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 30-year fixed-rate mortgages that the company
purchased or guaranteed from 1999 to 2011.
The availability of this data will help investors build more accurate credit performance models in support of a potential risk sharing initiative highlighted by our regulator, the Federal Housing Finance Agency in
the 2013 conservatorship scorecard [PDF]. The dataset covers approximately 15.7 million 30-year, fixed-rate mortgages originated between January 1, 1999, and December 31, 2011. Monthly loan performance data, including credit performance information up to and including 180-days delinquency, is being disclosed through June 30, 2012. Specific credit performance information in the dataset includes voluntary prepayments and loans that were short sales, deeds-in-lieu of foreclosure, third party sales, and REOs.
Freddie Mac cannot guarantee the Dataset is complete or error-free, and use of the Dataset is entirely at a customer's own risk. Read our disclaimer.
As of May 15, 2013, the Single Family Loan-Level Dataset will reflect updated credit scores for loans originated between 1999 and 2002. Credit scores for loans during this timeframe now use a methodology that is more consistent with the methodology used for credit scores for loans originated after 2002.