{"listings":[{"id":"89829eff-7c09-412e-8199-01c760274fdd","slug":"intex-solutions","name":"Intex Solutions","tagline":"The industry standard for structured finance cashflow analytics","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.intex.com","logo":null,"founded":1985,"headquarters":"Needham, MA","employeeCount":"51-200","categories":["analytics","data-providers"],"assetClasses":["CLO","RMBS","CMBS","ABS","ABCP","CDO"],"roles":["investor","issuer","rating-agency"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","XML","CSV"]},"description":"Intex Solutions is a long-standing structured finance analytics platform founded in 1985 and widely used by banks, asset managers, and rating agencies. It is often treated as an industry standard reference environment for cashflow and deal-structure analysis.\n\nThe platform is built around INTEXcalc, INTEX DealMaker, INTEX APIs, and Cashflow Model Libraries that support scenario analysis, surveillance workflows, and deal evaluation at scale. Coverage spans broad securitized products across both U.S. and international markets.\n\nIntex maintains a large deal library with 50,000+ structures and is used for repeatable, model-driven review processes where consistency and explainability matter. It remains a core workflow tool for teams operating in mature ABS and structured credit markets.","keyFeatures":["INTEXcalc","INTEX APIs","INTEX DealMaker","Cashflow Model Libraries","Comprehensive deal library with 50,000+ structures"],"discoveredAt":"2025-01-09T00:00:00.000Z","discoveredBy":"manual","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T16:12:12.741Z","updatedAt":"2026-02-25T22:29:51.395Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"50a45df6-1fdd-4498-87e6-acae24289ac3","slug":"dealedge","name":"DealEdge","tagline":"CLO analytics and portfolio surveillance platform","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://dealedge.com","logo":null,"founded":null,"headquarters":null,"employeeCount":null,"categories":["analytics"],"assetClasses":["CLO"],"roles":["investor"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON"]},"description":"DealEdge provides analytics and intelligence workflows for private-market participants, with product positioning centered on deal sourcing, due diligence, and portfolio monitoring.\n\nIts tooling supports data aggregation and workflow acceleration around transaction evaluation and ongoing portfolio review, which can overlap with structured-credit adjacent use cases in credit-focused institutions.\n\nIn TrancheList, DealEdge is best interpreted as an adjacent intelligence workflow provider rather than a pure securitization analytics platform, but remains relevant in broader credit deal workflow stacks.","keyFeatures":["Deal sourcing and screening workflows","Portfolio monitoring dashboards","Data-enriched due diligence support","Custom reporting"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T16:12:12.741Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":"Growth","fundingAmount":null,"competitors":null,"aiTraffic7d":2},{"id":"8ed0d284-74aa-4735-a0bb-c0bedc3599e8","slug":"9fin","name":"9fin","tagline":"AI-powered leveraged finance and structured credit analytics","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://9fin.com","logo":null,"founded":null,"headquarters":"London, UK","employeeCount":null,"categories":["analytics","data-providers"],"assetClasses":["CLO","ABS"],"roles":["investor","trader"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON"]},"description":"9fin provides AI-assisted research and data workflows for leveraged finance and structured credit market participants.\n\nIts platform combines document intelligence, market news, and deal-level datasets used by analysts, portfolio managers, and credit research teams across primary and secondary market workflows.\n\nThe product is widely used as a workflow acceleration layer for private credit and securitized research, with strong emphasis on speed-to-insight rather than being a pure cashflow-modeling engine.","keyFeatures":["AI-powered document analysis","Leveraged finance deal tracking","Structured credit intelligence","Real-time market alerts"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T16:12:12.741Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":"Series B","fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"8a24d3ba-2c0f-4bfb-b32f-8a92d4683076","slug":"struct","name":"Struct","tagline":"Modern structured finance platform for issuance and analytics","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://struct.fi","logo":null,"founded":null,"headquarters":null,"employeeCount":null,"categories":["analytics"],"assetClasses":["CLO","ABS"],"roles":["issuer","investor"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":false,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON"]},"description":"Struct provides technology-driven issuance and product workflows in digital-asset and structured product contexts.\n\nIts platform messaging focuses on configurable structured product lifecycle tooling, including structuring, issuance, and monitoring experiences for institutional and professional users.\n\nIn this directory, Struct is categorized as adjacent to traditional securitization software and should be interpreted as a modern structured-product platform rather than a legacy ABS/RMBS analytics incumbent.","keyFeatures":["Issuance workflow automation","Structuring tools","Portfolio analytics","Investor reporting workflows"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T16:12:12.741Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":"Series A","fundingAmount":null,"competitors":null,"aiTraffic7d":2},{"id":"0c709b2b-e725-43ec-99e7-528043743048","slug":"kovrex","name":"Kovrex","tagline":"AI agent marketplace for structured finance. Credit analysis, data validation, portfolio surveillance via API.","status":"published","claimed":true,"featured":false,"claimedBy":null,"website":"https://kovrex.ai","logo":null,"founded":null,"headquarters":null,"employeeCount":null,"categories":["analytics"],"assetClasses":["CLO","CMBS","ABS"],"roles":[],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":false,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":null},"description":"Kovrex is an AI agent marketplace connecting structured finance teams with specialized AI capabilities via REST APIs. Agents provide opinionated analysis for CLOs, CMBS, and ABS — from credit surveillance and covenant monitoring to data validation and document extraction. Unlike generic AI tools, Kovrex agents are built by domain experts and deliver judgment-based outputs with clear attribution. The platform handles trust verification, usage billing, and audit trails so teams can integrate AI without building infrastructure from scratch.","keyFeatures":null,"discoveredAt":"2026-02-07T19:31:45.846Z","discoveredBy":"kovrex-stewie","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T19:31:46.110Z","updatedAt":"2026-02-07T20:03:43.176Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"f3158ac7-163a-45c2-8f80-10bc9f2c483e","slug":"refinitiv","name":"Refinitiv","tagline":"Comprehensive data and analytics platform for global financial markets","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://refinitiv.com","logo":null,"founded":null,"headquarters":"London, UK","employeeCount":"10000+","categories":["data-providers","analytics"],"assetClasses":["CLO","CMBS","ABS"],"roles":["investor","trader","issuer"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","XML","CSV"]},"description":"Refinitiv, now part of London Stock Exchange Group (LSEG), provides market data, analytics, and workflow tooling used across global fixed income and securitized products workflows.\n\nIts structured finance footprint includes deal- and collateral-related reference data, market monitoring capabilities, and analytics surfaces used by buy-side, sell-side, and issuer teams across ABS, CMBS, and CLO markets.