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January 2016 Remittance – Day #1 Observations


  • Losses Made Whole

  • Bloomberg is overstating CDR and understating Vol CPR and Severity

  • examples: HVMLT 2005-11, HVMLT 2006-9, HVMLT 2005-15

  • $1MM+ Losses

  • examples: TMST 2006-5, DBALT 2007-OA3, HVMLT 2006-12, CWALT 2007-11T1, RALI 2007-QO5, WFHET 2004-2, CMLTI 2007-SHL1

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