Exhibit 99.2
COUNTRYWIDE FINANCIAL CORPORATION AND SUBSIDIARIES
ROLLING THIRTEEN MONTH STATISTICAL DATA
(Dollars in millions)
| | May-06 | | Jun-06 | | Jul-06 | | Aug-06 | | Sep-06 | | Oct-06 | | Nov-06 | | Dec-06 | | Jan-07 | | Feb-07 | | Mar-07 | | Apr-07 | | May-07 | | YTD | |
LOAN PRODUCTION | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Number of Working Days in the Period | | 22 | | 22 | | 20 | | 23 | | 20 | | 22 | | 21 | | 20 | | 21 | | 19 | | 22 | | 21 | | 22 | | 105 | |
Average Daily Mortgage Loan Applications | | $ | 2,667 | | $ | 2,731 | | $ | 2,539 | | $ | 2,645 | | $ | 2,836 | | $ | 2,642 | | $ | 2,729 | | $ | 2,735 | | $ | 2,820 | | $ | 3,009 | | $ | 3,134 | | $ | 2,937 | | $ | 3,126 | | $ | 3,008 | |
Mortgage Loan Pipeline (loans-in-process) | | $ | 65,577 | | $ | 64,979 | | $ | 62,230 | | $ | 64,125 | | $ | 65,316 | | $ | 60,939 | | $ | 62,004 | | $ | 57,217 | | $ | 58,697 | | $ | 63,945 | | $ | 69,389 | | $ | 68,747 | | $ | 69,744 | | | |
Commercial Real Estate Loan Pipeline (loans-in-process) | | $ | 1,116 | | $ | 1,297 | | $ | 1,204 | | $ | 1,730 | | $ | 1,415 | | $ | 1,824 | | $ | 2,232 | | $ | 1,991 | | $ | 1,954 | | $ | 2,381 | | $ | 3,207 | | $ | 2,845 | | $ | 2,319 | | | |
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Loan Fundings (1): | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Retail Lending | | $ | 14,170 | | $ | 14,708 | | $ | 12,978 | | $ | 14,021 | | $ | 12,436 | | $ | 13,669 | | $ | 12,809 | | $ | 13,949 | | $ | 12,647 | | $ | 11,955 | | $ | 14,409 | | $ | 13,578 | | $ | 14,377 | | $ | 66,966 | |
Wholesale Lending | | 9,083 | | 9,283 | | 7,786 | | 8,193 | | 7,229 | | 7,464 | | 6,650 | | 7,781 | | 7,155 | | 6,874 | | 8,159 | | 7,963 | | 8,077 | | 38,228 | |
Correspondent Lending | | 13,325 | | 15,332 | | 14,023 | | 16,185 | | 16,534 | | 19,399 | | 17,764 | | 18,370 | | 16,261 | | 14,896 | | 18,616 | | 18,294 | | 20,803 | | 88,870 | |
Capital Markets Purchases | | 1,996 | | 2,674 | | 944 | | 1,782 | | 1,596 | | 576 | | 565 | | 1,575 | | 309 | | 566 | | 954 | | 192 | | 884 | | 2,905 | |
Banking Operations Purchases (1) | | 159 | | 1,434 | | 1,212 | | 1,345 | | 292 | | 788 | | 490 | | 55 | | 741 | | 278 | | 1,144 | | 453 | | 279 | | 2,895 | |
Total Mortgage Loan Fundings | | 38,733 | | 43,431 | | 36,943 | | 41,526 | | 38,087 | | 41,896 | | 38,278 | | 41,730 | | 37,113 | | 34,569 | | 43,282 | | 40,480 | | 44,420 | | 199,864 | |
Commercial Real Estate Lending | | 281 | | 464 | | 427 | | 273 | | 646 | | 406 | | 863 | | 1,093 | | 654 | | 693 | | 664 | | 930 | | 1,157 | | 4,098 | |
Total Loan Fundings | | $ | 39,014 | | $ | 43,895 | | $ | 37,370 | | $ | 41,799 | | $ | 38,733 | | $ | 42,302 | | $ | 39,141 | | $ | 42,823 | | $ | 37,767 | | $ | 35,262 | | $ | 43,946 | | $ | 41,410 | | $ | 45,577 | | $ | 203,962 | |
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Total Bank Mortgage Loan Fundings (2) | | $ | 8,209 | | $ | 12,491 | | $ | 13,057 | | $ | 14,578 | | $ | 11,998 | | $ | 17,994 | | $ | 15,725 | | $ | 15,744 | | $ | 15,520 | | $ | 13,669 | | $ | 14,533 | | $ | 16,048 | | $ | 19,325 | | $ | 79,095 | |
