Fannie Mae Housing Data

Part 1: Registration and Downloading Data

Photo by Christopher Burns on Unsplash

Table of Contents

· Intro
· Overview
· Registration
· Downloading Data
· Next Steps

Intro

Fannie Mae’s Single-Family Loan Performance Data is a rich and publicly available source of long-term mortgage data. Whether you’re in the business of Data Analytics or Predictive Modeling this is an attractive first option. The volume of data may seem overwhelming, but rest assured the reward is well worth your time.

Overview

First and foremost, familiarize yourself with the FAQ’s for this data. This should address nearly any question that arises regarding what records are contained, which records are excluded, and even more importantly what permissions and restrictions are attached to the use of this dataset. Trust me, this is comprehensive.

Update & Release Schedule

The dataset is regularly updated and released on a quarterly basis. Typically, it seems to take about 2 months after a quarter end for the database to be updated online.

| Quarter | Starting | Ending | Released     |
|---------|----------|--------|--------------|
| Q1      | Jan 1    | Mar 31 | ~ End of Apr |
| Q2      | Apr 1    | Jun 30 | ~ End of Jul |
| Q3      | Jul 1    | Sep 30 | ~ End of Oct |
| Q4      | Oct 1    | Dec 31 | ~ End of Jan |

Registration

Fannie Mae uses a platform called Data Dynamics to serve up all of those delicious bytes, so you will need to create an account and agree to their terms and conditions.

Data Dynamics

Downloading Data

Now we come to the first big time investment. After signing into Data Dynamics, you are presented with an array of product choices to delve into such as:

• MBS (Mortgage-Backed Securities)
• CAS (Single-Family Connecticut Avenue Securities)
• CIRT (Single-Family Credit Insurance Risk Transfer)
• HP (Historical Loan Credit Performance Data)

Our focus, right now, is on the HP dataset but you will be directed to a nearly identical page for any of the products you choose. On the HP page, click on DOWNLOAD DATA from the collapsible side-menu. We will be downloading just the Primary Dataset, which gives us two options to move forward with.

Option 1 — Download individual quarterly files.

If you are restricting yourself to very specific periods, this may be the more efficient path for you. From here you will need to download the individual files by year and quarter. These are listed under the section “Quarterly Single-Family Loan Performance (Primary) Dataset”

Option 2 — Download all quarterly files at once.

For the more ambitious, there is the everything all at once option. At the top of the page, listed under “Primary Dataset” you can download every quarterly data file compressed into a single archive. To give you an idea of the scope of what you’re downloading, here are a few stats on the 2023Q2 Primary Dataset released in October 2023.

• 2000Q1–2023Q2 Acquisition and Performance File
  Archive Stats: (48.2GB) (Download Time — 1 hr. 3 min)
  Unzip Stats: (700 GB) (Unzip Time — 3 hr. 10 min)

Next Steps

Once you have all of your data downloaded and situated, we can move into the next issue of how to efficiently manage and process our files. There are many tools and methods to efficiently manage and process your files regardless of how much data you’ve downloaded. That’s where we’re going next.