March 2018 Remittance – Initial Observations
Topics: Called Deals – March 2018 (preliminary) Servicing Transfers New REOs – March 2018 Big Losses – March 2018 6 Month Loss Severity –...
February 2018 Remittance – Called Deals
Called Deals – 2018 BSARM 2005-2 and 2005-5 On January 30, 2018, Annaly Capital Management, Inc., as owner of the optional purchase...
February 2018 Remittance – Day #1 Observations
Attached are some initial observations. Tomorrow we will have additional thoughts and observations as more data arrives and we have more...
January 2018 Remittance - Day #1 Observations
Happy Friday. Topics in today’s commentary listed below. On 1/23/2018, we distributed our deal-level and deal-group-level data on...
December 2017 Remittance - Initial Observations
Dan and I sincerely appreciate your trust in us and we are grateful that you were able to include our services in your Non-Agency RMBS...
October 2017 Remittance – Day #1 Observations
Called Deals – October 2017 (so far) Current to 30 Roll Rates (OTS) – Hurricane Harvey Bloomberg is still reporting incorrect CPR, CDR...
Updated Call Rights Spreadsheet – October 2017 - Revised and now includes WF Reserve Activity
We have updated our Call Rights Spreadsheet again, as we missed some deals. Also, we now track Wells Fargo Reserve Activity, which...
September 2017 Remittance – More Observations
Topics:​ Un-Called Deals (Notice of Rescission of Termination of Trust) – September 2017 Called Deals – September 2017 MLMI 2006-RM2: ...
October 2017 Remittance – Day #1 Observations
Loan level data from CoreLogic on 70-80% of the active deals always arrive the evening of the remittance, which is tonight. As of...
August 2017 Remittance – Day #1 Observations
Sadly, we include an analysis of exposure to Hurricane Harvey. We performed this same analysis back in 2005 with Hurricane Katrina and...