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Loan Fundings in Units (1): | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Retail Lending | | 90,906 | | 92,204 | | 82,294 | | 88,698 | | 78,388 | | 83,206 | | 75,501 | | 78,754 | | 70,212 | | 67,241 | | 80,682 | | 78,759 | | 85,901 | | 382,795 | |
Wholesale Lending | | 43,783 | | 44,785 | | 37,798 | | 40,740 | | 35,448 | | 36,813 | | 32,856 | | 38,199 | | 34,318 | | 32,665 | | 38,936 | | 38,582 | | 39,513 | | 184,014 | |
Correspondent Lending | | 66,904 | | 77,911 | | 71,023 | | 82,777 | | 85,213 | | 96,120 | | 87,847 | | 89,483 | | 80,195 | | 73,413 | | 92,391 | | 90,113 | | 102,422 | | 438,534 | |
Capital Markets Purchases | | 7,509 | | 9,942 | | 3,716 | | 6,978 | | 5,832 | | 2,594 | | 2,198 | | 5,860 | | 951 | | 1,817 | | 2,884 | | 738 | | 3,336 | | 9,726 | |
Banking Operations Purchases (1) | | 2,644 | | 25,473 | | 3,709 | | 5,683 | | 807 | | 11,463 | | 1,527 | | 183 | | 9,395 | | 2,670 | | 7,552 | | 2,723 | | 2,110 | | 24,450 | |
Total Mortgage Loan Fundings | | 211,746 | | 250,315 | | 198,540 | | 224,876 | | 205,688 | | 230,196 | | 199,929 | | 212,479 | | 195,071 | | 177,806 | | 222,445 | | 210,915 | | 233,282 | | 1,039,519 | |
Commercial Real Estate Lending | | 45 | | 66 | | 40 | | 39 | | 56 | | 97 | | 70 | | 87 | | 60 | | 64 | | 88 | | 89 | | 170 | | 471 | |
Total Loan Fundings | | 211,791 | | 250,381 | | 198,580 | | 224,915 | | 205,744 | | 230,293 | | 199,999 | | 212,566 | | 195,131 | | 177,870 | | 222,533 | | 211,004 | | 233,452 | | 1,039,990 | |
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Total Bank Mortgage Loan Fundings (2) | | 60,562 | | 100,859 | | 78,490 | | 88,429 | | 74,449 | | 111,016 | | 87,298 | | 87,509 | | 91,176 | | 78,823 | | 87,660 | | 94,593 | | 111,041 | | 463,293 | |
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Mortgage Loan Fundings (1)(3): | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Purchase | | $ | 18,334 | | $ | 21,072 | | $ | 17,484 | | $ | 19,605 | | $ | 17,677 | | $ | 17,403 | | $ | 15,960 | | $ | 17,147 | | $ | 13,268 | | $ | 12,633 | | $ | 17,265 | | $ | 15,866 | | $ | 18,642 | | $ | 77,674 | |
Non-purchase | | 20,399 | | 22,359 | | 19,459 | | 21,921 | | 20,410 | | 24,493 | | 22,318 | | 24,583 | | 23,845 | | 21,936 | | 26,017 | | 24,614 | | 25,778 | | 122,190 | |
Total Mortgage Loan Fundings | | $ | 38,733 | | $ | 43,431 | | $ | 36,943 | | $ | 41,526 | | $ | 38,087 | | $ | 41,896 | | $ | 38,278 | | $ | 41,730 | | $ | 37,113 | | $ | 34,569 | | $ | 43,282 | | $ | 40,480 | | $ | 44,420 | | $ | 199,864 | |
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Mortgage Loan Fundings by Product (1): | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Government Fundings | | $ | 1,108 | | $ | 1,161 | | $ | 1,047 | | $ | 1,161 | | $ | 1,036 | | $ | 1,241 | | $ | 1,176 | | $ | 1,240 | | $ | 1,100 | | $ | 1,033 | | $ | 1,406 | | $ | 1,532 | | $ | 1,937 | | $ | 7,008 | |
ARM Fundings | | $ | 19,667 | | $ | 21,159 | | $ | 18,125 | | $ | 19,323 | | $ | 15,778 | | $ | 16,259 | | $ | 14,303 | | $ | 15,222 | | $ | 13,748 | | $ | 12,533 | | $ | 14,677 | | $ | 11,424 | | $ | 10,667 | | $ | 63,049 | |
