NMLS MORTGAGE CALL REPORT EXPANDED SECTION

Transcription

1 NMLS MORTGAGE CALL REPORT EXPANDED SECTION If your company IS a Fannie Mae or Freddie Mac Approved Seller/Servicer or Ginnie Mae Issuer, you must complete the EXPANDED Section of the NMLS Mortgage Call Report. Your company must complete pages 2-7 of this document (RMLA Sections I, II and III) on a calendar QUARTERLY basis for each state where your company holds a license or registration. It is due 45 days from the end of the quarter. Your company must complete pages 9-24 of this document (Expanded Financial Condition Report) on calendar QUARTERLY basis. This section must reflect the financial condition of the company and is not reported by state. It is due 45 days from the end of the quarter. Updated: 01/27/2011 Page 1

2 RMLA SECTION 1 AC010 AC020 AC030 AC040 AC050 AC060 AC070 AC080 APPLICATION DATA DIRECTLY RECEIVED FROM BORROWER RECEIVED FROM 3RD PARTY Type of Action Taken Amount Count Amount Count Applications In Process at the Beginning of the Period Applications Received Applications Approved but not Accepted Applications Denied Applications Withdrawn File Closed for Incompleteness Loans Originated Applications in Process at the End of the Period CLOSED LOAN DATA AC100 AC110 AC120 AC130 AC200 AC210 AC220 AC300 AC310 AC320 AC400 AC500 AC510 AC520 AC600 AC610 Forward Mortgages BROKERED CLOSED- RETAIL APPLICATION CLOSED-WHOLESALE APPLICATION Loan Type Amount Count Amount Count Amount Count Conventional FHA-Insured VA-guaranteed FSA/RHS-guaranteed Property Type One to Four Family Dwelling Manufactured housing Multifamily Dwelling Purpose of Loan or Application Home Purchase Home Improvement Refinancing HOEPA Lien Status First Lien Subordinate Lien Not Secured by a Lien Fee Information BROKERED CLOSED- RETAIL APPLICATION CLOSED-WHOLESALE APPLICATION Broker Fees -Forward Mortgages Lender Fees -Forward Mortgages AC700 AC710 AC720 Reverse Mortgages (should not be counted in above numbers) Loan Type HECM-Standard HECM-Saver Proprietary/Other Amount Count Amount Count Amount Count AC800 Purpose of Reverse Mortgage Home Purchase Fee Information BROKERED CLOSED- RETAIL APPLICATION CLOSED-WHOLESALE APPLICATION AC620 Broker Fees -Reverse Mortgages $ AC630 Lender Fees -Reverse Mortgages $ $ Forward and Reverse Mortgage Loans BROKERED CLOSED- RETAIL APPLICATION CLOSED-WHOLESALE APPLICATION AC900 Total Loans Brokered by your Company # AC910 Total Loans Funded by your Company # # AC1000 Repurchase Information Loans Made and Assigned but Required to Repurchase in Period Amount Count LINES OF CREDIT AT PERIOD END Credit Limit Remaining Credit Available at Period End ACLOC1 Name of Provider (set to max name field in NMLS) $ $ ACLOC2 Name of Provider (set to max name field in NMLS) $ $ ACLOC3 Name of Provider (set to max name field in NMLS) $ $ MORTGAGE LOAN ORIGINATOR DATA ACMLO1 Employee Name (set to max of combined first, middle, last name) ACMLO2 Employee Name (set to max of combined first, middle, last name) ACMLO3 Employee Name (set to max of combined first, middle, last name) ACNOTE EXPLANATORY NOTES-FREE TEXT (set to an appropriate maximum. Consider at least 2000 characters) Amount Count MLO NMLS ID Updated: 01/27/2011 Page 2

