outstanding balance | X / Y | NUMBER | X: Charged-Off Principal Amount Y: Amount Financed - Cumulative | |
| Cumulative Charged-Off Principal Amount | Calc | CO Curve | X + Y + Z | CURRENCY | X: Charged-Off Principal Amount (Current Name) Y: Charged-Off Principal Amount (1 month prior for Name of prior month) Z: Charged-Off Principal Amount (2 months prior for Name of 2 months prior) 1 month prior = last file received in T - 1 2 month prior = last file received in T - 2 | ||
| Charged-Off 1 Month Prior | Calc | CO Curve | cumulative charged off from prior period | X | CURRENCY | X: Charged-Off Principal Amount (from prior period) prior period = last file received in T -1 | |
| Curent Charged-Off Principal Amount | Calc | CO Curve | When: X = A and Y = "Yes" | Sum(W) | W: Outstanding Balance X: Monthly Vintage Y: 120+ Days Past Due Flag A: Name | ||
| Cumulative Charged-Off Ratio | Calc | CO Curve | charged-off ratio for some sort of cumulation | X / Y | NUMBER | X: Cumulative Charged-Off Principal Amount Y: Cumulative Original Balance | |
| Cumulative Original Balance | Calc | CO Curve | For a group of loans the sum of the original balances | X + Y + Z | CURRENCY | X: Amount Financed - Cumulative (Current Name) Y: Amount Financed - Cumulative (1 month prior for Name of prior month) Z: Amount Financed - Cumluative (2 months prior for Name of 2 months prior) 1 month prior = last file received in T - 1 2 month prior = last file received in T - 2 | |
| Amount Financed - Cumulative | Calc | CO Curve Qtr | Amount financed for a group of assets | When Y = A | Sum(X) where Y = N | CURRENCY | X: Amount Financed - Cumulative Y: Quarterly Vintage N: Name |
| Quarterly Vintage | Raw | CO Curve Qtr | Quarterly Vintage - a static version of the Vintage Qtr used in most data facilities.\ | Same X as found in Name field | TEXT | X: Monthly Vintage format: yyyy-mm-dd | |
| Charged-Off Principal Amount | Calc | CO Curve Qtr | The amount of the principal balance which was charged-off. | Sum(X) where Y = N | CURRENCY | X: Cumulative Defaulted Receivables Balance Y: Quarterly Vintage N: Name | |
| Low Credit Score - Ineligible Balance | Both | Concentration Calculation | Balance of Loans identified as ineligible due to low credit score | When 'Risk Level Eligibility Flag' = "No" | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable loan) |
| High Balance - Ineligible Balance | Both | Concentration Calculation | Balance of Loans identified as ineligible due to high balance | When 'Outstanding Balance' >40000 | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable loan) |
| No SSN-ITIN | Both | Concentration Calculation | An asset level calculation to determine the percent of the pool outstanding balance is attributed to accounts without SSN or ITIN | When 'Eligible Loan Flag' = "Yes" AND 'SSN Not Present' = "Yes" | [Sum of each X] / Z | NUMBER | X: Outstanding Balance (of each applicable SSN Not Present loan in the loan tape) Z: Outstanding Balance (from Pool) Limits & Triggers \ Pool Overview \ No More: Eligible Loans where the Account Debtor does not have a US SSN |
| 120+ Delinquent - Ineligible Balance | Both | Concentration Calculation | Balance of Loans identified as ineligible due to 120+ delinquency | When 'Days Past Due' > 120 | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable ineglible loan) |
| WA Credit Score | Raw | Concentration Calculation | An asset level calculation to determine the data facility WA credit score across principal balance | NUMBER | Pull from fields identified in Page_Tab_Reference | ||
| FICO Minimum | Both | Concentration Calculation | When 'Eligible Loan Flag' = "Yes" AND 'FICO Minimum Flag' = "Yes" | [Sum of each X] / Z | NUMBER | X: Outstanding Balance (of each applicable FICO Score Minimum Eligible loan in the loan tape) Z: Total Eligible Balance (from Pool) Limits & Triggers \ Pool Overview \ No More: Eligible Loans where the Account Debtor does not have a FICO or has a FICO <=640 | |