Home Equity Fundings | | $ | 4,367 | | $ | 5,619 | | $ | 3,810 | | $ | 4,275 | | $ | 3,766 | | $ | 4,294 | | $ | 3,219 | | $ | 3,271 | | $ | 3,586 | | $ | 2,977 | | $ | 3,976 | | $ | 3,480 | | $ | 3,382 | | $ | 17,401 | |
Nonprime Fundings | | $ | 3,807 | | $ | 4,107 | | $ | 3,354 | | $ | 3,722 | | $ | 3,058 | | $ | 3,254 | | $ | 3,058 | | $ | 3,739 | | $ | 2,939 | | $ | 2,587 | | $ | 2,355 | | $ | 1,682 | | $ | 2,186 | | $ | 11,749 | |
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MORTGAGE LOAN SERVICING (4) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Volume | | $ | 1,179,179 | | $ | 1,196,720 | | $ | 1,210,919 | | $ | 1,228,518 | | $ | 1,244,311 | | $ | 1,263,061 | | $ | 1,278,101 | | $ | 1,298,394 | | $ | 1,316,579 | | $ | 1,332,485 | | $ | 1,351,598 | | $ | 1,370,760 | | $ | 1,392,756 | | | |
Units | | 7,686,777 | | 7,757,724 | | 7,813,034 | | 7,890,954 | | 7,964,033 | | 8,043,817 | | 8,110,072 | | 8,198,873 | | 8,277,857 | | 8,347,533 | | 8,438,625 | | 8,522,364 | | 8,625,522 | | | |
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Subservicing Volume (5) | | $ | 22,243 | | $ | 21,975 | | $ | 22,012 | | $ | 23,179 | | $ | 20,552 | | $ | 21,125 | | $ | 18,692 | | $ | 18,275 | | $ | 17,244 | | $ | 16,455 | | $ | 16,258 | | $ | 16,338 | | $ | 16,144 | | | |
Subservicing Units | | 212,483 | | 209,564 | | 207,213 | | 209,126 | | 193,536 | | 193,170 | | 183,359 | | 179,293 | | 174,330 | | 170,625 | | 172,916 | | 171,381 | | 169,041 | | | |
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Prepayments in Full | | $ | 19,037 | | $ | 19,685 | | $ | 16,934 | | $ | 19,783 | | $ | 16,907 | | $ | 20,142 | | $ | 19,455 | | $ | 21,315 | | $ | 19,126 | | $ | 17,810 | | $ | 20,896 | | $ | 20,088 | | $ | 21,135 | | $ | 99,055 | |
Bulk Servicing Acquisitions | | $ | 26 | | $ | 29 | | $ | 34 | | $ | 534 | | $ | 2,375 | | $ | 3,913 | | $ | 2,164 | | $ | 6,589 | | $ | 1,103 | | $ | 6,136 | | $ | 5,198 | | $ | 2,962 | | $ | 2,650 | | $ | 18,049 | |
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Servicing Portfolio Performance - CHL (6) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Delinquency as a percentage of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
unpaid principal balance | | 3.36 | % | 3.40 | % | 3.61 | % | 3.65 | % | 4.04 | % | 3.97 | % | 4.15 | % | 4.60 | % | 4.32 | % | 4.48 | % | 4.07 | % | 4.23 | % | 4.44 | % | | |
number of loans serviced | | 3.91 | % | 3.92 | % | 4.11 | % | 4.15 | % | 4.50 | % | 4.43 | % | 4.57 | % | 5.02 | % | 4.71 | % | 4.71 | % | 4.29 | % | 4.45 | % | 4.71 | % | | |
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Foreclosures Pending as a percentage of: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
unpaid principal balance | | 0.45 | % | 0.45 | % | 0.46 | % | 0.48 | % | 0.51 | % | 0.58 | % | 0.62 | % | 0.70 | % | 0.77 | % | 0.80 | % | 0.83 | % | 0.85 | % | 0.90 | % | | |
number of loans serviced | | 0.47 | % | 0.47 | % | 0.48 | % | 0.50 | % | 0.52 | % | 0.56 | % | 0.60 | % | 0.65 | % | 0.69 | % | 0.70 | % | 0.69 | % | 0.69 | % | 0.71 | % | | |
COUNTRYWIDE FINANCIAL CORPORATION AND SUBSIDIARIES
