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Single Family Loan-Level Dataset
General User Guide

August 2018

Single Family Loan-Level Dataset: General User Guide

Introduction ............................................................................................................................. 3
Loan Selection Criteria & Data Overview ............................................................................. 4
Dataset Overview .................................................................................................................... 6
Single Family Loan-Level Dataset ....................................................................................................... 6
Single Family Loan-Level Dataset Sample .......................................................................................... 6
Single Family HARP Loan-Level Dataset ............................................................................................ 6

File Layout & Data Dictionary ................................................................................................ 7
Origination Data File ............................................................................................................................ 7
Monthly Performance Data File ......................................................................................................... 12

Interpreting the Data............................................................................................................. 16
Zero Balance Codes .......................................................................................................................... 17
Valid Values....................................................................................................................................... 17
Monthly Reporting Period .................................................................................................................. 18
Repurchases ..................................................................................................................................... 21
Modifications...................................................................................................................................... 22
Actual Loss ........................................................................................................................................ 23
Interpreting HARP Data ..................................................................................................................... 25
Loan level disclosure: Data Masking ................................................................................................. 27

Additional Information ......................................................................................................... 28
A. Dataset for SAS Users ................................................................................................................. 29
B. Dataset for STATA Users ............................................................................................................ 30
C. Dataset for R code users ............................................................................................................. 30
D. HARP Dataset for SAS Users ...................................................................................................... 31
E. HARP Dataset for R Users .......................................................................................................... 32

August 2018

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Single Family Loan-Level Dataset: General User Guide
Introduction
The information provided in this document serves as a reference for understanding the Single Family
Loan-Level Dataset (the “Dataset”). The Dataset includes:


Loan-level origination, monthly loan performance, and actual loss data on a portion of the fully
amortizing 30-year fixed-rate1 Single Family mortgages2 that Freddie Mac acquired with
origination dates from 1999 to the Origination Cutoff Date (see Release Notes for details).



Loan-level origination, monthly loan performance, and actual loss data on a portion of the fully
amortizing 15- and 20-year fixed-rate Single Family mortgages that Freddie Mac acquired with
origination dates from January 1, 2005, to the Origination Cutoff Date (see Release Notes for
details).

Freddie Mac is making this Dataset available at the direction of its regulator, the Federal Housing
Finance Agency (FHFA) as part of a larger effort to increase transparency and help investors build
more accurate credit performance models in support of ongoing and future credit risk-sharing
transactions highlighted in FHFA’s 2017 Conservatorship Scorecard.3
This action builds on earlier efforts to improve data transparency, including Freddie Mac’s decision in
June 2011 to make its multifamily loan-level data available and its implementation of the Uniform
Mortgage Data Program launched in 2010 with Fannie Mae and FHFA.
The Dataset is a “living” dataset, and as such may periodically be corrected or updated over time.
Freddie Mac cannot guarantee the Dataset is complete or error-free, and use of the Dataset is entirely
at your own risk. Freddie Mac will have no liability to you or any third-party for or arising out of your use
of the Dataset. The Dataset is provided on an “as is”, as available basis, and Freddie Mac expressly
disclaims all warranties with respect thereto, including, without limitation, warranties of noninfringement, merchantability and fitness for a particular purpose. Freddie Mac does not warrant that
the data will be error-free, corrected or provided free of interruption. No oral or written information,
advice or representations provided by Freddie Mac or any of its officers, directors, employees, agents,
or subcontractors will create a warranty.

1 For loans originated prior to 1/1/2005 the population of 30-year fixed-rate mortgages includes loans with original loan terms
between 300 months (25-year) and 420 months (35-year). For loans originated on/after 1/1/2005, the dataset includes all
fixed loans regardless of term.
2

The terms “mortgage(s)” and “loan(s)” are used interchangeably throughout the document.

The 2018 Conservatorship Scorecard can be found at: https://www.fhfa.gov/AboutUs/Reports/ReportDocuments/2018Scorecard-12212017.pdf

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Single Family Loan-Level Dataset: General User Guide
Loan Selection Criteria & Data Overview
Freddie Mac’s Single Family Loan-Level Dataset contains loans meeting the following criteria:





Mortgages originated from January 1, 1999, through the “Origination Cutoff Date”, with monthly
loan performance data through the “Performance Cutoff Date,” that were sold to Freddie Mac or
that back Freddie Mac Participation Certificates (PCs). See Release Notes for Origination and
Performance Cutoff Dates4.
Fully amortizing 15-, 20-, and 30-year fixed-rate mortgages1.
Mortgages categorized as having verified or waived documentation (i.e. “full documentation”)5.

The following types of mortgages were excluded from the Dataset:








Adjustable Rate Mortgages (ARMs), Initial Interest, balloons, and any mortgages with step rates
Government-insured mortgages, including Federal Housing Administration/Veterans Affairs
(FHA/VA), Guaranteed Rural Housing (GRH), and HUD-Guaranteed Section 184 Native
American mortgages
Home Possible®/Home Possible Neighborhood Solution® Mortgages and other affordable
mortgages (including lender branded affordable loan products)
Mortgages delivered to Freddie Mac under alternate agreements
Mortgages for which the documentation is not verified or not waived
Mortgages associated with Mortgage Revenue Bonds purchased by Freddie Mac
Mortgages delivered to Freddie Mac with credit enhancements other than primary mortgage
insurance, with the exception of certain lender-negotiated credit enhancements

Loan performance information in the Dataset includes the monthly loan balance, delinquency status
and certain information up to and including the earliest of the following termination events:




Prepaid or Matured (Voluntary Payoff)
Foreclosure Alternative Group (Short Sale, Third Party Sale, Charge Off or Note Sale)
Repurchase prior to Property Disposition

The Dataset includes loans which may have been seasoned prior to purchase by Freddie Mac, as well as certain types of
mortgages, such as construction-to-perm loans (also known as “converted mortgages”) and seller-owned modified mortgages,
which are reported to Freddie Mac with the original note date of the mortgage and the converted or modified First Payment
Date.

