Hosted Data

There’s no longer a need to process and maintain multiple data feeds, or string together code and infrastructure to build and maintain a querying environment. With 1010data Fixed Income Analytics, you can access and analyze multiple sources of data needed to conduct comprehensive ABS and MBS data analytics—all in one place.

Browse the Comprehensive Library of Hosted Datasets

1010data Fixed Income Analytics offers a diverse breadth of industry-leading datasets. Our teams constantly comb the marketplace for new data sources to ensure you have access to the most cutting edge insights. Our quality teams work diligently to assure delivered tables are always relevant and up-to-date.

Agency MBS and Agency CMBS
(Both Traditional and Risk Transfer)

eMBS

eMBS captures the universe of monthly and daily public disclosure from FNMA, FHLMC and GNMA. Data is normalized between agencies for expedient crossagency analysis. Mapping tables allow drilldown to underlying collateral for agency derivatives. Also includes FN and GN multifamily data.

Agency New Origination Risk Share Loan-Level Data FREE

At-Issuance and monthly updates at the loan-level for GSE risk share deals including FHLMC STACR and FNMA CAS.

Agency Reperforming Risk Share Loan-Level Data

At-Issuance and monthly updates at the loan-level for FHLMC’s SCRT and SLST RPL shelves.

Freddie Mac and Fannie Mae Single Family Historical Loan-Level Performance Data

In 2013, FNMA and FHLMC both released historical loan-level performance data, including delinquency status, for a large portion of their guaranteed portfolio for the types of mortgages to be included in risk-share issuance. The data’s large size and deep history provide a foundation to build credit and prepayment models.

Fannie Mae Performance Data for Modified Single Family Loans

In support of the reperforming loan (RPL) securitization program announced in April 2016, FNMA released a historical dataset on a subset of its modified single-family loan population. This dataset provides the market with the ability to analyze the performance of Fannie Mae’s modified loans — it includes approximately 700,000 loans and 25,000,000 unique monthly records, focusing on those loans in Fannie Mae’s book of business that were modified due to delinquency. This population includes loans that are current, delinquent, or liquidated post-modification.

TransUnion Agency RMBS Prepayment Indicators

Provides a high quality match between Freddie Mac monthly loan-level data and TransUnion’s US consumer credit database to provide updated credit profile characteristics for the borrower associated with each loan. Using a proprietary mapping algorithm, Freddie Mac loans have been matched to TransUnion credit details. Up-to-date consumer credit metrics including current credit score, balance of junior liens, performance on non-mortgage debt, and mortgage credit inquiry activity are provided monthly. Users of this dataset can choose from different sets of credit profile details to more accurately assess both voluntary and involuntary prepayment tendencies.

Federal Reserve MBS Holdings FREE

Data disclosed by the Federal Reserve about MBS purchase and sale transactions.

FNMA’s Multifamily Loan Performance Data

Data encompassing loan-level performance for agency CMBS loans with history back to 2000 including details around loan and property type, program, delinquency, loss and prepayment. Performance updates and new loans will be added quarterly going forward.

FHLMC’s Multifamily Loan Performance Data

Data encompassing loan-level performance for agency CMBS loans with history back to 1994 including details around loan and property type, program, delinquency, loss and prepayment. Performance updates and new loans will be adding quarterly going forward.

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Non-Agency (Private Label) MBS

CoreLogic Securities Database

Current and historical loan-level information for non-Agency MBS and ABS deals, including non-QM securitizations.

Equifax ABS Credit Risk Insight

Equifax CRI provides borrower credit profile information from Equifax for each loan in the CoreLogic Securities non-agency database. Data includes current and historical credit information. The data can be updated as frequently as twice a month, so users can stay on top of each borrower’s changing credit profile and the likelihood of delinquency or default. The match is done anonymously based on loan characteristics and uses no borrower personal information.

TransUnion Consumer Risk Indicators for RMBS

TransUnion provides updated borrower credit information at the loan-level, linked to the CoreLogic Securities non-agency database. This is the same data underwriters use, providing greater clarity on a borrower’s current condition and likelihood that they will perform, only now available for Bond Valuation and Risk Assessment. Historical information is also available.

