Annual report pursuant to Section 13 and 15(d)

Schedule of Fair Value Inputs in Valuing Excess MSRs (Details)

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Schedule of Fair Value Inputs in Valuing Excess MSRs (Details)
Dec. 31, 2012
Excess MSRs Pool 1
  
Prepayment Rate Significant Input Ranges (A) 17.10%
Delinquency Rate Significant Input Ranges (B) 10.00%
Recapture Rate Significant Input Ranges (C) 35.00%
Excess Mortgage Servicing Amount Significant Input Ranges (D) 0.29%
Discount Rage Significant Input Ranges 18.00%
MSR Pool 1 Recapture Agreement
  
Prepayment Rate Significant Input Ranges (A) 8.00%
Delinquency Rate Significant Input Ranges (B) 10.00%
Recapture Rate Significant Input Ranges (C) 35.00%
Excess Mortgage Servicing Amount Significant Input Ranges (D) 0.21%
Discount Rage Significant Input Ranges 18.00%
Excess MSRs Pool 2
  
Prepayment Rate Significant Input Ranges (A) 16.70%
Delinquency Rate Significant Input Ranges (B) 11.00%
Recapture Rate Significant Input Ranges (C) 35.00%
Excess Mortgage Servicing Amount Significant Input Ranges (D) 0.23%
Discount Rage Significant Input Ranges 17.30%
MSR Pool 2 Recapture Agreement
  
Prepayment Rate Significant Input Ranges (A) 8.00%
Delinquency Rate Significant Input Ranges (B) 10.00%
Recapture Rate Significant Input Ranges (C) 35.00%
Excess Mortgage Servicing Amount Significant Input Ranges (D) 0.21%
Discount Rage Significant Input Ranges 17.30%
Excess MSRs Pool 3
  
Prepayment Rate Significant Input Ranges (A) 16.90%
Delinquency Rate Significant Input Ranges (B) 12.10%
Recapture Rate Significant Input Ranges (C) 35.00%
Excess Mortgage Servicing Amount Significant Input Ranges (D) 0.23%
Discount Rage Significant Input Ranges 17.60%
MSR Pool 3 Recapture Agreement
  
Prepayment Rate Significant Input Ranges (A) 8.00%
Delinquency Rate Significant Input Ranges (B) 10.00%
Recapture Rate Significant Input Ranges (C) 35.00%
Excess Mortgage Servicing Amount Significant Input Ranges (D) 0.21%
Discount Rage Significant Input Ranges 17.60%
Excess MSRs Pool 4
  
Prepayment Rate Significant Input Ranges (A) 18.60%
Delinquency Rate Significant Input Ranges (B) 15.90%
Recapture Rate Significant Input Ranges (C) 35.00%
Excess Mortgage Servicing Amount Significant Input Ranges (D) 0.17%
Discount Rage Significant Input Ranges 17.90%
MSR Pool 4 Recapture Agreement
  
Prepayment Rate Significant Input Ranges (A) 8.00%
Delinquency Rate Significant Input Ranges (B) 10.00%
Recapture Rate Significant Input Ranges (C) 35.00%
Excess Mortgage Servicing Amount Significant Input Ranges (D) 0.21%
Discount Rage Significant Input Ranges 17.90%
Excess MSRs Pool 5
  
Prepayment Rate Significant Input Ranges (A) 15.00%
Delinquency Rate Significant Input Ranges (B) N/A(E)
Recapture Rate Significant Input Ranges (C) 20.00%
Excess Mortgage Servicing Amount Significant Input Ranges (D) 0.13%
Discount Rage Significant Input Ranges 17.50%
MSR Pool 5 Recapture Agreement
  
Prepayment Rate Significant Input Ranges (A) 8.00%
Delinquency Rate Significant Input Ranges (B) N/A(E)
Recapture Rate Significant Input Ranges (C) 20.00%
Excess Mortgage Servicing Amount Significant Input Ranges (D) 0.21%
Discount Rage Significant Input Ranges 17.50%