3 RMLA SECTION II Residential First Mortgages (1-4 Unit Residential ONLY) I010 Government (FHA/VA/RHS) Fixed I020 Government (FHA/VA/RHS) Arm I030 Prime Conforming Fixed I040 Prime Conforming Arm I050 Prime Non-Conforming (Jumbo) Fixed I060 Prime Non-Conforming (Jumbo) ARM I070 Other Fixed I080 Other ARM I100 Total Residential First Mortgages RMLA SECTION II UPB rows I010 to I080 Loan Count rows I010 to I080 I110 I120 I130 I140 I150 I160 I170 I180 Other Mortgages Closed-End Second Mortgages Funded HELOCs Reverse Mortgages Construction and Land Development Loans, 1-4 Unit Residential Multifamily Loans Agency Commercial Mortgage Loans Other Mortgage Loans Total Other Loans rows I110 to I170 rows I110 to I170 I200 Total Mortgage Loans Originated I100 and I180 in the above I100 and I180 in the above I210 I220 I230 Retail Wholesale Correspondent Wholesale Broker I240 Total First Residential Volume rows I210 to I230 rows I210 to I230 I250 I251 I259 Fixed Rate ARM Total First Residential Volume rows I250 to I251 rows I250 to I251 I260 I261 I269 Jumbo Non-Jumbo Total First Mortgage Volume rows I260 to I261 rows I260 to I261 Updated: 01/27/2011 Page 3

4 I270 I271 I279 RMLA SECTION II Alt Doc Full Doc Total First Mortgage Volume (must equal Total in I100 above) UPB rows I270 to I271 Loan Count rows I270 to I271 I280 I281 I289 Interest Only Not Interest Only Total First Mortgage Volume rows I280 to I281 rows I280 to I281 I290 I291 I299 Option ARMs Not Option ARMs Total First Mortgage Volume rows I290 to I291 rows I290 to I291 I300 I301 I309 Loans with Prepayment Penalties Loans without Prepayment Penalties Total First Mortgage Volume rows I300 to I301 rows I300 to I301 I310 I311 I312 I313 I314 I319 Purchase Refinance Rate-Term Refinance Cash-Out Refinances Refinance Restructure Refinance Other/Unknown Total First Mortgage Volume rows I310 to I314 rows I310 to I314 I320 I321 I329 Owner-Occupied Non-Owner Occupied Total First Mortgage Volume rows I320 to I321 rows I320 to I321 I330 I331 I339 Loans with Private Mortgage Insurance Loans without Private Mortgage Insurance Total First Mortgage Volume rows I330 to I331 rows I330 to I331 I340 I341 I349 Loans with Piggyback Seconds or Funded HELOCs Loans without Piggyback Seconds or Funded HELOCs Total First Mortgage Volume rows I340 to I341 rows I340 to I341 Updated: 01/27/2011 Page 4

5 First Mortgage Borrower's FICO Score Distribution I350 Equals 600 or less I351 Greater than 600 but less than or equal to 650 I352 Greater than 650 but less than or equal to 700 I353 Greater than 700 but less than or equal to 750 I354 Greater than 750 I359 Total First Mortgage Volume rows I350 to I354 rows I350 to I354 I360 Average FICO Score for First Mortgage Borrowers I365 Average FICO Score for Second and HELOC Mortgage Borrowers Average FICO Score Updated: 01/27/2011 Page 5

6 RMLA SECTION II First Mortgage Loan-to-Value (LTV) Distribution I370 Equals 60% or less I371 Greater than 60% but less than or equal to 70% I372 Greater than 70% but less than or equal to 80% I373 Greater than 80% but less than or equal to 90% I374 Greater than 90% but less than or equal to 100% I375 Greater than 100% I379 Total First Mortgage Volume UPB rows I370 to I375 Loan Count rows I370 to I375 I380 I385 I390 I400 I401 I402 I403 I404 I405 I409 Weighted Average LTV on First Mortgages Only (enter two-decimal figure, e.g., for % weighted LTV) Weighted Average CLTV Combined First and Second Mortgages (enter two-decimal figure, e.g., for % weighted CLTV) Weighted Average Coupon at Origination on First Mortgages Only (enter two-decimal figure, e.g., 6.78 for 6.775%) First Mortgage Residential Loans Sold by Investor Type Production Sold to Secondary Market Agencies (Fannie, Freddie, Ginnie) Production Sold to Others (Non-Affiliate) Production Sold to Others (Affiliate) Production Kept in Portfolio/Held for Investment Production Sold through Non-Agency Securitizations with Sale Treatment Production Sold through Non-Agency Securitizations without Sale Treatment Total 1-4 Unit Residential Loans Sold this Period UPB rows I400 to I405 Weighted Average Loan Count rows I400 to I405 UPB Loan Count I410 Production Sold Servicing Released I420 Production Brokered Out I430 Fall-Out Ratio (enter two-decimal figure, e.g., for %) Ratio I440 I450 I455 I456 Total Multifamily/Commercial Loans Sold This Period Warehouse Period Average Days in Warehouse1-4 Unit Residential Mortgages Only Average Days in Warehouse Multifamily Loans Average Days in Warehouse Commercial Mortgage Loans Average Days I460 Production Warehoused in Excess of 90 Days as of Period End1-4 Unit Residential Mortgages Only UPB Loan Count Updated: 01/27/2011 Page 6

