Data Dynamics® is the only free data analytics platform for market participants to evaluate and analyze Fannie Mae's vast amount of available data.Login here
As America's housing partner, Fannie Mae is committed to providing investors and other market participants with information and tools to support their needs. With Data Dynamics®, our goal is to provide the greatest possible transparency into the vast amount of data that Fannie Mae makes available to the market.
The tool is designed to allow users to interact with and analyze the following data made available by Fannie Mae:
- CRT Data – Single-family deal issuance data and ongoing disclosure data
- MBS Data – Benchmark CPR™, Cohort Analyzer, Forbearance and Delinquency, Pool Details, Property Valuation Method, and Structured Transactions dashboards
- Multifamily and Single-family historical loan performance data
Single-Family CRT Data
- Analyze issuance and performance data of Connecticut Avenue Securities® (CAS) and Credit Insurance Risk Transfer™ (CIRT™) reference pools.
- View historical performance by vintage reweighted by the FICO, CLTV, and risk layer composition of the UPB at issuance for each CAS and CIRT deal.
- Learn more about the powerful insights and capabilities for credit risk transfer here.
Single-Family MBS Data
- Benchmark CPR Dashboard – Fannie Mae's proprietary prepayment metric, the Benchmark CPR, for sellers and servicers. To learn more, please watch the video tutorial and read the methodology overview.
- Forbearance and Delinquency Dashboard - Analyze the share of loans in forbearance and the share of loans in delinquency through this MBS pool-level reporting. The new MBS Transition Matrix offers insight into the month-over-month transitions in Forbearance, Workout, and Delinquency status for loans that collateralize our MBS.
- MBS Cohort Analyzer - Analyze historical prepayment sensitivity at varying refi incentives (S-Curves) or at differing levels of seasoning (WALA Ramps) on user-defined loan population cohorts in agency MBS collateral. Watch the video tutorial and read the user guide to learn more.
- MBS Pool Details - View loan attributes, including the share of HomeReady® loans, and public disclosure fields for Fannie Mae MBS pools. Read the user guide to learn more.
- Property Valuation Method Analytics - Facilitate prepayment analysis integrating Property Valuation Method fields for pools issued beginning January 1, 2017.
- Structured Transactions Issuance Analytics - View Fannie Mae's Supers® issuance, including detail on the collateral contribution and Fannie Mae issuance share – with filters for security prefix and specified story.
- Learn more about the MBS capabilities here.
Multifamily and Single-Family Historical Performance Data
- Analyze either Multifamily or Single-Family Loan Performance data across several dimensions to compare risk profiles and performance from delinquency, prepayment, default, and loss perspectives.
- An overview of the historical performance data along with instructions on downloading the underlying data can be found below:
Data Dynamics is constantly evolving based on user feedback to add new insights. Please visit often and share your feedback.