| Advanced Degree Eligibility | Both | Concentration Calculation | When 'Eligible Loan Flag' = "Yes"AND 'Advanced Degree Eligibility Flag' = "Yes" | [Sum of each X] / Z | NUMBER | X: Outstanding Balance (of each applicable Advanced Degree Eligible loan in the loan tape) Z: Total Eligible Balance (from Pool) Limits & Triggers \ Pool Overview \ No Less: Eligible Loans where the Account Debtor has a DDA, Master's, MBA, MD, or PhD | |
| Risk Level Eligibility Balance | Both | Concentration Calculation | When 'Risk Level Eligibility Flag' = "No" | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable loan) | |
| WA Original Term | Both | Concentration Calculation | NUMBER | Pull from fields identified in Page_Tab_Reference | |||
| Eligible Loans Risk Grade A | Both | Concentration Calculation | When 'Eligible Loan Flag' = "Yes" AND 'Risk Grade A Flag' = "Yes" | [Sum of each X] / Z | NUMBER | X: Outstanding Balance (of each applicable Risk Grade A loan in the loan tape) Z: Total Eligible Balance (from Pool) Limits & Triggers \ Pool Overview \ No less: Eligible Loans with a Risk Grade "A" | |
| Delinquency Ratio | Both | Concentration Calculation | As of any date of determination, a ratio (expressed as a percentage) computed by dividing (i) the aggregate amount of payments due and unpaid on a PACE Asset through such date by (ii) the PACE Asset Balance of all Eligible PACE Assets. | Actual: ('30+ Delinquent - Ineligible Balance' + '120+ Delinquent - Ineligible Balance')/'Total Eligibile Balance (from pool)' | NUMBER | ||
| Modified Loans Balance | Both | Concentration Calculation | When 'Risk Level Eligibility Flag' = "No" | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable loan) | |
| Defaulted - Ineligible Balance | Both | Concentration Calculation | Balance of Loans identified as ineligible due to loan status of charged off | When 'Risk Level Eligibility Flag' = "No" | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable ineglible loan) |
| Bankrupt Loans Balance | Both | Concentration Calculation | When 'Risk Level Eligibility Flag' = "No" | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable loan) | |
| APR Range Balance | Both | Concentration Calculation | When 'APR Range Eligibility Flag' = "No" | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable loan) | |
| Original Term to Maturity > 36 Months Balance | Both | Concentration Calculation | When 'Risk Level Eligibility Flag' = "No" | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable loan) | |
| Months Until Liquidation | Raw | Concentration Calculation | The number of months left until liquidation. | NUMBER | |||
| Employment Eligibility | Both | Concentration Calculation | When 'Eligible Loan Flag' = "Yes" AND 'Employment Eligibility Flag' = "Yes" | [Sum of each X] / Z | NUMBER | X: Outstanding Balance (of each applicable Employed Eligible loan in the loan tape) Z: Total Eligible Balance (from Pool) Limits & Triggers \ Pool Overview \ No Less: Eligible Loans where the Account Debtor is employed and working full time | |
| Concentration Limits - Ineligible Balance | Both | Concentration Calculation | Balance of Loans removed from eligibility pool in order to bring Concentration Limits within Requirements | When Excess Concentration Eligibility Flag = "No" | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable loan) |
| Eligible Loans Risk Grade C | Both | Concentration Calculation | When 'Eligible Loan Flag' = "Yes" AND 'Risk Grade C Flag' = "Yes" | [Sum of each X] / Z | NUMBER | X: Outstanding Balance (of each applicable Risk Grade C loan in the loan tape) Z: Total Eligible Balance (from Pool) Limits & Triggers \ Pool Overview \ No More: Eligible Loans with a Risk Grade "C" | |
