CREFC IRP Standard: Commercial Mortgage-Backed Securities Data
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# **Overview** This dataset provides comprehensive, CREFC IRP-compliant data on Commercial Mortgage-Backed Securities (CMBS) conduit deals, meticulously sourced and curated from publicly available information on the EDGAR SEC.gov database. Covering CMBS conduit deals since 2017, this dataset offers standardized reporting in alignment with the Commercial Real Estate Finance Council (CREFC) Investor Reporting Package (IRP) standards. It serves as a critical tool for investors, analysts, and financial institutions seeking consistent, transparent, and detailed loan and property performance metrics across a wide range of commercial real estate assets. # **Scope and Value** The dataset includes detailed loan-level and property-level information such as loan modifications, property valuations, servicing actions, payment statuses, financial metrics, and more. By adhering to CREFC IRP standards, it provides consistency and comparability, ensuring that users can easily integrate this data into their existing analysis workflows. This data is valuable for assessing loan performance, predicting future risk, and making informed investment decisions. # **Sample Tables and Schemas** ## crefc_irp_schedulealfile_paid - asset_number_type TEXT - prospectus_loan_id TEXT - group_id TEXT - reporting_period_begin_date TEXT - reporting_period_end_date TEXT - loan_contributor_to_securitization TEXT - origination_date TEXT - original_note_amount TEXT - original_term_of_loan TEXT - maturity_date TEXT - original_amortization_term TEXT - original_note_rate TEXT - note_rate_at_contribution TEXT - interest_accrual_method TEXT - interest_rate_type TEXT - original_interest_only_term TEXT - first_loan_payment_due_date TEXT - underwriting_indicator TEXT - lien_position_at_contribution TEXT - loan_structure TEXT - payment_type TEXT - periodic_pi_payment_at_contribution TEXT - scheduled_principal_balance_at_contribution TEXT - payment_frequency TEXT - number_of_properties_at_contribution TEXT - number_of_properties TEXT - grace_days_allowed TEXT - interest_only_yn TEXT - balloon_yn TEXT - prepayment_premium_indicator TEXT - negative_amortization_allowed_yn TEXT This dataset also includes views for each filing where the column names are the CREFC short codes. For example LoanPeriodic columns are L1, L2, L3, etc. These are convenience views for use in harmonizing this dataset with your own CREFC IRP tables. # **Data Sources** This data is derived from the EDGAR SEC.gov database, a publicly accessible source of information on CMBS conduit deals. You can purchase the raw XML filings in the [CMBS Schedule AL - XML](https://app.snowflake.com/marketplace/listing/GZT0ZYQ5625/cmd-rvl-command-reveal-cmbs-schedule-al-xml?originTab=provider&providerName=CMD%252BRVL%2520(Command%2520Reveal)&profileGlobalName=GZT0ZYQ5618) dataset on the Snowflake marketplace. The dataset includes comprehensive data on all CMBS conduit deals filed since 2017. The information has been shaped into CREFC IRP standardized files and reports, providing a valuable resource for those interested