7 RMLA SECTION III S100 S110 S120 S130 S140 S150 S160 RMLA SECTION III Modifications Loan Modification Applications in process at beginning of period Loan Modifications completed Loan Modification applications terminated by borrower Loan Modification applications denied by lender/servicer Loan Modification applications terminated by other Loan Modification applications received during period Loan Modification applications in process at end of period UPB Loan Count S200 S210 S220 S230 S240 Contracted for by Lienholder/Servicer Loans to be modified at beginning of period Loan Modifications completed Loan modification attempts terminated for whatever reason New loans received for modification Loans to be modified at the end of period. S300 S305 S310 S315 DELINQUENCY STATUS AS OF END DATE (All Loans) Less than 30 Days Delinquent 30 to 60 Days Delinquent 61 to 90 Days Delinquent More Than 90 Days Delinquent S320 S325 S330 S335 S340 S345 S350 S355 DELINQUENCY STATUS AS OF END DATE (Loans Modified within one (1) year) Less than 30 Days Delinquent 30 to 60 Days Delinquent 61 to 90 Days Delinquent More Than 90 Days Delinquent DELINQUENCY STATUS AS OF END DATE (Loans Modified over one (1) year ago) Less than 30 Days Delinquent 30 to 60 Days Delinquent 61 to 90 Days Delinquent More Than 90 Days Delinquent S400 S410 S420 S430 S440 S450 FORECLOSURE STATUS AS OF END DATE In foreclosure status as of last period end date Moved into foreclosure status in Period Foreclosure resolved other than Sheriff sale in Period Foreclosure resulting in Sheriff sale in Period In foreclosure status as of End Date REOs as of End Date Updated: 01/27/2011 Page 7

8 NMLS MORTGAGE CALL REPORT EXPANDED FINANCIAL CONDITION REPORT Your company must complete pages 9-24 of this document (Expanded Financial Condition Report) on calendar QUARTERLY basis. This section must reflect the financial condition of the company and is not reported by state. It is due 45 days from the end of the quarter. Updated: 01/27/2011 Page 8

9 E-FC SECTION I A010 A020 A030 A032 A034 A036 A040 A050 A060 A062 A064 A066 A070 A080 A090 A100 A110 A160 A170 A180 A190 A200 A210 A220 A230 A240 Schedule A: Assets Cash and Cash Equivalents, Unrestricted Cash and Cash Equivalents, Restricted Securities Held to Maturity, at Amortized Cost Securities Held to Maturity, at Fair Value Securities Available for Sale Trading Account Securities Reverse Repurchase Agreements Receivables from Unrelated Parties Mortgage Loans Held for Sale (HFS), at Lower of Cost or Market (LOCOM) Mortgage Loans Held for Sale (HFS), at Fair Value Mortgage Loans Held for Investment (HFI), at Amortized Cost Mortgage Loans Held for Investment (HFI), at Fair Value Other Financial Instrument Assets, at Fair Value Non-Mortgage Investments Real Estate Owned, at Net Realizable Value Investment in Joint Ventures, Partnerships, and Other Entities Other Real Estate Investments Net Mortgage Servicing Rights Reserve for Other Losses Contra Property, Equipment, Leasehold, Net of Accumulated Depreciation Receivables from Related Parties Deferred Tax Assets Goodwill and Other Intangible Assets Derivative Assets Other Assets Total Assets $$ of rows A010 to A230 in the above A250 A260 A262 A264 A266 MEMO: Escrow Funds (Held in Trust for Investors or Mortgagors) MEMO: Capitalized Hardware and Other Telecommunications Property and Equipment MEMO: Capitalized Software MEMO: Watercraft MEMO: Aircraft Updated: 01/27/2011 Page 9