\n\nDelivery is typically enterprise-grade through platform products and licensed data distribution, including API and feed integrations used in institutional research, surveillance, and trading operations.","keyFeatures":["Real-time and reference data across structured products","Workspace analytics platform","Enterprise data feed/API delivery","Loan-level and deal-structure coverage"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"fcd82007-ba47-4075-b635-9dbb0d73c1f4","slug":"sp-global","name":"S&P Global","tagline":"Ratings, analytics, and market intelligence for structured finance","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://spglobal.com","logo":null,"founded":1917,"headquarters":"New York, NY","employeeCount":"10000+","categories":["analytics","data-providers"],"assetClasses":["CLO","RMBS","CMBS","ABS"],"roles":["investor","issuer","rating-agency"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","XML","CSV"]},"description":"S&P Global provides ratings, benchmarks, analytics, and market intelligence used across global credit and securitized products markets.\n\nFor structured finance users, core surfaces span ratings and surveillance workflows plus market-intelligence delivery through product lines such as S&P Global Market Intelligence and Capital IQ datasets used in institutional research and risk monitoring.\n\nThe platform is commonly embedded in portfolio, compliance, and counterparty workflows where users need standardized credit signals and long-horizon surveillance across major securitized asset classes.","keyFeatures":["Credit ratings and surveillance","S&P Global Market Intelligence datasets","Capital IQ structured finance coverage","Scenario analysis and stress testing"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"a01557bd-02c6-4f64-813b-24f6ffbd96e4","slug":"factset","name":"FactSet","tagline":"Integrated financial data, analytics, and workflow solutions for investment professionals","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://factset.com","logo":null,"founded":1978,"headquarters":"Norwalk, CT","employeeCount":"10000+","categories":["analytics","data-providers"],"assetClasses":["CLO","RMBS","CMBS","ABS"],"roles":["investor","analyst","portfolio-manager"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","XML","CSV"]},"description":"FactSet provides integrated financial data, analytical applications, and industry-leading service for the global investment community. Their structured finance capabilities include loan-level data, cashflow analytics, and portfolio surveillance tools across ABS, RMBS, CMBS, and CLO markets.","keyFeatures":["Loan-level data and cashflow modeling","Portfolio analytics and surveillance","Multi-asset class coverage","Open API platform with structured finance endpoints","Integration with Portware and BISAM analytics"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:18:56.286Z","updatedAt":"2026-02-07T23:18:56.286Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"8a34357b-58d1-41d2-a69f-fb3c9a95337b","slug":"avant","name":"Avant","tagline":"Digital lending platform powering consumer ABS issuance and loan analytics","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://avant.com","logo":null,"founded":2012,"headquarters":"Chicago, IL","employeeCount":"500-1000","categories":["data-providers"],"assetClasses":["ABS"],"roles":["investor","issuer"],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["CSV","PDF"]},"description":"Avant is a digital lending platform that originates consumer loans subsequently securitized into ABS. As both an originator and data provider, Avant offers loan-level performance data and analytics relevant to consumer ABS investors evaluating collateral quality and pool performance.","keyFeatures":["Consumer loan origination platform","Loan-level performance data for ABS investors","Collateral pool analytics","Securitization program with regular issuance"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:18:56.286Z","updatedAt":"2026-02-07T23:18:56.286Z","vendorOverrides":null,"fundingStage":"Series E","fundingAmount":"600M+","competitors":null,"aiTraffic7d":2},{"id":"f88feed5-354a-4cd2-8843-4aa19607643e","slug":"cmdrvl","name":"CMD+RVL","tagline":"Decision evidence and assurance for structured finance","status":"published","claimed":true,"featured":true,"claimedBy":null,"website":"https://cmdrvl.com","logo":null,"founded":null,"headquarters":null,"employeeCount":null,"categories":["analytics","data-providers"],"assetClasses":["CLO","RMBS","CMBS","ABS","BDC","REIT"],"roles":["investor","issuer","rating-agency"],"agentCapabilities":{"hasApi":true,"hasMcp":true,"hasStructuredData":true,"apiDocsUrl":"https://cmdrvl.com/.well-known/openapi.yaml","mcpEndpoint":"https://edgar.cmdrvl.com/mcp","dataFormats":["JSON","YAML","SSE"]},"description":"CMD+RVL delivers disclosure-derived Verified Outcomes for structured finance and adjacent credit markets. Instead of raw feeds alone, teams receive named outcomes and state transitions that are explainable, defensible, and traceable to source filings.\n\nThe platform combines Signals for discovery, DealCharts for provenance-backed market context, and Evidence Packs attached to each delivery. Evidence Packs include source links, timestamps, methodology versions, and prior-versus-current state so teams can reproduce and defend decisions over time.\n\nFor agent and workflow integration, CMD+RVL provides an EDGAR MCP Server over SSE plus OpenAPI 3.1 documentation, with webhook payload schemas for production delivery. Bespoke capabilities include Custom Outcome Scoping and an Interpretation Registry for versioned disclosure interpretations.","keyFeatures":["Verified Outcomes","Signals","DealCharts","EDGAR MCP Server","Evidence Packs","Custom Outcome Scoping","Interpretation Registry"],"discoveredAt":"2025-01-09T00:00:00.000Z","discoveredBy":"manual","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T16:12:12.741Z","updatedAt":"2026-02-25T22:03:43.226Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"3a5ec883-e1bb-4c4b-9360-af5d57ba9e06","slug":"trepp","name":"Trepp","tagline":"CMBS, CLO, and banking analytics for structured finance professionals","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://trepp.com","logo":null,"founded":1979,"headquarters":"New York, NY","employeeCount":"201-500","categories":["analytics","data-providers"],"assetClasses":["CLO","CMBS","CRE Loans"],"roles":["investor","issuer","rating-agency"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","CSV"]},"description":"Trepp, founded in 1979 and owned by DMGT, provides analytics and data infrastructure across structured finance, commercial real estate, and banking credit workflows. It is a long-established source for CMBS and CRE market intelligence.\n\nIts platform portfolio includes TreppAnalytics, TreppLoan, TreppCLO, Trepp Data Feed, and the Trepp-CREFC Database. These products support underwriting, surveillance, and relative-value analysis with loan- and deal-level depth.\n\nTrepp operates with teams across New York, Dallas, and London, and continues to expand cross-platform risk workflows, including a Numerix partnership announced in February 2026 for CMBS risk analytics integration.","keyFeatures":["TreppAnalytics","TreppLoan","TreppCLO","Trepp Data Feed","Trepp-CREFC Database"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T16:12:12.741Z","updatedAt":"2026-02-25T22:29:51.395Z","vendorOverrides":null,"fundingStage":"Growth","fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"193c3bda-8419-40bc-bec8-33e91f44baa4","slug":"dv01","name":"dv01","tagline":"Marketplace lending and consumer credit data analytics","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://dv01.co","logo":null,"founded":2015,"headquarters":"New York, NY","employeeCount":null,"categories":["data-providers","analytics"],"assetClasses":["ABS","RMBS","Consumer ABS","Auto ABS","Student Loan ABS","Marketplace Lending","Private Credit"],"roles":["investor","issuer"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","CSV","Snowflake"]},"description":"dv01, now part of Fitch Solutions, provides loan-level analytics and monitoring for securitized credit markets with coverage across consumer and private credit collateral types.