CoreLogic TrueLTV for CoreLogic Securities

Contains information regarding HELOCs and other secondary liens, as well as updated property values, on non-agency MBS collateral for more accurate loan-to-value (LTV) and combined loan-to-value (CLTV) ratios.

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General Residential Mortgage

CoreLogic Loan-Level Market Analytics (LLMA)

Loan-level data on more than 80 percent of the nation’s active first including all of the Fannie Mae and Freddie Mac portfolios, as well as portfolio whole loans.

CoreLogic Property Insights for LLMA

Provides additional for sale status, junior lien and AVM valuation information for properties backing each loan in the CoreLogic LLMA database.

CoreLogic Supplemental Loan Analytics for LLMA

Provides additional loan disposition details such as pay-off due to refinance vs. property sale for each loan in the CoreLogic LLMA database. CoreLogic Inferred Modification Module for LLMA Provides additional information re: inferred modifications for each loan in the CoreLogic LLMA database.

CoreLogic Contributed Modification Module for LLMA

Provides additional information re: servicer reported modifications for each loan in the CoreLogic LLMA database.

McDash Core Loan-Level Data

McDash Analytics, a division of Lender Processing Services, Inc., offers current and historical loan-level information on over one-hundred million loans, including whole loans and loans backing Agency pools.

McDash Home Equity Loan-Level Data

McDash Analytics, a division of Lender Processing Services, Inc., offers current and historical loan-level information on over sixteen million home equity loans, including closed end seconds and HELOCs.

Equifax Credit Risk Insight for McDash

Equifax CRI provides borrower credit profile information from Equifax for each loan in McDash. Data includes current and historical credit information. The data can be updated as frequently as twice a month, so users can stay on top of each borrower’s changing credit profile and the likelihood of delinquency or default. The match is done anonymously based on loan characteristics and uses no borrower personal information.

McDash Property Module

Provides additional information re: property prior sale prices, junior liens and current LTV for each loan in the McDash Core database.

McDash Property Module – Next Loan Module

For loans in the McDash Core dataset, provides information regarding the next loan to appear on property records, providing insight into the proportion of payoffs due to refinance activity versus housing turnover.

McDash Loan Resolution Module

For loans in the McDash Core dataset, provides detail on involuntary liquidations including timelines and recovery proceeds.

McDash Loss Mitigation Module

For loans in the McDash Core dataset, provides detail on modification and loss mitigation activities including HAMP, HARP, and other mod programs, deeds-in-lieu and more.

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Consumer ABS

Auto ABS Insights

The final phase of Reg AB II, which took effect in November 2016, requires issuers of registered public offerings of auto loan and auto lease-backed asset backed securities to provide extensive loan-level detail each month. Fields include information about the borrower (credit score, PTI and state of residence), the loan or lease (originator, servicer, rate, term, monthly payment), and the vehicle (value, year, make, model, new or used). 1010data retrieves the data, adds mapping and decode fields, and sets the data up into time series tables for simple and efficient query scripting, dashboard application building, and linking to complementary datasets.

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Consumer Credit and Marketplace Lending

PeerIQ

PeerIQ utilizes lender-specific data cleaning and reconciliation processes to provide normalized, uniform loan-level performance data from numerous online lending asset originators. 1010data presents the data in our familiar time series table format.

Equifax Analytical Set

The Equifax Analytical set includes both trade and borrower-level data for an anonymous random 10% sample of the U.S. credit active population in the Equifax credit file database. Monthly updates from July 2005 to present, along with consistent consumer identifiers and trade account numbers, allow the behavior of individual consumers to be tracked over time across all types of credit accounts including mortgage, home equity, auto loan, student loan, credit card, unsecured and more. Borrower attributes include credit score over time, credit inquiry activity, account level delinquency status, revolver utilization and more. As of May 2019, the database contains information for 29 million unique consumers across 16 billion unique monthly trade records.

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HPI and Housing

CoreLogic Housing Price Indices

CoreLogic offers a standard-reference HPI series. The data can easily be joined with mortgage data (e.g. from CoreLogic) to compute current LTVs.

