Because of a lack of evidence, we know little about how housing was built in North American cities before World War II. A new method, based on the concept of a “self-built threshold,” uses property assessment records to estimate the contribution of self- building to total construction at a given place and time. An application of this method indicates that self-building accounted for one-third of new construction in Toronto, Ontario between 1901–1913. The evidence validates the proposed method and raises questions about models of the housing market that assume that housing is purchased from savings and current income alone.