in data contracts and the practical application of standardized financial data. By transforming the raw public data into CREFC IRP format, this dataset demonstrates an exercise in data contracts, enabling users to benefit from consistent data quality, format, and usability. # Related Datasets Upstream this data is sourced from [CMBS Schedule<br/>AL - XML](https://app.snowflake.com/marketplace/listing/GZT0ZYQ5625/cmd-rvl-command-reveal-cmbs-schedule-al-xml?originTab=provider&providerName=CMD%252BRVL%2520(Command%2520Reveal)&profileGlobalName=GZT0ZYQ5618). The free [CREFC IRP Legend Crosswalk Tables](https://app.snowflake.com/marketplace/listing/GZT0ZYQ5636/cmd-rvl-command-reveal-crefc-irp-legend-crosswalk-tables?originTab=provider&providerName=CMD%252BRVL%2520(Command%2520Reveal)&profileGlobalName=GZT0ZYQ5618) is a companion dataset to this one which provides crosswalk tables to lookup the various CREFC codes into friendly names and descriptions. [CMBS Tenant Normalization Training Dataset](https://app.snowflake.com/marketplace/listing/GZT0ZYQ562L/cmd-rvl-command-reveal-cmbs-tenant-normalization-training-dataset?originTab=provider&providerName=CMD%252BRVL%2520(Command%2520Reveal)&profileGlobalName=GZT0ZYQ5618) is an example downstream dataset which is curated from a subset of the data in this dataset. # Examples The data in this dataset is used to power some pages on [https://dealcharts.org](https://dealcharts.org), for example [BMARK 2024-V10 - Charts and Resources](https://dealcharts.org/capitalmarkets/abs/cmbs/bmark2024-v10/). Also find [a Count.co canvas that allows the user to explore the amount of multifamily collateral in a given CMBS deal](https://count.co/canvas/Df2wE081wBE). # Metadata Use the search bar on [https://discover.cmdrvl.com](https://discover.cmdrvl.com/) to find tables and columns in this dataset and many others along with other valuable metadata. # Disclaimer(s) Please note that, since this data is sourced from the EDGAR SEC.gov database and not directly from trustee sites, it does not contain every field defined in the CREFC IRP standards. The dataset is shaped in alignment with the CREFC IRP format but is limited to the fields that are publicly available from SEC filings.This dataset is not a replacement for purchasing the CREFC IRP from a certified data provider - rather it is intended as a supplement to those data feeds and a head start for integrations that rely on the CREFC IRP format. In addition, while this dataset contains FinancialFile and BondFile tables, these tables are very sparsely populated as the ScheduleAL filing does not contain detailed line by line financials or bond information.
# 概览 本数据集提供符合商业地产金融委员会（Commercial Real Estate Finance Council, CREFC）投资者报告包（Investor Reporting Package, IRP）标准的完整商业抵押贷款支持证券（Commercial Mortgage-Backed Securities, CMBS）管道交易数据，所有数据均经严谨采集与整理，源自EDGAR SEC.gov数据库的公开信息。本数据集涵盖2017年以来的所有CMBS管道交易，采用符合CREFC IRP标准的标准化报告格式，可为投资者、分析师及金融机构提供涵盖各类商业地产资产的一致、透明且详尽的贷款与物业绩效指标，是其开展相关工作的关键工具。 # 范围与价值 本数据集包含贷款级与物业级的详细信息，涵盖贷款修改、物业估值、贷后管理操作、还款状态、财务指标等多类内容。其严格遵循CREFC IRP标准，确保数据的一致性与可对比性，方便用户将其集成至现有分析流程中。该数据集可用于评估贷款绩效、预判未来风险，并辅助制定明智的投资决策。 # 示例表与架构 ## crefc_irp_schedulealfile_paid - asset_number_type TEXT：资产编号类型 - prospectus_loan_id TEXT：招股说明书贷款编号 - group_id TEXT：组编号 - reporting_period_begin_date TEXT：报告期开始日期 - reporting_period_end_date TEXT：报告期结束日期 - loan_contributor_to_securitization TEXT：证券化贷款贡献方 - origination_date TEXT：发放日期 - original_note_amount TEXT：初始票据金额 - original_term_of_loan TEXT：贷款初始期限 - maturity_date TEXT：到期日期 - original_amortization_term TEXT：初始摊销期限 - original_note_rate TEXT：初始票据利率 - note_rate_at_contribution TEXT：证券化入库时票据利率 - interest_accrual_method TEXT：利息计提方式 - interest_rate_type TEXT：利率类型 - original_interest_only_term TEXT：初始仅还息期限 - first_loan_payment_due_date TEXT：首次贷款还款到期日 - underwriting_indicator TEXT：承保标识 - lien_position_at_contribution TEXT：入库时留置权顺位 - loan_structure TEXT：贷款结构 - payment_type TEXT：还款类型 - periodic_pi_payment_at_contribution TEXT：入库时定期本息还款额 - scheduled_principal_balance_at_contribution TEXT：入库时计划本金余额 - payment_frequency TEXT：还款频率 - number_of_properties_at_contribution TEXT：入库时物业数量 - number_of_properties TEXT：物业数量 - grace_days_allowed TEXT：允许宽限期天数 - interest_only_yn TEXT：仅还息标识（Y/N） - balloon_yn TEXT：气球还款标识（Y/N） - prepayment_premium_indicator TEXT：提前还款溢价标识 - negative_amortization_allowed_yn TEXT：允许负摊销标识（Y/N） 本数据集还包含各申报文件对应的视图，其列名采用CREFC短代码格式。例如LoanPeriodic列对应L1、L2、L3等代码。此类便捷视图可用于将本数据集与用户自有CREFC IRP表进行统一对齐。 # 数据来源 本数据集的数据源自EDGAR SEC.gov数据库，该库为CMBS管道交易信息的公开获取渠道。用户可在雪花数据平台（Snowflake）数据市场的[CMBS Schedule AL - XML](https://app.snowflake.com/marketplace/listing/GZT0ZYQ5625/cmd-rvl-command-reveal-cmbs-schedule-al-xml?originTab=provider&providerName=CMD%252BRVL%2520(Command%2520Reveal)&profileGlobalName=GZT0ZYQ5618)数据集中获取原始XML申报文件。本数据集涵盖2017年以来所有申报的CMBS管道交易的完整数据，经整理后形成符合CREFC IRP标准的文件与报告，可为关注数据契约（data contracts）及标准化财务数据实操应用的用户提供宝贵资源。本数据集将原始公开数据转换为CREFC IRP格式，践行了数据契约的实践范例，帮助用户获得一致性更高的数据质量、格式与易用性。 # 关联数据集 本数据集的上游数据源为[CMBS Schedule<br/>AL - XML](https://app.snowflake.com/marketplace/listing/GZT0ZYQ5625/cmd-rvl-command-reveal-cmbs-schedule-al-xml?originTab=provider&providerName=CMD%252BRVL%2520(Command%2520Reveal)&profileGlobalName=GZT0ZYQ5618)。免费的[CREFC IRP代码映射表](https://app.snowflake.com/marketplace/listing/GZT0ZYQ5636/cmd-rvl-command-reveal-crefc-irp-legend-crosswalk-tables?originTab=provider&providerName=CMD%252BRVL%2520(Command%2520Reveal)&profileGlobalName=GZT0ZYQ5618)为本数据集的配套数据集，提供映射表用于将各类CREFC代码转换为易懂的名称与说明。[CMBS租户标准化训练数据集](https://app.snowflake.com/marketplace/listing/GZT0ZYQ562L/cmd-rvl-command-reveal-cmbs-tenant-normalization-training-dataset?originTab=provider&providerName=CMD%252BRVL%2520(Command%2520Reveal)&profileGlobalName=GZT0ZYQ5618)则为本数据集的下游示例数据集，由本数据集的部分数据整理而成。 # 应用示例 本数据集的数据为[dealcharts.org](https://dealcharts.org)的部分页面提供支持，例如[BMARK 2024-V10 - 图表与资源](https://dealcharts.org/capitalmarkets/abs/cmbs/bmark2024-v10/)。此外，用户还可通过[Count.co可视化画布](https://count.co/canvas/Df2wE081wBE)探索特定CMBS交易中的多户物业抵押资产规模。 # 元数据 用户可通过[https://discover.cmdrvl.com](https://discover.cmdrvl.com/)的搜索栏，检索本数据集及其他数据集的表、列信息与其他有价值的元数据。 # 免责声明 请注意，由于本数据集的数据源自EDGAR SEC.gov数据库，而非直接来自受托方网站，因此未包含CREFC IRP标准中定义的全部字段。本数据集虽采用CREFC IRP格式进行整理，但仅涵盖美国证监会（SEC）申报文件中公开可获取的字段。本数据集并非经认证的数据供应商提供的CREFC IRP数据的替代品，而是作为此类数据馈送的补充，为依赖CREFC IRP格式的集成工作提供起步支持。 此外，尽管本数据集包含FinancialFile与BondFile表，但由于ScheduleAL申报文件未包含逐行明细的财务或债券信息，此类表的数据填充度极低。