Generally, Freddie Mac requires that Sellers of mortgage loans document or verify loan application information about the
Borrower’s income, assets and employment. Sellers’ documentation or verification can take several forms; for example,
Sellers may require that a Borrower provide pay stubs or W-2 or 1099 forms to verify employment and income and depository
and brokerage statements to verify assets. In some cases, because of the measured creditworthiness of the Borrower (for
example, credit score) and loan attributes (for example, a refinance loan or low loan-to-value ratio), a Seller may require a
reduced level of documentation or verification or may waive its general documentation or verification requirements. In other
cases, pursuant to programs offered by lenders, Borrowers may elect to provide a reduced level of documentation or
verification or may elect to provide no documentation or verification of some or all of this information in a loan application.
Standards to qualify for reduced levels of documentation and for waivers of documentation based on creditworthiness, and
what constitutes a material reduced level of documentation, may vary among Sellers. If Freddie Mac agrees with a Seller’s
decision to underwrite the Borrower using reduced documentation or no documentation, Freddie Mac will generally require that
Sellers deliver a special code in connection with the delivery of such mortgage loans. Freddie Mac monitors the performance
of such loans to determine whether they continue to perform at least as well as traditional full documentation loans.

August 2018

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Single Family Loan-Level Dataset: General User Guide


REO Disposition

Actual loss data components of net sale proceeds, expenses, MI recoveries, non-MI recoveries, and
due date of last paid installment (DDLPI) will be disclosed at property disposition. Current Deferred
UPB, which is also a component of actual loss, will be disclosed for the months it is legally effective.
Mortgages which were repurchased after a termination event but prior to the Performance Cutoff Date
are identified in the Dataset. Mortgages that were modified from the original loan terms are also
identified in the Dataset. Only approved and closed workouts (e.g., short sales, modifications, and
deeds-in-lieu of foreclosure) prior to the Performance Cutoff Date are included in the Dataset. The rules
for how these loans are identified and tracked in the Dataset are explained in more detail in the “How to
Interpret the Data” section of this document.
Freddie Mac is the Master Servicer for all loans in the Dataset.

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Single Family Loan-Level Dataset: General User Guide
Dataset Overview
Single Family Loan-Level Dataset
For each calendar quarter, there is one file containing loan origination data and one file containing
monthly performance data for each loan in the origination data file. There are cases when the loan is in
the origination file but not in the performance file. This would happen when the loan gets paid off in the
month of origination or before first cycle begins. Refer to the File Layout and Data Dictionary section of
this document for more information on what data is contained in each file.
Single Family Loan-Level Dataset Sample
Freddie Mac has created a smaller dataset for those who may not require, or have the capability, to
download the full Dataset. The sample dataset is a simple random sample6 of 50,000 loans selected
from each full vintage year and a proportionate number of loans from each partial vintage year of the
full Single Family Loan-Level Dataset. Each vintage year has one origination data file and one
corresponding monthly performance data file, containing the same loan-level data fields as those
included in the full Dataset. Due to the size of the dataset, the data has been broken up and
compressed as detailed below. The files are organized chronologically by year and quarter.
Single Family HARP Loan-Level Dataset
Freddie Mac’s HARP loan level disclosures are an extension to the Single Family Loan-Level Dataset.
The population includes loans that were in Freddie Mac Single Family Loan Level dataset and went
through the Relief Refinance program between 2009 and 2016, with an LTV at the time of re-finance
above 80. Only loans that remained as Fixed Products following this refinance were included in this
disclosure. HARP files are consolidated into one origination and one performance file and not
separated by year and quarter. The files follow the same file format as the Single Family Loan-Level
Dataset except where noted.
Dataset

File Name Format

Full

historical_data1_QnYYYY.zip

Contents
historical_data1_QnYYYY.txt

File Type
Origination Data

Delimiter
Pipe (“|”)

historical_data1_time_QnYYYY.txt Monthly Performance Data
Sample sample_YYYY.zip

HARP

harp_historical_data1.zip

sample_orig_YYYY.txt

Origination Data

Sample_svcg_YYYY.txt

Monthly Performance Data

harp_historical_data1.txt

Origination Data

harp_historical_data1_time.txt

Monthly Performance Data Pipe (“|”)

Pipe (“|”)

A comparison of the full and sample datasets across key loan attributes and performance metrics by
vintage year is available to assist with data validation at the following website:

A sampling method by which a subset of a population is chosen, where each member of the subset has an equal probability
of being chosen once from the larger population. A simple random sample is meant to be an unbiased representation of the
larger population.

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Single Family Loan-Level Dataset: General User Guide
http://www.freddiemac.com/research/pdf/summary_statistics.pdf

File Layout & Data Dictionary
This section provides information regarding the layout of each origination and monthly performance
data file, in addition to information about each of the data elements contained within each file type.
Instructions for reading the data using two popular statistical packages are included in this User Guide,
and can be found in the Appendix (A and B). The information is structured as follows:

Field

Description

Column Position

Position of the Column in a Microsoft Excel Worksheet.

Formal Name and Definition

Name and definition of the loan-level data element.

Valid Values/Calculations

Allowable values for the specific data field and the calculations
used (if applicable).

Type (Data Type)

The type of data found in each column:
 Alpha – contains only letters
 Alpha-numeric – contains letters and numbers
 Numeric – contains only numbers
 Date – represents a specific date (Y = Year, M = Month)
Example: YYYYMM (201207) = July 2012

Length

Represents the maximum number of characters allowed for the
data field.

Origination Data File
ORIGINATION DATA FILE
COLUMN
POSITION7
1

VALID VALUES/
CALCULATIONS

FORMAL NAME AND DEFINITION
CREDIT SCORE - A number, prepared by third parties, summarizing
the borrower’s creditworthiness, which may be indicative of the
likelihood that the borrower will timely repay future obligations.
Generally, the credit score disclosed is the score known at the time of
acquisition and is the score used to originate the mortgage.




TYPE

Numeric
301 - 850
9999 = Not Available,
if Credit Score is < 301
or > 850.

LENGTH
4

The header record row has been removed from all files in the Dataset and sample dataset; the position of columns in each
file remains unchanged.

