HMDA data
Mortgage applications and originations, by month and county - Data derived from confidential HMDA data. Observations are either at the state-month level or the county-month level. County-month data restricted to the top 500 counties in a given year in terms of total originations. Month refers to either the month of loan application or the month of action. For applications that become loans, month of action is the month when the loan is originated; for other applications, month of action is the month when the final action on the application (denial, approved but not accepted by applicant, withdrawn by the applicant, or closed for incompleteness) takes place. NOTE: Data for 2016 is incomplete in the 1994-2016 file because many applications that were submitted in 2016 were not originated or acted upon until 2017; complete data for 2016 are provided in the 2016-2022 file.
Data tables for the 2016 HMDA Federal Reserve Bulletin Article (with Steve Lauffer and Dan Ringo) [.xlsx] - This file includes supplementary data on aggregate mortgage originations at a monthly frequency. See sheets S1.A and S1.B.
First and junior lien home purchase loans, by census tract and year, 2000-2010
HMDA lender file (a.k.a. "The Avery file") - Constructed by Robert Avery, this dataset contains matching information for all lenders who have ever filed a HMDA report. The HMDA ID is matched to information in the FRB’s NIC system and FFIEC or TFR Call Reports for each filing year. It is also matched to HUD’s list of manufactured home and subprime lenders (for 1993-2005) and the FFIEC’s list of CRA wholesale and limited purpose institutions. In the case of a HMDA filer who is a subsidiary of a bank or thrift, the HMDA filer is matched to the parent institution. If the filer is a subsidiary of a bank holding company, the filer is matched to the lead (largest) bank of the holding company.
PMI Data
Application level data on private mortgage insurance, 1996-2011 - Data submitted by private mortgage insurance companies to the FFIEC and then disseminated to the public. The fields mimic those in the HMDA data.