MBS Data

MBS Data Available for Immediate Access and Analysis

FNMA Pools

Pool Number
Cusip
Original Balance
Current Balance
Factor
PC Coupon
Original WAM
Current WAM
Original WAC
Current WAC
Issue Date
Maturity Date
Curtail Factor
SD Sec Type
SD Sec Rate
SD Pool Number
Servicer Name
Servicer Street
Servicer City
Servicer State
Servicer ZIP
Pool ID
Factor Date

FNMA Fixed-Rate Pool Quartiles

Pool Number
Cusip
Reporting Period
Issue Date
WAC
Min Coupon
Coupon Quart 1
Coupon Quart 2
Coupon Quart 3
Coupon Quart 4
WAM
Min Rem Term
Rem Term Quart 1
Rem Term Quart 2
Rem Term Quart 3
Rem Term Quart 4
WALA
Min Loan Age
Loan Age Quart 1
Loan Age Quart 2
Loan Age Quart 3
Loan Age Quart 4
Average Loan Size
Min Loan Size
Loan Size Quart 1
Loan Size Quart 2
Loan Size Quart 3
Loan Size Quart 4
WAOLT
Min OLT
OLT Quart 1
OLT Quart 2
OLT Quart 3
OLT Quart 4
WA Passthru Rate
Min Passthru Rate
Passthru Rate Quart 1
Passthru Rate Quart 2
Passthru Rate Quart 3
Passthru Rate Quart 4
Pool ID
Factor Date

FNMA Geographic Breakdowns

Pool Number
State
Current Balance
Current % UPB
Loan Count
% Loans
Pool ID
Pool State
Factor Date

FNMA Origination Year Breakdowns

Pool Number
Orig Year (blank= pre 1985)
Current Balance
Current % UPB
Loan Count
% Loans
Pool ID
Pool Year
Factor Date

FNMA Supplemental Disclosure

Pool Number
Cusip
Reporting Period
Issue Date
Current Balance
Loan Count
Seller
Servicer
Wgtd Avg Credit Score
Min Credit Score
Max Credit Score Quart 1
Max Credit Score Quart 2
Max Credit Score Quart 3
Max Credit Score Quart 4
Credit Score: % Missing
Wgtd Avg LTV
Min LTV
Max LTV Quart 1
Max LTV Quart 2
Max LTV Quart 3
Max LTV Quart 4
LTV: % Missing
Loan Count: # Missing
1 Unit Current Balance
1 Unit % UPB
1 Unit Loan Count
2-4 Unit Current Balance
2-4 Unit % UPB
2-4 Unit Loan Count
Purchase Current Balance
Purchase % UPB
Purchase Loan Count
Refi Current Balance
Refi % UPB
Refi Loan Count
Principal Current Balance
Principal % UPB
Principal Loan Count
Second Current Balance
Second % UPB
Second Loan Count
Investment Current Balance
Investment % UPB
Investment Loan Count
Pool ID
Factor Date

FNMA Servicer Breakdowns

Pool Number
Servicer
Current Balance
% UPB
Loan Count
Pool ID
Pool Servicer
Factor Date

FNMA ARM

Pool Number
Cusip
Issue Date
Maturity Date
Issuer Name
Issuer City
Issuer State
Sub Type
Transfer Type
Passthru Structure
Convertible Flag
Deferred Interest
Original Balance
Original # Loans
Original WAC
Original WAM
First Rate Change Date
First Pay Date
Issue Accrual Rate
As of Date
Current Balance
Factor
Current WAC
Current WAM
Current Deferred Interest
Returned Deferred Interest
WA Months to Rate Change
WA MBS Margin Type
WA LPT Life Cap
WA LPT Life Floor
WA Loan Margin
WA Neg Am Limit
PUBD Passthru Rate
Rate Diff Flag
Accrual Rate
Lookback Rate Change
Lookback Pymt Change
Per Adj Rate Cap
Rate Adj Freq
Pymt Chng Freq
Amort Recast Freq
Accrl Rate Round Method
Payment Cap
Min Index Movement
Maximum Accrual Rate
Minimum Accrual Rate
Pool ID
Factor Date

FNMA ARM Rate-Change Details

Pool Number
Next Rate Chng Date
Percent Security Balance
MBS Margin High
MBS Margin Low
LPT Cap High
LPT Cap Low
LPT Flr High
LPT Flr Low
LPT High
LPT Low
Int Rate High
Int Rate Low
WA MBS Margin Type 2
WA LPT
WAC by Chng Date
Note Rate Cap by Chng Date
# Loans by Chng Date
Pool ID
Factor Date

FNMA ARM Pool Compositions

Pool Number
First Pmt Date
Orig Note Rate
Percent Security Balance
Loan Survival Ratio
Pool ID
Factor Date

FNMA ARM Quartiles

FHLMC Fixed-Rate Factors

Pool Number
Cusip
PC Coupon
Pool Factor
Current Balance
Orig Balance
Original WAC
Original WARM
Issue Date
Final Pay Date
Prepay Fee Factor
Seller Name
Seller Street1
Seller Street2
Seller City
Seller State
Seller ZIP
Legend 1
Legend 2
Pool ID
Factor Date