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Single Family Loan-Level Dataset: General User Guide
ORIGINATION DATA FILE
COLUMN
POSITION7

VALID VALUES/
CALCULATIONS

FORMAL NAME AND DEFINITION


FIRST PAYMENT DATE - The date of the first scheduled mortgage
payment due under the terms of the mortgage note.

FIRST TIME HOMEBUYER FLAG - Indicates whether the Borrower, 
or one of a group of Borrowers, is an individual who (1) is purchasing

the mortgaged property, (2) will reside in the mortgaged property as a 
primary residence and (3) had no ownership interest (sole or joint) in a
residential property during the three-year period preceding the date of
the purchase of the mortgaged property. With certain limited
exceptions, a displaced homemaker or single parent may also be
considered a First-Time Homebuyer if the individual had no ownership
interest in a residential property during the preceding three-year period
other than an ownership interest in the marital residence with a
spouse.

TYPE

LENGTH

YYYYMM

Date

Y = Yes
N = No
9 = Not Available or
Not Applicable

Alpha

Investment Properties, Second Homes and Refinance transactions
are not eligible to be considered First-Time Homebuyer transactions.
Therefore First Time Homebuyer does not apply and will be disclosed
as “Not Applicable”, which will be indicated by a blank space.
4

MATURITY DATE - The month in which the final monthly payment on
the mortgage is scheduled to be made as stated on the original
mortgage note.



YYYYMM

Date

METROPOLITAN STATISTICAL AREA (MSA) OR
METROPOLITAN DIVISION - This disclosure will be based on the
designation of the Metropolitan Statistical Area or Metropolitan
Division based on 2010 census (for Mar 2013 and May 2013
releases) and 2013 census (for Aug 2013 and Dec 2013 releases)
data. Metropolitan Statistical Areas (MSAs) are defined by the United
States Office of Management and Budget (OMB) and have at least
one urbanized area with a population of 50,000 or more inhabitants.
OMB refers to an MSA containing a single core with a population of
2.5 million or more, which may be comprised of groupings of counties,
as a Metropolitan Division.



Metropolitan Division
or MSA Code.
Space (5) = Indicates
that the area in which
the mortgaged
property is located is
a) neither an MSA nor
a Metropolitan
Division, or b)
unknown.

Numeric





1% - 55%
000 = No MI
999 = Not Available

Numeric



If an MSA applies to a mortgaged property, the applicable five-digit
value is disclosed; however, if the mortgaged property also falls within
a Metropolitan Division classification, the applicable five-digit value for
the Metropolitan Division takes precedence and is disclosed instead.
Changes and/or updates in designations of MSAs or Metropolitan
Division will not be reflected in the Single Family Historical Dataset.
6

MORTGAGE INSURANCE PERCENTAGE (MI %) - The percentage
of loss coverage on the loan, at the time of Freddie Mac’s purchase of
the mortgage loan that a mortgage insurer is providing to cover losses
incurred as a result of a default on the loan. Only primary mortgage
insurance that is purchased by the Borrower, lender or Freddie Mac is
disclosed. Mortgage insurance that constitutes “credit enhancement”
that is not required by Freddie Mac’s Charter is not disclosed.
Amounts of mortgage insurance reported by Sellers that are less than
1% or greater than 55% will be disclosed as “Not Available,” which will
be indicated 999. No MI will be indicated by three zeros.

NUMBER OF UNITS - Denotes whether the mortgage is a one-, two-,
three-, or four-unit property.







1 = one-unit
2 = two-unit
3 = three-unit
4 = four-unit
99 = Not Available

Numeric

OCCUPANCY STATUS - Denotes whether the mortgage type is
owner occupied, second home, or investment property.



P = Primary
Residence

Alpha

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Single Family Loan-Level Dataset: General User Guide
ORIGINATION DATA FILE
COLUMN
POSITION7

VALID VALUES/
CALCULATIONS

FORMAL NAME AND DEFINITION


ORIGINAL COMBINED LOAN-TO-VALUE (CLTV) – In the case of a
purchase mortgage loan, the ratio is obtained by dividing the original
mortgage loan amount on the note date plus any secondary mortgage
loan amount disclosed by the Seller by the lesser of the mortgaged
property’s appraised value on the note date or its purchase price. In
the case of a refinance mortgage loan, the ratio is obtained by dividing
the original mortgage loan amount on the note date plus any
secondary mortgage loan amount disclosed by the Seller by the
mortgaged property’s appraised value on the note date. If the
secondary financing amount disclosed by the Seller includes a home
equity line of credit, then the CLTV calculation reflects the disbursed
amount at closing of the first lien mortgage loan, not the maximum
loan amount available under the home equity line of credit. In the
case of a seasoned mortgage loan, if the Seller cannot warrant that
the value of the mortgaged property has not declined since the note
date, Freddie Mac requires that the Seller must provide a new
appraisal value, which is used in the CLTV calculation. In certain
cases, where the Seller delivered a loan to Freddie Mac with a special
code indicating additional secondary mortgage loan amounts, those
amounts may have been included in the CLTV calculation.

TYPE

LENGTH




I = Investment
Property
S = Second Home
9 = Not Available




0% - 200%
999 = Not Available

Full
Dataset:
Numeric
Literal
Decimal;
Sample
Dataset:
Numeric

Full
Dataset:
7;
Sample
Dataset: 3




0% 200 or Not Available, set the CLTV to ‘Not
Available.’ If the CLTV is < LTV, set the CLTV to ‘Not Available.’
This disclosure is subject to the widely varying standards originators
use to verify Borrowers’ secondary mortgage loan amounts and will
not be updated.
10

ORIGINAL DEBT-TO-INCOME (DTI) RATIO - Disclosure of the debt
to income ratio is based on (1) the sum of the borrower's monthly debt
payments, including monthly housing expenses that incorporate the
mortgage payment the borrower is making at the time of the delivery
of the mortgage loan to Freddie Mac, divided by (2) the total monthly
income used to underwrite the loan as of the date of the origination of
the such loan.

HARP ranges:

999 = Not Available

Ratios greater than 65% are indicated that data is Not Available. All
loans in the HARP dataset will be disclosed as Not Available.
This disclosure is subject to the widely varying standards originators
use to verify Borrowers’ assets and liabilities and will not be updated.
11

ORIGINAL UPB - The UPB of the mortgage on the note date.