10 Schedule A-030: Securities A030A A030B A030C A030D A030E A030F A030G Investment-Grade Securities Agency MBS Non-Agency MBS Commercial MBS Investment Grade Non-Mortgage ABS Investment Grade Obligations of Government Sponsored Enterprise U.S. Treasury Obligations Other Securities Investment Grade Held to Maturity At Amortized Cost Held to Maturity At Fair Value Available for Sale Trading Account A030H A030L A030M A030N A030O A030P A030Q A030R A030S A030U Total Investment-Grade Securities Non-Investment Grade Securities Non-Agency MBS Non-Investment Grade Principal Only Securities Non-Investment Grade Interest Only Strips Non-Investment Grade Commercial MBS Non-Investment Grade Debt Securities Non-Investment Grade Other Securities Non-Investment Grade Total Non-Investment Grade Securities Non-Rated Retained Interests Other Securities of rows A030A to A030G in the above of rows A030L to A030Q in the above of rows A030A to A030G in the above of rows A030L to A030Q in the above rows A030A to A030G rows A030L to A030Q of rows A030A to A030G in the above of rows A030L to A030Q in the above A030V A030W A030T Total Securities Unamortized Deferred Fees and Costs, if Not Included Above Net Securities of rows A030H, A030R, A030S, & A030U in the above of rows A030V & A030T in the above of rows A030H, A030R, A030S, & A030U in the above of rows A030V & A030T in the above rows A030H, A030R, A030S, & A030U in the above rows A030V & A030T of rows A030H, A030R, A030S, & A030U in the above of rows A030V & A030T in the above Updated: 01/27/2011 Page 10

11 Schedule A-060: Mortgage Loans Held for Sale and Held for Investment, UPB A060A A060B A060C A060D A060E A060F A060G A060H Residential First Mortgages (1-4 Unit) Government (FHA/VA/RHS) Fixed Government (FHA/VA/RHS) ARM Prime Conforming Fixed Prime Conforming ARM Prime Non-Conforming (Jumbo) Fixed Prime Non-Conforming (Jumbo) ARM Other Fixed Other ARM HFS, at LOCOM HFS, at Fair Value HFI, at Amortized Cost HFI, at Fair Value A060I A060L A060M A060N A060O A060P A060Q A060R Total Residential First Mortgage Loans Other Mortgages Closed-End Second Mortgages Funded HELOCs Reverse Mortgages Construction and Land Development Loans Multifamily Loans Agency Commercial Mortgage Loans Other Mortgage Loans of rows A060A to A060H in the above of rows A060A to A060H in the above rows A060A to A060H of rows A060A to A060H in the above A060V A060W Total Other Loans Total Mortgage Loans, UPB (before adjustments) Adjustments of rows A060L to A060R in the above of rows A060I and A060V in the above of rows A060L to A060R in the above of rows A060I and A060V in the above rows A060L to A060R rows A060I and A060V A062X Fair Value Adjustments for Loans Held For Sale (for FAS 159) A060Y (Discount)/Premium on Loans Contra A060Z Other Deferred Fees on Loans Contra A060AA Deferred Costs on Loans Contra A060AB Basis Adjustments from Hedging A060AC Other Basis Adjustments A064AD Accum Amort. of Discounts/Premiums Deferred Fees & Cost, and Basis Adjustments A060AE LOCOM Valuation Allowance Contra A064AF Reserve For Credit Losses On Loans Held For Investment at Amortized Cost of rows A060L to A060R in the above of rows A060I and A060V in the above A060AG A060T A060AH A060AI Total Adjustments Total Mortgage Loan, UPB (after adjustments) MEMO: UPB of Loans Included in Total Mortgage Loans (before Adjustments) that are Accounted for as Financings. MEMO: UPB of Loans Included in Total Mortgage Loans (before Adjustments) that are on Non- Accrual Status /Non Interest Earning of the A060Y, A060Z, A060AA, A060AB, A060AC & A060AE values. Equal to the sum of rows A060W and A060AG Equals the A062X value in the above Equal to the sum of rows A060W and A060AG the A060Y, A060Z, A060AA, A060AB, A060AC, A064AD & A060AF values in the above. Equal to the sum of rows A060W and A060AG Equals the A062X value in the above Equal to the sum of rows A060W and A060AG Updated: 01/27/2011 Page 11

12 A090A A090B A090T Schedule A-090: Real Estate Owned Real Estate Owned, at Cost Valuation Allowance Contra Real Estate Owned at Net Realizable Value $$ Updated: 01/27/2011 Page 12

