Announcement

See our Newest Features in Data Dynamics

September 6, 2018

 

Fannie Mae's unique Data Dynamics® analytical tool has been enhanced in response to investor feedback. With this latest enhancement, we now provide a:

• New Zip 5 Dashboard tab within the Connecticut Avenue Securities® (CAS) and Credit Insurance Risk Transfer™ (CIRT™) Geographic Profile Reports (click image below to view full size)

Zip 5 Dashboard

  • Previously, market participants were able to view at-issuance data only at a 3-Digit Zip level detail.
  • With this enhancement, users can now observe the profile at the 5 or 3-digit zip level for both our CAS and CIRT programs.
    For privacy considerations, the granularity of the zip code is based on the following logic:
    • 5-digit zip areas with over 60% of loans in their respective 3-digit zip areas are relabeled with the corresponding 3-digit zip.
    • 5-digit zip areas with less than 10 loans are relabeled with the corresponding 3-digit zip.
    • 3-digit zip areas with less than 10 loans are relabeled with "OTHER."

• New Loss Severity Summary tab within the CAS Deal Issuance and Performance Data dashboard (click image below to view full size)

Loss Severity Summary

  • Market participants can now see a snapshot of breakouts in costs and proceeds considered in calculating net loss and severity. This feature is displayed in both dollar and percentage terms, on a deal level and aggregated basis.
  • Users can filter the selected population across deals, remittance periods, and more.

• Enhanced Roll Performance tab within the CAS and CIRT Deal Issuance and Performance Data dashboards (click image below to view full size)

Enhanced Roll Performance

  • Users can view a variety of performance curves for specific deals or groups of deals.
  • New "Roll From"/"Roll To" options include:
    • Forbearance
    • First Modification
    • Current+D30, D60+, D90+, D180+
    • Removal
    • Better
    • Worse

We're committed to continuing to evolve Data Dynamics to add new perspectives and insights. Please visit often, and please share your feedback. Reach out to the Fannie Mae Investor Help Line at 1-800-232-6643 or by email with feedback or questions.