ROLLING THIRTEEN MONTH STATISTICAL DATA
(Dollars in millions)
| | May-06 | | Jun-06 | | Jul-06 | | Aug-06 | | Sep-06 | | Oct-06 | | Nov-06 | | Dec-06 | | Jan-07 | | Feb-07 | | Mar-07 | | Apr-07 | | May-07 | | YTD | |
LOAN CLOSING SERVICES (units) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Credit Reports | | 906,653 | | 893,541 | | 818,603 | | 920,379 | | 788,458 | | 837,157 | | 744,719 | | 675,767 | | 897,918 | | 823,272 | | 1,109,878 | | 982,765 | | 1,023,073 | | 4,836,906 | |
Flood Determinations | | 313,710 | | 316,722 | | 196,237 | | 302,948 | | 273,293 | | 290,196 | | 292,759 | | 260,263 | | 310,340 | | 247,297 | | 305,214 | | 274,407 | | 342,574 | | 1,479,832 | |
Appraisals | | 116,380 | | 119,292 | | 102,950 | | 117,367 | | 104,930 | | 118,105 | | 110,071 | | 109,116 | | 108,450 | | 104,652 | | 123,070 | | 116,062 | | 125,420 | | 577,654 | |
Automated Property Valuation Services | | 527,849 | | 488,613 | | 444,637 | | 939,734 | | 699,238 | | 539,126 | | 902,351 | | 447,833 | | 539,439 | | 1,257,809 | | 573,932 | | 634,281 | | 1,003,475 | | 4,008,936 | |
Other | | 18,536 | | 17,203 | | 15,160 | | 19,918 | | 17,471 | | 21,167 | | 20,595 | | 22,031 | | 25,756 | | 23,599 | | 24,179 | | 24,020 | | 26,640 | | 124,194 | |
Total Units | | 1,883,128 | | 1,835,371 | | 1,577,587 | | 2,300,346 | | 1,883,390 | | 1,805,751 | | 2,070,495 | | 1,515,010 | | 1,881,903 | | 2,456,629 | | 2,136,273 | | 2,031,535 | | 2,521,182 | | 11,027,522 | |
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CAPITAL MARKETS | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Securities Trading Volume (7) | | $ | 331,804 | | $ | 320,842 | | $ | 278,625 | | $ | 353,106 | | $ | 301,179 | | $ | 299,790 | | $ | 325,784 | | $ | 361,725 | | $ | 312,666 | | $ | 288,731 | | $ | 396,545 | | $ | 308,694 | | $ | 350,850 | | $ | 1,657,486 | |
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BANKING | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Banking Operations Assets (in billions) | | $ | 80 | | $ | 84 | | $ | 85 | | $ | 87 | | $ | 88 | | $ | 83 | | $ | 82 | | $ | 83 | | $ | 83 | | $ | 84 | | $ | 84 | | $ | 86 | | $ | 87 | | | |
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INSURANCE | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Net Premiums Earned: | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Carrier | | $ | 72.9 | | $ | 83.1 | | $ | 75.5 | | $ | 92.1 | | $ | 76.5 | | $ | 81.0 | | $ | 80.0 | | $ | 85.6 | | $ | 90.7 | | $ | 89.1 | | $ | 91.1 | | $ | 89.3 | | $ | 95.7 | | $ | 455.9 | |
Reinsurance | | 17.9 | | 18.6 | | 18.4 | | 18.7 | | 19.5 | | 19.5 | | 20.1 | | 20.3 | | 20.8 | | 21.6 | | 20.9 | | 20.9 | | 21.9 | | 106.1 | |
Total Net Premiums Earned | | $ | 90.8 | | $ | 101.7 | | $ | 93.9 | | $ | 110.8 | | $ | 96.0 | | $ | 100.5 | | $ | 100.1 | | $ | 105.9 | | $ | 111.5 | | $ | 110.7 | | $ | 112.0 | | $ | 110.2 | | $ | 117.6 | | $ | 562.0 | |
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Workforce Head Count: (8) | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