\n\nThe platform is associated with a large analytical footprint spanning approximately 230 million loans and about $6 trillion in original balance, supporting surveillance, benchmarking, and portfolio-level reporting workflows.\n\nCore products include the dv01 Platform, DealStudio, Fitch-dv01 Benchmarks, and Surveillance & Reporting modules. Delivery spans SaaS interfaces, REST-style access patterns, and Snowflake-native data delivery for institutional data teams.","keyFeatures":["dv01 Platform","DealStudio","Fitch-dv01 Benchmarks","Surveillance & Reporting"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T16:12:12.741Z","updatedAt":"2026-02-25T22:29:51.395Z","vendorOverrides":null,"fundingStage":"Series C","fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"83d4cd7e-31fe-4ff9-9fe8-473cbd66ae23","slug":"numerix","name":"Numerix","tagline":"Risk management and pricing analytics for derivatives and structured products","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://numerix.com","logo":null,"founded":1996,"headquarters":"New York, NY","employeeCount":"201-500","categories":["risk-management","analytics"],"assetClasses":["CLO","RMBS","CMBS","ABS","Structured Credit","MBS","CMO","Derivatives"],"roles":["investor","trader"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","XML"]},"description":"Numerix provides pricing, valuation, and risk analytics for complex derivatives and structured products, with long-standing use across global sell-side and buy-side institutions.\n\nIts product set includes Oneview, Polypaths, NxCore Analytics Services (Python SDK), the CrossAsset Library, and FINCAD Analytics Suite capabilities following acquisition integration.\n\nThe platform strategy reflects both product and corporate integration, including FINCAD and Polypaths, and aligns with workflow partnerships such as the Trepp collaboration announced in February 2026 for CMBS-focused risk analytics.","keyFeatures":["Oneview","Polypaths","NxCore Analytics Services (Python SDK)","CrossAsset Library","FINCAD Analytics Suite"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T16:12:12.741Z","updatedAt":"2026-02-25T22:29:51.395Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"6d46b118-5539-4a75-a827-b51ef011b852","slug":"bloomberg-abs","name":"Bloomberg ABS","tagline":"Comprehensive structured finance data and analytics on the Terminal","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://bloomberg.com","logo":null,"founded":1981,"headquarters":"New York, NY","employeeCount":"10000+","categories":["analytics","data-providers"],"assetClasses":["CLO","RMBS","CMBS","ABS","MBS","CMO"],"roles":["investor","issuer","trader"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":"https://bloomberg.com/professional/product/api/","mcpEndpoint":null,"dataFormats":["JSON","XML"]},"description":"Bloomberg's structured finance offering is delivered through Terminal-native workflows with deep coverage for securitized products, surveillance, and structuring analysis.\n\nCore capabilities include SF Terminal Functions, the SPA (Structure Paydown Analysis) function, and Bloomberg Data License for enterprise distribution of structured finance data.\n\nFor integration, Bloomberg primarily uses proprietary connectivity such as B-Pipe and Desktop API models rather than open public REST interfaces. This architecture is widely deployed in institutional fixed income environments where terminal and data-license workflows are already standard.","keyFeatures":["SF Terminal Functions","SPA (Structure Paydown Analysis)","Bloomberg Data License","B-Pipe and Desktop API (proprietary)"],"discoveredAt":"2025-01-09T00:00:00.000Z","discoveredBy":"manual","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T16:12:12.741Z","updatedAt":"2026-02-25T22:29:51.395Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"7d32e7d2-1b3e-48ae-bfbb-1b20258126f2","slug":"moodys-analytics","name":"Moody's Analytics","tagline":"Risk modeling and credit analytics for structured finance","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.moodys.com","logo":null,"founded":null,"headquarters":"New York, NY","employeeCount":"10000+","categories":["analytics","risk-management"],"assetClasses":["CLO","RMBS","CMBS","ABS","CDO"],"roles":["investor","rating-agency","issuer"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","XML"]},"description":"Moody's Analytics provides structured finance risk and surveillance tooling across major securitized asset classes, with coverage spanning model-driven analytics and workflow applications.\n\nKey product surfaces include Structured Finance Workstation (SFW), Structured Finance Portal, Structured Finance APIs, and CDOnet workflows used for deal and collateral analysis. The platform is commonly used in institutional research and monitoring environments where standardized model coverage is critical.\n\nMoody's has also integrated loan analytics capabilities such as LoanDynamics into broader structured finance workflows and supports large-scale model libraries often cited at 21,000+ deal models across use cases.","keyFeatures":["Structured Finance Workstation (SFW)","Structured Finance Portal","Structured Finance APIs","CDOnet","LoanDynamics integration"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-25T22:29:51.395Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"8d318276-1668-4b0b-8a62-1b53e7bb78e0","slug":"ice-data-services","name":"ICE Data Services","tagline":"Fixed income data, analytics, and connectivity for structured markets","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.ice.com/fixed-income-data-services","logo":null,"founded":1990,"headquarters":"New York, NY","employeeCount":"5001-10000","categories":["data-providers"],"assetClasses":["CLO","CMBS","ABS","Municipal Bonds","Fixed Income"],"roles":["investor","trader"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","CSV"]},"description":"ICE Data Services provides pricing, reference data, and analytics across fixed income and securitized markets as part of the broader Intercontinental Exchange ecosystem.\n\nIts data and analytics offerings include evaluated pricing, reference data, and portfolio-oriented tools used for valuation, surveillance, and risk oversight in institutional fixed income workflows.\n\nThe platform lineage includes analytics capabilities associated with the Kalotay legacy and continues to support broad market coverage through integrated data delivery and analytics surfaces.","keyFeatures":["Evaluated pricing for structured products","Reference data and deal terms","Fixed income indices","Portfolio analytics workflows"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-25T22:29:51.395Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"f7332aa7-af21-421c-b6cd-3fc695abda56","slug":"yieldbook","name":"Yield Book","tagline":"Fixed-income analytics and structuring tools for securitized products","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.yieldbook.com","logo":null,"founded":null,"headquarters":"New York, NY","employeeCount":null,"categories":["data-providers","analytics"],"assetClasses":["Agency MBS","CMO","Non-Agency RMBS","CMBS","Fixed Income"],"roles":["investor","issuer","trader"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":"https://www.lseg.com/en/data-analytics/products/yield-book/api","mcpEndpoint":null,"dataFormats":["JSON","XML"]},"description":"Yield Book is a fixed-income analytics platform used by institutional investors, issuers, and dealers for mortgage and securitized product analysis. The platform originated within Citigroup and now operates within LSEG Data & Analytics.