Amount will be
rounded to the
nearest $1,000.

Numeric

ORIGINAL LOAN-TO-VALUE (LTV) - In the case of a purchase
mortgage loan, the ratio obtained by dividing the original mortgage
loan amount on the note date by the lesser of the mortgaged
property’s appraised value on the note date or its purchase price.




6% - 105%
999 = Not Available

Numeric

HARP ranges:

81% - 999%
In the case of a refinance mortgage loan, the ratio obtained by dividing

999 = Not Available
the original mortgage loan amount on the note date and the
mortgaged property’s appraised value on the note date.
In the case of a seasoned mortgage loan, if the Seller cannot warrant
that the value of the mortgaged property has not declined since the
note date, Freddie Mac requires that the Seller must provide a new
appraisal value, which is used in the LTV calculation.

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Single Family Loan-Level Dataset: General User Guide
ORIGINATION DATA FILE
COLUMN
POSITION7

VALID VALUES/
CALCULATIONS

FORMAL NAME AND DEFINITION

TYPE

LENGTH

Ratios below 6% or greater than 105% will be disclosed as “Not
Available,” indicated by 999. For loans in the HARP dataset, LTV
ratios less than or equal to 80% and greater than 999% will be
disclosed as Not Available.
13

ORIGINAL INTEREST RATE - The original note rate as indicated on
the mortgage note.

CHANNEL - Disclosure indicates whether a Broker or Correspondent,
as those terms are defined below, originated or was involved in the
origination of the mortgage loan. If a Third Party Origination is
applicable, but the Seller does not specify Broker or Correspondent,
the disclosure will indicate “TPO Not Specified”. Similarly, if neither
Third Party Origination nor Retail designations are available, the
disclosure will indicate “TPO Not Specified.” If a Broker,
Correspondent or Third Party Origination disclosure is not applicable,
the mortgage loan will be designated as Retail, as defined below.

Numeric
Literal
decimal







R = Retail
B = Broker
C = Correspondent
T = TPO Not Specified
9 = Not Available

Alpha




Y = PPM
N = Not PPM

Alpha

Broker is a person or entity that specializes in loan originations,
receiving a commission (from a Correspondent or other lender) to
match Borrowers and lenders. The Broker performs some or most of
the loan processing functions, such as taking loan applications, or
ordering credit reports, appraisals and title reports. Typically, the
Broker does not underwrite or service the mortgage loan and
generally does not use its own funds for closing; however, if the
Broker funded a mortgage loan on a lender’s behalf, such a mortgage
loan is considered a “Broker” third party origination mortgage loan.
The mortgage loan is generally closed in the name of the lender who
commissioned the Broker's services.
Correspondent is an entity that typically sells the Mortgages it
originates to other lenders, which are not Affiliates of that entity, under
a specific commitment or as part of an ongoing relationship. The
Correspondent performs some, or all, of the loan processing functions,
such as: taking the loan application; ordering credit reports, appraisals,
and title reports; and verifying the Borrower's income and
employment. The Correspondent may or may not have delegated
underwriting and typically funds the mortgage loans at settlement. The
mortgage loan is closed in the Correspondent's name and the
Correspondent may or may not service the mortgage loan. The
Correspondent may use a Broker to perform some of the processing
functions or even to fund the loan on its behalf; under such
circumstances, the mortgage loan is considered a “Broker” third party
origination mortgage loan, rather than a “Correspondent” third party
origination mortgage loan.
Retail Mortgage is a mortgage loan that is originated, underwritten and
funded by a lender or its Affiliates. The mortgage loan is closed in the
name of the lender or its Affiliate and if it is sold to Freddie Mac, it is
sold by the lender or its Affiliate that originated it. A mortgage loan that
a Broker or Correspondent completely or partially originated,
processed, underwrote, packaged, funded or closed is not considered
a Retail mortgage loan.
For purposes of the definitions of Correspondent and Retail, “Affiliate"
means any entity that is related to another party as a consequence of
the entity, directly or indirectly, controlling the other party, being
controlled by the other party, or being under common control with the
other party.
15

August 2018

PREPAYMENT PENALTY MORTGAGE (PPM) FLAG - Denotes
whether the mortgage is a PPM. A PPM is a mortgage with respect to
which the borrower is, or at any time has been, obligated to pay a
penalty in the event of certain repayments of principal.

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Single Family Loan-Level Dataset: General User Guide
ORIGINATION DATA FILE
COLUMN
POSITION7

VALID VALUES/
CALCULATIONS

FORMAL NAME AND DEFINITION

TYPE

LENGTH

PRODUCT TYPE - Denotes that the product is a fixed-rate mortgage.



FRM – Fixed Rate
Mortgage

Alpha

PROPERTY STATE - A two-letter abbreviation indicating the state or
territory within which the property securing the mortgage is located.



AL, TX, VA, etc.

Alpha

PROPERTY TYPE - Denotes whether the property type secured by
the mortgage is a condominium, leasehold, planned unit development
(PUD), cooperative share, manufactured home, or Single Family
home.





CO = Condo
PU = PUD
MH = Manufactured
Housing
SF = 1-4 Fee Simple
CP = Co-op
99 = Not Available

Alpha

###00, where “###”
represents the first
three digits of the 5digit postal code
Space(5)= Unknown

Numeric

Alphanumeric

Alpha

If the Property Type is Not Available, this will be indicated by 99.

POSTAL CODE – The postal code for the location of the mortgaged
property







20

LOAN SEQUENCE NUMBER - Unique identifier assigned to each
loan.

F1YYQnXXXXXX




LOAN PURPOSE - Indicates whether the mortgage loan is a Cashout Refinance mortgage, No Cash-out Refinance mortgage, or a
Purchase mortgage.





