Single Family Loan-Level Dataset
As part of a larger effort to increase transparency, Freddie Mac is making available loan-level credit performance data on a portion of fully amortizing fixed-rate mortgages that the company purchased or guaranteed from 1999 to 2015.
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 2013 conservatorship scorecard, 2014 conservatorship scorecard, 2015 conservatorship scorecard, and 2016 conservatorship scorecard.
The dataset covers approximately 21.8 million fixed-rate mortgages originated between January 1, 1999, and March 21, 2015. Monthly loan performance data, including credit performance information up to and including property disposition, is being disclosed through September 30, 2015. 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 paid installment.
The information in the historical dataset is unaudited and subject to change. Freddie Mac cannot guarantee the dataset is complete or error free. Read our disclaimer. The historical dataset is not to be construed as securities disclosure.
In addition, Freddie Mac requires a licensing agreement for commercial redistribution of the data in its Single-Family Loan-Level Dataset. Use of the dataset continues to be free for non-commercial, academic/research and for limited use, subject to the applicable terms and conditions.