Mortgage Bankers Financial Reporting Form

Transcription

1 Mortgage Bankers Financial Reporting Form Fannie Mae Form 1002 / Freddie Mac Form 1055 Ginnie Mae Form HUD Reporting Period: Second Quarter 2016 Data for the Period Ending: This form was generated on October 3, 2016 by WebMB ( for. This copy of the form is for informational uses only. Please submit your MBFRF online by using the Submit Form option. Information Address Address(2) City State AL Zip Code Website FHA Company Type Direct Sub of a Bank Independent Auditing Company Contact Information Name Position Phone (443) hhawkins@vcalc.com

2 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 Accum. Depreciation Receivables from Related Parties Deferred Tax Assets Goodwill and Other Intangible Assets Derivative Assets Other Assets Total Assets 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 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 A250 A260 A262 A264 A266 October 3, 2016 Page 1 of 33

3 Schedule A-030: Securities Held to Maturity At Amortized Cost Held to Maturity At Fair Value Available for Sale Trading Account 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 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 Total Securities Unamortized Deferred Fees and Costs, if Not Included Above Net Securities A030A A032A A034A A036A A030B A032B A034B A035B A030C A032C A034C A036C A030D A032D A034D A036D A030E A032E A034E A036E A030F A032F A034F A036F A030G A032G A034G A036G A030H A032H A034H A036H A030L A032L A034L A036L A030M A032M A034M A036M A030N A032N A034N A036N A030O A032O A034O A036O A030P A032P A033P A036P A030Q A032Q A034Q A036Q A030R A032R A034R A036R A030S A032S A034S A036S A030U A032U A034U A036U A030V A032V A034V A036V A030W A030T A032T A034T A036T October 3, 2016 Page 2 of 33

4 Schedule A-060: Mortgage Loans Held for Sale and Held for Investment, UPB HFS, at LOCOM HFS, at Fair Value HFI, at Amortized Cost HFI, at Fair Value 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 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 Total Other Loans Total Mortgage Loans, UPB (before adjustments) Adjustments Fair Value Adjustments for Loans Held For Sale (for FAS 159) A060A A062A A064A A066A A060B A062B A064B A066B A060C A062C A064C A066C A060D A062D A064D A066D A060E A062E A064E A066E A060F A062F A064F A066F A060G A062G A064G A066G A060H A062H A064H A066H A060I A062I A064I A066I A060L A062L A064L A066L A060M A062M A064M A066M A060N A062N A064N A066N A060O A062O A064O A066O A060P A062P A064P A066P A060Q A062Q A064Q A066Q A060R A062R A064R A066R A060V A062V A064V A066V A060W A062W A064W A066W A062X A066X (Discount)/ Premium on Loans Contra Other Deferred Fees on Loans Contra A060Y A060Z A064Y A064Z October 3, 2016 Page 3 of 33

5 Deferred Costs on Loans Contra Basis Adjustments from Hedging Other Basis Adjustments Accum Amort. of Discounts/ Premiums Deferred Fees & Cost, and Basis Adjustments LOCOM Valuation Allowance Contra Reserve For Credit Losses On Loans Held For Investment at Amortized Cost A060AA A060AB A060AC A060AE A064AA A064AB A064AC A064AD A064AF 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 A060AG A062AG A064AG A066AG A060T A062T A064T A066T A060AH A062AH A064AH A066AH A060AI A062AI A064AI A066AI October 3, 2016 Page 4 of 33

6 Schedule A-090: Real Estate Owned Real Estate Owned, at Cost Valuation Allowance Contra Real Estate Owned at Net Realizable Value A090A A090B A090T October 3, 2016 Page 5 of 33

7 Schedule A-120R: Rollforward of Mortgage Servicing Rights (MSRs) 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 Balance at End of Period Balance at End of Previous Period Rollforward of MSR Valuation Allowance Balance at Beginning of Period Change in Valuation Allowance Balance at End of Period Balance at End of Previous Period Total Amortized MSRs, Net of Valuation Allowance, at End of Period MEMO: Fair Value of Amortized MSRs at End Of Period Rollforward of Fair Value MSRs Balance at Beginning of Period Remeasurement of MSRs to Fair Value upon Adoption of FAS Additions: from Transfers of Financial Assets Additions: from Purchases and Other Assumptions Reductions: from MSRs Sold Change in Value Due to Realization of Cash Flows Change in Value Due to Market And Model Changes Other Changes Balance at End of Period Balance at End of Previous Period Total MSRs at End of Period A120A A120B A120C A120D A120E A120F A120G A120H A120T A120P A130A A130B A130T A130P A140T A130E A150A A150B A150C A150D A150E A150F A150G A150H A150T A150P A160T October 3, 2016 Page 6 of 33

