Mortgage-Backed Security (MBS) Detail — Price, OAS & Prepayment Data
Track an individual mortgage-backed security on BondPulse. Each MBS detail page shows price history, yield, OAS spread, CPR prepayment speed, and key security characteristics.
MBS Metrics Tracked
- Price — Latest market price and daily price change
- Yield — Current yield based on CPR prepayment assumption
- OAS (Option-Adjusted Spread) — Spread over Treasuries after adjusting for the prepayment option. Wider OAS indicates more credit or liquidity risk.
- CPR (Conditional Prepayment Rate) — The annualized rate at which the underlying mortgages are prepaying. Higher CPR shortens effective duration.
- Coupon — The pass-through rate paid to MBS holders
- Historical Chart — Price, OAS, and CPR history over time
MBS Types
- Agency MBS — Issued or guaranteed by Fannie Mae, Freddie Mac, or Ginnie Mae
- CMBS — Backed by commercial real estate loans
- Non-Agency MBS — Private-label securities without government backing