Collateralized Mortgage Obligation (CMO) Data
Model-driven valuations for credit-sensitive mortgage structures
At SQX, solving your Non-Agency CMO pricing needs is our specialty.
SQX delivers independent evaluated pricing for Non-Agency CMO securities, built for institutional investors navigating complex, credit-sensitive mortgage structures. Our pricing methodology incorporates market-driven prepayment and default modeling, tranche-level structural review, and rigorous quality checks against observable comparables.
But that's not all – our first priority is serving you. We'll tailor our solutions to your needs. We'll always give you friendly, responsive customer service. We'll treat you like you actually matter – because you do.
When you partner with SQX, you can expect transparent, reliable Non-Agency CMO pricing that supports valuation, risk management, and portfolio reporting.
Non-Agency CMO Data
Broad Coverage: We offer evaluated pricing on over 265,000 non-agency collateralized mortgage obligations.
Constant Updates: We provide an updated file on a regular basis, so you get updates as soon as we do.
Customers First: We customize solutions to your needs. Our responsive team resolves most issues within 24 hours.
Full Transparency: SQX always shares the methodology behind our non-agency CMO pricing.
Competitive Costs: SQX non-agency CMO pricing allows you to pay a fraction of what other data providers charge.
Let us handle your CMO pricing
Contact Form
SQX provides independent evaluated pricing for Non-Agency CMO securities, using tranche-level cash flow analysis and market-driven discount margin (DM) assumptions. Our methodology incorporates modeled prepayment and default vectors, remittance-informed loan performance expectations, and structural adjustments for shelf, servicer, waterfall features, and collateral quality. Prices are then validated against observable comparables across similar deals and tranche profiles to support accurate valuation and risk analysis.
We won’t be your first provider of CMO pricing.
But we might just be your best.
Why CMO pricing?
A collateralized mortgage obligation (often called a CMO mortgage security) is a structured type of mortgage-backed investment that redistributes cash flows from a pool of home loans into different risk and maturity profiles. In finance, CMOs are commonly used investment vehicles because they offer targeted exposure to interest rate risk, prepayment behavior, and credit performance through defined CMO tranches. These deals are issued as CMO securities with tranche structures that can include sequential pay, PAC, support, and other formats. Many are issued as an agency CMO backed by government-sponsored entities. Understanding how tranche structure impacts cash flows is central to evaluating CMO risk, yield, and performance across market cycles.
In a CMO vs MBS comparison, an MBS is a broad mortgage-backed security, while a CMO is a structured type of MBS that divides cash flows into distinct tranches with varying risk and maturity profiles. In a CDO vs CMO analysis, CMOs are backed specifically by mortgage loans, whereas CDOs can be backed by a wider range of assets such as corporate bonds or loans, resulting in different risk exposures and structural dynamics.
SQX Offers:
- Quality data at a fraction of the cost
- Swift, friendly customer service
- Bespoke services for your individual needs
- Comprehensive coverage of common and niche asset classes
- Generous data redistribution rights
