In today's marketplace, investor commitments are increasingly complex and shorter in duration, in many cases with daily investor deltas. Optimizing execution and profitablility in this environment requires frequent comparative analysis of - and re-tooling to - new terms and outlets. When evaluating, pricing and delivering to the many execution options available, numerous economic variables must be considered. Many are difficult to calculate with precision, or are overlooked altogether. Innovient's Market Performance Suite is the solution.

• Perform comprehensive analysis of secondary market executions.
• Capture all program economics via intuitive user interfaces.
• Optimize, compare and price all asset dispositions:
  • --  Cash - Best Efforts and Mandatory
  • --  Securities
    • -  TBAs, WACs, and Spread-based
    • -  Assignments of Trade
    • -  Co-issue and Forward Bulk
    • -  Servicing Retained

• Sellers: optimize a loan or an entire pipeline for sale.
• Buyers: screen and price loan packages for purchase.
• Determine optimum execution across numerous investors, deliveries and settlement types.
• Perform loan eligibility screening.
• Produce comprehensive bulk statistics at numerous selected levels.
• Drill-down to each economic component of execution.
• Evaluate and rank all execution alternatives and delivery variations by total value, net interest or pool value.

• Leverage specified pool arbitrages.
• Create optimum pool structures within aggregate or note-level specifications.
• Optimize warehouse line utilization through targeted delivery schedules.
• Realize gains from alternative delivery and settlement opportunities.
• Specify percentages of positive and negative net interest in market pricing.
• Servicing retained: Optimize and engineer MSRs to loan- and/or aggregate-level specifications .
• Sellers: Obtain optimum execution in the marketplace.
• Buyers: Benchmark against the marketplace - identify strengths and weaknesses.

• Seller-facing and investor-facing stratifications break down optimized pools from both the seller's and each buyers' points of view.
• Fully customizable to stratify pools by any and all loan attributes and "bucket sizes".
• Innovative report design with graphical color-coded statistics for quick consumption and trend analysis.
• Identify strengths and weaknesses of investors' contracts.
• Produce investor "report cards" prior to delivery.
• Idenfity potential investor adverse selection and monitor delivery limitations.
• Quickly spot origination trends.

• Quickly capture all investors and execution types with the innovative execution interface.
• Create bulk templates and rules for multiple loan data formats.
• The Market Data Module automates customizable interfaces to capture and monitor securities prices, rolls, coupon spreads and numerous indices:
  • --  Bloomberg
  • --  Reuters
  • --  TradeWeb
• Easily manage complex rules with the intuitive expression builder interface:
  • --  Loan feature adjustments
  • --  Loan eligibility
  • --  Specified pools
  • --  Servicing values
• Dynamic guarantor fees (risk-based and Freddie Mac MAPS pricing).
• Convexity adjustments to any yield or price component.