When houses disappear from the lists, what is happen...

It would be helpful when a house disappears if there was an explanation

There is an explanation - and don’t worry they are still there.
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To see what is included for each Foreclosure Type in the standard search simply move your mouse over each type in the application under Foreclosure Details. Briefly:
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Preforeclosures: Shown from filing of a Notice of Default until either a Notice of Trustee Sale is filed on the same loan, or 120 days pass.
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Auction: Shown from filing of a Notice of Trustee Sale until the foreclosure is cancelled or sold at auction.
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Bank Owned, Sold to 3rd: Shown for 120 days from the date it was sold to the bank or 3rd party at foreclosure auction.
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You can still find any of these by checking the box: Include Historical Records, under the Foreclosure Details criteria.