| Forbearance - Ineligible Balance | Both | Concentration Calculation | Balance of Loans identified as ineligible due to Forbearance | When 'Risk Level Eligibility Flag' = "No" | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable loan) |
| 30+ Delinquent - Ineligible Balance | Both | Concentration Calculation | Balance of Loans identified as ineligible due to 30+ delinquency | When 'Days Past Due' > 30 AND < 120 | Sum of each X | CURRENCY | X: Oustanding Balance (of each applicable ineglible loan) |
| FICO Score Availability | Both | Concentration Calculation | When 'Eligible Loan Flag' = "Yes" AND 'FICO Score Availability Flag' = "No" | [Sum of each X] / Z | NUMBER | X: Outstanding Balance (of each applicable FICO Score Eligible loan in the loan tape) Z: Total Eligible Balance (from Pool) Limits & Triggers \ Pool Overview \ No More: Eligible Loans where the Account Debtor does not have a FICO | |
| Pool Value | Raw | Concentration Calculation | This is the value of the asset in the pool | CURRENCY | |||
| Defaulted Receivables Ratio - 3 Mnth Avg | Calc | Early Amort | Actual: [(A + B + C) / 3] /[(X + Y + Z) / 3] * 12 Early Wind Down Threshold: 7.50% EOD Threshold: 8.50% | NUMBER | A: Beginning Balance B: Beginning Balance - 1 Month Prior C: Beginning Balance - 2 Months Prior X: Defaulted Receivable - Collection Period Y: Defaulted Receivable - 1 Month Prior Z: Defaulted Receivable - 2 Months Prior | ||
| Delinquency Receivable Ratio | Calc | Early Amort | Actual: X / Y * 100 Early Wind Down Threshold: 9.00% EOD Threshold: 10.00% | NUMBER | X: 30+ Delinquent - Ineligible Balance Y: Outstanding Balance | ||
| Monthly Vintage Defaulted Receivables Ratio | Calc | Early Amort | Actual: Max(X) for all values in given period Early Wind Down Threshold: 5.00% EOD Threshold: 6.00% | NUMBER | X: Defaulted Receivables Balance - 3 Mnth Avg | ||
| Name | Early Amort Assess | Compliance | |||||
| Report Date | Raw | Early Amort Assess | The date of the servicer report/cashflow report | DATE | |||
| WA Original Term - EC Assess | Calc | Early Amort Assess | Assessment of WA Original Term | If X (Actual) < X (Limits) THEN "True" ELSE "False" | TEXT | X: WA Credit Score | |
| Monthly Vintage Defaulted Receivables Ratio - EC Assess | Calc | Early Amort Assess | If X (Actual) < X (Early Wind Down Threshold) AND X (Actual) < X (EOD Threshold) THEN "Yes" ELSE "No" | TEXT | X: Defaulted Receivables Balance - 3 Mnth Avg | ||
| Defaulted Receivables Ratio - 3 Mnth Avg - EC Assess | Calc | Early Amort Assess | If X (Actual) < X (Early Wind Down Threshold) AND X (Actual) < X (EOD Threshold) THEN "Yes" ELSE "No" | TEXT | X: Defaulted Receivables Balance - 3 Mnth Avg | ||
| Delinquency Receivable Ratio - EC Assess | Calc | Early Amort Assess | If X (Actual) < X (Early Wind Down Threshold) AND X (Actual) < X (EOD Threshold) THEN "Yes" ELSE "No" | TEXT | X: Delinquency Receivable Ratio | ||
| WA Effective Interest Rate - EC Assess | Calc | Early Amort Assess | If X (Actual) > X (Limits) THEN "True" ELSE "False" | TEXT | X: WA Credit Score | ||
| Collection Period Begin Date | Raw | Early Amort Assess | The beginning date for current period collection | DATE | |||
| Original Term | Raw | Loan | The length of the contract. | NUMBER | |||
| Academic Program | Raw | Loan | Program of the institution that the borrower is attending. | TEXT | |||
| Eligible Loan Flag | Calc | Loan | A flag indicating an asset meets all the of the key eligibility criteria of the facility. | If all of the following = "Yes", then "Yes" else "No": 'Risk Level Eligibility Flag' 'Delinquency Eligibility Flag' '30+ Days Past Due Flag' '120+ Days Past Due Flag' 'Maturity Eligibility Flag' 'FICO Eligibility Flag' 'APR Range Eligibility Flag' 'Principal Balance Eligibility Flag' 'Excess Concentration Eligibility Flag' | TEXT | ||