\n\nIts core product surfaces include Yield Book Structuring Tool, Yield Book API, Yield Book Add-In, and Yield Book Calculator workflows for agency and non-agency mortgage sectors. Coverage supports structuring, valuation, scenario analysis, and relative-value research across major securitized asset classes.\n\nAPI access is licensed and institution-controlled, with delivery patterns oriented to client implementations rather than anonymous open public endpoints. This makes Yield Book a common fit for firms that need production-grade analytics under enterprise data governance.","keyFeatures":["Yield Book Structuring Tool","Yield Book API","Yield Book Add-In","Yield Book Calculator"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-25T23:57:10.857Z","updatedAt":"2026-02-25T23:57:10.857Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"b100a364-1b0f-459a-a875-81609b05fb8d","slug":"thetica-systems","name":"Thetica Systems","tagline":"Tailored analytics and data integration for structured finance teams","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://theticasystems.com","logo":null,"founded":2008,"headquarters":"Cresskill, NJ","employeeCount":null,"categories":["analytics"],"assetClasses":["CMBS","RMBS","ABS","CLO","CDO"],"roles":["investor","issuer"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","CSV"]},"description":"Thetica Systems is a structured finance analytics provider founded in 2008 during the financial crisis, focused on highly customized implementations for buy-side and issuer teams.\n\nThe platform emphasizes custom portfolio analytics, CMBS analytics, CLO analytics, and integrated structured products data workflows built around client-specific requirements. Thetica is also an Intex Solutions partner, with implementation models that explicitly complement licensed Intex data environments.\n\nIts ElastiCloud API capability supports parallel scenario runs and elastic compute patterns for heavier calculation workloads. This architecture is positioned for firms that need tailored analytics delivery rather than one-size-fits-all tools.","keyFeatures":["Custom Portfolio Analytics","Thetica ElastiCloud API","CMBS Analytics","CLO Analytics","Structured Products Database (SPD)"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-25T23:57:10.857Z","updatedAt":"2026-02-25T23:57:10.857Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"dde389c7-e68a-4430-b3a3-29771faa795b","slug":"creditflux","name":"Creditflux","tagline":"Global CLO data, news, and analysis platform","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.creditflux.com","logo":null,"founded":null,"headquarters":"London, UK","employeeCount":null,"categories":["analytics","data-providers"],"assetClasses":["CLO","Leveraged Loans","Structured Credit"],"roles":["investor","trader"],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["CSV","PDF"]},"description":"Creditflux provides CLO-focused market intelligence, news, and datasets for structured credit professionals. It is part of ION Analytics and is widely used for monitoring manager activity, issuance, and secondary market developments.\n\nIts CLO-i platform and research surfaces support workflow needs across buy-side teams, trading desks, and research groups following leveraged loan and CLO markets. The platform is associated with extensive trustee-report coverage often cited at more than 18,000 reports.\n\nCreditflux also operates widely referenced industry franchises such as Creditflux News & Analysis and CLO Manager Awards, making it a key intelligence destination for global CLO participants.","keyFeatures":["CLO-i Platform","Creditflux News & Analysis","CLO Manager Awards","18,000+ trustee report coverage"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-25T23:57:10.857Z","updatedAt":"2026-02-25T23:57:10.857Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"d56448c2-2091-4258-a862-70b0e8e0e55f","slug":"dealvector","name":"DealVector","tagline":"Secure electronic communication network for fixed income deal workflows","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://dealvector.com","logo":null,"founded":2011,"headquarters":"Sausalito, CA","employeeCount":null,"categories":["data-providers","trading"],"assetClasses":["CLO","ABS","RMBS","Student Loan ABS","Corporate Bonds"],"roles":["investor","issuer","trader"],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["CSV","PDF"]},"description":"DealVector operates a secure communication and deal-workflow network for fixed income market participants. The platform is designed around controlled information sharing across issuers, investors, and arrangers.\n\nThe company reports network scale including 600,000+ deals loaded, $2T+ in deal volume represented, and 1,100+ member firms using its workflow infrastructure. Core products include Asset Registry & Communication Network capabilities, BWIC Marketplace, and Corporate Actions / Consent Solicitation workflows.\n\nDealVector emphasizes anonymous connectivity models that help participants share deal content without exposing underlying spreadsheet IP, and has disclosed Tradeweb Markets as a strategic investor.","keyFeatures":["Asset Registry & Communication Network","BWIC Marketplace","Corporate Actions & Consent Solicitation","Real Time Model Hosting"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-25T23:57:10.857Z","updatedAt":"2026-02-25T23:57:10.857Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"6c2530cf-17b6-4435-8050-be9c254630cd","slug":"european-datawarehouse","name":"European DataWarehouse","tagline":"Securitisation repository and analytics infrastructure for European ABS markets","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://eurodw.eu","logo":null,"founded":2012,"headquarters":"Frankfurt, Germany","employeeCount":null,"categories":["analytics","data-providers"],"assetClasses":["ABS","RMBS","Auto ABS","Consumer ABS","SME ABS","NPL","STS"],"roles":["investor","issuer","rating-agency"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":"https://eurodw.eu/solutions/for-reporting-entities/api-sftp/","mcpEndpoint":null,"dataFormats":["XML","CSV","JSON"]},"description":"European DataWarehouse (EDW) is a securitisation market infrastructure provider founded in 2012 and headquartered in Frankfurt. It operates as a designated securitisation repository in both the EU and UK frameworks, with ESMA and FCA registration footprints.\n\nEDW combines core reporting infrastructure with product surfaces including its Securitisation Repository platform, EDITOR workflows, EDVANCE analytics, and EDW Cloud Direct access patterns for data users and reporting entities.\n\nThe platform reports multi-billion loan-level coverage and broad deal documentation depth, supporting transparency and regulatory reporting across European structured finance markets. EDW also operates UK repository coverage through its UK entity and repository setup.","keyFeatures":["Securitisation Repository","EDITOR","EDVANCE","EDW Cloud Direct"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:32:08.234Z","updatedAt":"2026-02-26T02:32:08.234Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"c46eff73-7564-4b1f-a714-5ae313ab2e9f","slug":"true-sale-international","name":"True Sale International","tagline":"German securitisation platform, SPV services, and STS verification ecosystem","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.true-sale-international.de/en/","logo":null,"founded":2004,"headquarters":"Frankfurt, Germany","employeeCount":null,"categories":["risk-management","servicers"],"assetClasses":["ABS","RMBS","Auto ABS","SME ABS","STS","ABF"],"roles":["issuer","investor"],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["PDF","CSV"]},"description":"True Sale International (TSI) is a German banking-industry initiative founded in 2004 to support structured finance market development and securitisation infrastructure in Germany and Europe.