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

September 14, 2021

This month, we highlight prepayment trends observed in August. The 30-Year Benchmark CPR3 for the Fannie Mae cohort increased 5.6% to 19.0 CPR.

August 13, 2021

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July 15, 2021

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