| Amount Financed | Raw | Loan | The actual amount of credit made available to a borrower in a loan; the total amount of credit a borrower is approved for from a lender. | CURRENCY | |||
| Monthly Vintage | Raw | Loan | DATE | ||||
| Borrower Identifier | Raw | Loan | Unique identifier (ID) per borrower to enable borrowers with multiple loans in the pool to be identified . Should not change over the life of the transaction. If more than one borrower list the Borrower ID's comma delimited with primary borrower first. | TEXT | |||
| Delinquency Count Ratio | Calc | Loan | A field created to add the flexibility to graphs and CRTs for identifying the percent of loans in a particular Delinquency category. Calculation is 1/# assets | When 'Delinquency Category' <> "Current" then 1/count of all assets When 'Delinquency Category' = "Current", then NULL | NUMBER | ||
| Balance Ratio | Calc | Loan | To be used for graphing the percentage or ratio of assets in a given category. Should be calculated as 1/(Total Applicable Balance of Collateral) | X / Y | NUMBER | X: Outstanding Balance Y: Total Oustanding Balance of All Loans | |
| FICO Minimum Flag | Calc | Loan | Mapped to Yes/No. Identifies borrowers with a FICO below a minimum criteria. | If 'Adjusted FICO Score' <= 640 then "Yes" else "No" | TEXT | ||
| Borrower Annual Income | Raw | Loan | CURRENCY | ||||
| Vintage Yr | Calc | Loan | Extract Year from Seasoning Start Date | TEXT | |||
| Principal Balance Eligibility Flag | Calc | Loan | Mapped to Yes/No. Identifies loans that have a principal balance that meets the eligibility criteria. | If 'Amount Financed' < 40000 then "Yes" else "No" | TEXT | ||
| Vintage Qtr | Calc | Loan | Assign the year and quarter based on the 'Seasoning Start Date' in the form yyyyQ#, where # is based on the following: 1 for a month in Jan, Feb, Mar 2 for a month in Apr, May, Jun 3 for a month in Jul, Aug, Sep 4 for a month in Oct, Nov, Dec | TEXT | |||
| Prior Charged-Off Flag | Calc | Loan | Take X from prior month | TEXT | X: 120+ Days Past Due Flag Prior Month = Last file received in T - 1 | ||
| Loan ID | Raw | Loan | ID of a loan. | TEXT | |||
| Adjusted FICO Score | Calc | Loan | The adjusted FICO score of the borrower. | IF: Credit Score at Origination is blank AND Borrower Credit Qaulity = "C" then Adjusted FICO = 640 Borrower Credit Quality = "B" then Adjusted FICO = 700 Borrower Credit Quality = "A" then Adjusted FICO = 730 Else if Credit Score at Origination <> NULL then Adjusted FICO = Credit Score at Origination | NUMBER | ||
| Risk Grade C Flag | Calc | Loan | specific to SVB. Identifies borrowers in Risk Grade C category | If 'Borrower Credit Quality' = "C" then "Yes" else "No" | TEXT | ||
| Risk Level Eligibility Flag | Calc | Loan | Mapped to Yes/No. Identifies borrowers who have a qualifying risk level. | If 'Borrower Credit Quality' = "A" OR "B" OR "C" then "Yes" else "No" | TEXT | ||
| Origination Date | Raw | Loan | The date of original underlying exposure advance. | DATE | |||
| FICO Eligibility Flag | Calc | Loan | Mapped to Yes/No. Identifies borrowers that meet the FICO eligibility criteria. | If 'Adjusted FICO Score' < 600 then "No" else "Yes" | TEXT | ||
| Maturity Eligibility Flag | Calc | Loan | Mapped to Yes/No. Identifies assets that meet the maturity eligibility criteria. | If 'Original Term' <=36 then "Yes" else "No" | TEXT | ||
| 120+ Days Past Due Flag | Calc | Loan | Mapped to Yes/No. Identifies assets that are 120+ days past due. | If 'Days Past Due' >=121 then "No" else "Yes" | TEXT | ||
| Advanced Degree Eligibility Flag | Calc | Loan | Mapped to Yes/No. Identifies borrowers with an advanced degree. | If the field 'Degree Level' includes a value in the list of (Master's, MBA, PhD, MD, or DDS), then "Yes", else "No" | TEXT | ||
