Attached files

file filename
EX-99.1 - EX-99.1 - DITECH HOLDING Corpb86303exv99w1.htm
8-K - FORM 8-K - DITECH HOLDING Corpb86303e8vk.htm
Exhibit 99.2
WIMC Review 1st Quarter 2011


 

Table of Contents


 

Safe Harbor Statement


 

Introduction


 

First Quarter 2011 Highlights


 

Balance Sheet The following table reflects a comparison of the GAAP balance sheets as of March 31, 2011 and December 31, 2010.


 

Balance Sheet Breakdown Net Assets The following table provides a breakdown of GAAP Net Assets between the securitized (encumbered) net assets and the unencumbered net assets.


 

Mortgage Portfolio The following table provides a breakout of certain balances related to the residential loan portfolio by securitization trust and by vintage category at March 31, 2011.


 

GAAP Income Statement The table below provides a summary of GAAP income for the three months ended March 31, 2011 and 2010.


 

Profitability Ratios


 

Non-Interest Expenses The table below provides a summary of overhead and servicing costs by function for the three months ended March 31, 2011 and 2010.


 

Allowance Overview


 

Summary Portfolio Metrics - Total Portfolio


 

Prepayment Speeds and Loss Severity - By Trust (1) Loss severities are calculated as the loss on sale of REO properties (including all costs through disposition) divided by the carrying value of REO. Note: Information relates to the servicing of the owned portfolio only and excludes recently acquired portfolios that have not been boarded onto the WIMC servicing platform.


 

Portfolio Acquisitions


 

Static Pool Data - Cumulative Losses


 

Static Pool Data - Cumulative Repossessions


 

Static Pool Data - 90+ Delinquency


 

Static Pool Data - Prepayment Rates


 

Unencumbered Residential Loans


 

Total Portfolio


 

Unencumbered Assets


 

Unencumbered Legacy


 

Unencumbered New Pools


 

Securitized Assets


 

Trust II


 

Trust IV


 

Trust VI


 

Trust VII


 

Trust VIII


 

Trust X


 

Trust XI


 

Trust 2004-1


 

Trust 2005-1


 

Trust 2006-1


 

Trust 2010-1


 

Securitization Triggers