I have a large mortgage portfolio that includes mortgages from about 50 different financial institutions and this portfolio will receive pricing from one of the major valuation providers. I used stratified random sampling when selecting the sample, ensuring all institutions are represented in the sample according to their market value weight. Now, I received pricing back and trying to figure out how to assign prices from this sample price data to the overall portfolio for mortgages that didn't receive pricing. Would it make sense to assign average prices based on mortgage type (e.g. First lien vs Second Lien or Conforming vs Non Conforming)?
Thank you.