Loan Originations | | 32,360 | | 32,515 | | 32,253 | | 32,310 | | 32,013 | | 32,395 | | 31,906 | | 31,606 | | 31,582 | | 31,669 | | 31,783 | | 32,543 | | 32,845 | | | |
Loan Servicing | | 7,683 | | 7,390 | | 7,138 | | 7,003 | | 6,959 | | 6,951 | | 6,968 | | 6,980 | | 7,145 | | 7,209 | | 7,256 | | 7,453 | | 7,818 | | | |
Loan Closing Services | | 1,618 | | 1,709 | | 1,764 | | 1,699 | | 1,665 | | 1,668 | | 1,657 | | 1,681 | | 1,702 | | 1,758 | | 1,793 | | 1,851 | | 1,858 | | | |
Banking | | 2,366 | | 2,414 | | 2,463 | | 2,473 | | 2,476 | | 2,075 | | 2,047 | | 1,997 | | 2,003 | | 2,009 | | 2,033 | | 2,155 | | 2,498 | | | |
Capital Markets | | 779 | | 809 | | 842 | | 838 | | 858 | | 854 | | 878 | | 886 | | 903 | | 928 | | 996 | | 1,035 | | 1,064 | | | |
Insurance | | 2,105 | | 2,113 | | 2,124 | | 2,141 | | 2,135 | | 2,095 | | 2,052 | | 1,980 | | 2,040 | | 2,068 | | 2,106 | | 2,143 | | 2,211 | | | |
Global Operations | | 2,066 | | 2,034 | | 2,028 | | 2,126 | | 2,291 | | 2,550 | | 2,652 | | 2,784 | | 2,817 | | 2,834 | | 3,052 | | 3,477 | | 3,646 | | | |
Corporate Overhead & Other | | 7,286 | | 7,427 | | 7,447 | | 7,319 | | 7,167 | | 6,846 | | 6,802 | | 6,741 | | 6,793 | | 6,836 | | 6,904 | | 7,025 | | 7,071 | | | |
Total Workforce Head Count | | 56,263 | | 56,411 | | 56,059 | | 55,909 | | 55,564 | | 55,434 | | 54,962 | | 54,655 | | 54,985 | | 55,311 | | 55,923 | | 57,682 | | 59,011 | | | |
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Period-end Rates | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |
10-Year U.S. Treasury Yield | | 5.12 | % | 5.15 | % | 4.99 | % | 4.74 | % | 4.64 | % | 4.61 | % | 4.46 | % | 4.71 | % | 4.83 | % | 4.56 | % | 4.65 | % | 4.63 | % | 4.90 | % | | |
FNMA 30-Year Fixed Rate MBS Coupon | | 6.31 | % | 6.37 | % | 6.15 | % | 5.93 | % | 5.86 | % | 5.79 | % | 5.57 | % | 5.79 | % | 5.91 | % | 5.72 | % | 5.77 | % | 5.76 | % | 6.04 | % | | |
(1) | During December 2006, the Company began reporting Banking Operations purchases from third parties. Prior months have been restated to reflect these purchases. |
(2) | These loans are either processed for Countrywide Bank by the Company’s Mortgage Banking production divisions or purchased from non-affiliates and are included in “Total Mortgage Loan Fundings” above. |
| The amounts include loans funded for both investment purposes and for sale. The Company will report the amount of such loans subsequently sold on a quarterly basis. |
(3) | Purchase fundings include first trust deed and home equity loans used as purchase money debt in the acquisition of a home. Non-purchase fundings include first trust deed refinance loans, home equity refinance loans, and stand-alone home equity loans. |
(4) | Includes loans held for sale, loans held for investment, and loans serviced for others, including those under subservicing agreements. |
(5) | Subservicing volume for non-Countrywide entities. |
(6) | Excluding subserviced loans and portfolios purchased at a discount due to their non-performing status. |
(7) | Includes trades with Mortgage Banking Segment. |
(8) | Workforce Head Count includes full-time employees, contract, and temporary help. |
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