Mortgage Data & Analytics
ICE provides end-to-end coverage of the mortgage markets to provide capital markets with transparency through data to help make critical decisions. Drawing from our industry leading proprietary loan and pool-level mortgage datasets which span the entire spectrum of agency, non-agency, and portfolio products, and represents more than 225 million first mortgages.
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Data, analytics and index solutions
Our solutions for the capital markets deliver advanced mortgage performance models and comprehensive data products that help improve performance, minimize risk, maximize profitability, and satisfy regulatory requirements.
We provide coverage for agency data back to 1994, with over 1.1 million active pools, 2.5 million+ total pools and 38million loans that back the overall pools. This depth and coverage of datasets provided by ICE Mortgage Data & Analytics is a key differentiator for us.
Explore our data and analytics solutions, including:
Features
Historical data sets
Agency data back to 1994. Coverage of 1.1M active pools, 2.5M+ total pools and 38M loans that back the pools.
Validated "street" conventions and calculation methods
Covering prepayments, WAC, WAM, WALA, TBA to pool mappings, TBA eligibility, and more.
Comprehensive coverage
Single-Family and Multi-Family pools, Loans, Remics/Strip-Level data, CRT, SBA and Canadian Factors (CMHC). Includes full collateral for pools of pools (megas, giants and platinums).
Timely data updated monthly and daily
Updates available on a regular basis in line with agency data releases and regular monthly instances.
Historical data sets
Agency data back to 1994. Coverage of 1.1M active pools, 2.5M+ total pools and 38M loans that back the pools.
Validated "street" conventions and calculation methods
Covering prepayments, WAC, WAM, WALA, TBA to pool mappings, TBA eligibility, and more.
Comprehensive coverage
Single-Family and Multi-Family pools, Loans, Remics/Strip-Level data, CRT, SBA and Canadian Factors (CMHC). Includes full collateral for pools of pools (megas, giants and platinums).
Timely data updated monthly and daily
Updates available on a regular basis in line with agency data releases and regular monthly instances.
Complete workflow coverage
Our solutions are used by professionals in the capital markets, governments, and real estate sectors, and provide critical insight to support end to end workflows across the mortgages ecosystem. We support our customers with:
Front office
- Trading - whole loan, agency, and private-label MBS
- Portfolio management
- Pipeline hedging
- Economic, and opportunity modelling, forecasting
- Research/mortgage performance benchmarks
Mid and back office
- Risk management
- MSR valuation
- Regulatory compliance & reporting
- Bank stress-testing