8 Schedule A-220-B-180: Derivatives Derivative Assets Derivative Liabilities Interest Rate Lock Commitments (IRLCs) Other Loan Commitments Classified as Derivatives Derivatives Designated as Hedges of Funded Loans Derivatives Designated as Hedges of MSRs Derivatives Designated As Hedges Other Derivatives Not Designated as Hedges Total Derivatives MEMO: UPB of IRLCs before Fallout Adjustments MEMO: UPB of IRLCs after Fallout Adjustments A220A A220B A220C A220D A220E A220F A220T A220G A220H B180A B180B B180C B180D B180E B180F B180T B180G B180H October 3, 2016 Page 7 of 33

9 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 Other Assets Other as Percentage of Total Assets Explanation of Amounts in Other Assets Other Total Other Assets A230A A230B A230C A230D A230E A230F A230G A230H A230I A230J A230T October 3, 2016 Page 8 of 33

10 Schedule B: Liabilities and Equity Liabilities Outstanding Balance on Debt Facilities Collateralized Mortgage Debt Relating to Financings Collateralized Mortgage Debt Other Trust Preferred Securities Deposits Advances from Federal Home Loan Banks Commercial Paper Other Short-Term Payables to Related Parties Other Short-Term Notes Payable to Unrelated Parties Accrued Expenses Estimated Future Loss Liability (Recourse) Other Short-term Liabilities Other Long-Term Liabilities to Related Parties Other Long-Term Liabilities to Unrelated Parties Servicing Liabilities Guaranty Liabilities under FIN Other Financial Instrument Liabilities, at Fair Value Derivative Liabilities Taxes Payable Deferred Tax Liability Repurchase Reserves Total Liabilities Minority Interest Subordinated Debt 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: B010 B020 B030 B040 B050 B060 B070 B080 B090 B100 B110 B120 B130 B140 B150 B160 B170 B180 B190 B200 B210 B220 B230 B240 B250 B260 B270 B280 B290 B300 B310 October 3, 2016 Page 9 of 33

11 General Partners Capital For Partnerships: Limited Partners Capital Members Capital For All Companies: Total Equity Total Liabilities and Equity B320 B330 B340 B350 B360 October 3, 2016 Page 10 of 33

12 Schedule B-350R: Equity Rollforward Balance at Beginning of Period Net Income / (Loss) Issuance of New Stock or Conversions of Preferred to Common Stock Repurchases Other Capital Contributions OCI: Unrealized Gains (Losses) from Assets Available-for-Sale OCI: Unrealized Gains (Losses) from Derivatives Designated as Cash Flow Hedges OCI: Other Changes in OCI Cumulative Effect from Adoption of FAS Cumulative Effect from Adoption of FAS Cumulative Effect Adjustments to Retained Earnings Other Dividends/ Distributions Changes in the carrying amount of Noncontrolling Interest Equity Adjustments Balance at End of Period Balance at End of Previous Period B350A B350B B350C B350D B350E B350F B350G B350H B350I B350J B350K B350L B350M B350N B350T B350P October 3, 2016 Page 11 of 33

13 Schedule C: Income 1-4 Unit Residential Only Total Origination Warehousing, and Secondary Marketing Servicing Multifamily/ Commercial Residential Portfolio Management and All Other NET INTEREST INCOME Interest Income Warehousing Interest Income from Loans Held For Sale Residential and Multifamily/ Commercial Interest Income on Loans Held for Investment Interest Income from Securities Held to Maturity Interest Income from Securities Available for Sale Interest Income from Trading Securities Other Interest Income Recognition of Yield Adjustment... Servicing-Related/ Escrow Interest Income C010 C010 C010 C020 C020 C020 C030 C030 C030 C040 C040 C040 C050 C050 C050 C060 C060 C060 C060 C060 C070 C070 C070 C070 C080 C080 C080