13 Schedule A-120R: Rollforward of Mortgage Servicing Rights (MSRs) A120A A120B A120C A120D A120E A120F A120G A120H A120T Rollforward of Amortized MSRs (excluding Valuation Allowance) $$ Balance at Beginning of Period Additions: from Transfers of Financial Assets Additions: From Purchases and Other Assumptions Disposals: Sales and Other Amortization (must be negative) Other Than Temporary Impairment (OTTI) Basis Adjustments from Net Hedging Activity Other Changes Equal to the sum of rows Balance at End of Period A120A to A120H in the above. A130A A130B A130T A140T Rollforward of MSR Valuation Allowance Balance at Beginning of Period Change in Valuation Allowance Balance at End of Period Total Amortized MSRs, Net of Valuation Allowance, at End of Period Equal to the sum of rows A120T and A130T. A130E MEMO: Fair Value of Amortized MSRs at End Of Period Must be greater than or equal to row A140T Rollforward of Fair Value MSRs A150A Balance at Beginning of Period A150B Remeasurement of MSRs to Fair Value upon Adoption of FAS 156 A150C Additions: from Transfers of Financial Assets A150D Additions: from Purchases and Other Assumptions A150E Reductions: from MSRs Sold A150F Change in Value Due to Realization of Cash Flows A150G Change in Value Due to Market And Model Changes A150H Other Changes A150T A160T Balance at End of Period Total MSRs at End of Period The sum of the above rows from 135 to 142 Equal to the sum of rows 131 and 143 Updated: 01/27/2011 Page 13

14 Derivative Assets: Schedule A-220 (Derivative Liabilities: Schedule B-180) Derivative Assets $$ Derivative Liabilities $$ A220A Interest Rate Lock Commitments (IRLCs) A220B Other Loan Commitments Classified as Derivatives A220C Derivatives Designated as Hedges of Funded Loans A220D Derivatives Designated as Hedges of MSRs A220E Derivatives Designated As Hedges Other A220F A220T Derivatives Not Designated as Hedges Total Derivatives (NMLS calculated & view only) Equal to the sum of rows A220A to A220F this Equal to the sum of rows A220A to A220F this A220G MEMO: UPB of IRLCs before Fallout Adjustments A220H MEMO: UPB of IRLCs after Fallout Adjustments Updated: 01/27/2011 Page 14

15 A230A A230B A230C A230D A230E A230F A230G A230H A230T A230I A230J Schedule A-230: Other Assets Securities Borrowed Accrued Interest Receivable Accounts Receivable P&I, T&I, and Foreclosure Advances Advances Other Foreclosure Claims Receivable Current Income Taxes Receivable Other Assets Other Total Other Assets Other Assets Other as Percentage of Total Assets Explanation of Amounts in "Other Assets Other" $$ Equal to the sum of rows A230A to A230H % Equal to the division of row A230H by A230T as a percentage. (=A230H / A230T) Notes Field <Free form text field of at least 2000 characters> If the value for A230I is greater than or equal to 5.0% then this field cannot be empty. Updated: 01/27/2011 Page 15

16 Schedule B: Liabilities and Equity B010 Outstanding Balance on Debt Facilities B020 Collateralized Mortgage Debt Relating to Financings B030 Collateralized Mortgage Debt Other B040 Trust Preferred Securities B050 Deposits B060 Advances from Federal Home Loan Banks B070 Commercial Paper B080 Other Short-Term Payables to Related Parties B090 Other Short-Term Notes Payable to Unrelated Parties B100 Accrued Expenses B110 Estimated Future Loss Liability (Recourse) B120 Other Short-term Liabilities B130 Other Long-Term Liabilities to Related Parties B140 Other Long-Term Liabilities to Unrelated Parties B150 Servicing Liabilities B160 Guaranty Liabilities under FIN 45 B170 Other Financial Instrument Liabilities, at Fair Value B180 Derivative Liabilities B190 Taxes Payable B200 Deferred Tax Liability $$ B210 Repurchase Reserves This must equal This must equal the value in row the value in row O350 O350 B220 B230 B240 Total Liabilities Minority Interest Subordinated Debt The sum of the above rows from B010 to B210 B250 B260 B270 B280 B290 B300 B310 B320 B330 B340 B350 B360 Owners' Equity For Corporations: $$ Preferred Stock, Issued and Outstanding Common Stock, Issued and Outstanding Additional Paid-In Capital Retained Earnings Treasury Stock Other Comprehensive Income (OCI) Noncontrolling Interest For Partnerships and Sole Proprietorships: General Partners' Capital For Partnerships: Limited Partners' Capital Members' Capital For All Companies: Sum of B250 Total Equity through B340 Sum of B220, Total Liabilities and Equity B230, B240 and B350 Updated: 01/27/2011 Page 16

