Non-Agency Residential Mortgage Backed Securities
Analyze NARMBS 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
Daily updates for peak performance, with historical data back to 1992. Includes loss, loan modification, stop advance data, plus updated metrics on payment, coupon, and delinquency, with QM/non-QM flagging.
Multiple mortgage collateral
We offer integrated data with 75 static & 90 dynamic fields. Includes MBS (Prime) covering 98% of the market across 1,400+ deals/4.7M loans, and ABS (Alt-A/BC/Subprime) covering 93% of the market across 4,800+ deals/23.8M loans.
Optional integrated analytics modules
Includes Climate Risk Analytics and FHLMC CRT/FNMA CRS loan data. Features Cotality HPI™ Mark-To-Market LTVs and True LTV Summary, plus Lien Details and Loan Disposition info. Also provides CUSIP mappings and TransUnion Credit Risk Indicators.
Extensive, current, reliable data
Daily updates for peak performance, with historical data back to 1992. Includes loss, loan modification, stop advance data, plus updated metrics on payment, coupon, and delinquency, with QM/non-QM flagging.
Multiple mortgage collateral
We offer integrated data with 75 static & 90 dynamic fields. Includes MBS (Prime) covering 98% of the market across 1,400+ deals/4.7M loans, and ABS (Alt-A/BC/Subprime) covering 93% of the market across 4,800+ deals/23.8M loans.
Optional integrated analytics modules
Includes Climate Risk Analytics and FHLMC CRT/FNMA CRS loan data. Features Cotality HPI™ Mark-To-Market LTVs and True LTV Summary, plus Lien Details and Loan Disposition info. Also provides 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.
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