| Academic Institution | Raw | Loan | School borrower is attending with the loan. | TEXT | |||
| Contractual Interest Rate | Raw | Loan | NUMBER | ||||
| APR Range Eligibility Flag | Calc | Loan | Mapped to Yes/No. Identifies loans that have an APR within eligibility range. | If 'APR' <5.99% OR 'APR' > 35.99% then "No" else "Yes" | TEXT | ||
| Credit Score at Origination | Raw | Loan | The credit score of the borrower at the origination of the asset. | NUMBER | |||
| Job Type | Raw | Loan | Job categories. Likely used for additional eligibility calculations | TEXT | This field is required for calculations. | ||
| FICO Score Availability Flag | Calc | Loan | Mapped to Yes/No. Identifies Borrowers without a FICO score. | If 'Credit Score at Origination' is NULL then "No" else "Yes" | TEXT | ||
| Excess Concentration Eligibility Flag | Calc | Loan | Mapped to Yes/No. Identifies loans that meet the excess concentration eligibility criteria. | TEXT | Map: Any value except 1: "No" "1": "Yes" | ||
| In Service Date | Raw | Loan | The date the asset associated with the loan (underlying deal asset) will be in service. | DATE | |||
| Origination Fee | Raw | Loan | Originiation Fee. | CURRENCY | |||
| Counter | Calc | Loan | A value to allow for CRT calculations based on count | 1 | NUMBER | Assign each loan the value of 1 | |
| Borrower Visa | Raw | Loan | Visa status of borrower | TEXT | |||
| 30+ Days Past Due Flag | Calc | Loan | Mapped to Yes/No. Identifies assets that are 30+ days past due. | If 'Days Past Due' >= 31 AND 'Days Past Due' <=120 then "No" else "Yes" | TEXT | ||
| APR | Raw | Loan | Annual Percentage Rate | NUMBER | |||
| Days Past Due | Raw | Loan | The number of days in which a payment has not been made as of its due date. | NUMBER | |||
| Delinquency - 1 Month Movement | Calc | Loan | the 1 month movement between delinquency categories | Concatenate ('Delinquency 1 Month Prior' value,"_",'Delinquency Category' value) | TEXT | If 'Delinquency 1 Month Prior' = "NULL" then leave field NULL | |
| ACH Enrolled Flag | Raw | Loan | A flag indicating if this asset is enrolled in an automated clearing house, which guarantees a one-day bank collection float. | TEXT | Map: "0": "No" "1": "Yes" | ||
| Vintage Mnth | Calc | Loan | Extract month and year from 'Seasoning Start Date' in the format yyyyMMM where MMM is the first 3 characters of the month | TEXT | |||
| On-Going Last Payment Date | Raw | Loan | The last scheduled payment date on an on-going basis. | DATE | |||
| Count Ratio | Calc | Loan | To be used for graphing the percentage or ratio of assets in a given category. Should be calculated as 1/(Total Count of Assets) | 1 / X | NUMBER | X: The count of all assets in the current tape This value is used to graph the % of loans in a given delinquency category | |
| Delinquency Eligibility Flag | Calc | Loan | Mapped to Yes/No. Identifies assets that meet the delinquency criteria. | If 'Days Past Due' < 31 OR 'Days Past Due' is NULL then "Yes" else "No" | TEXT | ||
| Delinquency Category | Calc | Loan | Defined categories, based on source data, for delinquency | Map: 'Days Past Due' < 31 is "Current" 'Days Past Due' > 30 and < 61 is "31 - 60" 'Days Past Due' > 60 and < 91 is "61 - 90" 'Days Past Due' > 90 and < 121 is "91 - 120" 'Days Past Due' >= 121 is "120+" | TEXT | ||
| Borrower Credit Quality | Raw | Loan | Originators own definition of borrower credit quality | TEXT | |||
| Delinquency 1 Month Prior | Calc | Loan | Prior period delinquency category | Record the prior period 'Delinquency Category' for each asset | TEXT | If no prior period, leave NULL Prior Period = LAST file received in T - 1 | |
| Degree Level | Raw | Loan | Refers to one of the four major categories of degrees available for postsecondary students: associate, bachelor's, master's, and doctoral degrees. | TEXT | |||
