Experian Capital Markets Data

Why Experian Capital Markets?

Information powers performance

• Visibility into nearly 100% all ​borrower credit, loan performance, and property-related details across virtually all U.S. residential mortgage​
• Unmatched consumer data and insights, ​including origination and current scores of all varieties
• ​Credit metrics beyond scores, including past behaviors (such as serial refinancing activity and payment delinquency history)

Investment Solutions

Experian delivers a more complete view of whole loans, MBS, and peripheral products by bridging the gap between loan origination data and secondary market visibility. For all credit-related datapoints besides pay status of the subject loan, traditional MBS datasets offer only a static snapshot—missing dynamic credit insights needed to fully assess risk and performance.

Our Mortgage Loan Performance (MLP) dataset changes that.

Built from integrated credit, tradeline, and property data, MLP provides a 360° view of each loan, borrower, and underlying collateral—refreshed monthly and spanning more than 20 years of history. This enables investors to move beyond static snapshots and evaluate how borrower behavior and credit profiles evolve over time. 

For non-agency MBS, Experian enhances traditional loan-level data with forward-looking borrower credit attributes, revealing meaningful risk differences between loans that may appear identical. For agency MBS, our data supports cohort-level analysis and prepayment modeling using refreshed borrower credit metrics, supporting more precise S-curve modeling and relative value analysis.

By connecting primary and secondary market data, Experian enables:

•  Deeper insight into borrower credit evolution 
•  Improved modeling of prepayment, default, and credit risk
•  More informed trading, surveillance, and portfolio decisions

MLP extends this view with a loan-level time series spanning 20+ years of U.S. mortgage performance, refreshed monthly, for every loan. It enables benchmarking across originators and servicers for prepayment and credit performance, servicing recapture and state transition analysis, origination volume and product mix, health of every servicer’s current book, and more.  At the macro level, MLP allows loan and borrower-level precision for total addressable market (TAM) for new products and/or credit box expansion, as well as calculation of capital flows across loan products (Fixed/ARM/CES/HELOC/NQM), programs (VA/conforming/jumbo), originators, servicers, geographies, and borrower credit profiles.