Factors

Delinquencies

Henceforth, data points with current balance below $50M are not displayed. ### 30-Day Delinquency

60-Day Delinquency

90-Day Delinquency

120-Day Delinquency

150-Day Delinquency

180-Day Delinquency

D180 or pre-D180 Credit Event

Single Month Mortality

Current balances are masked for the first 6 months after loan acquisition.

Cumulative Prepay

Cumulative Repurchase

Defaults

Monthly Default Rate

Cumulative Net Loss Rate

The sign convention for Net Loss in Freddie Mac is reversed vs Fannie Mae.

Severity

The sign convention for Net Loss in Freddie Mac is reversed vs Fannie Mae.