I'm looking for loan level detail for Residential Mortgage Backed Securities.

The SEC requires that form ABS-EE (individual level asset data) be filed for all offerings backed by residential mortgages, commercial mortgages, autos, etc. But I have not been able to find any ABS-EE forms for Residential Mortgage Backed Securities.

I searched for all SIC code 6189 (Asset Backed Securities) filings, but this did not produce RMBS ABS-EE data I am looking for (just Autos and CMBS). An example of an issuer is JPMMT, or JP Morgan Mortgage Trust with an example of a specific issue being JPMMT 2018-8.

Where can I find such data?

  • $\begingroup$ intex.com $\endgroup$ – Nicholas Dec 3 '18 at 0:15
  • $\begingroup$ @Nicholas, thanks, though I'm looking for a free source (the SEC). I'm not sure why the SEC wouldn't have this data and am trying to understand if there is another place or reason why RMBS loan-level data would not be available. $\endgroup$ – steich Dec 5 '18 at 16:13

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