Mortgage-Backed Securities

Talk to us to find out which product best meets your needs

At AD&Co, we have decades of experience and deep institutional knowledge of the mortgage industry. Whether you work with Agency, Non-Agency or Multifamily mortgage-backed securities (MBS), we offer tools that can address the type of asset you are issuing, investing or servicing. Our proprietary models help value fixed or adjustable loans, as well as collateralized or pass-through loans. With ongoing pressures in the mortgage-backed securities market, our tools empower you to make buy or sell investment decisions with the level of confidence you require.

Our products can help you:

  • Produce forecasts that react dynamically to changes in the economic climate

  • Accurately forecast prepayments and defaults that can be used in the pricing, valuation, and risk assessment of a range of loans and securities

  • Assess values at either the bond and portfolio level

  • Perform stress tests on your holdings

  • Tune the model to suit your needs

Agency MBS

Our innovative analytical models and applications allow you to manage interest rate and credit risk in your mortgage portfolios by forecasting prepayment, delinquency, default and loss probabilities. We also offer monthly trend reports compare actual historical and model predicted total prepayments (CPR) for various collateral types with different vintages.

Non-Agency MBS

As with our work for Agency MBS, our proprietary mortgage analytics can guide your decision to retain or shed mortgage credit risk. Our tools provide both traditional, as well as robust techniques.

Multifamily MBS

Growth in the construction of new apartment buildings has fueled the growth in outstanding mortgage debt on multifamily residences which now exceeds $1.6 trillion. As a result of the size of this market, our asset coverage includes a dedicated focus on the multifamily sector. Borrowing on the modeling innovations for single family mortgages, we have dedicated solutions designed to analyze multifamily collateral and securities.