This section provides access to:
- Multifamily Securities Locator Service
- MBS Loan Level Delinquency
60-Plus Days,
- List of Defeased Loans,
- Loans No Longer Part of a MAST Transaction,
- Yield Maintenance Period End Dates,
- Loan Level Detail,
- DMBS Trades,
- New Issues,
- New Issues Pool Statistics,
- MBS DUS Performance Data.
The Multifamily Securities Locator Service provides a central location for obtaining multifamily MBS disclosure information. Users can locate and download information on multifamily securities, create a portfolio to track specific securities, view reports of loan activity, and choose to receive e-mail updates on changes to pools.
The MBS Loan Level Delinquency 60-Plus Days is a listing of the multifamily loans backing an MBS that are at least 60 days delinquent in payment of the monthly principal and interest payments as of the date indicated.
The List of Defeased Loans provides a table listing pools that contain at least one loan that has defeased, by reference to Pool number and Fannie Mae Loan number. The defeasance option gives the borrower, at the time the loan is made, an alternative to paying a prepayment premium when a property is released from the mortgage lien prior to maturity.
The Loans No Longer Part of a MAST Transaction lists the loans that are no longer part of a MAST™ transaction due to default, casualty, or condemnation.
Yield Maintenance Details consists of two reports, Yield Maintenance Period End Dates and Monthly Yield Maintenance Factor, containing information on Multifamily MBS pools with yield maintenance.
The Loan Level Detail Reports contain partial data relating to certain loans backing specified, currently outstanding Multifamily Fannie Mae MBS. This report provides some of the available information about the loans, but is not a complete listing of all the Multifamily securities.
DMBS Trades
provide historical data on discount mortgage-backed security trades, including the delivery date, number of days in the term, date of the trade, UPB, discount from par, price (% of par), simple interest yield, comparable LIBOR (%), and spread to LIBOR (%).
New Issues provide summary pool-level information about pools closed on a certain date, including the pool number, CUSIP number, pool prefix, pass-through rate, weighted-average coupon (WAC), weighted-average maturity (WAM), issue date, initial unpaid principal balance, and summary adjustable-rate mortgage information.
The New Issues Pool Statistics page provides access to files containing at issuance data on all Fannie Mae MBS pools closed on a specific day. These files are available for the previous 30 days and all information relating to these transactions is preliminary and subject to change up to 48 hours prior to the Book-Entry Delivery Date for the securities.
The MBS DUS Performance Data Reports provide issuance and prepayment performance data on outstanding multifamily DUS loans with an initial term of 10 years and 9.5 years of yield maintenance backing Fannie Mae MBS.
The Multifamily Mortgage-Backed Securities Abstract (PDF) provides quarterly information regarding MBS volumes over the past two quarters; recent MBS/DUS spread to swaps; the multifamily serious delinquency rate since January 2006; and an MBS highlights section, which features news from Fannie Mae's multifamily business activities.
Some of the disclosure and other documents we provide are available in Portable Document Format (PDF). Adobe® Reader® software used to view a PDF is available at www.adobe.com.