The latest Clarity Data Intelligence® (Clarity) updates are now available to improve your mortgage-backed securities (MBS) experience.

Here’s what’s new:

MBS Updates

New Uniform Mortgage-Backed SecuritiesSM (UMBS®) Prepayment Analyzer Dashboard

The dashboard offers an interactive and comprehensive view of Freddie Mac and Fannie Mae prepayment performance for CL-prefix, fixed-rate 30-year TBA-eligible securities issued since June 2019. Leveraging a two-year rolling window of the most recent performance data, the dashboard provides users with an intuitive platform to:

  • Visualize conditional prepayment rates (CPR) in three formats: time series, S-curves and WALA ramps.
  • Segment and compare data across primary and secondary groups.
  • Analyze based on a wide range of loan characteristics for deeper insights using the Global Filter.

The dashboard empowers users to dynamically customize their prepayment performance view by selecting from the following options:

  • X-Axis Metric
  • Factor Dates
  • Rate Incentive
  • Loan Age
  • View By
  • Primary Grouping
  • Secondary Grouping
  • Servicer Selection
  • Global Filter (accessible via the filter icon in the top-right corner of the dashboard)

The dashboard also features a CPR & unpaid principal balance (UPB) percentage view, as shown in the image below.

Including the UPB percentage enables users to gauge the size of each population segment and assess the relative significance of each CPR value.

Additionally, the dashboard features a ‘Table’ View format shown below.