January 2018 Remittance – More Observations
Happy Last day of January. Topics today: Called Deals: November 2017 – January 2018 (our full spreadsheet will be distributed in a...
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...
Wildfires Sweep Across Northern California
We updated our Non-Agency Hurricane Major Disaster Exposure to now include the three Northern California counties affected by the...
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...
Hurricane Irma – Final FEMA Declarations
FEMA issued a Major Disaster Declaration for an additional 21 Florida counties and 2 Puerto Rico municipios. Just to be complete, we are...
Hurricane Irma – FEMA declares 7 more FL counties a major disaster
We are updating our Irma exposure mapping and zip code list to reflect the current FEMA Major Disaster Declarations as of 9/11/2017. ...
Harvey will most likely be a non-event for Non-Agency RMBS, but Irma?
Lots to read here. Please call with questions, concerns and comments. We will follow up with data during the week and more thoughts....
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...