\n\nIts operating model includes securitisation platform services and SPV services through TSI Services, with long-running support for German and Luxembourg SPV structures in asset-backed and asset-based finance transactions.\n\nFor STS workflows, TSI includes STS Verification International (SVI), a wholly owned subsidiary focused on third-party STS verification services under the EU securitisation framework. TSI also coordinates a broad partner network across originators, arrangers, legal, and market-infrastructure stakeholders.","keyFeatures":["Securitisation Platform","SPV Services","STS Verification (SVI)"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:32:08.234Z","updatedAt":"2026-02-26T02:32:08.234Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"55320405-10a0-4378-9597-36cf4818c257","slug":"riskspan","name":"RiskSpan","tagline":"Cloud-native analytics platform for mortgage, structured finance, and private credit","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://riskspan.com","logo":null,"founded":2008,"headquarters":"Arlington, VA","employeeCount":null,"categories":["risk-management","analytics"],"assetClasses":["RMBS","CMBS","CRT","MSR","CRE Loans","C&I Loans","Private Credit","ABF"],"roles":["investor","issuer","servicer"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","CSV"]},"description":"RiskSpan provides cloud-native analytics for mortgage and structured finance market participants through its Edge Platform. The company supports surveillance, valuation, and risk workflows across loan, security, and portfolio contexts.\n\nIts product surface includes the Edge Platform, SMART ETL tooling, prepayment and credit models, CRT data resources, and collateral analytics modules used by institutional teams. The platform is also positioned for private credit and asset-backed finance workflows where users need integrated collateral and model outputs.\n\nRiskSpan describes credentialed API-style access patterns through enterprise implementations rather than open anonymous public APIs. This makes the platform a fit for firms that need governed integration inside production risk and reporting environments.","keyFeatures":["Edge Platform","SMART ETL Tool","Prepayment & Credit Models","CRT Data","Collateral Analytics"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:43:46.355Z","updatedAt":"2026-02-26T02:43:46.355Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"3cf81659-4b7e-4e75-9e75-f5bc39c4717d","slug":"recursion-co","name":"Recursion Co","tagline":"Mortgage analytics and data tools for agency and non-agency loan workflows","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://recursionco.com","logo":null,"founded":2015,"headquarters":"New York, NY","employeeCount":null,"categories":["data-providers","analytics"],"assetClasses":["RMBS","Agency MBS","Mortgage Loans"],"roles":["investor","issuer"],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["CSV","JSON"]},"description":"Recursion Co develops analytic data tools for mortgage market participants and has historically highlighted large-scale mortgage record coverage in its product messaging. The company focuses on practical workflow tools for teams evaluating mortgage collateral and agency/non-agency performance trends.\n\nCore product surfaces include Recursion Analyzers, Agency X-Ray, Recursion DataCloud, and Mortgage Company Data resources. These products are positioned for analysts and portfolio teams that need repeatable extraction and analysis flows across mortgage datasets.\n\nRecursion is delivered as a cloud-based software model with dataset-driven products. The platform is generally presented as application and data workflows rather than a broadly documented public developer API surface.","keyFeatures":["Recursion Analyzers","Agency X-Ray","Recursion DataCloud","Mortgage Company Data"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:43:46.355Z","updatedAt":"2026-02-26T02:43:46.355Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"70311cc5-82fd-4ffb-8505-19b9b37b7ab2","slug":"datasnipper","name":"DataSnipper","tagline":"Excel-native AI automation platform for audit and finance documentation workflows","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.datasnipper.com","logo":null,"founded":2017,"headquarters":"Amsterdam, Netherlands","employeeCount":null,"categories":["risk-management"],"assetClasses":[],"roles":["investor","issuer"],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":false,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["XLSX","PDF"]},"description":"DataSnipper provides Excel-embedded automation tooling for audit and finance teams, with AI-assisted extraction and documentation workflows used in accounting and assurance processes.\n\nIts product surface includes AI Extractions, Disclosure Agents, and Excel Agents for evidence capture, disclosure review, and workflow acceleration across spreadsheet-centric operating environments.\n\nThe platform is not structured-finance-specific, but is relevant to SF audit and reporting workflows. Company messaging highlights broad enterprise usage, including Big Four audit adoption and global deployment footprints; this listing is intentionally tagged as adjacent infrastructure.","keyFeatures":["AI Extractions","Disclosure Agents","Excel Agents"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:55:37.961Z","updatedAt":"2026-02-26T02:55:37.961Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"11ce9af2-0f7d-419c-b5a5-c8ad673e8c31","slug":"andrew-davidson","name":"Andrew Davidson & Co","tagline":"Mortgage and MBS risk analytics provider with model-driven surveillance workflows","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.ad-co.com","logo":null,"founded":1992,"headquarters":"New York, NY","employeeCount":null,"categories":["risk-management","analytics"],"assetClasses":["RMBS","Agency MBS","Non-Agency MBS","CRT","MSR","Mortgage Loans","Multifamily MBS"],"roles":["investor","issuer","rating-agency"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","CSV"]},"description":"Andrew Davidson & Co (AD&Co) is a long-standing mortgage analytics firm founded in 1992, focused on model-driven analysis for agency and non-agency MBS markets. The firm is widely referenced for quantitative mortgage credit and prepayment analytics used by institutional investors and issuers.\n\nIts product family includes LoanDynamics and RiskProfiler, plus model libraries such as LoanKinetics, MSRKinetics, PoolKinetics, and OAS Subroutine capabilities. AD&Co also offers climate-related mortgage analytics and consulting support for teams that need custom implementation and validation support.\n\nAD&Co tooling is often integrated into broader structured finance workflows, including vendor platforms that consume model outputs through controlled enterprise integrations. This supports production monitoring and risk workflows without requiring open anonymous endpoint access.","keyFeatures":["LoanDynamics Model","RiskProfiler","LoanKinetics/MSRKinetics/PoolKinetics","OAS Subroutine","Climate Impact Suite","Consulting"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:43:46.355Z","updatedAt":"2026-02-26T02:43:46.355Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"76021479-a46e-409b-8306-5b195430f2df","slug":"arcesium","name":"Arcesium","tagline":"Post-trade technology and data platform for private credit and CLO operations","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://arcesium.com","logo":null,"founded":2015,"headquarters":"New York, NY","employeeCount":null,"categories":["analytics","risk-management"],"assetClasses":["CLO","Private Credit","Structured Credit"],"roles":["investor","issuer"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","CSV"]},"description":"Arcesium is a post-trade technology provider founded in 2015, with product surfaces focused on institutional operations, data, and control workflows. Company positioning highlights a multi-trillion gross-AUM client footprint across complex alternatives and credit use cases.