loan performance

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Fannie Mae Single-Family Loan Performance Data

Creators: Fannie Mae (Federal National Mortgage Association)
Publication Date: 2026-04-30
Creators: Fannie Mae (Federal National Mortgage Association)

Fannie Mae’s Single-Family Loan Performance Data provides loan-level origination and performance data on a portion of Fannie Mae’s single-family mortgage book, including borrower characteristics, loan terms, and monthly performance updates. Used in Buchak et al. (2024, Journal of Political Economy) to analyse mortgage origination and credit risk transfer patterns in the context of shadow banking and off-balance-sheet activities.

Freddie Mac Single-Family Loan-Level Dataset

Creators: Freddie Mac (Federal Home Loan Mortgage Corporation)
Publication Date: 2013-2025
Creators: Freddie Mac (Federal Home Loan Mortgage Corporation)

Freddie Mac’s Single-Family Loan-Level Dataset provides loan-level origination and performance data on a portion of Freddie Mac’s single-family mortgage portfolio, including borrower credit scores, loan-to-value ratios, and monthly delinquency status. Used in Buchak et al. (2024, Journal of Political Economy) alongside the Fannie Mae dataset to examine mortgage market dynamics and the role of government-sponsored enterprises in the context of shadow banking.

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