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Structured and Mortgage-Related Securities

Whether analyzing trading opportunities, processing trades or reporting ongoing income, financial institutions with exposure to structured and mortgage-related securities require detailed terms and conditions data. This is particularly true as today’s financial markets quickly change. Access to high-quality data, across the spectrum of structured and mortgage-related securities, in time to meet processing requirements is critical to maintaining operational efficiency.

Interactive Data maintains one of the most comprehensive repositories of structured and mortgage-related securities terms and conditions in the industry. The Company covers current and historical information on over 1 million MBS pass-through securities and over 200,000 CMO/ABS/CMBS securities.

Interactive Data has been providing structured and mortgage-related securities information to the financial services industry for approximately 40 years. The Company offers multiple layers of detail from the deal level to the security level to the collateral level.

Interactive Data’s services deliver structured and mortgage-related securities terms and conditions on a full universe basis or for client selected securities of interest. This information is available on-demand, intra-day and at the end of the trading day. Standard formats including agency provided MBS formats are provided along with a host of Interactive Data defined and custom formats. Clients can generate custom formats through our Fixed File Format Generator (FFG) and through Interactive Data’s Application Programming Interface (API).

Data Coverage

  • Detailed coverage of MBS pass-through security attributes from GNMA, FNMA, FHLMC and the Small Business Administration (SBA)
  • Most MBS pool types including fixed and adjustable rate pools
  • Includes original and current balance, updated pay-down factors, WAC, WAM, WALA, current and expected coupon rates, and a deep historical record.
  • New issues
  • Certain loan level detail, geographic dispersion and historical prepayment speeds
  • Detailed coverage of agency, whole loan and commercial mortgage-backed collateralized mortgage obligations (CMOs) at both the deal and the tranche level
  • Detailed coverage of asset-backed securities (ABS) at both the deal and the tranche level
  • Deal level attributes including issuer name, series, original balance, current outstanding balance, and collateral type
  • Tranche level attributes include tranche type, payment type, floater and inverse floater coupon formula, current factor, principle and interest payment per thousand of face value.