| Employment Eligibility Flag | Calc | Loan | Mapped to Yes/No. Identifies borrowers that meet the employment eligibility criteria. | If 'Job Type' in this list then "Yes" else "No": "Full Time - Salaried" "Full Time - Hourly/Contractor" "Full Time - Contractor for other clients" "Research Assistantship" | TEXT | ||
| Risk Grade A Flag | Calc | Loan | specific to SVB. Identifies borrowers in Risk Grade A category. | If 'Borrower Credit Quality' = "A" then "Yes" else "No" | TEXT | ||
| Loan Status | Raw | Loan | The current status of the underlying exposure that has been securitized. Restructuring refers to any changes made to the contractual terms of the underlying exposure agreement due to forbearance. | TEXT | |||
| SSN Not Present | Raw | Loan | Mapped to Yes/No. Identifies borrowers without an SSN on file. | TEXT | Map: "0": "No" "1": "Yes" | ||
| Current Interest Balance | Raw | Loan | outstanding Interest balance of an asset in the given report period | CURRENCY | |||
| Defaulted Receivable Ratio | Calc | Pool | X/Y | NUMBER | X: Defaulted Receivables - Collection Period Y: Beginning Balance | ||
| Daily Average Receivable Balance | Raw | Pool | daily average eligible receivable balance | CURRENCY | |||
| Gross Accrued Interest | Raw | Pool | NUMBER | ||||
| Data as of Date | Raw | Pool | This is the 'default' as-of date for static data of an element. This is mandatory for Root Elements for them to show up in TRA. | DATE | |||
| Accrued Interest & Fees | Raw | Pool | interest and fees accrued | CURRENCY | |||
| Collection Period End Date | Raw | Pool | The end date for current period collection | DATE | |||
| Number of Loans | Calc | Pool | The aggregated number of loans represented in the aggregated balance. | Count of Loans in Loan Tape | NUMBER | Limits & Triggers \ Pool Overview \ Total Loans | |
| Outstanding Advances | Raw | Pool | The cumulative sum of all advances made. | CURRENCY | |||
| Roll Rate (Count) - 90 Day 1 Month | Calc | Pool | The 1 month Roll Rate based on count of loans for loans that go from 90 Day Delinquency to any other delinquency category | When 'Delinquency 1 Month Prior' = "91 - 120" and 'Delinquency Category' DOES NOT EQUAL "Current" | (Count of # loans )/ (Count of # loans Y); If NULL then 0 | NUMBER | X: Delinquency Category DOES NOT EQUAL "Current" Y: Delinquency 1 Month Prior = "91 - 120" |
| Required Reserve Amount Threshold | Raw | Pool | A required threshold for Reserve Amount | CURRENCY | |||
| Excess Spread Ratio | Calc | Pool | 82 | (W / X)*12 If X = 0 or NULL OR (Y-Z) = 0 or NULL then the value of this field is 0 | NUMBER | W: Excess Spread Amount X: Daily Average Receivable Balance Y: Collection Period End Date Z: Collection Period Begin Date Limits & Triggers \ Excess Spread Components \ Excess Spread (%) | |
| Outstanding Balance | Calc | Pool | The unpaid, interest-bearing balance of a loan or loan portfolio. | Sum (X) for all Loans in the loan tape | CURRENCY | X: Outstanding Balance (of each loan in the Loan Tape) Limits & Triggers \ Pool Overview \ Outstanding Balance | |
| Current Charged-Off Principal Amount | Calc | Pool | When A = "Yes" and B = "No" | Sum(X) | CURRENCY | X: Outstanding Balance A: 120+ Days Past Due Flag B: Prior Charged-Off Flag | |
| Defaulted Receivables - 2 Months Prior | Calc | Pool | X from 2 periods prior 2 Periods prior = Last file received in T - 2 | CURRENCY | X: Defuaulted Receivables - Collection Period | ||
| 60 to Current Roll Rate (Count) - 60 Day 1 Month | Calc | Pool | The 1 month Roll Rate based on count of loans for loans that go from 90 Day Delinquency to any other delinquency category | When 'Delinquency 1 Month Prior' = "61 - 90" and 'Delinquency Category' = "Current" | (Count of # loans X )/ (Count of # loans Y); if NULL then 0 | NUMBER | X: Delinquency Category = "Current" Y: Delinquency 1 Month Prior = "61 - 90" |
