Data Libraries

Data Libraries
Data Libraries

Credit Risk Transfer (CRT) Data Libraries

Fannie Mae Loan Level Performance Data

Historical performance data for fixed rate loans purchased by Fannie Mae from 2000 to present. Includes delinquency, default, loss, modification, prepayment, and other loan characteristics for 1.9 Billion loan month records for 38 Million unique loans.

Freddie Mac Loan Level Performance Data

Historical performance data for fixed rate loans purchased by Freddie Mac from 1999 to present. Includes delinquency, default, loss, modification, prepayment, and other loan characteristics for 1.2 Billion loan month records for 25 Million unique loans.

Fannie Mae Connecticut Avenue Securities Data
Updated: Monthly

Loan level data backing Fannie Mae’s Connecticut Avenue Securities (CAS) deals. Includes the full history of all CAS deals from 2013 to present.

Fannie Mae Credit Insurance Risk Transfer Data
Updated: Monthly

Loan level data backing Fannie Mae’s Credit Insurance Risk Transfer(CIRT) deals. Includes the full history of all CIRT deals from 2015 to present

Freddie Mac Structured Agency Credit Risk Data
Updated: Monthly

Loan level data backing Freddie Mac’s Structured Agency Credit Risk (STACR) deals. Includes the full history of all STACR deals from 2013 to present

MBS Loan Level Libraries

Fannie Mae MBS Loan-Level Data
Source: eMBS
Updated: Monthly w/ Daily Corrections

Fannie Mae creates MBS that represent beneficial ownership interests in a pool of mortgage loans. An individual Single-Family MBS pool may hold mortgage loans that are either fixed-rate or adjustable-rate loans but will not hold both fixed-rate and adjustable-rate loans.

Freddie Mac MBS Loan-Level Data
Source: eMBS
Updated: Monthly (w/ Daily Corrections)

Freddie Mac creates MBS that represent beneficial ownership interests in a pool of mortgage loans. An individual Single-Family MBS pool may hold mortgage loans that are either fixed-rate or adjustable-rate loans but will not hold both fixed-rate and adjustable-rate loans.

Ginnie Mae I MBS Loan-Level Data
Source: eMBS
Updated: Monthly (w/ Daily Corrections)

Ginnie Mae I MBS are modified pass-through mortgage-backed securities on which registered holders receive separate principal and interest payments on each of their certificates.

Ginnie Mae II MBS Loan-Level Data
Source: eMBS
Updated: Monthly (w/ Daily Corrections)

Ginnie Mae II MBS are modified pass-through mortgage-backed securities for which registered holders receive an aggregate principal and interest payment from a central paying agent.

Ginnie Mae Home Equity Conversion Mortgage Data
Updated: Monthly w/ Daily Corrections

Ginnie Mae’s expanding Home Equity Conversion Mortgage (HECM) securities program provides capital and liquidity for Federal Housing Administration (FHA)-insured reverse mortgages. HECM loans can be pooled into HECM mortgage-backed securities (HMBS) within the Ginnie Mae II MBS program.

MBS Pool Level Libraries

Fannie Mae MBS Pool-Level Data
Source: eMBS
Updated: Monthly w/ Daily Corrections

Fannie Mae creates MBS that represent beneficial ownership interests in a pool of mortgage loans. An individual Single-Family MBS pool may hold mortgage loans that are either fixed-rate or adjustable-rate loans but will not hold both fixed-rate and adjustable-rate loans.

Freddie Mac MBS Pool-Level Data
Source: eMBS
Updated: Monthly (w/ Daily Corrections)

Freddie Mac creates MBS that represent beneficial ownership interests in a pool of mortgage loans. An individual Single-Family MBS pool may hold mortgage loans that are either fixed-rate or adjustable-rate loans but will not hold both fixed-rate and adjustable-rate loans.

Ginnie Mae I MBS Pool-Level Data
Source: eMBS
Updated: Monthly (w/ Daily Corrections)

Ginnie Mae I MBS are modified pass-through mortgage-backed securities on which registered holders receive separate principal and interest payments on each of their certificates.

Ginnie Mae II MBS Pool-Level Data
Source: eMBS
Updated: Monthly (w/ Daily Corrections)

Ginnie Mae II MBS are modified pass-through mortgage-backed securities for which registered holders receive an aggregate principal and interest payment from a central paying agent.

MBS Issuance Data Libraries

Fannie Mae MBS Issuance Data
Updated: Monthly w/ Daily Corrections

Monthly MBS issuance data from Fannie Mae – checked, corrected, and improved daily by RiskSpan data experts

Freddie Mac MBS Issuance Data
Updated: Monthly (w/ Daily Corrections)

Monthly MBS issuance data from Freddie Mac – checked, corrected, and improved daily by RiskSpan data experts

Ginnie Mae I MBS Issuance Data
Updated: Monthly (w/ daily corrections)

Monthly MBS issuance data from Ginnie Mae – checked, corrected, and improved daily by RiskSpan data experts

Ginnie Mae II MBS Issuance Data
Updated: Monthly (w/ Daily Corrections)

Monthly MBS issuance data from Ginnie Mae – checked, corrected, and improved daily by RiskSpan data experts

Structured ABS Data

Intex Residential Mortgage Backed Securities Data
Updated: Monthly (w/ Daily Corrections)

The Intex US RMBS deal model library effectively covers all Prime, Alt-A, and Option ARM backed deals

Intex Asset Backed Securities Data
Updated: Monthly (w/ Daily Corrections)

Intex offers extensive deal model coverage for the global ABS market, including regionalized coverage for the U.S., Europe, Australia, China, Japan, and other parts of Asia as well as Latin America and Africa

Intex Commercial Mortgage Backed Securities Data
Updated: Monthly (w/ Daily Corrections)

The Intex US CMBS deal model library effectively includes all active CMBS deals, such deals primarily being backed by commercial conduit and/or large commercial real estate loans

Intex Collateralized Loan Obligations Data
Updated: Monthly (w/ Daily Corrections)

The Intex US and European CLO deal model libraries are recognized as the industry standard for the CLO market. These libraries cover deals primarily backed by actively managed portfolios of high yield syndicated bank loans and, in some cases, high yield corporate bonds and/or tranches from other CLO deals.

Intex Collateralized Debt Obligations Data
Updated: Monthly (w/ Daily Corrections)

These libraries primarily cover deals backed by once actively managed portfolios of senior and mezzanine structured finance tranches that are typically modeled within other deal model Intex deal model libraries as well as so called CDO-squared deals

Intex Credit Linked Notes Data
Updated: Monthly (w/ Daily Corrections)

The Intex US and European CLN deal model libraries includes coverage for deals often referred to as credit linked notes, portfolio credit swaps, bespoke trades, single tranche credit derivatives, and CSOs

Private Label Mortgage Data

CoreLogic Securities Data
Updated: Monthly

CoreLogic publishes daily Securities Deal Status reports each month that continue until at least 90% of pools currently boarded are updated with the latest performance data.

CoreLogic Loan-Level Data
Updated: Monthly

Get a robust combination of Loan Level Home Equity and property record data that provides senior lien transparency.

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