Introducing the Recursion Agency Multifamily Dataset Part I: Issuance

Over the past 18 months, Recursion has undertaken an extensive effort to aggregate multifamily loans and properties across all three Agencies by Deal Type. The data is complete back to 2009 for all three Agencies and somewhat longer for individual deal types. This allows us to aggregate the loans to the pool and then CMO levels for in-depth analysis. An innovation is that we have tied the loans to the property level, giving us the ability to perform analyses on a wide variety of topics, including ESG considerations and much more[1].
​
For this note, we will provide a basic overview of the dataset. Here is the topmost view from the Agency level:

RUN UNDERLYING QUERY 1

RUN UNDERLYING QUERY 2

RUN UNDERLYING QUERY 3

To read the full article, please send an email to [email protected]

---