Generally, a Cash-out Refinance mortgage loan is a mortgage loan in
which the use of the loan amount is not limited to specific purposes. A 
mortgage loan placed on a property previously owned free and clear
by the Borrower is always considered a Cash-out Refinance mortgage
loan. Generally, a No Cash-out Refinance mortgage loan is a
mortgage loan in which the loan amount is limited to the following
uses:
Pay off the first mortgage, regardless of its age
Pay off any junior liens secured by the mortgaged property, that were
used in their entirety to acquire the subject property
Pay related closing costs, financing costs and prepaid items, and
Disburse cash out to the Borrower (or any other payee) not to exceed
2% of the new refinance mortgage loan or $2,000, whichever is less.

F1 = product (Fixed
Rate Mortgage);
YYQn = origination
year and quarter; and,
XXXXXX = randomly
assigned digits
P = Purchase
C = Cash-out
Refinance
N = No Cash-out
Refinance
9 =Not Available

As an exception to the above, for construction conversion mortgage
loans and renovation mortgage loans, the amount of the interim
construction financing secured by the mortgaged property is
considered an amount used to pay off the first mortgage. Paying off
unsecured liens or construction costs paid by the Borrower outside of
the secured interim construction financing is considered cash out to
the Borrower, if greater than $2000 or 2% of loan amount.
This disclosure is subject to various special exceptions used by
Sellers to determine whether a mortgage loan is a No Cash-out
Refinance mortgage loan.
22

August 2018

ORIGINAL LOAN TERM - A calculation of the number of scheduled
monthly payments of the mortgage based on the First Payment Date
and Maturity Date.



Numeric
Calculation: (Loan
Maturity Date (MM/YY)
– Loan First Payment
Date (MM/YY) + 1)

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Single Family Loan-Level Dataset: General User Guide
ORIGINATION DATA FILE
COLUMN
POSITION7

VALID VALUES/
CALCULATIONS

FORMAL NAME AND DEFINITION

TYPE

LENGTH

Loans with original term of 420 or more, or 300 or less, are excluded
from the Dataset if originated prior to 1/1/2005. If loan was originated
on/after 1/1/2005, this exclusion does not apply.
23

NUMBER OF BORROWERS - The number of Borrower(s) who are
obligated to repay the mortgage note secured by the mortgaged
property. Disclosure denotes only whether there is one borrower or
more than one borrower associated with the mortgage note. This
disclosure will not be updated to reflect any subsequent assumption of
the mortgage note.





SELLER NAME - The entity acting in its capacity as a seller of
mortgages to Freddie Mac at the time of acquisition.

Numeric

Name of the seller, or
“Other Sellers”

Alphanumeric

Name of the servicer, or
“Other Servicers”

Alphanumeric

Alpha

Alphanumeric

01 = 1 borrower
02 = > 1 borrowers
99 = Not Available

Seller Name will be disclosed for sellers with a total Original UPB
representing 1% or more of the total Original UPB of all loans in the
Dataset for a given calendar quarter. Otherwise, the Seller Name will
be set to “Other Sellers”.
25

SERVICER NAME - The entity acting in its capacity as the servicer of
mortgages to Freddie Mac as of the last period for which loan activity
is reported in the Dataset.
Servicer Name will be disclosed for servicers with a total Original UPB
representing 1% or more of the total Original UPB of all loans in the
Dataset for a given calendar quarter. Otherwise, the Servicer Name
will be set to “Other Servicers”.

SUPER CONFORMING FLAG – For mortgages that exceed
conforming loan limits with origination dates on or after 10/1/2008 and
settlements on or after 1/1/2009




Pre-HARP LOAN SEQUENCE NUMBER – The Loan Sequence
Number link that associates this HARP loan to the Pre-HARP Loan
Sequence Number in the Single Family loan level dataset already
being published on a quarterly basis.

F1YYQnXXXXXX

F1 = product (Fixed
Rate Mortgage);

YYQn = origination
year and quarter; and,

XXXXXX = randomly
assigned digits

Y = Yes
Space (1) = Not
Super Conforming

Monthly Performance Data File
MONTHLY PERFORMANCE DATA FILE
COLUMN
POSITION

FORMAL NAME AND DEFINITION

VALID VALUES/
CALCULATIONS

TYPE

LENGTH

LOAN SEQUENCE NUMBER - Unique identifier assigned to each
loan.

F1YYQnXXXXXX

F1 = product (Fixed
Rate Mortgage);

YYQn = origination
year and quarter; and,

XXXXXX = randomly
assigned digits

Alphanumeric

MONTHLY REPORTING PERIOD – The as-of month for loan
information contained in the loan record.

YYYYMM

Date

August 2018

Page 12 of 33

Single Family Loan-Level Dataset: General User Guide
MONTHLY PERFORMANCE DATA FILE
COLUMN
POSITION
3

VALID VALUES/
CALCULATIONS

FORMAL NAME AND DEFINITION
CURRENT ACTUAL UPB - The Current Actual UPB reflects the
mortgage ending balance as reported by the servicer for the
corresponding monthly reporting period. For fixed rate mortgages,
this UPB is derived from the mortgage balance as reported by the
servicer and includes any scheduled and unscheduled principal
reductions applied to the mortgage.

TYPE

LENGTH

Calculation: (interest
bearing UPB) + (noninterest bearing UPB)

Numeric
Literal
decimal

 XX = Unknown
 0 = Current, or less
than 30 days past due
 1 = 30-59 days
delinquent
 2 = 60 – 89 days
delinquent
 3 = 90 – 119 days
delinquent
 And so on…
 R = REO Acquisition
 Space (3) =
Unavailable

Alphanumeric

Calculation: ((Monthly
Reporting Period) – Loan
Origination Date (MM/YY))
– 1 month

Numeric

Calculation: (Maturity Date
(MM/YY) – Monthly
Reporting Period (MM/YY)

Numeric





N = Not Repurchased
Y = Repurchased
Space (1) = Not
Applicable

Alpha




Y = Yes
Space (1) = Not
Modified

Alpha

For mortgages with loan modifications, as indicated by “Y” in the
Modification Flag field, the current actual unpaid principal balance
may or may not include partial principal forbearance. If applicable, for
loans with partial principal forbearance, the current actual unpaid
principal balance equals the sum of interest bearing UPB (the
amortizing principal balance of the mortgage) and the deferred UPB
(the principal forbearance balance).
Current UPB will be rounded to the nearest $1,000 for the first 6
months after origination date. This was previously reported as zero for
the first 6 months after the origination date.
4

CURRENT LOAN DELINQUENCY STATUS – A value
corresponding to the number of days the borrower is delinquent,
based on the due date of last paid installment (“DDLPI”) reported by
servicers to Freddie Mac, and is calculated under the Mortgage
Bankers Association (MBA) method.
If a loan has been acquired by REO, then the Current Loan
Delinquency Status will reflect the value corresponding to that status
(instead of the value corresponding to the number of days the
borrower is delinquent).

