Announcement

New CRT-Eligible Profile Summary Available on Data Dynamics

June 26, 2023

Fannie Mae is pleased to announce the launch of the new CRT-Eligible Profile Summary. This report illustrates the monthly collateral profile of credit risk transfer (CRT)-eligible loans using mortgage-backed securities (MBS) issuance data. Market participants may be interested in using the report to:

  • See key collateral characteristics of CRT-eligible loans, separated by low loan-to-value (LTV) (60.01-80%) and high LTV (80.01-97) Groups to align with CRT transaction convention.
  • Observe changes over time to see how the profile of CRT-eligible loans in Fannie Mae MBS issuances evolves.
  • Anticipate the profile of loans eligible to be referenced in future transactions.

The profile summary of CRT-eligible loans uses MBS issuance data, unlike the profile summary that has historically been included in transaction marketing materials, which uses Fannie Mae internal acquisition data. The use of MBS issuance data rather than internal acquisition data may have modest effects on timing, but profile trends are likely to be similar. The new profile summary will be included in CRT marketing materials going forward.

The new report is accessible in both the Connecticut Avenue Securities® (CAS) and Credit Insurance Risk Transfer™ (CIRT™) sections of Data Dynamics®. The report will be updated monthly.

For questions, please contact the Fannie Mae Investor Help Line at 1-800-232-6643, Option 3 or by e-mail.