17 Schedule B-350R: Equity Rollforward $$ B350A Balance at Beginning of Period B350B Net Income / (Loss) Equal to D600 B350C Issuance of New Stock or Conversions of Preferred to Common B350D Stock Repurchases B350E Other Capital Contributions B350F OCI: Unrealized Gains (Losses) from Assets Available-for-Sale B350G OCI: Unrealized Gains (Losses) from Derivatives Designated as Cash Flow Hedges B350H OCI: Other Changes in OCI B350I Cumulative Effect from Adoption of FAS 156 B350J Cumulative Effect from Adoption of FAS 159 B350K Cumulative Effect Adjustments to Retained Earnings Other B350L Dividends/Distributions B350M Changes in the carrying amount of Noncontrolling Interest B350N Equity Adjustments B350T Balance at End of Period Sum of B350A through B350N Updated: 01/27/2011 Page 17

18 Schedule C: Income NET INTEREST INCOME Interest Income Total 1-4 Unit Residential Only Origination Warehousing, and Secondary Marketing Servicing C010 Warehousing Interest Income from Loans Held For Sale Residential and Multifamily/Commercial C020 Interest Income on Loans Held for Investment C030 Interest Income from Securities Held to Maturity C040 Interest Income from Securities Available for Sale C050 Interest Income from Trading Securities C060 Other Interest Income C070 Recognition of Yield Adjustment C080 Servicing-Related/Escrow Interest Income Sum of C010 Sum of C010 Sum of C010 C090 Total Interest Income through C080 through C080 through C080 this this this Multifamily/Comm ercial Sum of C010 through C080 this Residential Portfolio Management and All Other Sum of C010 through C080 this C100 C110 C120 C130 C140 C150 C160 C170 Interest Expense Warehousing Interest Expense Residential and Multifamily/Commercial Income Property Interest Expense Interest Expense on MBS Pools/Prepayment Interest Shortfall Interest Expense on Residential MSR Asset Interest Expense Debt Issuance Other Interest Expense Sum of C100 Sum of C100 Sum of C100 Total Interest Expense through C150 through C150 through C150 this this this Net Interest Income Difference of C090 minus C160 this Difference of C090 minus C160 this Difference of C090 minus C160 this Sum of C100 through C150 this Difference of C090 minus C160 this Sum of C100 through C150 this Difference of C090 minus C160 this Updated: 01/27/2011 Page 18

19 C200 C210 C220 C230 C240 C250 C260 NON-INTEREST INCOME Originations-Related Non-Interest Income (Discounts)/Premiums Recognized As Income (only if FV option elected for LHS) Origination Fees Fees Received from Correspondents and Brokers Broker Fees Received on Loans Brokered Out Other Originations-Related Income Contra: Above Amounts Reclassified as Gain on Sale or Deferred (under FAS 91) Sum of C200 Sum of C200 Total Origination-Related Non-Interest Income through C250 through C250 this this Sum of C200 through C250 this C300 C310 C320 C330 C340 C350 C360 C370 C380 C390 C400 C410 C420 C430 C440 Secondary Marketing Gains/(Losses) On Sale Gain (Loss) on Loans/MBS Sold with Servicing Retained (excluding capitalized servicing) Capitalized Servicing On Loans/MBS Sold with Servicing Retained Gain (Loss) on Loans/MBS Sold with Servicing Released (excluding servicing released premiums) Servicing Released Premiums on Loans/MBS Sold with Servicing Released Fees Paid to Brokers Direct Fees Reclassified as Gain on Sale in Accordance with FAS 91 Direct Expenses Reclassified as Gain on Sale in Accordance with FAS 91 Recognition of Retained Interests) Pair-Off Expenses and Other Hedge Costs Equal to line Provision for Repurchase (EPD, FPD, etc.) Reserve O320 LOCOM Adjustments on Loans Held for Sale Income Relating to Interest Rate Lock Commitments (IRLCs) Gains/(Losses) on Derivatives Used to Hedge Interest Rate Locks and Loans Held for Sale Gains/(Losses) on Changes in Fair Value of Loans Held for Sale Other Secondary Marketing Gains (Losses) Updated: 01/27/2011 Page 19