\n\nIts platform suite includes Opterra as the operational platform and Aquata as a data platform layer, alongside dedicated solutions for CLO and private credit operations. The architecture is designed to centralize workflows that span data quality, reconciliations, reporting, and decision support across investment operations teams.\n\nArcesium describes enterprise-grade integration patterns in client implementations, including API-enabled connectivity in governed environments. This supports firms seeking platform-scale post-trade and data infrastructure in structured credit-heavy operating models.","keyFeatures":["Opterra Operational Platform","Aquata Data Platform","CLO Management Solutions"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:43:46.355Z","updatedAt":"2026-02-26T02:43:46.355Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"5e447577-856f-47ec-9752-53fae28adc67","slug":"allvue-systems","name":"Allvue Systems","tagline":"Front-to-back investment software for CLO, private credit, and alternatives managers","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.allvuesystems.com","logo":null,"founded":2019,"headquarters":"Miami, FL","employeeCount":null,"categories":["analytics","risk-management"],"assetClasses":["CLO","Private Credit","Private Equity","Leveraged Loans","Structured Credit"],"roles":["investor","issuer","servicer"],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["CSV","JSON"]},"description":"Allvue Systems is a private markets and credit software provider formed in 2019 through the combination of Black Mountain Systems and AltaReturn under Vista Equity Partners ownership. The platform is widely positioned for institutional alternatives managers with credit and CLO operating complexity.\n\nIts product stack includes CLO Suite, portfolio management, investment accounting, investor reporting, and the Andi AI assistant surface. Public positioning often emphasizes adoption by leading CLO managers and broad private markets coverage across portfolio, accounting, and stakeholder workflow layers.\n\nAllvue also highlights connectivity with ecosystem partners including Octaura for electronic CLO trading workflows. The combined platform model is built for firms that want a single operating layer across front, middle, and back-office credit workflows.","keyFeatures":["CLO Suite","Portfolio Management","Investment Accounting","Andi AI Assistant","Investor Portal"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:43:46.355Z","updatedAt":"2026-02-26T02:43:46.355Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"3d9a80b8-83d4-4c00-88a4-f24aac9d9be2","slug":"octaura","name":"Octaura","tagline":"Electronic trading platform for syndicated loans and CLOs","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://octaura.com","logo":null,"founded":2021,"headquarters":"New York, NY","employeeCount":null,"categories":["data-providers","trading"],"assetClasses":["CLO","Syndicated Loans","Leveraged Loans"],"roles":["trader","investor"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","CSV"]},"description":"Octaura is a loan and CLO electronic trading venue focused on improving execution workflows in institutional credit markets. The company has positioned its platform around interoperability with dealer and buy-side workflows for both loans and structured credit.\n\nIn September 2025, Octaura announced its CLO trading platform with a multi-protocol electronic execution model, describing the launch as an industry first for electronic CLO trading. The platform also supports syndicated loan trading workflows and associated data services for market participants.\n\nOctaura messaging emphasizes straight-through and OMS-connected operating patterns for institutional clients, reflecting an integration-forward execution model. This positions the firm as a trading-infrastructure provider rather than a pure content or data publisher.","keyFeatures":["Loan Trading Platform","CLO Trading Platform","Data & Analytics"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:43:46.355Z","updatedAt":"2026-02-26T02:43:46.355Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"1b136e00-7e8e-475f-8163-83ff85f0fedf","slug":"blackbox-logic","name":"BlackBox Logic","tagline":"Loan-level RMBS data and analytics platform now integrated into Moody's Analytics","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.moodysanalytics.com","logo":null,"founded":null,"headquarters":"Denver, CO","employeeCount":null,"categories":["analytics","data-providers"],"assetClasses":["RMBS","Non-Agency RMBS","Agency RMBS"],"roles":["investor","issuer","rating-agency"],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["CSV","XML"]},"description":"BlackBox Logic (BBx) built loan-level RMBS data and analytics products covering both non-agency and agency mortgage sectors, with dataset scale often cited at 21M+ loans and 7,600+ deals.\n\nIts core product surfaces included BBx Data, Crystal Logic analytics workflows, and BBx Premium Non-Agency RMBS coverage used by institutional structured finance teams for collateral-level analysis.\n\nMoody’s Corporation announced the acquisition of BlackBox Logic in December 2015, and the business is now represented within the broader Moody’s Analytics platform rather than as a standalone independent provider.","keyFeatures":["BBx Data","Crystal Logic","BBx Premium Non-Agency RMBS"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer:acquired-by-moodys-2015","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:51:01.610Z","updatedAt":"2026-02-26T02:51:01.610Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":0},{"id":"47f6d7e0-702b-4bdc-8b42-91f4f8c7bf5b","slug":"broadridge-sentry","name":"Broadridge (Sentry PM)","tagline":"Front-to-back portfolio management for CLO and private credit managers","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.broadridge.com","logo":null,"founded":2019,"headquarters":"Lake Success, NY","employeeCount":null,"categories":["analytics","risk-management"],"assetClasses":["CLO","Private Credit","Private Debt"],"roles":["investor","servicer"],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["CSV","PDF"]},"description":"Broadridge expanded its asset management platform footprint through the acquisition of ClearStructure Financial Technology, announced in 2019. The acquisition added Sentry PM capabilities focused on CLO and private debt manager operating workflows.\n\nSentry PM is positioned as a front-to-back-office operating platform for alternative asset managers, including private credit and CLO teams that need integrated portfolio, accounting, and operational controls.\n\nIn TrancheList context, this listing is tracked as an adjacent structured-finance operations platform rather than a pure loan-level analytics or data vendor. The ClearStructure-to-Broadridge lineage remains relevant for historical platform mapping.","keyFeatures":["Sentry PM Platform","Front-to-Back Portfolio Management","CLO Manager Workflows"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:55:37.961Z","updatedAt":"2026-02-26T02:55:37.961Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":2},{"id":"45534acb-11cb-4ccc-af87-5d6613ef56fa","slug":"modelity","name":"Modelity Technologies","tagline":"Structured products model libraries and marketplace tooling now within LPA","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://modelity.com","logo":null,"founded":null,"headquarters":"Tel Aviv, Israel","employeeCount":null,"categories":["analytics"],"assetClasses":["Structured Products","ABS"],"roles":["issuer","investor"],"agentCapabilities":{"hasApi":false,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["CSV","JSON"]},"description":"Modelity Technologies developed model libraries and workflow tooling for structured products and derivatives use cases, including bank distribution and cost-transparency workflows.