| Reserve Account Required Percent | Raw | Pool | Percentage of Commitment Account or other base amount by which reserve account is determined | NUMBER | |||
| Roll Rate (Count) - 120 Day 1 Month | Calc | Pool | The 1 month Roll Rate based on count of loans for loans that go from 120+ Day Delinquency to any other delinquency category | When 'Delinquency 1 Month Prior' = "120+" and 'Delinquency Category' DOES NOT EQUAL "Current" | (Count of # loans )/ (Count of # loans Y); If NULL then 0 | NUMBER | X: Delinquency Category DOES NOT EQUAL "Current" Y: Delinquency 1 Month Prior = "120+" |
| 90 to Current Roll Rate (Count) - 90 Day 1 Month | Calc | Pool | The 1 month Roll Rate based on count of loans for loans that go from 90 Day Delinquency to Current | When 'Delinquency 1 Month Prior' = "91 - 120" and 'Delinquency Category' = "Current" | (Count of # loans )/ (Count of # loans Y); If NULL then 0 | NUMBER | X: Delinquency Category = "Current" Y: Delinquency 1 Month Prior = "91 - 120" |
| Excess Spread Amount | Calc | Pool | W - X + Y - Z | CURRENCY | (ALL VARIABLES FROM POOL) W: Accrued Interest & Fees X: Defaulted Receivable Balance Y: Recovered Amount Z: Gross Accrued Interest Limits & Triggers \ Excess Spread Components \ Excess Spread ($) | ||
| Reserve Account Required Amount | Calc | Pool | reserve account requirement | IF Z > W THEN 0 ELSE X*Y | CURRENCY | (ALL VARIABLES FROM POOL) X: Commitment Amount Y: Reserve Account Required Percent Z: Outstanding Advances W: Required Reserve Amount Threshold Limits & Triggers \ Minimum Required Reserve Amount \ Required Reserve Amount | |
| Roll Rate (Count) - 30 Day 1 Month | Calc | Pool | The 1 month Roll Rate based on count of loans for loans that go from 30 Day Delinquency to any other delinquency category | When 'Delinquency 1 Month Prior' = "31 - 60" and 'Delinquency Category' DOES NOT EQUAL "Current" | (Count of # loans X )/ (Count of # loans Y); If NULL then 0 | NUMBER | X: Delinquency Category DOES NOT EQUAL "Current" Y: Delinquency 1 Month Prior = "31 - 60" |
| Beginning Balance - 2 Months Prior | Calc | Pool | X from 2 periods prior 2 Periods prior = Last file received in T - 2 | CURRENCY | X: Beginning Balance | ||
| 30 to Current Roll Rate (Count) - 30 Day 1 Month | Calc | Pool | The 1 month Roll Rate based on count of loans for loans that go from 30 Day Delinquency to Current | When 'Delinquency 1 Month Prior' = "31 - 60" and 'Delinquency Category' = "Current" | (Count of # loans X )/ (Count of # loans Y); If NULL then 0 | NUMBER | X: Delinquency Category = "Current" Y: Delinquency 1 Month Prior = "31 - 60" |
| Beginning Balance - 1 Month Prior | Calc | Pool | X from prior period Prior Period = Last file received in T-1 | CURRENCY | X: Beginning Balance | ||
| Roll Rate (Count) - Current | Calc | Pool | The 1 month Roll Rate based on count of loans for loans that remain current | When 'Delinquency 1 Month Prior' = "Current" and 'Delinquency Category' = "Current" | (Count of # loans X )/ (Count of # loans Y); If NULL then 0 | NUMBER | X: Delinquency Category = "Current" Y: Delinquency 1 Month Prior = "Current" |
| WA Effective Interest Rate | Calc | Pool | The current balance weighted average effective rate of interest, after accounting for any fees or other haircuts. | When 'Eligible Loan Flag' = "Yes" | [Sum of each (X*Y)] / Z | NUMBER | X: Outstanding Balance (of each loan in the loan tape) Y: APR (of each loan in the loan tape) Z: Total Eligible Balance (from Pool) Limits & Triggers \ Pool Overview \ WA Interest Rate Eligible |
| Defaulted Receivable - Collection Period | Calc | Pool | Receivables defaulted in current period | When X >= 120 AND X <= 150 | Sum(Y) | CURRENCY | X: Days Past Due Y: Outstanding Balance |
