Fannie Mae provides one-click download for Connecticut Avenue Securities loan-level disclosure data

October 24, 2017


Fannie Mae continues to improve its Connecticut Avenue Securities (CAS) disclosure data set to provide greater transparency for the market and to enhance the user experience. In response to investor feedback, we have combined the fixed severity file format (CAS 2013-C01 through 2015-C03) with the actual loss file format (CAS 2015-C04 and forward) to generate one file format. This standardized file layout will be used for all future deals in addition to being applied to all outstanding prior deal reporting periods. With this enhancement, users can now also download all monthly outstanding CAS deal data with one-click through our unique analytical tool Data Dynamics®.

Since November 2013, we have published over 700 monthly loan-level CAS disclosure files. In order to assist investors in their analyses of the data and ensure format consistency, as seen below, we retroactively applied this new file layout to all disclosure files. While we have adopted a consistent data format to aid in the consumption of the historical CAS deal performance, the content as initially published remains unchanged:

CAS Deal Performance

With today's release, the full historical monthly data from November 2013 to September 2017 is now available on Data Dynamics, which represents the entire historical dataset from program inception through our most current reporting period.

Going forward, beginning with our October 2017 distribution, there will be two files made available on Data Dynamics with each monthly distribution:

  1. Full historical monthly data from November 2013 (first publishing of CAS monthly performance data) to current monthly reporting period
  2. Only the most current monthly reporting period

CAS Data Dynamics

By providing both of these files, users will have the option to download either the CAS loan-level deal performance data in its entirety or only the current month’s performance data. Both files will be updated each month on or after the defined monthly distribution date.

As announced in September, we are expanding our new standardized disclosure file layout effective with the October 25th distribution. The expansion will include minor data corrections that are a result of our efforts to continue to make enhancements that provide the highest available level of data quality and consistency to our investor partners.

Visit our Credit Risk Sharing webpages to learn more about our programs and industry-leading approach to credit risk management.

Please contact the Fannie Mae Investor Help Line at 1-800-2Fannie or by e-mail with any questions.