Disclosure Data Search 

Reference Guide
Updated August 2022

Disclosure Data Search Overview

Note:

MBS Pools/CUSIPs are updated as follows: New Issuance (Tuesday- Saturday) and Monthly (6th business day 

of the month)

Data are updated on the search on the following schedule 

• Daily data load: New Issuance Pools, REMIC CUSIPs

• 6

th Business Day load: MBS and Multifamily 

• 8

th Business Day load: HMBS, Platinum and Pool Termination 

The Disclosure Data Search includes the following data sets and information

screens:

MBS HMBS Platinum Terminated

REMIC 

(CUSIP Only) Multifamily

Summary Summary Summary Summary Summary Summary
Updated August 2022

Composition:

Overview

 WA Quartiles

Delinquencies

ESG

Forbearance

Loan History 

Origination Year

Geographic

Issuers

MIP Info

ARM Detail

Composition Composition: 

Overview

Delinquencies

Issuers

ARM Detail

Platinum ARM Reset 

File Downloads DQS

Removals: 

Removals

Removals History

Removals by Issuer

File Downloads

Removals: 

Removals

Removals by Issuer Mortgage Data

Transfers File Downloads

Draws (CL/CS 

Pools Only)

Historical Data Legacy View

File Downloads File Downloads
Updated August 2022

MBS Pools/CUSIPs

MBS Pools/CUSIPs have the following information screens:

Information Screen Data Included

Summary Summary Pool Information, Pool Collateral Information At Issuance and Current, Security 

Balance Information, ARM Adjustment Information (as applicable)

Composition – Overview

Single Field Stratification – Loans, Loan %, UPB, and UPB % by Loan Purpose, Loan Type, 

Refi Type, Delinquency Status, Top States, Living Units, Buydown Loans, First-Time 

Homebuyer, Third-Party Origination Type, Down Payment Assistance, Most Recent 

Origination Years

Two Field Stratification – Loans, Loan %, UPB, and UPB % for Loan Purpose by Loan Type, 

Loan Buydown Status by Loan Type

Composition – ESG

Low and Moderate Income Area.

Loans, Loan %, UPB, and UPB% for ESG loan 

Composition – WA Quartiles

Weighted Average Quartiles (Minimum, 25%, Median, 75%, Maximum, WA) for Coupon, 

Remaining Maturity (Months), Age (Months), Original Term (Months), Gross Margin, Original 

Loan Size, Original LTV, Original CLTV, Original Debt to Income, and Original Credit Score. 

Loans, Loan %, UPB, and UPB % for LTV N/A, CLTV N/A, Credit Score N/A, Debt to Income 

N/A
Updated August 2022

Composition – Delinquencies Delinquent Loans, Loan %, UPB, and UPB % by Agency and DQ Status

Composition – Origination Year Loans, Loan %, UPB, and UPB % by Origination Year

Composition – Forbearance 

Single Field Stratification – Loans, Loan %, UPB, and UPB % by Forbearance Type

Two Field Stratification – Loans, Loan %, UPB, and UPB % for Forbearance by Loan Type, 

Forbearance by Loan Purpose

Delinquencies – Loans, Loan %, UPB, and UPB % for Forbearance by Delinquency

Composition – Loan History 

Re-Pooled Loans, FHA Partial Claims, Pre-Modification and Pre-Modification calculations

Loans, Loan %, UPB, and UPB % by Re-Pooled Loans, FHA Partial Claims and Premodifications

Composition – Geographic 

States – Loans, Loan %, UPB, and UPB % by State

MSAs – Loans, Loan %, UPB, and UPB % by MSA Number and MSA Name

Composition – Issuers

Breakout – Loan Count, Loan %, UPB, and UPB % by Issuer ID and Issuer Name

Delinquencies – DQ Status, DQ UPB, and DQ UPB % by Issuer ID and Issuer Name

Issuer Pool Details – Weighted Average Pool Collateral Information per Issuer; Loans, Loan 

%, UPB, and UPB % by Delinquency Status and Loan Type per Issuer

Composition– MIP Info 

Annual MIP – Loans, Loan %, UPB, and UPB % by Annual MIP

Upfront MIP – Loans, Loan %, UPB, and UPB % by Upfront MIP
Updated August 2022

MBS Pools/CUSIPs (Continued)

Information Screen Data Included

Removals – Removals # of Loans Removed, % of Loans Removed, UPB Removed, and % of Pool UPB Removed by 

Removal Reason

Removals – Removals History # of Loans Removed, % of Loans Removed, UPB Removed, and % of Pool UPB Removed 

listed by Total Removals, Removal Reason, Month and Year

Removals – Removals by Issuer 

Loans – Loans Removed by Issuer and Removal Reason

UPB – UPB by Issuer and Removal Reason

UPB % – UPB % by Issuer and Removal Reason

Transfers # of Loans Transferred, UPB of Loans Transferred, and Transfer Type by Selling and Buying 

