Structured Products Investment Analytic System

NYSIF is seeking proposals from qualified firms capable of providing Structured Product Investment Analytic and Cash Flow System for securitized fixed income securities for a five-year term with two one-year extension options. NYSIF currently holds, and continues to invest in, a diverse portfolio of securitized fixed-income bonds. To accurately assess the underlying risks of these holdings, the investment team requires an analytic system capable of delivering comprehensive cash-flow analysis. The selected firm will be required to have the following system availability: 1. Create, maintain, and display cash flow models and waterfalls for the asset classes detailed below. a. Non-Agency Residential Mortgage Backed Security (RMBS) b. Agency RMBS including Credit risk transfer securities (STACR’s and CAS) c. Asset Backed Securities, including, but not limited: i. Auto ABS ii. Credit Card ABS iii. Student Loans iv. Aircraft Financing v. Equipment Financing vi. Other receivables financing (ex: servicing, taxes, etc.). d. Agency and Non- agency CMBS (Commercial Mortgage Backed Security) e. CLO Sector f. Reverse Mortgages both Non-Agencies and Agencies 2. Update collateral data for each deal in a timely manner based on the updates provided by the deal’s trustees. 3. Accept and be compatible with “new-issue” deal model files. a. Created by the dealer during the structuring phase and before pricing, launch, or finalization of the deal documents, these files give investors the information they need to assess bond analytics before issuance and purchase. b. These “new-issue” deal files are included by dealers during the marketing process and do not require any additional investor requests. 4. The system must demonstrate broad and established adoption across the securitized‑products market. At a minimum, the majority of leading market participants must be active clients and users of the system. a. Investors: The system must be used by major money managers and insurance companies in the securitized-products market. b. Broker-dealers: The system must be utilized by major broker-dealers. 5. The system must have a minimum of ten years of continuous operating history, with a documented track record of modeling, analyzing, and supporting workflows related to structured products. 6. In addition to the stand‑alone application, the system needs to be able to be integrated with third‑party systems and allow third‑party systems to use specific cash‑flow libraries (currently Aladdin/Blackrock Financial Management). Pursuant to State Finance Law § 139-j and § 139-k, this solicitation includes and imposes certain restrictions on communications between NYSIF personnel and a prospective bidder during the procurement process. Designated staff for this solicitation is Alicia Jemmott & Alex Romano, NYSIF, 15 Computer Drive West, Albany NY 12205, [email protected]. Contacts made to other NYSIF personnel regarding this procurement may disqualify the prospective bidder and affect future procurements with governmental entities in the State of New York. NYSIF anticipates awarding a single contract. There are no additional documents available at this time. All available information can be found within the Contract Reporter Advertisement. Interested firms must submit supporting documentation outlining you firms qualification to meet the requirements to [email protected]. Interested vendors who meet requirements should e-mail [email protected] by 2:00 PM (EST) on June 4, 2026. Please include “Structured Product Investment Analytic Systems” in the subject line of the e-mail and provide all supporting documentation requested. Business enterprises awarded an identical or substantially similar procurement contract within the past five years: Intex Solutions, Inc. Service-Disabled Veteran-Owned Business (SDVOB) SDVOB Goal: 0.00% Minority / Women Business Enterprise contracting goals (MWBE) Total MWBE Goals: 0.00%