FHLMC Fixed-Rate Updated Quartiles

Pool Number
Cusip
Delay
WAC
Min Coup Quart 1
Max Coup Quart 1
Min Coup Quart 2
Max Coup Quart 2
Min Coup Quart 3
Max Coup Quart 3
Min Coup Quart 4
Max Coup Quart 4
WARM
Min RMTY Quart 1
Max RMTY Quart 1
Min RMTY Quart 2
Max RMTY Quart 2
Min RMTY Quart 3
Max RMTY Quart 3
Min RMTY Quart 4
Max RMTY Quart 4
WALA
Min Age Quart 1
Max Age Quart 1
Min Age Quart 2
Max Age Quart 2
Min Age Quart 3
Max Age Quart 3
Min Age Quart 4
Max Age Quart 4
Avg Orig Loan Size
Min OLS Quart 1
Max OLS Quart 1
Min OLS Quart 2
Max OLS Quart 2
Min OLS Quart 3
Max OLS Quart 3
Min OLS Quart 4
Max OLS Quart 4
Wgtd Avg Orig Loan Term
Min OLT Quart 1
Max OLT Quart 1
Min OLT Quart 2
Max OLT Quart 2
Min OLT Quart 3
Max OLT Quart 3
Min OLT Quart 4
Max OLT Quart 4
Wgtd Avg Orig LTV
Min OLTV Quart 1
Max OLTV Quart 1
Min OLTV Quart 2
Max OLTV Quart 2
Min OLTV Quart 3
Max OLTV Quart 3
Min OLTV Quart 4
Max OLTV Quart 4
Wgtd Avg Orig Credit Score
Min OCS Quart 1
Max OCS Quart 1
Min OCS Quart 2
Max OCS Quart 2
Min OCS Quart 3
Max OCS Quart 3
Min OCS Quart 4
Max OCS Quart 4
Updated Longest Mat Date
1984 Tax Indicator
1985 Tax Indicator
1984 UPB
1985 UPB
Product Code
Pool ID
Factor Date

FHLMC Fixed-Rate Original Quartiles

FHLMC Geographic Breakdowns

Pool Number
State
Current % UPB
Loan Count
% Loans
Pool ID
Pool State
Factor Date

FHLMC Origination Year Breakdowns

Pool Number
Orig Year (blank= pre 1985)
Current % UPB
Loan Count
% Loans
Pool ID
Pool Year
Factor Date

FHLMC Servicer Breakdowns

Pool Number
Servicer
Current % UPB
Loan Count
% Loans
Pool ID
Pool Servicer
Factor Date

FHLMC Occupancy Status Breakdowns

Pool Number
Owner Current % UPB
Owner Loan Count
Owner % Loans
Second Current % UPB
Second Loan Count
Second % Loans
Investor Current % UPB
Investor Loan Count
Investor % Loans
Unknown Occupancy Current % UPB
Unknown Occupancy Loan Count
Unknown Occupancy % Loans
Pool ID
Factor Date

FHLMC Property Type Breakdowns

Pool Number
Single Family Current % UPB
Single Family Loan Count
Single Family % Loans
2-4 Units Current % UPB
2-4 Units Loan Count
2-4 Units % Loans
Unknown Prop Type Current % UPB
Unknown Prop Type Loan Count
Unknown Prop Type % Loans
Pool ID
Factor Date

FHLMC Loan Purpose Breakdowns

Pool Number
Purchase Current % UPB
Purchase Loan Count
Purchase % Loans
Refi Current % UPB
Refi Loan Count
Refi % Loans
Unknown Purpose Current % UPB
Unknown Purpose Loan Count
Unknown Purpose % Loans
Pool ID
Factor Date

FHLMC Unknown Info

Pool Number
Unknown LTV Current % UPB
Unknown LTV Loan Count
Unknown LTV % Loans
Unknown Credit Score Current % UPB
Unknown Credit Score Loan Count
Unknown Credit Score % Loans
Unknown Loan Size Current % UPB
Unknown Loan Size Loan Count
Unknown Loan Size % Loans
Pool ID
Factor Date

FHLMC ARMs

Pool Number
Cusip
Original Balance
Current Balance
Factor
PC Coupon
Original WARM
Orig WARM Hi
Orig WARM Low
Origal WAC
Orig WAC High
Orig WAC Low
Orig Margin
Orig Margin High
Orig Margin Low
Orig Comp Marg Diff
Orig Mtg Ceiling
Orig Mtg Ceiling High
Orig Mtg Ceiling Low
Orig WA Mtg Floor
Orig Mtg Floor High
Orig Mtg Floor Low
PC Margin
PC Life Ceil
Periodic Rate Cap
Legend 1
Legend 2
Index Description
Lookback
Mtg Adjust Period
Convert
Convert Begin Date
Convert End Date
Neg Am Factor
Cur Life Floor
Orig Unpaid Prin %
Next Adjust Date
WA Months to Adjust
Issue Date
Maturity Date
Seller Name
Seller Street 1
Seller Street 2
Seller City
Seller State
Seller Zip
Pool ID
Factor Date

FHLMC ARM Pool Compositions

Pool Number
Adjust Date
Coupon
Margin
Life Cap
UPB
Life Floor
Pool ID
Factor Date

GNMA I Pools

Pool Number
Cusip
Pool Indicator
Original Balance
Current Balance
Factor
PC Coupon
Pool Type
Issue Date
Maturity Date
Margin
Interest Adj Date
Original Rate
Prospective Rate
Index Date
Payment Adj Date
Issuer ID
Issuer Name
Pool ID
Factor Date

GNMA II Pools

GNMA Weighted Averages

Pool Number
Cusip
Pool Suffix
Pool Type
Coupon Rate
Issue Date
Maturity Date
WARM
WALA
WAOLT
WAC
WAGM
As of Date
Pool ID
Factor Date

GNMA Geographic Breakdowns

Pool Number
State
Pool Type
Pool Suffix
Current Balance
Current % UPB
Loan Count
% Loans
Total Loans
Original Balance
As of Date
Pool ID
Pool State
Factor Date

GNMA Issuers

Issuer Number
Srt Name
Issuer Name
Address 1
Address 2
Address 3
State
ZIP Code
Telephone Number 1
Telephone Number 2
Telephone Number 3
Contact Name 1
Contact Name 2
Contact Name 3
Factor Date