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STRUCTURED FINANCE ANALYTICS

For more than 30 years, the world’s largest structured finance trustees have trusted us to manage mission-critical REMIC tax reporting and independent payment verification in the U.S. Based in Philadelphia, our expert team delivers accuracy, mitigates litigation risk, and ensures audit confidence.

A TRUSTED SECURITIZATION SERVICES PARTNER

Ocorian’s structured finance team blends decades of consultative expertise with advanced technology. Active since the late 1980s, we supported the first ever real estate mortgage investment conduits (REMICS) issuances and continue to deliver solutions that reduce operational risk and enhance compliance.

We administer more than 3,000 securitized transactions across a wide variety of asset classes – if a collateral pool requires amortization and forward projection, we can model it. This includes residential and commercial mortgages, manufactured housing receivables, auto loans, credit cards, student loans, and other consumer exposures.

Our clients include the world’s largest structured finance trustees and issuers, as well as banks, investment banks, real estate investment trusts, asset managers, government agencies, and accounting firms. They rely on our extensive market knowledge to handle all aspects of the REMIC tax filings and to deliver detailed pre-issuance transaction reviews and cash flow-modelling. 

They also turn to us for bond administration, loan portfolio accounting, and structured finance analytics support. We are regularly engaged to conduct monthly loan and bond payment calculation reviews, which provide an invaluable validation check of the accuracy and completeness of payment and waterfall calculations.

HOW OUR TEAM CAN HELP YOU

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  • Unmatched securitization experience

    Our veteran securitization experts have 35 years’ industry experience. The team also includes specialist software engineers who have built leading structured finance software applications.

  • High quality work and attention to detail

    Certificate holders and trustees rely on the precision of our bond administration and loan reviews to validate payment calculations, strengthen audit trails, and reduce rating agency concerns—helping clients avoid costly revisions and maintain confidence.

  • Strong relationships with accounting firms

    We maintain close, collaborative connections with the Big Four accounting firms. Our clients benefit from the combination of our specialized securitization knowledge and their scale and credibility, packaged at an attractive price point.

  • Trusted partners

    We operate as an extension of our clients’ teams and are committed to leveraging our technical expertise to grow their businesses. We are embedded in their audit processes and are always available for ad hoc analysis and ongoing dialogue to flag issues before they occur.

LOAN PORTFOLIO ACCOUNTING AND TAX SERVICES

We handle all aspects of the REMIC reporting process. We calculate, produce, and distribute 1099 OID Supplement information at the certificate level, handle the completion of Schedule Q (Form 1066) on a quarterly basis, and generate and submit annual REMIC returns to the IRS. We also produce tax reports for grantor trusts, widely held fixed income trusts and partnership arrangements, and calculate the projected excess inclusion income of residual interests under different prepayment assumptions.

We specialize in pre-issuance transaction reviews and deal cash flow modelling. Our technical knowledge means we can surface and decipher ambiguous governing document language early on, navigate discrepancies and provide confident upfront guidance on complex scenarios within narrow timeframes. We also advise on the treatment of loan modifications in legacy transactions where the governing documents do not contemplate servicing practices.

We deliver monthly payment calculations in conjunction with trustees and reconcile discrepancies before payments are distributed – minimizing revisions and mitigating litigation risk. Our calculations validate unique and complex bond waterfall rules and provide critical support during trigger events.

We are the only independent firm in the market that processes live monthly collateral data and runs it through proprietary waterfall models. We do not simply analyze predetermined results.

By shadowing transactions with live data through independent models, we strengthen audit trails, minimize revisions, and ensure uninterrupted payment continuity—even during system outages—giving clients peace of mind and operational resilience.

Our software and modelling tools allow for more efficient analytics. We can produce detailed cashflow models and review historical transactions using multiple “what-if” scenarios within hours, as opposed to days. We also offer excess inclusion income consolidation across portfolios and residual interests.

WHY WORK WITH US

  • Exceptional responsiveness

    We drop everything for special requests and identify issues proactively. We recognize the importance of resolving any discrepancies in payment calculations and/or associated loan level data points immediately. We facilitate monthly dialogue where we highlight potential problems before they become urgent and offer specific steps to address them. 

    Exceptional responsiveness

  • Nimble and flexible service

    Our technical capability and software tools enable us to generate detailed analytics and historical transaction reviews to tight deadlines. Clients know they can depend on us to produce high-value analysis to support key strategic and commercial decision-making.

    Nimble and flexible service

  • Unequalled securitization experience

    As an independent service provider that has been active in the securitization market for more than three decades, we offer unmatched experience and expertise. We decipher market shifts and unexpected scenarios quickly and are adept at troubleshooting complex situations. 

    Unequalled securitization experience

Let’s talk

Contact us and a member of our team will be in touch. 

If you would like to speak to someone in regards to media please email: [email protected]

For career information and job applications please visit our careers page