Details: The loan-servicers have the same data and many have provided it to Black-Knight (LPS/McDash) for years. http://www.bkfs.com/Data-and-Analytics/CorporateInformation/...
While you mention that Freddie provided data from 2006, the loan-level performance data is even more recent. The original releases were just origination info and thus worthless by themselves for risk assessment.
Details: The loan-servicers have the same data and many have provided it to Black-Knight (LPS/McDash) for years. http://www.bkfs.com/Data-and-Analytics/CorporateInformation/...
While you mention that Freddie provided data from 2006, the loan-level performance data is even more recent. The original releases were just origination info and thus worthless by themselves for risk assessment.