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The Mentor Journal
Residential Mortgage Securities
How to Use Bloomberg’s PDI Screen for Customized MBS Information
Bloomberg Tip: Mortgage Paydown Info
By Chris Nelson
September 23, 2021
Reading Time: 2 minutes

Are you looking for an easy way to view or verify monthly historical payment information for the mortgage-backed securities in your institution’s investment portfolio?  The good news is that there’s a Bloomberg screen for that!  Here’s how you can use Bloomberg’s Paydown Information screen to grab that information quickly.

The Paydown Information screen, otherwise known as the Bloomberg PDI screen, provides a monthly breakdown of information related to mortgage pools. 

Bloomberg Paydown (PDI) Screen

Bloomberg Paydown Information (PDI) Screen
Source: Bloomberg

What makes this screen so helpful is that you can enter the original balance of your MBS holding to obtain customized information based on your investment amount. 

How to Use the PDI Screen

To access the PDI screen, you’ll need to enter the mortgage security’s CUSIP number or pool number.  Once you are on the PDI summary screen, you’ll want to select the “Paydown” tab.  You can also enter your original face amount of the investment here.

Bloomberg PDI Screen Information

When you pull up the mortgage security, you’ll see the following historical information, broken out by month:

  • Monthly pool factor
  • Outstanding principal amount after each principal paydown
  • Principal and interest payments for each month

If you don’t have access to a Bloomberg terminal, you can ask your broker to grab a screenshot for you.  Just ask them for the PDI screen for your mortgage CUSIP number or pool number (either one will work).  Be sure to ask for the “Paydown” tab. 

The Bloomberg PDI screen is a simple way to get customized historical paydown data for a mortgage-backed security.  It’s a great way to get the information you need for verification or lookback.

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