Case Study

LoanInsights used the SMART platform to analyze and identify the specific loans in an RMBS issuance for a hedge fund partner. The company provided valuation and pre-payment acceleration services to maximize the return on investment for its hedge fund partner.

MBS Portfolio at Origination   Portfolio at time of LI Review
$ 37,492,392 Total UPB $ 30,344,787
92 # of Loans 73
68% Average LTV 82%
0% % of UPB > or = 1x30 Del 29%

Results

  • LoanInsights successfully accelerated pre-payment of over 30% of the unpaid balances (UPB) of the portfolio.
  • The investor realized an unlevered annual return in excess of 30%, while achieving greater transparency and reducing overall risk in the portfolio.
  • The investor is better positioned to manage the investment on an ongoing basis, including more effective risk management.