14 Origination Fees Fees Received from Correspondents and Brokers Broker Fees Received on Loans Brokered Out C210 C210 C210 C220 C220 C220 C230 C230 C230 Other Originations-Related Income. Contra: Above Amounts Reclassified as Gain on Sale or Deferred (under FAS 91) Total Origination-Related Non- Interest Income C240 C240 C240 C250 C250 C250 C260 C260 C260 Secondary Marketing Gains/ (Losses) On Sale Gain (Loss) on Loans/ MBS Sold with Servicing Retained (excluding capitalized servicing) C300 C300 C300 Capitalized Servicing On Loans/ MBS Sold with Servicing Retained. C310 C310 C310 Gain (Loss) on Loans/ MBS Sold with Servicing Released (excluding servicing released premiums) C320 C320 C320 Servicing Released Premiums on Loans/ MBS Sold with Servicing Released C330 C330 C330 Fees Paid to Brokers Direct Fees Reclassified as Gain on Sale in Accordance with FAS Direct Expenses Reclassified as Gain on Sale in Accordance with FAS 91 Recognition of Retained Interests).. Pair-Off Expenses and Other Hedge Costs Provision for Repurchase (EPD, FPD, etc.) Reserve 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) Net Secondary Marketing Income Gain/ (Loss) on Sale Servicing-Related Non-Interest Income Servicing Fees, First Mortgages.... Servicing Fees, Second Mortgages, Reverse Mortgages, Other C340 C340 C340 C350 C350 C350 C360 C360 C360 C370 C370 C370 C380 C380 C380 C390 C390 C390 C400 C400 C400 C410 C410 C410 C420 C420 C420 C430 C430 C430 C440 C440 C440 C450 C450 C450 C500 C500 C500 C510 C510 C510 C510 October 3, 2016 Page 13 of 33

15 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 Net Gain (Loss) from Sale of Securities Unrealized Gains/ (Losses) on Trading Securities Gains (Losses) on Other Derivatives or Other Financial Instruments.... Gains/ (Losses) on Changes in Fair Value of Loans Held for Investment Pre-Tax Income/ (Loss) from Investments in JVs, Partnerships, and Other Entities Other Non-Interest Income Total Other Non-Interest Income... Total Gross Income C520 C520 C520 C520 C530 C530 C530 C530 C540 C540 C540 C540 C550 C550 C550 C560 C560 C560 C570 C570 C570 C580 C580 C580 C590 C590 C590 C600 C600 C600 C610 C610 C610 C620 C620 C620 C630 C630 C630 C630 C640 C640 C640 C650 C650 C650 C650 C700 C700 C700 C710 C710 C710 C720 C720 C720 C720 C720 C730 C730 C730 C740 C740 C740 C740 C740 C750 C750 C750 C760 C760 C760 C760 C760 C770 C770 C770 C770 C770 C780 C780 C780 C780 C780 C800 C800 C800 C800 C800 October 3, 2016 Page 14 of 33

16 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 CF010 CF020 CF030 CF040 October 3, 2016 Page 15 of 33

17 Schedule D: Non-Interest Expenses and Net Income 1-4 Unit Residential Only Total Origination Warehousing, and Secondary Marketing Servicing Multifamily/ Commercial Residential Portfolio Management and All Other Personnel Compensation (Non-Corporate) Origination, Secondary Marketing and Warehousing Personnel Loan Production D010 D010 Loan Origination Warehousing and Secondary Marketing Personnel Post-Close and Other Production Support Staff Origination-Related Management and Directors Other Origination-Related Personnel Total Origination Compensation... Servicing Personnel Servicing-Related Management and Directors Other Servicing-Related Personnel. Total Servicing Compensation Other Personnel Other Personnel Contra: Direct Personnel Expenses Reclassified as Gain on Sale or Deferred in Accordance with FAS 91.. Total Non-Corporate Compensation MEMO: Amount of Direct Compensation Related to Temporary / Contractor Personnel Other Personnel Expenses Employee Benefits (including Education and Training) Other Personnel Expenses Total Other Personnel Expenses.... D020 D020 D030 D030 D040 D040 D050 D050 D050 D060 D060 D060 D060 D070 D070 D070 D070 D080 D080 D080 D090 D090 D090 D100 D100 D100 D110 D110 D120 D120 D120 D120 D130 D130 D130 D130 D130 D140 D140 D140 D140 D140 D150 D150 D150 D150 D150 D160 D160 D160 D160 D160 D170 D170 D170 D170 D170 October 3, 2016 Page 16 of 33

