| Covariate name | Description |
| Balance | Outstanding balance at observation time |
| LTV | Loan-to-value ratio at observation time |
| interest_rate | Interest rate at observation time |
| hpi | House price index at observation time |
| gdp | Gross domestic product (GDP) growth at observation time, in % |
| uer | Unemployment rate at observation time, in % |
| REtype_CO_orig | Real estate type condominium = 1, otherwise = 0 |
| REtype_PU_orig | Real estate type planned urban development = 1, otherwise = 0 |
| REtype_SF_orig | Single family home = 1, otherwise = 0 |
| investor_orig | Investor borrower = 1, otherwise = 0 |
| balance_orig | Outstanding balance at origination time |
| FICO_orig | FICO score at origination time, in %* |
| LTV_orig | Loan-to-value ratio at origination time, in % |
| Interest_Rate_orig | Interest rate at origination time, in % |
| hpi_orig | House price index at origination time, base year = 100 |