CoreLogic Case-Shiller® Weiss Housing Price Indices

US Housing HPI series. The data can easily be joined with loan-level mortgage data to compute current LTVs.

CoreLogic Housing Price Indices Projections

CoreLogic offers future projections for its standard-reference HPI series. The data can easily be joined with mortgage data (e.g. from CoreLogic) to compute projected current LTVs.

CoreLogic Case-Shiller® Home Price Index Forecasts

US house price forecasts. The data can easily be joined with mortgage data to compute current LTVs.

Black Knight HPI

Black Knight HPI summarizes sales concluded each month using a repeat sales analysis of home prices as of transaction dates. Each month, for each of more than 20,000 U.S. ZIP codes, Black Knight HPI reports five price levels (quintiles) and discounts from normal market prices for foreclosure (REO) and short sales. By combining property and loan data in its repeat sales analysis, Black Knight HPI covers approximately 89% of single-family residential properties in the U.S, including 98% percent of these properties at the ZIP-code level.

FHFA (Formerly OFHEO) Housing Price Indices

1010data offers access to the HPI series published by the US Government’s Federal Housing Finance Agency. The data can easily be joined with mortgage data to compute current LTVs.

Freddie Mac Primary Mortgage Market Survey FREE

Each week, Freddie Mac surveys lenders on the rates and points for their most popular 30-year fixed rate, 15-year fixed-rate, 5/1 hybrid amortizing adjustable rate, and 1-year amortizing adjustable-rate mortgage products. Survey values are commonly used to calculate refinance incentive and spread at origination (SATO).

CoreLogic Market Trends

Every month, CoreLogic combines ZIP-code-level public recordings of home sales, prices and foreclosure filings with mortgage performance into a single dataset that provides a unique monthly snapshot of market trends. Market Trends allows investors to identify potential markets for expansion, spot valuation trends, analyze performance and perform benchmarking.

CoreLogic RentalTrends

CoreLogic provides time-series metrics for modeled single family rental data down to Zip Code granularity. Data includes tiers for both multifamily and detached dwellings as well as cap rate means and medians. RentalTrends is a critical tool for disposition and investment decisions regarding REO properties, rental securitizations, and residential REITs.

CoreLogic Listing Trends

A monthly snapshot of MLS data, including inventory and days-on-market trends.

FEMA Disaster Declarations FREE

Index of Disasters declared by the Federal Emergency Management Association which can be
geographically mapped to affected mortgage loans.

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Commercial Mortgage-Backed Securities

Trepp Data Feed™

Trepp® is the industry standard source for information on commercial mortgage backed securities. Trepp Data Feed is a securitized commercial mortgage loan-level database.

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General Economic/Econometric Datasets

BLS Employment, Payroll and Consumer Spending Data FREE

1010data has the consumer spending, payroll, employment and productivity data published the US Bureau of Labor Statistics.

Federal Reserve Economic Data (FRED) FREE

1010data loads the complete FRED database from the St. Louis Fed, covering almost 20,000
econometric time series, and has added structured geo-graphical information to this data to enable researchers to link the many econometric series in the dataset to loan-level data at the most granular level.

FHFA Single Family Census Tract File FREE

Census data regarding properties, loans and borrowers.

US Treasury Making Home Affordable Data FREE

Treasury-provided loan-level performance data for the MHA modification program.

SBA Small Business Loan Performance Data FREE

SBA 7(a) & 504 loan data reports with history back to 1991 as published by the US Small Business Administration.

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European ABS/MBS

European DataWarehouse (ED)

Provides loan-level data repository services for the European ABS market, and was created in 2012 following the establishment of Eurosystem loan-level eligibility requirements. ED became fully operational in January 2013, and is funded and owned by a mix of private market participants. In addition, the ECB and National Central Banks participate as observers to the Board of ED. ED stores more than 750 RMBS, CMBS, SME, Auto, Consumer Finance, Leasing and Credit Card ABS deals over 40 million loans from across Europe with an increasing trend.

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Ready to start analyzing the most sophisticated and comprehensive library of MBS and ABS analytic datasets?