The latest Clarity Data Intelligence® (Clarity) updates are now available to improve your Credit Risk Transfer (CRT) experience.

Here’s what’s new:

CRT Updates

Enhancements to the Structure Tranche Level Dashboard

The Structure Tranche Level dashboard now offers new functionalities and additional data elements. Using the new ‘Tranche Status’ drop-down, you can now filter the dashboard to display the following:

  • Classes issued as part of a STACR® transaction.
  • Layers placed as part of an ACIS® transaction.
  • Retained tranches.

This filter simplifies the analysis of payment and loss information.

A new ‘Series Year’ global filter is available for use on the Tranche Level dashboard. For easier analysis, use this filter to restrict your view of the dashboard to only desired deal issuance years.

There are several new elements available on the dashboard, providing additional tranche-level information:

  • ‘Accrual Day’ column
  • ‘Beginning UPB Period’ column
  • ‘ACIS Payment Premium’ column
  • ‘Total’ row

Two columns were renamed to more accurately reflect the data contained in each:

  • ‘Tranche Bond Issuance’ is now called ‘Tranche Issuance.’
  • ‘ACIS Premium’ is now called ‘ACIS Premium Pct.’

To optimize your experience while using the Tranche Level dashboard, we removed the Deal ID, Deal Type and Loss Type columns. Deal and loss type of each transaction can still be identified by using the respective global filter.

Retirement of the Structure Deal Level Dashboard

We retired the Structure Deal Level dashboard and made information from this dashboard available on other pages throughout Clarity. The ‘Amt Mod Cost Period,’ ‘Amt Loss Period,’ ‘Amt Mod Cost Cum’ and ‘Amt Loss Cum’ columns moved to the Structure Overview dashboard.

New Single-Family Loan-Level Dataset Data Download Page

A new ‘Single-Family Loan-Level Dataset (SFLLD) Data Download’ page was recently added to Clarity.

On the new SFLLD Data Download page, you can access:

  • The entire Standard Dataset in a single download
  • The Standard Dataset by vintage
  • A Standard Dataset sample file for each vintage
  • The full Non-Standard Dataset
  • The Reperforming Loan ID Match

The latest release of SFLLD files is now available to be downloaded from this page. Beginning with Release 46, the quarterly updates of the SFLLD will be released solely on Clarity and will no longer be available on eMBS.