20 C450 Net Secondary Marketing Income Gain/(Loss) on Sale Sum of C300 through C440 this Sum of C300 through C440 this Sum of C300 through C440 this C500 C510 C520 C530 C540 C550 C560 C570 C580 C590 C600 C610 C620 C630 C640 C650 C700 C710 Servicing-Related Non-Interest Income Servicing Fees, First Mortgages Servicing Fees, Second Mortgages, Reverse Mortgages, Other Subservicing Fees Earned (including intercompany subservicing fees) Subservicing Fees Intracompany Only Late Fees and Other Ancillary Income Amortization of Mortgage Servicing Rights Other Than Temporary Impairment of MSRs Changes in MSR Valuation Allowance (+/-) Change in MSR Value Due to Realization of Cash Flows (+/-) Change in MSR Value Due to Market and Model Changes (+/-) Gains(Losses) on Derivatives Used to Hedge MSRs (+/-) Other Changes in MSR Value (+/-) Net Gain (Loss) on Bulk Sales of Servicing Rights Net Gain (Loss) from Sale of REO Other Servicing-Related Income Total Servicing-Related Non-Interest Income Other Non-Interest Income Provision for Credit Losses on Loans Held For Investment Other Than Temporary Impairment (not MSR-Related) & Other Credit Related Losses Total Sum of C500 through C640 this 1-4 Unit Residential Only Origination Warehousing, Servicing and Secondary Marketing Sum of C500 through C640 this Multifamily/Comm ercial Sum of C500 through C640 this Residential Portfolio Management and All Other Sum of C500 through C640 this C720 Net Gain (Loss) from Sale of Securities C730 Unrealized Gains/(Losses) on Trading Securities C740 Gains (Losses) on Other Derivatives or Other Financial Instruments C750 Gains/(Losses) on Changes in Fair Value of Loans Held for Investment C760 Pre-Tax Income/(Loss) from Investments in JVs, Partnerships, and Other Entities C770 Other Non-Interest Income C780 Total Other Non-Interest Income Sum of C700 through C770 this Sum of C700 through C770 this Sum of C700 through C770 this Sum of C700 through C770 this Sum of C700 through C770 this C800 Total Gross Income Sum of C170, C260, C450, C660 and C780 this Sum of C170, C260, C450, C660 and C780 this Sum of C170, C260, C450, C660 and C780 this Sum of C170, C260, C450, C660 and C780 this Sum of C170, C260, C450, C660 and C780 this Updated: 01/27/2011 Page 20

21 CF010 CF020 CF030 CF040 Schedule CF: Selected Cash Flow Data Net Cash (Used)/Provided by Operating Activities Cash Flows from Investing Activities Cash Flows from Financing Activities Total Increase/(Decrease) in Cash $$ Sum of CF010 to CF030 Updated: 01/27/2011 Page 21

22 Schedule D: Non-Interest Expenses and Net Income 1-4 Unit Residential Only Total Origination Warehousing, and Secondary Marketing Servicing Multifamily/Co mmercial Residential Portfolio Management and All Other D010 D020 D030 D040 D050 Personnel Compensation (Non-Corporate) Origination, Secondary Marketing and Warehousing Personnel Loan Production Officers (Sales Employees) Loan Origination (Fulfillment/Non-Sales) Warehousing and Secondary Marketing Personnel Post-Close and Other Production Support Staff Origination-Related Management and Directors D060 D070 Other Origination-Related Personnel Sum of D010 Sum of D010 Total Origination Compensation through D060 through D060 this this Sum of D010 through D060 this Sum of D010 through D060 this D080 D090 D100 Servicing Personnel Servicing-Related Management and Directors Other Servicing-Related Personnel Total Servicing Compensation Sum of D080 through D090 this Sum of D080 through D090 this Sum of D080 through D090 this D110 D120 D130 D140 Other Personnel Other Personnel Contra: Direct Personnel Expenses Reclassified as Gain on Sale or Deferred in Accordance with FAS 91 Sum of D070, Sum of D070, Total Non-Corporate Compensation D100, D110 D100, D110 Sum of D070, D100, and D120 this and D120 this D110 and D120 this MEMO: Amount of Direct Compensation Related to Temporary / Contractor Personnel Sum of D070, D100, D110 and D120 this Sum of D070, D100, D110 and D120 this Updated: 01/27/2011 Page 22

