Fannie Mae to Update and Enhance Single-Family Loan Performance Data

Fannie Mae continues to enhance its Single-Family Loan Performance Dataset to provide greater transparency and ease of use for the market. The upcoming July 2016 Single-Family Loan Performance Data update will include acquisition data for Q2 2015 and performance data through Q1 2016. In addition, Fannie Mae will add two additional data fields to its existing dataset.

The additional data elements will display the type of mortgage insurance applicable to a loan in the data set, if any, and indicate whether repurchase make whole proceeds were collected on a loan. In order to provide users with assistance in processing this enhancement, Fannie Mae has updated the file layout, sample acquisition file, and sample performance file, which reflect pending changes to the dataset. In addition, Fannie Mae has also provided an updated draft glossary containing definitions of the new data elements.

In order to capture this data enhancement, market participants should continue to download each acquisition and performance file in the dataset.

Fannie Mae continuously evaluates its Single-Family Loan Performance Dataset in order to provide additional data fields for analysis and to enhance the ease of use for market participants. Fannie Mae provides this data to help investors model the credit performance of loans owned or guaranteed by Fannie Mae as the company works with the Federal Housing Finance Agency (FHFA) to further develop its credit risk sharing programs.

For assistance with any questions, please contact the Fannie Mae Investor Help Line at 1-800-232-6643, option 2, or by e-mail.