18 Total Personnel Expenses 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. Unreimbursed Servicing Expenses for Foreclosure and REO Changes in REO Valuation Allowance Provision For Other Losses All Other Non-Interest Expenses... Contra: Direct Operating Expenses Reclassified as Gain On Sale or Deferred in Accordance with FAS 91.. D180 D180 D180 D180 D180 D200 D200 D200 D200 D200 D210 D210 D210 D210 D210 D220 D220 D220 D220 D220 D230 D230 D230 D230 D230 D240 D240 D240 D240 D240 D250 D250 D250 D250 D260 D260 D260 D260 D270 D270 D270 D270 D270 D280 D280 D280 D280 D280 D290 D290 D290 D290 D290 Total - Other Non-Interest Expenses Total Gross Non-Interest Expenses (before Corporate Allocation) Net Income (Loss) before Corporate Allocations and Minority Interest.. Corporate Administration/ Overhead Allocations D300 D300 D300 D300 D300 D310 D310 D310 D310 D310 D320 D320 D320 D320 D320 Corporate Management Corporate Technology Charges..... D400 D410 Goodwill Impairment Other Corporate Expenses or Allocations not Included Above Total Corporate Administration/ Allocation Total Gross Non-Interest Expenses (After Corporate Allocation) D420 D430 D440 D500 Income Taxes, Non-recurring Items, and Minority Interest Income (Loss) Income Taxes Net Income (Loss) before Nonrecurring Items & Minority Interest..... Nonrecurring Items Net Income (Loss) before Minority Interest D510 D520 D530 D540 D550 October 3, 2016 Page 17 of 33

19 Minority Interest Net Income (Loss) after Corporate Allocations and Minority Interest.. D560 D600 October 3, 2016 Page 18 of 33

20 Schedule H: Average Number of Full-Time Equivalent (FTE) Employees 1-4 Unit Residential Only Total Origination Warehousing, and Secondary Marketing Servicing Multifamily/ Commercial Residential Portfolio Management and All Other Origination Employees Loan Production Officers (Sales Employees) Loan Origination Fulfillment/ Non- Sales Employees Warehousing and Marketing Employees Post-Close and Production Support Staff Origination-Related Management and Directors Other Origination-Related Personnel Total Origination Employees Servicing Employees Servicing-Related Management and Directors Other Servicing-Related Personnel. Total Servicing Employees Other Employees Total Employees (before Corporate Personnel) MEMO: Number of Employees Included Above Related to Temporary / Contractor Personnel Corporate Administration/ Overhead Employees Total Full-Time Equivalent Employees H010 H010 H020 H020 H030 H030 H040 H040 H050 H050 H050 H060 H060 H060 H060 H070 H070 H070 H070 H080 H080 H080 H090 H090 H090 H100 H100 H100 H110 H110 H110 H110 H110 H130 H130 H130 H130 H130 H140 H140 H140 H140 H140 H150 H160 October 3, 2016 Page 19 of 33

21 Schedule I: Loan Originations UPB($000) Loan Count Average Loan Size($000) 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 Total Residential First Mortgages Other Mortgages Closed-End Second Mortgages Funded HELOCs Reverse Mortgages Construction and Land Development Loans, 1-4 Unit Residential Multifamily LoansAgency Commercial Mortgage Loans Other Mortgage Loans Total Other Loans Total Mortgage Loans Originated I010 I010 I010 I020 I020 I020 I030 I030 I030 I040 I040 I040 I050 I050 I050 I060 I060 I060 I070 I070 I070 I080 I080 I080 I100 I100 I100 I110 I110 I110 I120 I120 I120 I130 I130 I130 I140 I140 I140 I150 I150 I150 I160 I160 I160 I170 I170 I170 I180 I180 I180 I200 I200 I200 Retail Wholesale Correspondent Wholesale Broker Total First Residential Volume (must equal Total in I100 above) I210 I210 I210 I220 I220 I220 I230 I230 I230 I240 I240 I240 October 3, 2016 Page 20 of 33

