%0 Journal Article %A Laurie S. Goodman %A Brian Landy %A Roger Ashworth %A Lidan Yang %T A Look at Freddie Mac’s Loan-Level Credit Performance Data %D 2014 %R 10.3905/jsf.2014.19.4.052 %J The Journal of Structured Finance %P 52-61 %V 19 %N 4 %X In March 2013 Freddie Mac released loan-level credit performance data on 15.7 million fully documented, amortizing 30-year fixed-rate mortgages purchased over the last 13 years. This is the first time loan level agency data has been provided; it is part of the broader effort to promote risk-sharing initiatives with the private market. In this article, we take a first look through the data, highlight the importance of FICO and LTV, and discuss the implications for risk sharing and guarantee fees going forward.TOPICS: MBS and residential mortgage loans, legal/regulatory/public policy %U https://jsf.pm-research.com/content/iijstrfin/19/4/52.full.pdf