In an effort to inform the current discussion on the future of the housing finance system, the Federal Housing Finance Agency (FHFA) has released data presented here on Fannie Mae and Freddie Mac (the Enterprises) that compare the credit quality and performance of the loans they acquired relative to loans financed with private-label mortgage-backed securities.

Data on the Risk Characteristics and Performance of Single-Family Mortgages Originated from 2001 through 2008 and Financed in the Secondary Market (9/13/2010)
Appendix A: Description of the Data 
Appendix B: Description of Data Tables 

PDF FILE
Use the PDF file provided to best view colors in tables as described in the document. Appendix Tables B-3 and B-6, in particular, may not appear as intended in Excel depending on the version used to view the Excel files. Those appendix tables use colors to indicate the severity of ever 90-day delinquency rates—blue indicates rates near zero percent; yellow indicates rates near 15 percent; and red indicates rates of 100 percent. Thus, blues and greens indicate lower ever 90-day delinquency rates, while yellows, oranges, and reds indicate increasingly higher rates. 
Appendix Tables B-1 to B-8 (PDF)


EXCEL FILES (APPENDIX TABLES)
Weighted Data (Based on Unpaid Principal Balance)
Appendix Table B-1: Single-Family Mortgages Originated from 2001 through 2008 and Acquired by the Enterprises or Financed with Private-Label MBS by Loan-to-Value Ratio and Borrower FICO Score at Origination ($ in Billions)

Appendix Table B-2: Share of Single-Family Mortgages from Each Origination Year Acquired by the Enterprises or Financed with Private-Label MBS Represented by Each Combination of Loan-to-Value Ratio and Borrower FICO Score at Origination, 2001-2008 (Percent)

Appendix Table B-3: Ever 90-Day Delinquency Rates of Single-Family Mortgages Originated from 2001 through 2008 and Acquired by the Enterprises or Financed with Private-Label MBS by Loan-to-Value Ratio and Borrower FICO Score at Origination (Percent)

Unweighted Data (Based on Unpaid Principal Balance)
Appendix Table B-4: Single-Family Mortgages Originated from 2001 through 2008 and Financed with Private-Label MBS by Loan-to-Value Ratio and Borrower FICO Score at Origination ($ in Billions)

Appendix Table B-5: Share of Single-Family Mortgages from Each Origination Year Financed with Private-Label MBS Represented by Each Combination of Loan-to-Value Ratio and Borrower FICO Score at Origination, 2001-2008 (Percent)

Appendix Table B-6: Ever 90-Day Delinquency Rates of Single-Family Mortgages Originated from 2001 through 2008 and Financed with Private-Label MBS by Loan-to-Value Ratio and Borrower FICO Score at Origination (Percent)

Unweighted Data (Based on Loan Count)
Appendix Table B-7: Single-Family Mortgages Originated from 2001 through 2008 and Acquired by the Enterprises or Financed with Private-Label MBS by Loan-to-Value Ratio and Borrower FICO Score at Origination (Loan Count)

Appendix Table B-8: Share of Single-Family Mortgages from Each Origination Year Acquired by the Enterprises or Financed with Private-Label MBS Represented by Each Combination of Loan-to-Value Ratio and Borrower FICO Score at Origination, 2001-2008 (Percent of Loan Count)