22 Fixed Rate ARM Total First Residential Volume I250 I250 I250 I251 I251 I251 I259 I259 I259 Jumbo Non-Jumbo Total First Mortgage Volume (must equal Total in I100 above) I260 I260 I260 I261 I261 I261 I269 I269 I269 Alt Doc Full Doc Total First Mortgage Volume (must equal Total in I100 above) I270 I270 I270 I271 I271 I271 I279 I279 I279 Interest Only Not Interest Only Total First Mortgage Volume (must equal Total in I100 above) I280 I280 I280 I281 I281 I281 I289 I289 I289 Option ARMs Not Option ARMs Total First Mortgage Volume (must equal Total in I100 above) I290 I290 I290 I291 I291 I291 I299 I299 I299 Loans with Prepayment Penalties Loans without Prepayment Penalties Total First Mortgage Volume (must equal Total in I100 above) I300 I300 I300 I301 I301 I301 I309 I309 I309 Purchase Refinance Rate-Term Refinance Cash-Out Refinances Refinance Restructure Refinance Other/ Unknown Total First Mortgage Volume (must equal Total in I100 above) I310 I310 I310 I311 I311 I311 I312 I312 I312 I313 I313 I313 I314 I314 I314 I319 I319 I319 Owner-Occupied Non-Owner Occupied I320 I320 I320 I321 I321 I321 October 3, 2016 Page 21 of 33

23 Total First Mortgage Volume (must equal Total in I100 above) I329 I329 I329 Loans with Private Mortgage Insurance Loans without Private Mortgage Insurance Total First Mortgage Volume (must equal Total in I100 above) I330 I330 I330 I331 I331 I331 I339 I339 I339 Loans with Piggyback Seconds or Funded HELOCs Loans without Piggyback Seconds or Funded HE- LOCs Total First Mortgage Volume (must equal Total in I100 above) First Mortgage Borrower s FICO Score Distribution Equals 600 or less Greater than 600 but less than or equal to Greater than 650 but less than or equal to Greater than 700 but less than or equal to Greater than Total First Mortgage Volume (must equal Total in I100 above) I340 I340 I340 I341 I341 I341 I349 I349 I349 I350 I350 I350 I351 I351 I351 I352 I352 I352 I353 I353 I353 I354 I354 I354 I359 I359 I359 Average Average FICO Score for First Mortgage Borrowers (simple average based on loan count) Average FICO Score for Second and HELOC Mortgage Borrowers (simple average based on loan count) First Mortgage Loan-to-Value (LTV) Distribution I360 I365 Equals 60% or less Greater than 60% but less than or equal to 70%.. Greater than 70% but less than or equal to 80%.. Greater than 80% but less than or equal to 90%.. Greater than 90% but less than or equal to 100%. Greater than 100% Total First Mortgage Volume (must equal Total in I100 above) I370 I370 I370 I371 I371 I371 I372 I372 I372 I373 I373 I373 I374 I374 I374 I375 I375 I375 I379 I379 I379 October 3, 2016 Page 22 of 33

24 Wtd. Average Weighted Average LTV on First Mortgages Only (enter two-decimal figure, e.g., for 87.65% weighted LTV) Weighted Average CLTV Combined First and Second Mortgages (enter two-decimal figure, e.g., for 87.65% 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) I400 I400 I400 I380 I385 I390 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 I401 I401 I401 I402 I402 I402 I403 I403 I403 I404 I404 I404 I405 I405 I405 I409 I409 I409 Production Sold Servicing Released Production Brokered Out I410 I410 I410 I420 I420 I420 Ratio Pull-Through Ratio (enter two-decimal figure, e.g., for 67.54%) Total Multifamily/ Commercial Loans Sold This Period Warehouse Period I440 I440 I440 I430 Days Average Days in Warehouse1-4 Unit Residential Mortgages Only Average Days in WarehouseMultifamily Loans.... Average Days in WarehouseCommercial Mortgage Loans Production Warehoused in Excess of 90 Days as of Period End1-4 Unit Residential Mortgages Only.. I460 I460 I460 I450 I455 I456 October 3, 2016 Page 23 of 33

