Our securitized debt reference data solutions provide extensive terms and conditions coverage across mortgage‑backed pools, collateralized mortgage obligations (CMOs), asset‑backed securities (ABS). These datasets help to support greater transparency, operational efficiency, and analytical depth across the securitized products market.
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Agency MBS: Direct automated feeds with the respective agencies (Fannie Mae, Freddie Mac, Ginnie Mae, Small Business Association). Timely new-issue setups and ongoing monthly paydown updates for all active MBS pools, as well as associated balance, principal and interest payment details, and weighted-average metrics (WAC, WAM, WALA). Value added calculations to supplement agency-provided coverage including prepayment speeds and principal paid per $1,000 of original face, and interest paid per $1,000 of original face.
- CMO/ABS, Non-Agency MBS, and Other Securitized Products: Broad relationships with major trustees across the securitized securities markets. Regular receipt of trustee remittance data for active structured securities. Tranche-level information including balances, interest and principal paid per $1,000 of original face, interest shortfalls, and principal losses.
Specifications
Key Features
- Strong expertise in data privacy and data science. Flexible delivery options to support a wide range of client workflows.
- Timely delivery of new-issue reference data to keep you ahead of the market. Disseminate new issue reference data in a timely manner.
- Comprehensive continuing-disclosure updates covering the full bond lifecycle.
- Detailed obligor and proprietary sector data to sharpen credit-risk analysis.
- Broad Terms & Conditions data that drives transparency and operational efficiency.
- End-to-end support across the securities lifecycle - from execution and order management to confirmation, clearance, settlement, compliance, and risk management.
- Dedicated to help desk support whenever you need it.
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.