Early RMBS Performance Snapshot

REG. AB ANALYTICS & REPORTING

The fixed income industry has long trusted Clayton to represent the interests of, and provide transparency to, the investor community.  Clayton’s expertise and technology provide issuers with a full suite of services to comply with Regulation AB static pool reporting requirements.     

Clayton provides issuers with:  

Report Generation - Our experienced analysts create a core set of reports that cover the areas required by Item 1107 of Regulation AB, including:   

  • Reporting Levels
    • Vintage
    • Transaction
    • Portfolio
  • Collateral Composition
    • Prime
    • Subprime
    • Alt-A
    • Loan size
    • Interest rate
    • LTV
  • Collateral Performance
    • Delinquency
    • Losses
    • Prepayment
    • Payment rate
    • Yield
    • Credit Scores


Data Upload - We upload your data and place it in a secure warehouse environment.  
Online Interface - We provide access to your data via the Internet through a proprietary business interface tool.  
Support - The industry's largest concentration of analysts provides ongoing support.