23 D150 D160 D170 D180 Other Personnel Expenses Employee Benefits (including Education and Training) Other Personnel Expenses Total Other Personnel Expenses Total Personnel Expenses Sum of D150 through D160 this Sum of D130 and D170 this Sum of D150 through D160 this Sum of D130 and D170 this Sum of D150 through D160 this Sum of D130 and D170 this Sum of D150 through D160 this Sum of D130 and D170 this Sum of D150 through D160 this Sum of D130 and D170 this D200 D210 D220 D230 D240 Occupancy and Equipment (including depreciation) Technology-Related Expenses (including depreciation) Outsourcing Fees Professional Fees, Including Consulting/Advisory/Legal Subservicing Fees Paid Including Intercompany Subservicing Fees Paid D250 Unreimbursed Servicing Expenses for Foreclosure and REO D260 Changes in REO Valuation Allowance Equal to O120 D270 Provision For Other Losses Equal to O220 D280 All Other Non-Interest Expenses D290 Contra: Direct Operating Expenses Reclassified as Gain On Sale or Deferred in Accordance with FAS 91 Sum of D200 Sum of D200 Sum of D200 D300 Total - Other Non-Interest Expenses through D290 through D290 through D290 this this this D310 D320 Total Gross Non-Interest Expenses (before Corporate Allocation) Net Income (Loss) before Corporate Allocations and Minority Interest Sum of D180 and D300 this Difference of C700 minus D310 this Sum of D180 and D300 this Difference of C700 minus D310 this Sum of D180 and D300 this Difference of C700 minus D310 this Sum of D200 through D290 this Sum of D180 and D300 this Difference of C700 minus D310 this Sum of D200 through D290 this Sum of D180 and D300 this Difference of C700 minus D310 this D400 D410 D420 D430 D440 Corporate Administration/Overhead Allocations $$ Corporate Management, Support, and Other Corporate Personnel Expenses Corporate Technology Charges Goodwill Impairment Other Corporate Expenses or Allocations not Included Above Sum of D400 Total Corporate Administration/Allocation through D430 D500 D510 D520 D530 D540 D550 D560 D600 Total Gross Non-Interest Expenses (After Corporate Allocation) Income Taxes, Non-recurring Items, and Minority Interest Income (Loss) before Taxes, Nonrecurring Items & Minority Interest Income Taxes Net Income (Loss) before Nonrecurring Items & Minority Interest Nonrecurring Items Net Income (Loss) before Minority Interest Minority Interest Net Income (Loss) after Corporate Allocations and Minority Interest Sum of D310 and D440 Difference of C700 (Total Column) minus D500 Difference of D510 minus D520 Sum of D530 and D540 Difference of D550 minus D560 Updated: 01/27/2011 Page 23

24 Schedule O - Reserves and Valuation Allowance Rollforwards Rollforward of Credit Loss Reserves on Loans Held for Investment O010 Beginning Balance O020 Provision for Credit Losses on Loans Held for Investment O030 Charge-offs, Net of Recoveries O040 Adjustments upon Adoption of FAS 159 O050 Other Changes O060 Ending Balance $$ Rollforward of Valuation Allowance on REO O110 Beginning REO Valuation Allowance O120 Changes in REO Valuation Allowance O130 Ending REO Valuation Allowance Rollforward of Reserve for Other Losses O210 Beginning Reserve for Other Losses O220 Provision For Other Losses O230 Charge-Offs, Net of Recoveries O240 Other Changes O250 Ending Reserve for Other Losses O310 O320 O330 O340 O350 O360 O370 Rollforward of Repurchase Reserves Beginning Repurchase Reserve Provision for Repurchases (EPD, FPD, etc.) Charge-Offs, Net of Recoveries Other Changes Ending Repurchase Reserve MEMO: UPB of Loans Repurchased or Indemnified During the Quarter MEMO: Number of Loans Repurchased or Indemnified During the Quarter # Updated: 01/27/2011 Page 24