Yield Book Loan Collateral Analyzer

Powerful solution to create dynamic and custom stratifications

Yield Book provides buy- and sell-side clients with an authoritative source of sophisticated fixed income analytics and market-leading models, curated over 30 years.

Leveraging Yield Book’s extensive mortgage database, the Loan Collateral Analyzer provides a solution to create dynamic and custom stratifications of loans or pools on groups of Agency Pools, Collateralized Mortgage Obligations, and Yield Book CMO Cohorts.


Use LCA to:

  • See individual current or at-issuance collateral characteristics and prepayment history on any customized stratification, or export the loans themselves for examination.
  • Scan loans across multiple vintages and coupon stacks to understand historical micro and macro events that potentially impact prepayments, identify affected state, and further understand behaviour by drilling into a state's top servicers to gain insight on prepay experiences.

  • Construct prepayment analysis reports to understand which loans have increased propensity to prepay or dive into what percentage of your GNMA loans in your portfolio are delinquent.