Data Dynamics

Fannie Mae's free data analytics platform is designed to provide market participants with access to loan-level, pool-level, and market performance data across Fannie Mae’s extensive datasets, including historical loan performance, mortgage-backed securities (MBS), and credit risk transfer (CRT) data. The platform enables users to analyze and explore trends, analyze credit risk, and gain actionable insights to support investment analysis, portfolio review, and risk assessment.

Data Dynamics provides analytics and downloadable data across Single-Family MBS, Multifamily MBS, Single-Family CRT, and historical loan performance datasets. Users can analyze collateral composition, issuance characteristics, mortgage performance data trends, prepayments, delinquency, and loss behavior across cohorts and vintages.

The platform includes interactive dashboards, charts, and filters that allow users to customize views and quickly identify trends.

Data Dynamics is available 24x7 at no cost. Fannie Mae provides this tool to offer transparency into the data we make available to the market.

Users can:

• Analyze historical loan performance trends
• Review issuance profiles and monthly performance
• Build and save cohorts for vintage and risk layer analysis
• Download data for use in internal models
• Share insights with portfolio managers and risk teams

Users can access loan level profile information for CRT eligible loans in Fannie Mae MBS, based on criteria such as LTV, loan term, and DTI, as well as issuance data for Connecticut Avenue Securities® (CAS) and Credit Insurance Risk Transfer (CIRT™) deals to analyze the risk profile of reference pools at issuance and as of most recent remittance period. The data also covers ongoing performance of CAS and CIRT reference pools and provides historical comparative analysis by vintage, reweighted to reflect FICO, CLTV, and risk layer composition of the UPB at issuance for each CAS deal.

Yes. Data Dynamics offers several ways to analyze MBS prepayment speeds, including cohort-level and daily prepayment reporting, Fannie Mae’s proprietary Benchmark CPR, and advanced analytics such as S-curves and WALA ramps through MBS Cohort Analyzer. Additional dashboards show prepayments with collateral characteristics, outstanding float, and loan performance dynamics, enabling analysis across pools, cohorts, and market conditions.

Yes. Data Dynamics includes a Forbearance and Delinquency Dashboard that allows users to analyze the shares of loans in forbearance and the share of loans in delinquency using MBS pool-level reporting. The MBS Transition Matrix shows month-over-month transitions between Forbearance, Workout, and Delinquency statuses for loans that collateralize Fannie Mae MBS, providing insights into how loan performance changes over time.

Yes. Data Dynamics includes cohort-level historical prepayment information for Fannie Mae’s Multifamily Delegated Underwriting and Servicing (DUS®) loans. Multifamily Loan Performance Data enables analysis of multifamily loan performance across key dimensions including delinquency, prepayment, default, and loss.

Most performance datasets in Data Dynamics are updated on a quarterly cadence. This timing allows for full period close, validation, and governance review, ensuring the data is complete, finalized, and suitable for long term analysis. Some data is updated regularly, typically on a monthly basis, in line with Fannie Mae’s disclosure cycle. See the Data Dynamics Data Refresh Calendar.

Yes. Users can customize dashboards, apply filters, and tailor views to focus on the metrics and data most relevant to their needs.

Yes. Users can download datasets for offline analysis, enabling deeper modeling and integration into internal systems.

Users can access Data Dynamics by:

1. Creating a free account on the Data Dynamics application page
2. Logging in once registration is approved

Support and guidance are available throughout the registration process

Fannie Mae offers support and training via 1:1 demos, webinars, and an investor relations helpline. Additionally, many dashboards have accompanying video tutorials and user guides available directly within the platform.