Non-Agency Residential Mortgage Backed Securities
Analyze non-agency RMBS risk and performance data
Eliminate guesswork in the non-agency RMBS market
Cotality’s Non-Agency Residential Mortgage Backed Securities (NARMBS) database is your go-to tool for tracking pre-payment and delinquency credit risk. It gives you a clear look at borrower behavior, loan performance, and delinquency history, all with a powerful post-crisis perspective.
With this comprehensive data, you can model cash flow, pre-payment risk, and vintage performance, as well as assess the quality of underlying collateral and market exposure. It’s the ultimate solution for understanding and navigating the non-agency market.
Improve data-driven investment insights
Profile future issuer performance, benchmark custom cohorts, and optimize pool and portfolio investment strategies with comparative analysis using historical and current datasets.
Enhance portfolio surveillance
Actively monitor securities and benchmark under-performing assets using detailed performance data, Committee on Uniform Securities Identification Procedures (CUSIP) mapping, and key updated metrics such as payment, coupon, and delinquency.
Expand your market view
See the big picture with additional datasets, including Cotality’s Property Record, HPI, Climate Risk Analytics and uncover borrower credit behavior through our partnership with TransUnion.
Improve data-driven investment insights
Profile future issuer performance, benchmark custom cohorts, and optimize pool and portfolio investment strategies with comparative analysis using historical and current datasets.
Enhance portfolio surveillance
Actively monitor securities and benchmark under-performing assets using detailed performance data, Committee on Uniform Securities Identification Procedures (CUSIP) mapping, and key updated metrics such as payment, coupon, and delinquency.
Expand your market view
See the big picture with additional datasets, including Cotality’s Property Record, HPI, Climate Risk Analytics and uncover borrower credit behavior through our partnership with TransUnion.
Optimize your risk-return ratio
Comprehensively analyze, benchmark, and monitor investment pools and securities, create custom models and cohorts, and support trading, credit, and stress test decisions with versatile data tools.
Extensive, current, reliable data
We offer daily updates to help you achieve peak performance, with historical data extending back to 1991. Our extensive data set includes loss and loan modification data, as well as supplemental stop advance data. You'll also find key updated metrics on payment, coupon, and delinquency, in addition to QM and non-QM flagging.
Multiple mortgage collateral
Our integrated data assets provide you with over 75 static and 90 dynamic fields. This includes MBS (Prime), covering over 98% of the market on more than 1,400 active deals and 4.7 million loans, as well as ABS (Alt-A & BC/Subprime), which covers over 93% of the market on more than 4,800 active deals and 23.8 million original loans.
Optional integrated analytics modules
Our data solutions also include Climate Risk Analytics and FHLMC CRT/FNMA CRS loan-level data. We provide Cotality HPI™ Valuation Engine Mark-To-Market LTVs and a TrueLTV Summary, along with Lien Details and Loan Disposition information. Additionally, our offerings feature CUSIP mappings and TransUnion Credit Risk Indicators.
Extensive, current, reliable data
We offer daily updates to help you achieve peak performance, with historical data extending back to 1991. Our extensive data set includes loss and loan modification data, as well as supplemental stop advance data. You'll also find key updated metrics on payment, coupon, and delinquency, in addition to QM and non-QM flagging.
Multiple mortgage collateral
Our integrated data assets provide you with over 75 static and 90 dynamic fields. This includes MBS (Prime), covering over 98% of the market on more than 1,400 active deals and 4.7 million loans, as well as ABS (Alt-A & BC/Subprime), which covers over 93% of the market on more than 4,800 active deals and 23.8 million original loans.
Optional integrated analytics modules
Our data solutions also include Climate Risk Analytics and FHLMC CRT/FNMA CRS loan-level data. We provide Cotality HPI™ Valuation Engine Mark-To-Market LTVs and a TrueLTV Summary, along with Lien Details and Loan Disposition information. Additionally, our offerings feature CUSIP mappings and TransUnion Credit Risk Indicators.
$0.57T+
in outstanding non-agency balances tracked
95%
of pool balances are covered
80+
data fields of static and monthly performance information
FAQ
Can I use this data set for monitoring my portfolio on an ongoing basis for trending delinquencies, anticipating losses, and setting reserves?
What if I'm interested in investing into the non-agency RMBS space for Jumbo non-conforming, NPL, RPL, and/or Non-QM and wish to analyze collateral?
Can I extract thorough loan level non-agency RMBS data for modeling purposes?
Can I evaluate the Non-Agency RMBS data?
How can we help you?
Let's get this conversation started! Our team is here to provide you with more information and answer any questions you may have.
Trying to reach us by phone?
Get in touch with our sales team at (866) 774-3282. We're here Monday to Friday from 7 a.m. to 5 p.m. CT.
Looking for support?
Visit our dedicated support page to find support for all our products.
