Leveraging Yield Book’s extensive mortgage database, the Loan Collateral Analyzer (LCA) provides a solution to create dynamic and custom stratifications of loans or pools on groups of Agency Collateralized Mortgage Obligations (CMOs), and Yield Book CMO Cohorts. Users can rely on LCA to view dispersions on new issue Agency CMOs created in the Yield Book Structuring Tool, or understand your agency mortgage portfolios’ exposures scaled by bond holding amounts. With LCA, users can see individual current or at-issuance collateral characteristics and prepayment history on any customized stratification, or export the loans themselves for examination.