\n\nIts product surfaces included Financial Model Library components, Unicost cost analytics for MiFID-era transparency use cases, and Modelity Marketplace capabilities for bank distribution workflows.\n\nLPA Group announced the acquisition of Modelity in late 2018 with integration into its broader platform footprint in subsequent periods. This listing is maintained for acquisition-chain continuity and historical platform reference.","keyFeatures":["Financial Model Library","Unicost","Modelity Marketplace"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-26T02:55:37.961Z","updatedAt":"2026-02-26T02:55:37.961Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":2},{"id":"1a30bb95-c527-43d5-af9b-081d6f4fde9e","slug":"fitch-solutions","name":"Fitch Solutions","tagline":"Credit ratings research and analytics for structured finance","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://fitchsolutions.com","logo":null,"founded":null,"headquarters":"New York, NY","employeeCount":"1001-5000","categories":["analytics","data-providers"],"assetClasses":["CLO","CMBS","ABS"],"roles":["investor","rating-agency"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","XML"]},"description":"Fitch Solutions provides credit research, data, and analytics products used by institutional credit market participants, and is closely aligned with broader Fitch credit workflow ecosystems.\n\nWithin structured finance workflows, users rely on Fitch-related coverage for surveillance and credit monitoring across ABS, CMBS, and CLO markets, with data and research products used for benchmarking and portfolio review.\n\nThe platform is typically consumed through enterprise subscriptions and integrated workflows rather than open public data services, making it a common source for analyst-driven monitoring and reporting pipelines.","keyFeatures":["Credit ratings and research","Structured finance surveillance","Performance benchmarking","Credit market intelligence datasets"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"3a37e07c-d5ce-4d54-9ecf-25ab7d082f14","slug":"morningstar","name":"Morningstar","tagline":"Investment research and CMBS/RMBS credit analytics","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://morningstar.com","logo":null,"founded":1984,"headquarters":"Chicago, IL","employeeCount":"10000+","categories":["analytics","data-providers"],"assetClasses":["CMBS","RMBS"],"roles":["investor","rating-agency"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON","CSV"]},"description":"Morningstar provides global investment research, data, and analytics infrastructure used by institutional and wealth workflows across public and private markets.\n\nIts structured finance coverage includes credit and surveillance capabilities for CMBS and RMBS markets, with model- and dataset-driven workflows used for deal monitoring and collateral-level analysis.\n\nMorningstar credit tooling is typically used in due diligence, surveillance, and portfolio review settings where teams need recurring coverage across properties, loans, and securitization structures.","keyFeatures":["CMBS/RMBS credit ratings and surveillance","Loan-level monitoring","Property-level analytics","Deal performance tracking"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":2},{"id":"3ffe6ba0-48e5-40d8-b429-44edf348ca77","slug":"trumid","name":"Trumid","tagline":"AI-powered electronic bond trading platform","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://trumid.com","logo":null,"founded":null,"headquarters":"New York, NY","employeeCount":"201-500","categories":["trading"],"assetClasses":["CLO","ABS","CMBS"],"roles":["trader","investor"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":false,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON"]},"description":"Trumid operates an electronic trading platform focused on institutional credit markets, with workflow coverage across corporate and structured credit trading desks.\n\nThe platform emphasizes electronic execution, price discovery, and liquidity access features that support buy-side and sell-side users in investment-grade, high-yield, and securitized-credit-adjacent workflows.\n\nTrumid is best positioned in TrancheList as an execution and market-workflow layer rather than a pure structured-finance data provider, but remains relevant for desks handling structured credit alongside broader fixed income books.","keyFeatures":["ML-powered price discovery","Electronic bond trading","Liquidity aggregation","Portfolio trading tools"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":"Series D","fundingAmount":"$200M+","competitors":null,"aiTraffic7d":1},{"id":"5d4b8afb-d4a1-4120-a420-b04f820272bf","slug":"yieldx","name":"YieldX","tagline":"AI-powered fixed income analytics and yield optimization","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://yieldx.app","logo":null,"founded":null,"headquarters":null,"employeeCount":null,"categories":["analytics"],"assetClasses":["CLO","ABS","CMBS"],"roles":["investor"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":false,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON"]},"description":"YieldX provides fixed income analytics and portfolio construction tooling oriented around yield optimization and income-focused portfolio design.\n\nThe platform emphasizes data-driven portfolio diagnostics, scenario analysis, and allocation workflows for advisors and institutional users working across fixed income credit exposures.\n\nIn structured-finance context, YieldX is adjacent rather than securitization-specific, but can intersect with ABS/CMBS/CLO allocation and monitoring decisions inside diversified credit portfolios.","keyFeatures":["AI-driven yield optimization","Portfolio construction tools","Risk analytics","Income scenario modeling"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":"Series B","fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"715e2b97-cfd2-4620-99e4-8d1f0b28576b","slug":"bondcliq","name":"BondCliQ","tagline":"Pre-trade data and transparency platform for corporate bonds","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.bondcliq.com","logo":null,"founded":null,"headquarters":"New York, NY","employeeCount":null,"categories":["data-providers","trading"],"assetClasses":["ABS","CLO"],"roles":["trader","investor"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON"]},"description":"BondCliQ provides pre-trade data and transparency infrastructure for institutional fixed income workflows, with strong adoption in corporate credit market monitoring.\n\nIts platform aggregates dealer axes and quote-related market signals used in price discovery, liquidity analysis, and dealer-to-client workflow support.\n\nWhile corporate bonds are the primary focus, the same pre-trade transparency patterns are relevant to structured credit desks that monitor cross-market liquidity and execution context.","keyFeatures":["Pre-trade price transparency","Dealer quote aggregation","Market microstructure analytics","Real-time pricing data"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":"Growth","fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"84a955b6-236c-4b80-b8bf-7a0ad2942e58","slug":"algomi","name":"Algomi","tagline":"Fixed income data network connecting institutional bond investors","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://www.algomi.com","logo":null,"founded":null,"headquarters":"London, UK","employeeCount":null,"categories":["data-providers","trading"],"assetClasses":["ABS","CMBS","CLO"],"roles":["trader","investor"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":false,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON"]},"description":"Algomi provides fixed income data-network workflows that connect institutional investors to dealer inventory and pre-trade intelligence in credit markets.