Structured Finance Data
US CMBS Data:
The Structured Finance US CMBS data provides historical property, loan, pool, and bond-level commercial real estate data derived from surveillance reports that is enhanced with calculated data fields and REIS data.
US RMBS Loan Level Data: The Structured Finance US RMBS loan level data offers 25+ years of data, 50+ million RMBS loans, 9+ million active loans, 450+ calculated fields and covers 9,000+ Non-agency RMBS deals.
Global CLO Data: The Structured Finance Global CLO data includes detailed data on tranche, deal, and loan-level performance via hundreds of performance metrics including ESG industry sector scoring. Metrics are derived from surveillance reports, third-party providers, and Moody’s Analytics proprietary data.
Coverage: Over 50 million loans across US RMBS and CMBS; and, over 45,000 assets and 170 active managers in global CLO transactions.
Geography: United States and Canada (CMBS), United States (RMBS), Global (CLOs)
Commonly Used Data Fields:
File Format: CSV, Parque, TXT, XLS
Delivery: API, AWS S3, Web
Data Update Frequency: Intra-day, Daily, Weekly, Monthly
Access this data through our platforms: Moody’s Analytics Structured Finance Portal, Moody’s DataHub
US RMBS Loan Level Data: The Structured Finance US RMBS loan level data offers 25+ years of data, 50+ million RMBS loans, 9+ million active loans, 450+ calculated fields and covers 9,000+ Non-agency RMBS deals.
Global CLO Data: The Structured Finance Global CLO data includes detailed data on tranche, deal, and loan-level performance via hundreds of performance metrics including ESG industry sector scoring. Metrics are derived from surveillance reports, third-party providers, and Moody’s Analytics proprietary data.
Key Facts
Coverage: Over 50 million loans across US RMBS and CMBS; and, over 45,000 assets and 170 active managers in global CLO transactions.
Geography: United States and Canada (CMBS), United States (RMBS), Global (CLOs)
Commonly Used Data Fields:
- Deal
- Tranche
- Pool
- Asset, Loan and Property
- Reporting Dates
File Format: CSV, Parque, TXT, XLS
Delivery: API, AWS S3, Web
Data Update Frequency: Intra-day, Daily, Weekly, Monthly
Access this data through our platforms: Moody’s Analytics Structured Finance Portal, Moody’s DataHub
