MBS – FirstAlert

FirstAlert works with BondMonitor client data and calculates total monthly principal return for mortgage backed products, CMO’s, and other amortizing securities.


  • Can be run as soon as factors are available on Bloomberg or another data source
  • Estimates mortgage backed securities and CMO principal return based on actual speeds and factors from previous months
  • Calculates actual monthly principal pay downs vs. previous month
  • Calculates actual monthly premium amortization or discount accretion vs. previous month in dollars and in yield

Contact Us

(205) 991-9415 6930 Cahaba Valley Road, Suite 201 , Birmingham, AL 35242 web@r2metrics.com