1. PowerPoint Report Samples: Designed to be read in hard copy
(all information on slides is confidential)
Overview: Strategic Realignment of Risk Mix Late Stage Delinquency and NCO Flow Trends Overview of WMI Portfolio
Credit Risk Perspective
Loans Newly 180 Days Past Due (DPD) Versus Net Charge-Offs The flow of new 180 DPD loans was $X.X Credit Outcomes Commentary
$1,400 $1,400
billion in May, a X% increase over April.
High
Add Credit Risk & return $1,200 $1,200
The monthly pace has been an average X% Total Portfolio Delinquencies and NPLs
♦ Total delinquencies are $XX billion in May 2008, a
in Subprime, Credit Loans Newly 180 Days Past
Due in that month
increase this year. $16,000
$ Delinquent (30+) $ NPL
6.4%
X% increase from April. Total delinquencies
represent X% of the portfolio.
Delinquency Rate (30+) NPL Rate
Cards and Alt-A $14,000 5.6%
Expected Return
$1,000 $1,000
Delinquency Balance (In $ Millions)
Net charge-offs were $XXX million for the
$ Net Charge Off (In $ Millions)
$12,000 4.8%
♦ NPLs grew by X% in the month, driven mostly by
2009 Total Risk Perspective
$800 $800
month of May. At $X.X billion, net charge- $10,000 4.0%
net NPL additions in the SFR Prime, Purchased SMF,
offs to date in 2008 have already doubled all
(% of Portfolio)
and HELOC portfolios. This drove the NPL rate up
(in $ Millions)
net charge-offs taken in 2007.
$600 $600
2005 $8,000 3.2%
30 bps to X% of the portfolio.
High
$ Net Charge-Off in that month
$6,000 2.4%
2004 More efficient risk mix $400 $400
♦ Foreclosed assets rose $X million in May, and now
The ratio of these net charge-offs to new 180 $4,000 1.6% total $X billion. May’s increase was the slowest
$200 $200
DPDs was nearly X% in May. month-to-month increase in 2008.
Adjust Mix
Expected Return
$2,000 0.8%
Low Credit Risk High By looking at earlier stage delinquency
$0 $0
$0 0.0% ♦ NPAs are now X% of total assets.
2009 balances i conjunction with th
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