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 deal issuance data and ongoing disclosure data
- MBS Property Valuation Method, Benchmark CPR™, Forbearance, and Structured Transactions dashboards
- 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.
- Enhanced tools to support analysis on seasoned loan transactions, including HRP and SBT series.
- Powerful insights and capabilities for credit risk transfer:
- Aggregate performance of a specific portfolio
- Compare credit profile of a new deal to outstanding deals
- View delinquency performance of credit tails and how loans move between states of delinquency from period to period
- View performance of loans that are in temporary payment forbearance or modification, and analyze historical outcomes for those loans
- Observe loan disposition characteristics and trends
- Access at-issuance and ongoing monthly performance data directly through new API functionality.
Single-Family MBS Data
- Property Valuation Method Analytics - A self-service dynamic dashboard to facilitate prepayment analysis integrating newly released Property Valuation Method fields for pools issued beginning January 1, 2017.
- Benchmark CPR – A tool allowing market participants to view 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. Fannie Mae uses public monthly prepayment data to calculate the Benchmark CPR, enabling market participants to independently replicate the methodology and results.
- Forbearance and Delinquency - An MBS pool-level reporting tool allowing users to analyze the share of loans in forbearance and the share of loans in delinquency.
- Structured Transactions Issuance Analytics - A new dynamic dashboard that provides an overview of Fannie Mae Supers™ issuance. This includes detail on the collateral contribution and Fannie Mae issuance share and allows users to filter by security prefix and specified story.
Multifamily and Single-Family Historical Performance Data
- There are two dashboards that allow you to analyze either the multifamily or the 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 at the following links:
Data Dynamics is constantly evolving based on user feedback to add new insights. Please visit often and share your feedback.