Non-Agency Residential Mortgage-Backed Securities
Industry-leading mortgage credit risk database
Eliminate guesswork in the non-agency RMBS market
Cotality Non-Agency Residential Mortgage-Backed Securities (NARMBS) is one of the industry’s leading pre- and post-crisis credit risk databases, tracking performance including delinquencies, prepayments and defaults.
Following the financial crisis of 2007-2008, Cotality has recorded the emergence of the new non-agency RMBS market (referred to as RMBS 2.0), which includes Prime Jumbo, NPL, RPL, and the developing non-QM and Home Equity segments. The dataset also keeps track of legacy pre-crisis securitizations.
Decision-makers in all functional areas of the mortgage-backed securities marketplace use the Cotality non-agency dataset for a range of applications designed to optimize the risk-return ratio.
Key product attributes
- Over $0.6 trillion in outstanding non-agency mortgage securities
- Over 95% of pool balances
- Over 18,900 private-issue mortgage-backed pools (11,500 active)
- MBS (Prime) – over 98% of the market on over 1,450+ active deals and 4.7M loans
- ABS (Alt-A and BC/Subprime) – over 93% of market on 5,000+ active deals and 24 M+ original loans
- History dates to 1992
- AI-ready (delivered with semantic companion files)
Pricing varies based on collateral type, historical, geography, and delivery.
FAQ
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