DITECH HOLDING Corp - FORM 8-K - EX-99.2

Attached files

file	filename
8-K - FORM 8-K - DITECH HOLDING Corp	b85469e8vk.htm
EX-99.1 - EX-99.1 - DITECH HOLDING Corp	b85469exv99w1.htm

Exhibit 99.2

WIMC Review 4th Quarter 2010

Table of Contents

Safe Harbor Statement

Introduction

Fourth Quarter 2010 Highlights

Balance Sheet The following table reflects a comparison of the GAAP balance sheets as of December 31, 2010 and 2009.

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 December 31, 2010.

GAAP Income Statement The table below provides a summary of GAAP income for the three months ended December 31, 2010 and 2009.

GAAP Income Statement The table below provides a summary of GAAP income for the years ended December 31, 2010 and 2009.

Profitability Ratios

Non-Interest Expenses The table below provides a summary of overhead and servicing costs by function for the three months ended December 31, 2010 and 2009.

Non-Interest Expenses The table below provides a summary of overhead and servicing costs by function for the years ended December 31, 2010 and 2009.

Allowance Overview

Summary Portfolio Metrics - Total Portfolio

Prepayment Speeds and Loss Severity - By Trust

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 (1) As a result of subsequent acquisition activity, the state concentration for prior periods is no longer considered meaningful. (1)