Data Dynamics

Data Dynamics® is the only free data analytics platform for market participants to evaluate and analyze Fannie Mae's vast amount of available data.

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As America's housing partner, Fannie Mae is committed to providing market participants with information and tools to support their needs. With Data Dynamics, our goal is to provide the greatest possible transparency into the vast amount of data that Fannie Mae makes available to the market.

Continuously enhanced with user input, Data Dynamics helps investors easily evaluate and analyze Fannie Mae’s data, including:

  • Single-Family CRT data including deal issuance and ongoing disclosure data
  • Single-Family MBS data including Benchmark CPR®, Cohort Analyzer, Forbearance and Delinquency, Pool Details, and more
  • Multifamily MBS data including, multifamily loan prepayment historical data
  • Multifamily and Single-Family historical loan performance data

Sign up to use Data Dynamics today.

Benefits of Fannie Mae Data Dynamics

Insights

  • View historical loan performance trends, issuance profiles, and monthly performance.
  • Keep abreast of emerging trends through dynamic, drillable analysis.

Transparency

  • View and download CRT, MBS, and historical loan performance data.
  • Easily share data with portfolio managers and risk departments.

Access

  • Available 24x7 at no cost.
  • Support and training via 1:1 demos, webinars, and investor relations helpline.

Single-Family CRT Data
 

  • CRT-Eligible Profile Summary: Monitor the profile of loans issued in Fannie Mae MBS that are CRT-eligible based on LTV, loan term, and DTI criteria.
  • Deal Issuance Data: Analyze the risk profile of Connecticut Avenue Securities® (CAS) and Credit Insurance Risk Transfer™ (CIRT™ ) reference pools at issuance and as of the most recent remittance period.
  • Deal Performance Data: Analyze the performance of CAS and CIRT reference pools from issuance through the most recent remittance period.
  • Historical Comparative Analysis: View historical performance by vintage reweighted by the FICO, CLTV, and risk layer composition of the UPB at issuance for each CAS deal.
  • Learn more about CRT analysis with Data Dynamics.

 

Single-Family MBS Data
 

  • Prepayment Snapshot - View cohort-level prepayment speeds with filters and history. Click the Daily Prepayment Report tab for additional insights into daily activity.
  • Benchmark CPR Dashboard – Fannie Mae's proprietary prepayment metric, the Benchmark CPR, for sellers and servicers. To learn more, please watch the video tutorial and read the methodology overview.
  • Forbearance and Delinquency Dashboard - Analyze the share of loans in forbearance and the share of loans in delinquency through this MBS pool-level reporting. The new MBS Transition Matrix offers insight into the month-over-month transitions in Forbearance, Workout, and Delinquency status for loans that collateralize our MBS.
  • MBS Cohort Analyzer - Analyze historical prepayment sensitivity at varying refi incentives (S-Curves) or at differing levels of seasoning (WALA Ramps) on user-defined loan population cohorts in agency MBS collateral. Watch the video tutorial and read the user guide to learn more.
  • MBS Float Dashboard - A dashboard providing insight into the outstanding float of MBS by coupon/vintage cohort, including balance, characteristics, and prepayment speeds. Read the user guide to learn more.
  • MBS Pool Details - View loan attributes, including the share of HomeReady®  loans, and public disclosure fields for Fannie Mae MBS pools. Read the user guide to learn more.
  • Structured Transactions Issuance Analytics - View Fannie Mae's Supers®  issuance, including detail on the collateral contribution and Fannie Mae issuance share – with filters for security prefix and specified story.
  • Learn more about MBS analysis with Data Dynamics.

 

Multifamily MBS Data
 

  • Multifamily DUS Prepayment History – View cohort-level historical prepayment information for Fannie Mae's Multifamily Delegated Underwriting and Servicing (DUS®) loans. Watch the video and read the user guide to learn more.

 

Multifamily and Single-Family Historical Performance Data
 

Data Dynamics is constantly evolving based on user feedback to add new insights. Please visit often and share your feedback.

  • Analyze either Multifamily or Single-Family Loan Performance data across several dimensions to compare risk profiles and performance from delinquency, prepayment, default, and loss perspectives.

Data Dynamics Enhancements

This short video highlights a few of the latest enhancements, helping investors stay well-equipped to interpret new disclosures and monitor the rapid evolution of loan performance through the pandemic.

Multifamily Loan Performance Data Video

This short video provides an overview of how to access and navigate Fannie Mae’s Multifamily loan performance data available in Data Dynamics.