25 Schedule K: Debt Facilities Facility #1 Facility #2 Facility #3 Facility #4 Facility #5 Facility #6 Facility #7 Facility #8 Facility #9 Facility #10 Total Other Facilities Total MEMO: Total Number of Facilities Facility Provider Name Facility Provided by Affiliate Facility Type Outstanding Borrowings ($000) Credit Facility Limit ($000) Committed ($000) Uncommitted ($000) Wtd Avg Advance Rate TNW Requirements ($000) Covenant Violations Waiver for Violation Facility Expiration Date K010A K020A K030A K040A K050A K060A K070A K080A K090A K100A K110A K120A K010B K020B K030B K040B K050B K060B K070B K080B K090B K100B K110B K120B K010C K020C K030C K040C K050C K060C K070C K080C K090C K100C K110C K120C K010D K020D K030D K040D K050D K060D K070D K080D K090D K100D K110D K120D K010E K020E K030E K040E K050E K060E K070E K080E K090E K100E K110E K120E K010F K020F K030F K040F K050F K060F K070F K080F K090F K100F K110F K120F K010G K020G K030G K040G K050G K060G K070G K080G K090G K100G K110G K120G K010H K020H K030H K040H K050H K060H K070H K080H K090H K100H K110H K120H K010I K020I K030I K040I K050I K060I K070I K080I K090I K100I K110I K120I K010J K020J K030J K040J K050J K060J K070J K080J K090J K100J K110J K120J K130T K040K K050K K060K K070K K040T K050T K060T K070T

26 Schedule K: Servicing Facilities Facility #1 Facility #2 Facility #3 Facility #4 Facility #5 Facility #6 Facility #7 Facility #8 Facility #9 Facility #10 Total Other Facilities Total MEMO: Total Number of Facilities MEMO: Unused portion of committed Agency servicing advance lines Facility Provider Name Facility Provided by Affiliate Facility Type Outstanding Borrowings ($000) Credit Facility Limit ($000) Committed ($000) Uncommitted ($000) Wtd Avg Advance Rate TNW Requirements ($000) Covenant Violations Waiver for Violation Facility Expiration Date K210A K220A K230A K240A K250A K260A K270A K280A K290A K300A K310A K320A K210B K220B K230B K240B K250B K260B K270B K280B K290B K300B K310B K320B K210C K220C K230C K240C K250C K260C K270C K280C K290C K300C K310C K320C K210D K220D K230D K240D K250D K260D K270D K280D K290D K300D K310D K320D K210E K220E K230E K240E K250E K260E K270E K280E K290E K300E K310E K320E K210F K220F K230F K240F K250F K260F K270F K280F K290F K300F K310F K320F K210G K220G K230G K240G K250G K260G K270G K280G K290G K300G K310G K320G K210H K220H K230H K240H K250H K260H K270H K280H K290H K300H K310H K320H K210I K220I K230I K240I K250I K260I K270I K280I K290I K300I K310I K320I K210J K220J K230J K240J K250J K260J K270J K280J K290J K300J K310J K320J K330T K330U K240K K250K K260K K270K K240T K250T K260T K270T

27 Schedule L: Servicing Portfolio UPB($000) Loan Count Average Loan Size($000) Residential First Mortgages (1-4 Unit Residential) Government (FHA/ VA/ RHS) Fixed Government (FHA/ VA/ RHS) ARM Prime (Conforming and Jumbo)- Fixed Prime (Conforming and Jumbo) - ARM Other Fixed Other ARM Total Residential First Mortgages Other Mortgages Closed-End Second Mortgages Funded HELOCs Reverse Mortgages Construction and Land Development Loans, 1-4 Unit Residential Multifamily LoansAgency Commercial Mortgage Loans Other Mortgages Not Reported Above Total Other Mortgages Outstanding L010 L010 L010 L020 L020 L020 L030 L030 L030 L040 L040 L040 L050 L050 L050 L060 L060 L060 L100 L100 L100 L110 L110 L110 L120 L120 L120 L130 L130 L130 L140 L140 L140 L150 L150 L150 L160 L160 L160 L170 L170 L170 L180 L180 L180 Total Servicing / Mortgage Outstanding Residential First Mortgages (1-4 Unit Residential) Only: L200 L200 L200 Fixed Rate ARM Total First Mortgage Residential Volume Outstanding (must equal Total in L100 above) Interest Only Not Interest Only Total First Mortgage Residential Outstanding (must equal Total in L100 above) L201 L201 L201 L202 L202 L202 L209 L209 L209 L210 L210 L210 L211 L211 L211 L219 L219 L219 October 3, 2016 Page 26 of 33

