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Freddie Mac Publishes Single Family Loan-Level Dataset

March 20, 2013

Within the past two years, you have seen several examples of our commitment to provide investors with greater transparency on the performance of the loans we purchase and securitize. Today we have taken another step forward by publishing historical loan-level credit performance data on a portion of the fully amortizing 30-year, fixed-rate single-family mortgages that we have purchased during the past 13 years.

We are making this data available at the direction of the Federal Housing Finance Agency (FHFA) as part of a larger effort to increase transparency, which helps investors build more accurate credit performance models in support of potential risk-sharing initiatives highlighted in FHFA's 2013 Conservatorship Scorecard. Making this data available also will help lay the groundwork for increased private capital participation.

The data will be available on the Single Family Loan-Level Dataset page and will include:

  • Loan-level credit performance data for our standard 30-year fixed-rate fully amortizing single-family mortgages. This data is for mortgages purchased or securitized by Freddie Mac with origination dates from January 1, 1999, through December 31, 2011, and serviced by Freddie Mac Servicers from January 1, 1999, through June 30, 2012.
  • 35 loan-level data elements, including credit score, loan purpose, actual unpaid principal balances ("UPB"), repurchase flag (indicating a repurchase, if applicable,) and others. Credit performance information in the new dataset includes delinquencies of up to and including 180-days. Specific performance information in the dataset includes voluntary prepayments, repurchases and loan modifications, and loans that were short sales, deeds-in-lieu of foreclosure, third party sales, and REOs.
  • Publication of the Seller/Servicer name based on:
    • Sellers that delivered the loan at the time Freddie Mac purchased or securitized the loan. Only Seller names that represent 1 percent or more of the origination UPB for the quarter will be disclosed. All other Sellers will be disclosed as "other."
    • The Servicer as of the earlier loan termination or the active Servicer as of June 2012. Only Servicer names that represent at least 1 percent of the origination UPB for the quarter will be disclosed. All other Servicers will be listed as "other."

We will update this data each quarter and may include more recent productions, other mortgage product types, and additional data elements in the future. 

The dataset published today represents approximately 53 percent of Freddie Mac's total loan population between 1999 and 2011 but does not include information on adjustable-rate mortgages, balloon/reset mortgages, step-rate mortgages, our retired interest-only type mortgage offerings, government-insured mortgages, and mortgages that are now or were part of our affordable lending mortgage product offerings (such as our retired Affordable Gold® Mortgages and our current Home Possible® Mortgages). The dataset also does not include information related to Home Affordable Refinance Program (HARP) mortgages purchased or securitized through our Relief Refinance MortgageSM offering, or mortgages with loan-level credit enhancements other than primary mortgage insurance as of funding/issuance, with the exception of certain lender-negotiated credit enhancements. For a full list of exclusions, refer to the user guide on the Single Family Loan-Level Dataset page on

While significantly more substantial in terms of volume, the Single-Family Loan Level Dataset is consistent with similar past data publication and disclosure activities. In June 2011, we provided the same type of loan-level data for Multifamily housing loans and enhanced asset-backed securities, and in 2010 we began disclosing Single Family delinquency pool-level data.

We encourage you to review the dataset on for specific information and details. If you have questions about viewing or using the actual data, it is important that you email our specialists at This inbox is monitored by individuals who will focus only on answering specific questions about viewing and using this data.

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