| 120 to Current Roll Rate (Count) - 120 Day 1 Month | Calc | Pool | The 1 month Roll Rate based on current balance of loans for loans that remain Current | When 'Delinquency 1 Month Prior' = "120+" and 'Delinquency Category' = "Current" | (Count of # loans )/ (Count of # loans Y); If NULL then 0 | NUMBER | X: Delinquency Category = "Current" Y: Delinquency 1 Month Prior = "120+" |
| Total Eligible Balance | Calc | Pool | When 'Eligible Loan Flag' = "Yes" | Sum (X) for all Loans in the loan tape | CURRENCY | X: Outstanding Balance (of each loan in the loan tape) Limits & Triggers \ Pool Overview \ Outstanding Eligible Balance | |
| Recovered Amount | Raw | Pool | The total recoveries (regardless of their source) on the (defaulted/charged-off/etc.) debt, net of costs. It should include all sources of recoveries, not just proceeds from the disposal of any collateral. | CURRENCY | |||
| Current Charged-Off Ratio | Calc | Pool | (X / Y) *12 | NUMBER | X: Current Charged-Off Principal Amount Y: Beginning Balance | ||
| Defaulted Receivable Balance | Calc | Pool | Total current period defaulted receivables (cumulative) | When X >= 120 OR Y = "Write-Off" | Sum(Z) | CURRENCY | X: Days Past Due Y: Loan Status Z: Outstanding Balance |
| Average Monthly Outstanding Balance | Calc | Pool | Average monthly outstanding balance of a pool of loans | Sum (X) for all Loans in the loan tape / Number of loans in the loan tape | CURRENCY | X: Oustanding Balance (of each loan in the loan tape) Limits & Triggers \ Pool Overview \ Average Outstanding Balance | |
| Beginning Balance | Calc | Pool | Beginning Balance of a note or account. | X from prior period Prior Period = Last file received in T-1 | CURRENCY | X: Outstanding Balance (row 15) | |
| Roll Rate (Count) - 60 Day 1 Month | Calc | Pool | The 1 month Roll Rate based on count of loans for loans that go from 60 Day Delinquency to any other delinquency category | When 'Delinquency 1 Month Prior' = "61 - 90" and 'Delinquency Category' DOES NOT EQUAL "Current" | (Count of # loans X )/ (Count of # loans Y); If NULL then 0 | NUMBER | X: Delinquency Category DOES NOT EQUAL "Current" Y: Delinquency 1 Month Prior = "61 - 90" |
| Defaulted Receivable - 1 Month Prior | Calc | Pool | X from prior period Prior Period = Last file received in T-1 | CURRENCY | X: Defuaulted Receivables - Collection Period | ||
| Defaulted Receivables Balance - 3 Mnth Avg | Calc | Vintage | (A+B+C) / (D+E+F) | CURRENCY | 10/31/2018 and 11/30/2018 are NULL. Calc starts with 12/31/2018 A: Cumulative Defaulted Receivables Balance B: Defaulted Receivables Balance - 1 Month Prior C: Defaulted Receivables Balance - 2 Months Prior D: Amount Financed E: Amount Financed - 1 Month Prior F: Amount Financed - 2 Months Prior | ||
| Defaulted Receivables Balance - 1 Month Prior | Raw | Vintage | Capture prior month X Prior Month = Last file received in T -1 Begin capture in 12/31/2018 | CURRENCY | X: Cumulative Defaulted Receivables Balance | ||
| Amount Financed - 1 Month Prior | Raw | Vintage | Capture prior month X Prior Month = Last file received in T -1 Begin capture in 12/31/2018 | CURRENCY | X: Amount Financed | ||
| Defaulted Receivables Balance - 2 Months Prior | Raw | Vintage | Capture 2 months prior X 2 Months Prior = Last file received in T -2 Begin capture in 12/31/2018 | CURRENCY | X: Cumulative Defaulted Receivables Balance | ||
| Amount Financed - 2 Months Prior | Raw | Vintage | Capture 2 months prior X 2 Months Prior = Last file received in T -2 Begin capture in 12/31/2018 | CURRENCY | X: Amount Financed | ||
| Cumulative Defaulted Receivables Balance | Calc | Vintage | When X = "No" and Y = Z | Sum(W) | CURRENCY | X: 120+ Days Past Due Flag Y: Monthly Vintage Z: Name W: Outstanding Balance |