Random Observations & a reminder of how we can help

Our ability to make some amazing discoveries results in part from the wealth of data that we regularly download, cleanse, normalize, map and analyze. Combined with online access to public records data, we can provide our clients with unique and accurate insight into Non-Agency RMBS. The harder it is to make money, the more valuable this loan level and property level data will become. Below is a list of the data sources we regularly download and map to the CoreLogic Securities dataset. Our hosting clients have access to this data and our other clients have access to this data through our Commentary and Dashboard Analytics.

Also, we are distributing today deal-level historical data on CPR, CDR, Severity, Roll Rates and Perfect Pay Percentages. This is a sample of some of the data that we regularly review and can make available.

Today’s commentary starts on page 3.

Servicer data

Ocwen REALPortal Servicing: Historical loan level data. Updated valuations, recognized and unrecognized forbearance, debt forgiveness, listing prices, liquidation proceeds and advances are some of the additional data points this source provides for nearly 3,000 deals.
Nationstar Servicing: Historical loan level data. Updated valuations and credit scores are additional data points this source provides for 1,400+ deals.
Nationstar Master Servicing: Historical loan level data. Updated valuations, recognized and unrecognized forbearance, advances and default reason are some of the additional data points this source provides for 500+ deals.
SPS REOs: individual SPS-serviced REO properties from Marketing thru Pending in weekly increments.

Trustee data

BNY Mellon: Historical loan level data. Stop advancing, forbearance and mod step-ups are additional data points this source provides for 700+ deals.
Citi: Historical loan level data. Additional modification data is provided for over 150 deals.
Deutsche Bank: Historical loan level data. Monthly updated collateral statistics for nearly 800 deals.
US Bank: Historical loan level data. Forbearance, HAMP data and mod step-ups are some of the additional data points this source provides for 500+ deals.
Wells Fargo: Historical loan level data. Recognized and unrecognized forbearance and current servicer are some of the additional data points this source provides for 3,000+ deals.

Webbs Hill Proprietary Data

Webbs Hill Modifications: Loan level modifications calculated off changes in delinquency status, balance, coupon, paid-to-date, loss amount, etc.
Webbs Hill Servicer Mapping: Loan level servicers mapped to the CoreLogic Securities dataset. Mappings are updated from various sources including servicer / trustee tapes, SEC filings, Ratings Agencies announcements, lawsuits, county land records databases, etc.
Webbs Hill Call Rights: For Non-Agency deal call rights owners and call percentages as stated in prospectus supplements. Our Call Rights data includes a listing of all called deals with key performance statistics as well as our potential call criteria.

General Mortgage & Housing Datasets

US Treasury MHA (HAMP): The Making Home Affordable Data File increases transparency into the breadth and impact of the Treasury’s mortgage modification programs.
Zillow: The Zillow research data including the Zillow Home Value Index (ZHVI), Rent Index, Home Value Forecast, Rent Forecast, Negative Equity and Market Health Index. ZHVI and many other metrics are available at zip code level granularity. Webbs Hill downloads 46 separate tables from Zillow.
Federal Housing Finance Agency: Over twenty of the housing and mortgage datasets made available by the FHFA including HPI, Conforming Loan Limits, Monthly Interest Rate Survey Results and FHLB Membership to name a few.
Freddie Mac Primary Mortgage Market Survey: Weekly results of Freddie Mac’s PMMS which covers 30-year Fixed, 15-year Fixed and 5/1 ARM mortgage rates and points.
Federal Reserve Agency MBS Holdings: SOMA Agency MBS Holdings and trade details as provided by the Federal Reserve Bank of NY as directed by the FOMC.

Economic Datasets

Bureau of Labor Statistics: The economic time series datasets made available by the BLS covering categories like Inflation & Prices, Employment, Unemployment, Pay & Benefits, Spending & Time Use, Productivity, Workplace Injuries, Occupational Requirements and International Price Indexes.
Federal Reserve Bank of New York: The Markets Operations time series data made available by the NY Fed covering categories like Federal Funds Data, Overnight Bank Funding Data, Temporary & Permanent Open Markets Operations, SOMA Holdings, Open Market Transaction Data and Securities Lending.

Public Records Data

Black Knight Sitexpro: Public records property data provided by Black Knight Financial
Numerous County Public Records Online Databases: Information on these websites are posted with the intent that it be readily available for personal and public non-commercial use and to provide the public with direct online access to information in the Clerk’s Office information systems.
Numerous County Circuit Court Online Databases: Information on these websites provide online access to information about cases in Circuit Courts.

Contact us at 203-276-0672 to become a client and access all reports and attachments.