Securitized Products

Plutus Analytics provides a set of high quality prepayment, credit and mortgage rate models that one can use to price MBS, mortgage whole loans, CMOs, mortgage derivatives (IO, PO, MSR), etc. and calculate various risk analytics.

Our platform allows users to use their own inputs, e.g. rate environment, prepayment and default assumptions, home price projection, etc. to price and generate risk analytics for the mortgage products. Please contact us for more information.

For agency products, Plutus Analytics provides models that users can use to price UMBS (30&15), GN pools, ARM (TSY indexed, SOFR indexed and LIBOR indexed), re-performing pools (RPL) and reverse mortgage (HMBS).

Plutus Analytics also provides models that can be used to price private label securities, including CRT, non QM products, etc.

Users may call Plutus Analytics models and cash flow engine directly from their own application through API. More information about API can be found here.