28 Option ARMs Not Option ARMs Total First Mortgage Residential Outstanding (must equal Total in L100 above) L220 L220 L220 L221 L221 L221 L229 L229 L229 Loans with Prepayment Penalties Loans without Prepayment Penalties Total First Mortgage Residential Outstanding (must equal Total in L100 above) L230 L230 L230 L231 L231 L231 L239 L239 L239 Owner-Occupied Non-Owner Occupied Total First Mortgage Volume (must equal Total in L100 above) L240 L240 L240 L241 L241 L241 L249 L249 L249 Loans with Private Mortgage Insurance Loans without Private Mortgage Insurance Total First Mortgage Residential Outstanding (must equal Total in L100 above) L250 L250 L250 L251 L251 L251 L259 L259 L259 Loans with Piggyback Seconds or Funded HELOCs Loans without Piggyback Seconds or Funded HE- LOCs Total First Mortgage Residential Volume (must equal Total in L100 above) Investor Distribution Serviced for Portfolio/ Affiliates/ Parent Serviced for Secondary Market Agencies (Fannie, Freddie, Ginnie) L260 L260 L260 L261 L261 L261 L269 L269 L269 L270 L270 L270 L271 L271 L271 Serviced for Other Investors or Securities Total First Mortgage Volume must equal Total in L100 above) Loan Age L272 L272 L272 L279 L279 L279 Age Weighted Average Loan Age (in Months) Residential First Mortgages Only Subservicing UPB of Loans Subserviced for Others, Excluding Intracompany Portfolio UPB of Loans Subserviced by Others Bankruptcy Status L290 L290 L290 L300 L300 L300 L280 October 3, 2016 Page 27 of 33

29 Of total first mortgage residential mortgage debt outstanding, what portion of loans had bankruptcy status as of the period end? Reductions in Portfolio For this quarter only, Loans Removed from Servicing Portfolio Due to Prepayment of Mortgage, Transfer of Asset, or Other Reason L320 L320 L320 Percentage Seriously Delinquent Loans as of Period End (90 Days or More Delinquent and Loans in Foreclosure Process) Residential First Mortgages (1-4 Unit Residential) L310 Government (FHA/ VA/ RHS) - Fixed Government (FHA/ VA/ RHS) - ARM Prime (Conforming and Jumbo)- Fixed Prime (Conforming and Jumbo) - ARM Other - Fixed Other - ARM Total Residential First Mortgages Other Mortgages Closed-End Second Mortgage Loans Funded HELOCs Reverse Mortgages Construction and Land Development Loans, 1-4 Unit Residential Multifamily LoansAgency Commercial Mortgage Loans Other Loans Not Reported Above Total Other Loans Total Mortgage Loans 90 or More Days Delinquent and Loans in Foreclosure Process Agency Servicing SDQ L410 L410 L410 L420 L420 L420 L430 L430 L430 L440 L440 L440 L450 L450 L450 L460 L460 L460 L500 L500 L500 L510 L510 L510 L520 L520 L520 L530 L530 L530 L540 L540 L540 L550 L550 L550 L560 L560 L560 L570 L570 L570 L580 L580 L580 L600 L600 L600 L601 L601 L601 October 3, 2016 Page 28 of 33

30 Schedule N: Recourse Exposure UPB($000) Loan Count Average Loan Size($000) Loans and MBS Recourse Agreements Home Equity Loans and MBS Other Loans Total Recourse Exposure N010 N010 N010 N030 N030 N030 N040 N040 N040 N050 N050 N050 October 3, 2016 Page 29 of 33

31 Schedule O: Reserves and Valuation Allowance Rollforwards Beginning Balance Provision for Credit Losses on Loans Held for Investment Charge-Offs, Net of Recoveries Adjustments upon Adoption of FAS Other Changes Ending Balance Rollforward of Valuation Allowance on REO Beginning REO Valuation Allowance Changes in REO Valuation Allowance Ending REO Valuation Allowance Rollforward of Reserve for Other Losses Beginning Reserve for Other Losses Provision For Other Losses Charge-Offs, Net of Recoveries Other changes Ending Reserve for Other Losses 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 O010 O020 O030 O040 O050 O060 O110 O120 O130 O210 O220 O230 O240 O250 O310 O320 O330 O340 O350 O360 O370 October 3, 2016 Page 30 of 33

32 Schedule P: GNMA Pass-Through Data Lines of Credit Available for Advances Dollar Amount of Foreclosed Loans P010 P030 October 3, 2016 Page 31 of 33

33 Schedule Q: Pledged of Restricted Items Carrying Value of Pledged Assets Total Restricted Retained Earnings Total Pledged Servicing Q010 Q020 Q030 October 3, 2016 Page 32 of 33

34 Schedule R: Loan Modifications UPB($000) Loan Count Average Loan Size($000) Loan Modifications R010 R010 R010 October 3, 2016 Page 33 of 33