As part of a broader effort to increase transparency, Freddie Mac is making available loan-level credit performance data on all mortgages the company has purchased or guaranteed from 1999 through 2021.
The availability of this data will help investors build more accurate credit performance models in support of ongoing risk-sharing initiatives highlighted by our regulator, the Federal Housing Finance Agency, in the guardianship 2021
The standard and non-standard data sets cover approximately 48.9 million mortgage loans (including HARP loans) issued between January 1, 1999 and June 30, 2021. Monthly loan performance data, including information on credit performance up to and including the sale of ownership is disclosed through September. 30, 2021. Specific credit performance information in the dataset includes voluntary prepayments and loans that were foreclosure alternatives and REOs. Specific actual loss data in the dataset includes net sales proceeds, MI recoveries, non-MI recoveries, expenses, current deferred UPB, and due date of last installment paid.
The information contained in the historical dataset is unaudited and is subject to change. Freddie Mac cannot guarantee that the dataset is complete or error free. Read our disclaimer. The historical data set should not be construed as a securities disclosure.
Additionally, Freddie Mac requires a license agreement for commercial redistribution of data in its single-family loan level dataset. Use of the dataset continues to be free for non-commercial, academic/research and limited use purposes, subject to applicable terms and conditions.
The opinions, estimates, forecasts and other views contained herein are those of Freddie Mac’s Economics and Housing Research Group, do not necessarily represent the views of Freddie Mac or its management, and should not be construed as indicating Freddie Mac’s business prospects or forecasts. results. Although the Economic & Housing Research group attempts to provide reliable and useful information, it does not guarantee that the information or other content of this document is accurate, current or fit for a particular purpose. All content is subject to change without notice. All content is provided “as is” without warranty of any kind. Information in this document may be used with proper attribution. Modification of this document or its contents is strictly prohibited. ©2022 by Freddie Mac.