Using sophisticated technology MBSData creates a high level of integrity when creating and maintaining its’ MBS datasets. The MBSData datasets contain detailed deal and loan level information on over 95% of public mortgage backed securities.

Loan Files at Origination
Our datasets contain nearly 23 million loan origination records spanning over 10 years. They contain over 100 available fields specific to each loan record.

Key features include:

Original FICO, LTV

Loan Purpose, Documentation, Loan Type, PMI, Loan Type, Lien Position

Original Dates and Balance

Complete ARM Rates, Resets and Dates

Negative Amortization, IO and Prepayment Penalties

Originator Name

Updated Servicer Name

Product / Balloon Type

Collateral Types

Monthly Remittance
Our current & historic datasets have been built on over 10 years of monthly loan performance data:

Beginning and Ending Balances

Delinquency code indicators for MBA and OTS methodologies

Next Due Dates

Payoff Amounts and Dates



Loan Level Loss

Subsequent Gains & Losses

Net Liquidation Proceeds

Modification Details

Modification Dates


Capitalization Indicators

Modification Types

Tranche Factors
MBSData compiles cusip level tranche factors. Key fields include:


Tranche ID

Key balances (total, principal, interest)

Key factors (total, principal, interest)

Cusip / Collateral Pool Mapping
MBSData has created its’ own customized collateral pool to cusip level mapping table. Every loan in every deal can be mapped to a cusip. This cusip mapping table is unique and corresponds only to the MBSData universe of deals and their corresponding subpools.