Data Dynamics - Single-Family MBS Data
Data Dynamics® is the only free data analytics platform for market participants to evaluate and analyze Fannie Mae's vast amount of available data.
- Benchmark CPR® Dashboard – Fannie Mae's proprietary prepayment metric, the Benchmark CPR, for sellers and servicers. To learn more, please watch the video tutorial and read the methodology overview.
- Forbearance and Delinquency Dashboard - Analyze the share of loans in forbearance and the share of loans in delinquency through this MBS pool-level reporting. The new MBS Transition Matrix offers insight into the month-over-month transitions in Forbearance, Workout, and Delinquency status for loans that collateralize our MBS.
- MBS Cohort Analyzer - Analyze historical prepayment sensitivity at varying refi incentives (S-Curves) or at differing levels of seasoning (WALA Ramps) on user defined loan population cohorts in agency MBS collateral. Watch the video tutorial and read the user guide to learn more.
- MBS Pool Details - View loan attributes, including the share of HomeReady® loans, and public disclosure fields for Fannie Mae MBS pools. Read the user guide to learn more.
- Property Valuation Method Analytics - Facilitate prepayment analysis integrating Property Valuation Method fields for pools issued beginning January 1, 2017.
- Structured Transactions Issuance Analytics - View Fannie Mae's Supers® issuance, including detail on the collateral contribution and Fannie Mae issuance share – with filters for security prefix and specified story.
Recent Commentaries & Publications
March 8, 2023
The Benchmark CPR® Bulletin displays charts and trends from our Benchmark CPR dashboard on Data Dynamics, which has been refreshed with February 2023 data.
February 7, 2023
The Benchmark CPR® Bulletin displays charts and trends from our Benchmark CPR dashboard on Data Dynamics, which has been refreshed with January 2023 data.
January 9, 2023
The Benchmark CPR® Bulletin displays charts and trends from our Benchmark CPR dashboard on Data Dynamics, which has been refreshed with December 2022 data.
Data Dynamics is constantly evolving based on user feedback to add new insights. Please visit often and share your feedback.