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Securitizations Dashboard

The dv01 securitization dashboard provides an overview of Securitization market issuance activity along with a searchable and clickable list of all deals available on the dv01 platform. It's available by clicking on the Securitization icon on the lefthand navigation. 

Deal Pages 

The Overview section details essential current information about the deal structure, including tranche paydown information, current collateral breakdown information, graphical views of overcollateralization, and the cumulative net loss trigger. A deal's trustee reports, OM, other deal documents, and any associated disclaimers can be viewed and downloaded on the Documents page. 


The Performance tab lets users view the performance of both the assets and liabilities of the deal on a single page. Data tables show the essential cashflow metrics for both the collateral pool and the tranches, including the residual (equity) tranche. Additionally, there are graphical presentations of the history of loan delinquency, prepayments, and defaults & losses. 

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The Collateral Strats tool lets users analyze up to three levels of collateral pool stratification, and includes data on credit metrics and the top five states represented by loans in a given deal.

Loan Tape

The Loan Tape provides interactive exploration and export functionality for all loans in the selected pool. 


Securitization Cashflows

The ability to run Securitization cashflows is a core component of the dv01 app and can be launched by clicking the Cashflows tab within Securitizations. Check out our in-depth article on running securitization cashflows and integration with Andrew Davidson & CO LoanDynamics Model for Mortgage Datasets