Data-driven research on MBS markets, prepayment behavior, and macroeconomic trends — backed by 585M+ loan records and 230+ economic series.
What We Cover
Regime shifts, burnout trends, and S-curve behavior across vintages and coupons.
How the current rate regime is reshaping pool behavior and relative value across agencies.
Targeted studies on specific cohorts — low balance, high FICO, investor loans, and more.
Key economic indicators and housing metrics that move MBS markets, distilled to what matters.
Weekly or monthly — you choose the cadence that fits your workflow.
Concise, structured reports with charts, data tables, and clear takeaways. No filler.
Every insight is grounded in agency disclosure data and validated economic indicators. No speculation.
Built for portfolio managers, traders, and analysts who work in structured products.