Securitized Products Reference Data

Securitized Products Reference Data, originated from IHS Markit, provides comprehensive data on instrument types including CLO, CDO, TruPS, Agency MBS, Agency CMO, Agency CMBS, Agency Reverse Mortgages, Non-Agency RMBS, Non-Agency CMBS and other ABS. This dataset features extensive instrument details covering bond, collateral, and deal-level static and cashflow information across over 1.5 million active instruments.

Gain access to historical cashflow data available for over 10 years for both non-pool MBS and pool MBS. The data spans over 250 attributes and can be used by firms for key use cases such as powering security masters, risk management, market surveillance, and pricing and valuation. With this dataset, firms have access to accurate and up-to-date information for security trading and settlement.

This dataset includes:

• Historical tranche cashflow payment details across principal and interest
• Deep collateral information across types, payment speeds, and loss details
• Deal details to understand credit structures and enhancements, as well as participants