LOAN AGE - The number of months since the note origination month
of the mortgage.
To ensure the age measurement commences with the first full month
after the note origination month, subtract 1.

REMAINING MONTHS TO LEGAL MATURITY - The remaining
number of months to the mortgage maturity date.
For mortgages with loan modifications, as indicated by “Y” in the
Modification Flag field, the calculation uses the modified maturity
date.

REPURCHASE FLAG - Indicates loans that have been repurchased
or made whole (not inclusive of pool-level repurchase settlements).
This field is only populated only at loan termination month.

August 2018

MODIFICATION FLAG – For mortgages with loan modifications,
indicates that the loan has been modified.

Page 13 of 33

Single Family Loan-Level Dataset: General User Guide
MONTHLY PERFORMANCE DATA FILE
COLUMN
POSITION

VALID VALUES/
CALCULATIONS

FORMAL NAME AND DEFINITION

TYPE

LENGTH

ZERO BALANCE CODE - A code indicating the reason the loan's
balance was reduced to zero.

 01 = Prepaid or
Matured (Voluntary
Payoff)
 03 = Foreclosure
Alternative Group
(Short Sale, Third Party
Sale or Charge Off)
 06 = Repurchase prior
to Property Disposition
 09 = REO Disposition
 15 = Note
sale/Reperforming sale

Numeric

ZERO BALANCE EFFECTIVE DATE - The date on which the event
triggering the Zero Balance Code took place.




Date

CURRENT INTEREST RATE - Reflects the current interest rate on
the mortgage note, taking into account any loan modifications.

Numeric
Literal
Decimal

CURRENT DEFERRED UPB: The current non-interest bearing
UPB of the modified mortgage.

$ Amount. Non-Interest
Bearing UPB.

Numeric

DUE DATE OF LAST PAID INSTALLMENT (DDLPI): The due
date that the loan’s scheduled principal and interest is paid
through, regardless of when the installment payment was actually
made.

YYYYMM

Date

MI RECOVERIES - Mortgage Insurance Recoveries are proceeds
received by Freddie Mac in the event of credit losses. These
proceeds are based on claims under a mortgage insurance
policy.

$ Amount. MI Recoveries. Numeric
Literal
Decimal

NET SALES PROCEEDS - The amount remitted to Freddie Mac
resulting from a property disposition or loan sale (which in the
case of bulk sales, may be an allocated amount) once allowable
selling expenses have been deducted from the gross sales
proceeds.

$ Amount. Gross Sale
Proceeds – Allowable
Selling Expenses.

Alphanumeric
Literal
Decimal

YYYYMM
Space(6) = Not
Applicable

C = Covered
U = Unknown

A value of “C” in Net Sales Proceeds stands for Covered, which
means that as part of the property disposition process, Freddie
Mac was “Covered” for its total indebtedness (defined as UPB at
disposition plus delinquent accrued interest) and net sale
proceeds covered default expenses incurred by Servicer during
the disposal of the loan.
A value of “U” indicates that the amount is unknown.
16

NON MI RECOVERIES: Non-MI Recoveries are proceeds
received by Freddie Mac based on repurchase/make whole
proceeds, non-sale income such as refunds (tax or insurance),
hazard insurance proceeds, rental receipts, positive escrow
and/or other miscellaneous credits.

$ Amount. Non MI
Recoveries.

Numeric
Literal
Decimal

EXPENSES - Expenses will include allowable expenses that
Freddie Mac bears in the process of acquiring, maintaining and/
or disposing a property (excluding selling expenses, which are
subtracted from gross sales proceeds to derive net sales
proceeds). This is an aggregation of Legal Costs, Maintenance
and Preservation Costs, Taxes and Insurance, and Miscellaneous
Expenses

$ Amount. Allowable
Expenses.

Numeric
Literal
Decimal

August 2018

Page 14 of 33

Single Family Loan-Level Dataset: General User Guide
MONTHLY PERFORMANCE DATA FILE
COLUMN
POSITION

FORMAL NAME AND DEFINITION

VALID VALUES/
CALCULATIONS

TYPE

LENGTH

$ Amount
LEGAL COSTS - The amount of legal costs associated with the
sale of a property (but not included in Net Sale Proceeds). Prior to
population of a Zero Balance Code equal to 03 or 09, this field will
be populated as “Not Applicable,” Following population of a Zero
Balance Code equal to 03 or 09, this field will be updated (as
applicable) to reflect the cumulative total. Space(12) – Not
applicable

Numeric
Literal
Decimal

MAINTENANCE AND PRESERVATION COSTS –The amount of
maintenance, preservation, and repair costs, including but not
limited to property inspection, homeowner’s association, utilities,
and REO management, that is associated with the sale of a
property (but not included in Net Sale Proceeds). Prior to
population of a Zero Balance Code equal to 03 or 09, this field will
be populated as “Not Applicable,” Following population of a Zero
Balance Code equal to 03 or 09, this field will be updated (as
applicable) to reflect the cumulative total. Space(12) – Not
applicable

$ Amount

Numeric
Literal
Decimal

TAXES AND INSURANCE – The amount of taxes and insurance
owed that are associated with the sale of a property (but not
included in Net Sale Proceeds). Prior to population of a Zero
Balance Code equal to 03 or 09, this field will be populated as
“Not Applicable,”. Following population of a Zero Balance Code
equal to 03 or 09, this field will be updated (as applicable) to
reflect the cumulative total. Space(12) – Not applicable

