The charts below provide monthly information regarding delinquent loans backing Fannie Mae's CL prefix MBS and Fannie Mae's non-CL prefix MBS. The information is categorized by MBS pass-through rates with corresponding product type and vintage information (year of MBS issuance).
The charts show the total scheduled unpaid principal balances of loans that were delinquent as to four or more consecutive monthly payments, those balances as a percentage of total scheduled unpaid principal balances of all loans in the related MBS, and delinquent loan count. The disclosure includes seven categories of conventional fixed-rate mortgage loan product (organized by MBS prefix), two categories of conventional adjustable-rate mortgage loan product, and an additional category (designated as "other") that includes all remaining loan products.
Market participants should consult our MBS Prospectus for additional information regarding our trust agreement provisions and servicing practices regarding troubled loans, including purchases of delinquent loans from MBS trusts.
Note: Since the data contained in the chart is as of the end of the second calendar month preceding the month of publication, the chart includes delinquent loans which may have been purchased from MBS in the month prior to the month of publication.
For more information regarding this chart, please contact the Fixed-Income Securities Investor Helpline at 800-2FANNIE (800-232-6643) or via e-mail.
The following charts are available by month and are presented in a Portable Document Format (PDF). Starting in July 2014, for the May 2014 report, the data will also be made available in .xls format.