\n\nIts platform is used for axes distribution, dealer discovery, and workflow integration that helps buy-side teams identify actionable liquidity across fragmented fixed income markets.\n\nAlgomi announced an agreement to be acquired by BGC Group in 2024, and remains relevant as an execution-adjacent workflow layer for credit and structured market participants.","keyFeatures":["Dealer-investor matching network","Pre-trade intelligence","Axes and inventory data","Workflow integration tools"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":"Growth","fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"e791c4ce-1310-4eec-b0cc-4aeded5878f0","slug":"cadence","name":"Cadence","tagline":"Alternative investment platform for structured notes and private credit","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://withcadence.io","logo":null,"founded":null,"headquarters":null,"employeeCount":null,"categories":["analytics"],"assetClasses":["ABS"],"roles":["investor","issuer"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":false,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON"]},"description":"Cadence is an alternative investment platform focused on digital access to private credit and structured-income opportunities.\n\nThe product experience emphasizes investor onboarding, offering presentation, and reporting workflows designed to simplify access to non-traditional credit allocations.\n\nIn structured-finance coverage, Cadence is an adjacent distribution and investor-access layer rather than a core securitization analytics vendor, but it remains relevant to private credit and structured-note allocation workflows.","keyFeatures":["Structured note origination","Private credit marketplace","Transparent deal analytics","Investor portal and reporting"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":"Series B","fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"0c34b233-6eb3-4667-8c95-6758e6c9084c","slug":"clarity-ai","name":"Clarity AI","tagline":"ESG analytics and sustainability intelligence for structured finance","status":"published","claimed":false,"featured":false,"claimedBy":null,"website":"https://clarity.ai","logo":null,"founded":null,"headquarters":"New York, NY","employeeCount":"201-500","categories":["analytics","risk-management"],"assetClasses":["ABS","CLO","CMBS"],"roles":["investor","issuer"],"agentCapabilities":{"hasApi":true,"hasMcp":false,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON"]},"description":"Clarity AI provides ESG and sustainability analytics infrastructure for financial institutions, asset managers, and research teams.\n\nIts product surfaces include ESG scoring, climate-oriented risk analytics, and policy-alignment workflows used in investment, reporting, and regulatory contexts.\n\nFor structured finance teams, Clarity AI is typically used as an overlay data and scoring layer rather than a primary securitization analytics engine, supporting ESG-informed analysis of ABS, CMBS, and CLO exposures.","keyFeatures":["ESG scoring for structured products","Climate risk analytics","Regulatory compliance (SFDR, EU Taxonomy)","Portfolio sustainability analytics"],"discoveredAt":null,"discoveredBy":"agent:coverage-discoverer","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T23:10:31.844Z","updatedAt":"2026-02-26T03:08:35.340Z","vendorOverrides":null,"fundingStage":"Growth","fundingAmount":null,"competitors":null,"aiTraffic7d":1},{"id":"ffecb021-e921-402a-9873-a2478548e49f","slug":"prospekto","name":"Prospekto","tagline":"Bespoke AI systems for structured finance deal teams","status":"published","claimed":true,"featured":true,"claimedBy":null,"website":"https://prospekto.app","logo":null,"founded":null,"headquarters":null,"employeeCount":null,"categories":["data-providers","analytics"],"assetClasses":["CLO","RMBS","CMBS","ABS","ABF"],"roles":["investor"],"agentCapabilities":{"hasApi":true,"hasMcp":true,"hasStructuredData":true,"apiDocsUrl":null,"mcpEndpoint":null,"dataFormats":["JSON"]},"description":"Prospekto builds bespoke AI systems for structured finance and private credit deal teams. Every system targets the same gap: the space between a PDF landing on an analyst's desk and structured data entering their workflow.\n\nThe technical approach separates reading from calculating. A language model reads the offering circular, identifies structural parameters (tranche details, waterfall priorities, fee mechanics, pool characteristics, swap terms), and cross-verifies data against multiple locations in the document. Deterministic tools handle all computation. No LLM does arithmetic. Every data point traces to a page in the source document.\n\nCore services include document intelligence (100+ fields extracted per offering circular with page-level citations), cashflow modeling (raw PDF to complete waterfall model with deterministic computation), workflow automation (automated reporting and data feeds into existing Excel and Intex workflows), and custom builds for specific deal workflows. Built for European CLO, ABS, RMBS, CMBS, and private ABF structures. Works alongside Intex, Bloomberg, and existing deal team tools.","keyFeatures":["Document Intelligence: 100+ fields extracted from offering circulars with page-level citations and cross-verification","Cashflow Modeling: PDF to complete waterfall model with deterministic computation, no LLM arithmetic","Workflow Automation: Automated reporting and data feeds into existing Excel and Intex workflows","Custom Builds: Bespoke AI systems scoped to specific structured finance deal workflows"],"discoveredAt":"2025-01-09T00:00:00.000Z","discoveredBy":"manual","lastEnriched":null,"enrichmentSources":null,"createdAt":"2026-02-07T16:12:12.741Z","updatedAt":"2026-03-16T05:17:19.189Z","vendorOverrides":{"roles":["investor"],"tagline":"Bespoke AI systems for structured finance deal teams","description":"Prospekto builds bespoke AI systems for structured finance and private credit deal teams. Every system targets the same gap: the space between a PDF landing on an analyst's desk and structured data entering their workflow.\n\nThe technical approach separates reading from calculating. A language model reads the offering circular, identifies structural parameters (tranche details, waterfall priorities, fee mechanics, pool characteristics, swap terms), and cross-verifies data against multiple locations in the document. Deterministic tools handle all computation. No LLM does arithmetic. Every data point traces to a page in the source document.\n\nCore services include document intelligence (100+ fields extracted per offering circular with page-level citations), cashflow modeling (raw PDF to complete waterfall model with deterministic computation), workflow automation (automated reporting and data feeds into existing Excel and Intex workflows), and custom builds for specific deal workflows. Built for European CLO, ABS, RMBS, CMBS, and private ABF structures. Works alongside Intex, Bloomberg, and existing deal team tools.","keyFeatures":["Document Intelligence: 100+ fields extracted from offering circulars with page-level citations and cross-verification","Cashflow Modeling: PDF to complete waterfall model with deterministic computation, no LLM arithmetic","Workflow Automation: Automated reporting and data feeds into existing Excel and Intex workflows","Custom Builds: Bespoke AI systems scoped to specific structured finance deal workflows"]},"fundingStage":null,"fundingAmount":null,"competitors":null,"aiTraffic7d":1}],"total":41,"limit":50,"offset":0,"next":null}