Issuer

Historical Data Security RPB, Factor, WA Coupon, WARM, WALA, WAOLT by Year and Month

File Downloads

Monthly Loan Level File Download

Monthly Forbearance Loan Level File Download (Pools with Forbearance data only)
Updated August 2022

HMBS Pools/CUSIPs

HMBS Pools/CUSIPs have the following information screens:

Information Screen Data Included

Summary Summary, Pool and Collateral Info including Weighted Averages, Security Balance Information

Composition

UPB and UPB % by: Loan Purpose, HECM Saver, Payment Option 

Various Data: Number of Participants with Payments this Period, UPB of Participations with 

Payments, Percent of UPB Paid Off, Current Period Average Balance, Max Participation UPB 

Quartile (Q4), Min Participation UPB Quartile (Q0) 

File Downloads Monthly Loan Level File Download

Platinum Pools/CUSIPs

Platinum Pools/CUSIPs have the following information screens:

Information Screen Data Included
Updated August 2022

Summary Summary Pool Information, Pool Collateral Information At Issuance and Current, Security 

Balance Information

Composition – Overview

Single Field Stratification – UPB, and UPB % by: Loan Purpose, Loan Type, Refi Type, 

Delinquency Status, Top States, Living Units, First-Time Homebuyer, Third-Party Origination 

Type, Down Payment Assistance, Other Information

Two Field Stratification – UPB, and UPB % by: Loan Purpose by Loan Type, Loan Buydown 

Status by Loan Type

Composition – Delinquencies Delinquencies UPB and UPB % by Agency and DQ Status

Composition – Issuers

UPB and UPB % by Issuer ID and Issuer Name

Issuer Pool Details – Weighted Average Pool Collateral Information per Issuer; Loans, Loan 

%, UPB, and UPB % by Delinquency Status and Loan Type per Issuer

Composition – ARM Detail

ARM Summary Information: Index Used For Adjustable Rate, Interest Rate Lookback Period, 

Interest Rate Adjustment Frequency, WA Mortgage Margin

ARM Interest Information: Weighted Average, Maximum, and Minimum for Pool Rate, Security 

Rate, Adjustment Date, Months to Next Interest Rate Adjustment, Months to Maturity, Security 

Margin, Lifetime Interest Rate Ceiling, Next Interest Rate Ceiling, Lifetime Interest Rate Floor
Updated August 2022

Composition – Platinum ARM 

Reset

Platinum ARM Reset Information by Reset Date: Security RPB, Percentage of RPB, WA 

Security Rate, Max Security Rate, Min Security Rate, WA Pool Rate, Max Pool Rate, Min Pool 

Rate, WA Security Margin, Max Security Margin, Min Security Margin, WA Lifetime Interest 

Rate Ceiling, Max Lifetime Interest Rate Ceiling, Min Lifetime Interest Rate Ceiling, WA 

Lifetime Interest Rate Floor, Max Interest Rate Floor, Min Interest Rate Floor

Platinum Pools/CUSIPs

Platinum Pools/CUSIPs have the following information screens:

Information Screen Data Included

Removals – Removals UPB Removed, and % of Pool UPB Removed by Removal Reason

Removals – Removals by Issuer 

UPB – UPB by Issuer and Removal Reason

UPB % – UPB % by Issuer and Removal Reason

File Downloads Collateral File, Offering Circular Supplement File, and Platinum Base Offering Circular 

Downloads
Updated August 2022

Terminated Pools/CUSIPs

Terminated Pools/CUSIPs have the following information screens:

Information Screen Data Included

Summary Summary including Termination Date and Original Balance
Updated August 2022

REMIC CUSIPs

REMIC CUSIPs have the following information screens:

Information Screen Data Included

Summary

REMIC Tranche Information

Prepayment Penalty History (If Applicable)

File Downloads

Documents Found for Given CUSIP (Announcement, Offering Circular Supplement, Final Data 

Statement, Relay File, Supplemental Statement, Monthly Tranche Factors, Series Remaining 

Factors, Floater Tranche Reset Rates, Prepayment Penalty History)
Updated August 2022

Multifamily Pools/CUSIPs

Multifamily Pools/CUSIPs have the following information screens:

Information Screen Data Included

Summary Summary, Issuer Information, Security Balance Information, Last Draw Information (CL/CS 

Pool Only)

DQS Delinquent Status, Loans, Loan UPB, Loan UPB %

Mortgage Data Mortgage Data, Prepayment Data, Property Information

Draws (CL/CS Pools Only) Draw Number, Draw Issue Date, Draw Amount

Legacy View Issuer Details, Pool Details, Loan Delinquencies, Draw History

File Downloads Multifamily Pool & Loan Level Data, Draw History (CL/CS Pools Only)
Updated August 2022

Dataset Dates Files Published to Website