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Structured finance data products

Source-aware CMBS, BDC, and rates datasets with lineage, coverage notes, and update history for analytics, models, and AI workflows.

Dataset Receipt
Dataset
CMBS Schedule AL
daily refresh
Method
ABS-EE parsed
filing fields normalized
Method
Coverage checked
gaps and revisions retained
Source
SEC filing
accession retained
Source
Schema history
versioned field map
Dataset checkedsources / schema / refresh path

Structured finance data with receipts

CMD+RVL data products are marketplace datasets for structured-finance and market-context workflows. They pair clean tables with source lineage, coverage notes, refresh history, and methodology context so analysts and AI systems can inspect how fields were built.

  • Coverage
    CMBS, BDC, rates
    Datasets cover structured-finance filings, public market context, and related timing signals.
  • Delivery
    Marketplace
    Listings are available through Snowflake Marketplace and Databricks Marketplace.
  • Use
    Analytics and AI
    Source lineage and update history make the data easier to reuse in retrieval, models, and reporting.

Reusable inputs for packages and outcomes

Some teams need clean marketplace datasets. Others need public-source data kept current inside the workflow where decisions happen. CMD+RVL data products provide the reusable input layer: extracted, aligned, versioned, and delivered with lineage so sources, cadence, revisions, and transformations stay explicit.

  • CMBS Schedule AL

    Standardized asset-level CMBS fields

    Parsed from ABS-EE XML across 9,500+ filings since 2016-11-07. Fields are aligned, deduplicated, and refreshed daily with source lineage for exposure analysis and downstream modeling.Browse on Snowflake
  • BDC Schedule of Investments

    Consistent holdings across issuers

    Normalized from 10-Q filings so teams can compare holdings across issuers, track exposure, and detect changes without manual reconciliation.Browse on Snowflake
  • CMBS Signal Starter

    Rates, auctions, and timing context

    Clean UST and SOFR series, auction calendars, and derived indicators support short-horizon context work, Signals views, and hypothesis testing.Browse on Snowflake

How the data stays usable

CMD+RVL data products carry the same evidence discipline as monitored outcomes and Signals: explicit assumptions, visible gaps, and source monitoring as filings and feeds change.

Keep source changes visible

Updates land as filings post, feeds refresh, or events occur. The context graph keeps datasets aligned over time, so downstream analysis reflects current source state rather than stale snapshots.

Make methodology inspectable

Each dataset includes lineage, coverage, freshness, latency, and schema history. Derived fields include methodology notes so analysts, models, and automated workflows can interpret the fields consistently.
  1. Use standardized CMBS asset-level fields to detect shifts in collateral performance.

  2. Track changes in BDC portfolios without manual issuer-by-issuer cleanup.

  3. Combine clean rates and auction calendars with internal models, Signals views, or AI-driven analysis to validate timing.

Clean inputs matter most when teams can trace how the tables were built, when they changed, and where the limits are.

Data product questions

What CMD+RVL data products are available?
Current marketplace datasets cover CMBS Schedule AL, BDC Schedule of Investments, CMBS rates and auction context, special servicing commentary, CREFC IRP fields, and fund holdings with CMBS exposure.
Where can teams access CMD+RVL data products?
Teams can browse CMD+RVL listings on Snowflake Marketplace and Databricks Marketplace. The same data products can also support scoped packages and operated outcomes when a workflow needs ongoing delivery.
What makes the datasets useful for AI workflows?
The datasets include source lineage, coverage notes, update history, and methodology context so retrieval systems, models, and analysts can inspect how fields were constructed.
When should a data product become a package or outcome?
Use a data product directly when clean source-backed inputs are enough. Bring it into a package or outcome when the data needs to be maintained, explained to stakeholders, or delivered into a workflow over time.

Featured datasets

These datasets show the reusable data layer behind CMD+RVL packages, monitored outcomes, and Signals. They also work directly when your team needs clean, source-backed inputs.

  • CMBS Schedule AL (ABS-EE XML)

    Asset-level fields for 230+ CMBS deals parsed across 9,500+ filings. Source lineage, daily refreshes, and marketplace delivery.
  • BDC Schedule of Investments (10-Q)

    Consolidated schedules normalized from EDGAR filings for exposure analysis and cross-issuer comparison.
  • CMBS Signal Starter: UST / SOFR + Auctions

    Rates, auction calendars, and derived indicators that are clean, time-aligned, and notebook-ready.
  • CMBS Special Servicing Commentary (10-D)

    Monthly special servicing commentary parsed and aligned for 100+ deals, refreshed as filings post.
  • CREFC IRP: CMBS Conduit (standardized)

    Loan-level and property metrics curated to CREFC IRP standards for issuer and deal comparison.
  • Fund Holdings with CMBS Exposure (N-PORT-P)

    Fund CMBS positions extracted from N-PORT-P filings for exposure, overlap, and ownership analysis.
Built for
  • Finance
  • Banking
  • Real Estate
  • Risk Management

Use marketplace data products as reusable inputs. Bring them into a package or outcome when public-source data needs to be operated over time in a workflow.