$ Amount

Numeric
Literal
Decimal

MISCELLANEOUS EXPENSES - Miscellaneous expenses
associated with the sale of a property (but not included in Net
Sale Proceeds). Prior to population of a Zero Balance Code equal
to 03 or 09, this field will be populated as “Not Applicable,”.
Following population of a Zero Balance Code equal to 03 or 09,
this field will be updated (as applicable) to reflect the cumulative
total. Space(12) – Not applicable

$ Amount

Numeric
Literal
Decimal

ACTUAL LOSS CALCULATION

$ Amount

Numeric
Literal
Decimal

Actual Loss was calculated using the below approach:
Actual Loss = (Default UPB – Net Sale_Proceeds) + Delinquent
Accrued Interest - Expenses – MI Recoveries – Non MI
Recoveries.
Delinquent Accrued Interest = (Default_Upb – Non Interest
bearing UPB)* (Current Interest rate – 0.35) * ( Months between
Last Principal & Interest paid to date and zero balance date ) *
30/360/100.
Please note that the following business rules are applied to this
calculation:
a. For all loans, 35 bps is used as a proxy for servicing fee
.
b.
c.
d.

August 2018

The Actual Loss Calculation will be set to zero for loans with
Repurchase Flag =’Y’
The Actual Loss Calculation will be set to zero for loans with
Net Sale Proceeds=’C (i.e, Covered)’.
The Actual Loss Calculation will be set to zero for loans with
Net Sales Proceeds = ‘U” (Net Sales Proceeds are missing
or expenses are not available.

Page 15 of 33

Single Family Loan-Level Dataset: General User Guide
MONTHLY PERFORMANCE DATA FILE
COLUMN
POSITION

VALID VALUES/
CALCULATIONS

FORMAL NAME AND DEFINITION
e.

TYPE

LENGTH

The Actual Loss Calculation will be set to missing for loans
disposed within three months prior to the performance cutoff
date.
Modification Costs are currently not included in the
calculation of The Actual Loss Calculation field.

MODIFICATION COST – The cumulative modification cost
amount calculated when Freddie Mac determines such mortgage
loan has experienced a rate modification event. Modification Cost
is applicable for loans with rate changes only. This amount will
be calculated on a monthly basis beginning with the first reporting
period a modification event is reported, and disclosed in the last
performance record.
For example:
(Original Interest Rate/1200 * Current Actual UPB) – (Current
Interest Rate/1200 * (sum(Current Actual UPB, -Current Deferred
UPB)) and aggregate each month since modification through the
Performance Cutoff Date into a cumulative amount

$ Amount

Numeric
Literal
Decimal

STEP MODIFICATION FLAG – A Y/N flag will be disclosed for
every modified loan, to denote if the terms of modification
agreement call for note rate to increase over time.





Y = Yes
N = No
Space (1) = Not Step
Mod

Alpha

DEFERRED PAYMENT MODIFICATION – A Y/N flag will be
disclosed to indicate Deferred Payment Modification for the loan.




Y = Yes
N = No

Alpha

Interpreting the Data
The Single Family Loan-Level Dataset is split in calendar quarters, beginning with the first quarter of
1999 and ending with the quarter as of the Origination Cutoff Date. For each calendar quarter, there is



One “origination data” file containing loan-level origination information for all the loans originated
during the quarter.
One “monthly performance data” file for all of the respective loans originated during the quarter.

The monthly performance data file contains monthly loan-level credit performance and actual loss data
for each loan, starting from the time of loan acquisition by Freddie Mac until the earlier of a termination
event or the Performance Cutoff Date, which is the last period of performance data available for any
loan in the Dataset.
Termination events are described in more detail in the section below entitled “Zero Balance Codes”.
Note that the monthly performance data file does not contain monthly performance information for the
timeframe between loan origination and loan acquisition by Freddie Mac.

August 2018

Page 16 of 33

Single Family Loan-Level Dataset: General User Guide
Each loan in the origination data file is assigned a unique Loan Sequence Number. The monthly
performance data file corresponding to the origination data file may contain multiple records with the
same Loan Sequence Number, identifying the monthly performance records associated to a given loan.
Note that Loan Sequence Numbers in the Dataset do not correspond to Loan Sequence Numbers
found in existing Freddie Mac participation certificate (PC) disclosures.

Zero Balance Codes
Loans may become inactive in the Dataset for a variety of reasons, including voluntary payoffs or credit
events, known as “termination events”. Loans that become inactive in the Dataset due to a termination
event on or before the Performance Cutoff Date will not be updated for activity in subsequent periods.
Loans that were repurchased from Freddie Mac after a termination event are the exception to this
practice, as discussed in the section below entitled “Repurchases”. The reason for loan inactivity will
be indicated by the value in the Zero Balance Code field, which is set during the Monthly Reporting
Period corresponding to the Zero Balance Effective Date.
If applicable, the Zero Balance Code may be set at most once for a given loan in the Dataset. If more
than one termination event occurs in the same reporting period for a given loan (e.g., a loan is
repurchased and REO disposed), the higher-ranking termination event is reported in the Dataset. The
table below describes each of the termination events reported in the Dataset, the associated Zero
Balance Code, and the applicable priority (5 being the lowest and 1 being the highest).
Zero Balance
Code

Priority

Prepaid or Matured (Voluntary Payoff)

Foreclosure Alternative Group (Short Sale, Third
Party Sale, Charge Off or Note Sale)

Repurchase prior to Property Disposition

REO Disposition

NPL/RPL Loan Sale

Reason for Loan Termination

Valid Values
Certain data elements for some loans in the Single Family Loan-Level Dataset will not be disclosed if
the value is above or below reasonable thresholds, as determined by Freddie Mac and detailed in the
table below:
Data Element

File Type

Valid Values

If Not Valid

Credit Score (FICO)

Origination

301 - 850

Space (3)

Mortgage Insurance Percentage (MI %)

Origination

1% - 55% or 0 (000)

Space (3)

Original Debt-to-Income Ratio (DTI)

Origination

0%, delimiter(“|”)

Save Data into STATA format (*.dta):
Save

If you have the need to pull the Origination and Performance data files into a single view:
use
joinby id_loan using

Note: The above-mentioned steps have been tested and suggested only for STATA Ver. 12.
For a different version, please refer to STATA Release Notes at http://www.stata.com/features/.
C. Dataset for R code users
Step

