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Fannie Mae publishes seriously delinquent data each and every month for mortgages that it owns. The good news is that the delinquency rate has started to come down during 2010; the bad news is that it is still elevated versus historic norms.
Fannie Mae saw it's highest delinquency rates during February 2010, when 3.9% of single-family homes (non-credit enhanced / i.e. conforming mortgages) were seriously behind their monthly payment. Things were even worse for Fannie's credit enhanced notes (i.e. lower down-payment levels and likely paying mortgage insurance)---A whopping 13.8% of credit enhanced mortgages were deliquent in February, 2010.
Since that time, things improved to 3.4% andd 10.6% by the end of 2010.
Although things have improved, Fannie is still in a little worse shape than Freddie (That will be the topic of another post).