Our securitized debt reference data solutions deliver an extensive breadth and depth of terms and conditions data across mortgage-backed pools, collateralized mortgage obligations, asset-backed securities, properties, and loans.
Specifications
Key Features
- Agency MBS - Automated feeds setup directly with the respective agencies (Fannie Mae, Freddie Mac, Ginnie Mae, Small Business Association). Timely new issues setups, and ongoing monthly paydown information on all active MBS pools, as well as associated balance, principal and interest payment details, and weighted average data (e.g. WAC/WAM/WALA). Value added calculations to supplement agency-provided coverage including prepayment speeds and principal paid per $1000 of original face and interest paid per $1,000 of original face.
- CMO/ABS, Non-Agency MBS, all other securitized products - Broad relationships with the largest trustees in the securitized securities markets.
- ICE receives periodic remittance payments from trustees for active structured securities. Tranche factor and associated payment information including balances, interest paid per $1,000 of original face, principal paid per $1,000 of original face, interest shortfalls and principal losses.
- Expertise in data privacy and data science and flexible delivery options
Products
The evolution of our file-based offering. Bringing together, in a unified solution Corporate Actions, Reference Data, Analytics and our wealth of pricing datasets including ICE Evaluations, CEP, Fair Value Information Services & Listed Market Pricing.
Buy-side and sell-side front offices continue to embrace more data and more technology in order to expand their opportunities and gain an edge over the competition. Enrich front office systems with ICE’s Data API solution, providing intraday access to fixed income pricing, on-demand analytics, reference data and more.