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.

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  • 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

February 12, 2021

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January 19, 2021

The December 30-year Benchmark CPR3 (BCPR3) for the Fannie Mae cohort decreased slightly, coming in at 33.5 CPR – a 1.5% decrease from the 34.0 CPR observed in November.


Data Dynamics is constantly evolving based on user feedback to add new insights. Please visit often and share your feedback.