Instructions

Copy all files to a specific directory

setwd("directory path")
origclass <- c('integer','integer','character', 'integer', 'character', 'real', 'integer',
'character','real','integer','integer','integer',’real’,'character','character','character','character',
'character','character','character','character', 'integer', 'integer','character','character' ,’character’ )
origfile_Qnyyyy <- read.table("historical_data1_Qnyyyy.txt", sep="|", header=FALSE, colClasses=origclass
)
names(origfile_Qnyyyy)=c('fico','dt_first_pi','flag_fthb','dt_matr','cd_msa',"mi_pct",'cnt_units','occpy_sts','cltv'
,'dti','orig_upb','ltv','int_rt','channel','ppmt_pnlty','prod_type','st', 'prop_type','zipcode','id_loan','loan_purpose',
'orig_loan_term','cnt_borr','seller_name','servicer_name', ‘flag_sc’)

August 2018

Page 30 of 33

Single Family Loan-Level Dataset: General User Guide
Step

Instructions
svcgclass <- c('character','integer','real','character', 'integer','integer','character','character',
'character','integer','real','real','integer', 'integer', 'character','integer','integer',
'integer','integer','integer','integer','real',’real’, ’character’)

svcgfile_Qnyyyy <- read.table("historical_data1_time_Qnyyyy.txt", sep="|", header=FALSE,
colClasses=svcgclass)

names(svcgfile_Qnyyyy)=c('id_loan','svcg_cycle','current_upb','delq_sts','loan_age','mths_remng',
'repch_flag','flag_mod', 'cd_zero_bal',
'dt_zero_bal','current_int_rt','non_int_brng_upb','dt_lst_pi','mi_recoveries',
'net_sale_proceeds','non_mi_recoveries','expenses', 'legal_costs',
'maint_pres_costs','taxes_ins_costs','misc_costs','actual_loss', ‘modcost’, ’stepmod_ind’, ‘dpm_ind’))

D. HARP Dataset for SAS Users
Follow the steps below to import a given HARP Dataset file into the SAS application:
Step

Instructions

Copy all files to a specific directory

Assign a SAS macro variable out_dir pointing to the file location

Run the following code on each file, adjusting the file name (QnYYYY) accordingly:
data origfile;
infile "&indir./ harp_historical_data.txt" dlm= '|' MISSOVER DSD lrecl=32767 firstobs=1 ;
input
fico
: 8.
dt_first_pi
: 8.
flag_fthb
: $1.
dt_matr
: 8.
cd_msa
: 8.
mi_pct
: 8.
cnt_units
: 8.
occpy_sts
: $1.
cltv
: 8.
dti
: 8.
orig_upb
: 8.
ltv
: 8.
int_rt
: 8.
channel
: $1.
ppmt_pnlty
: $1.
prod_type
: $5.
st
: $2.
prop_type
: $2.
zipcode
: $5.
id_loan
: $16.
loan_purpose : $5.
orig_loan_term : 8.
cnt_borr
: $2.
seller_name
: $20.
servicer_name : $20.

August 2018

Page 31 of 33

Single Family Loan-Level Dataset: General User Guide
Step

Instructions
flag_sc : $1.
preharp_id_loan : $12.
run;
data svcgfile;
infile "&indir./ harp_historical_data_time..txt" dlm= '|' MISSOVER DSD lrecl=32767 firstobs=1 ;
input
ID_loan
: $12.
Period
: 8.
Act_endg_upb : 8.
delq_sts
: $8.
loan_age
: 8.
mths_remng
: 8.
repch_flag
: $1.
flag_mod
: $1.
CD_Zero_BAL : $3.
Dt_zero_BAL
: 8.
New_Int_rt
: 8.
Amt_Non_Int_Brng_Upb
: 12.
Dt_Lst_Pi
: 6.
MI_Recoveries
: 12.
Net_Sale_Proceeds
: $14.
Non_MI_Recoveries : 12.
Expenses : 12.
legal_costs
: 12.
maint_preserv_costs : 12.
Taxes_ins_costs : 12.
misc_costs
: 12.
actual_loss
: 12.
Modcost : 12.
Stepmod_ind : $1.
dpm_ind : $1.
;
run;

E. HARP Dataset for R Users
Step

Instructions

Copy all files to a specific directory

setwd("directory path")
origclass <- c('integer','integer','character', 'integer', 'character', 'real', 'integer',
'character','real','integer','integer','integer',’real’,'character','character','character','character',
'character','character','character','character', 'integer', 'integer','character','character' ,’character’ )
harp_origfile <- read.table("harp_historical_data.txt", sep="|", header=FALSE, colClasses=origclass )
names(harp_origfile)=c('fico','dt_first_pi','flag_fthb','dt_matr','cd_msa',"mi_pct",'cnt_units','occpy_sts','cltv','dt
i','orig_upb','ltv','int_rt','channel','ppmt_pnlty','prod_type','st', 'prop_type','zipcode','id_loan','loan_purpose',
'orig_loan_term','cnt_borr','seller_name','servicer_name', ‘flag_sc’, ‘preharp_id_loan’)
svcgclass <- c('character','integer','real','character', 'integer','integer','character','character',
'character','integer','real','real','integer', 'integer', 'character','integer','integer',
'integer','integer','integer','integer','real',’real’,‘character’,’character’)
l

August 2018

Page 32 of 33

Single Family Loan-Level Dataset: General User Guide
Step

Instructions
svcgfile_Qnyyyy <- read.table("harp_historical_data_time.txt", sep="|", header=FALSE,
colClasses=svcgclass)
names(harp_svcgfile)=c('id_loan','svcg_cycle','current_upb','delq_sts','loan_age','mths_remng',
'repch_flag','flag_mod', 'cd_zero_bal',
'dt_zero_bal','current_int_rt','non_int_brng_upb','dt_lst_pi','mi_recoveries',
'net_sale_proceeds','non_mi_recoveries','expenses', 'legal_costs',
'maint_pres_costs','taxes_ins_costs','misc_costs','actual_loss', ‘modcost’, ‘stepmod_ind’, dpm_ind )

August 2018

Page 33 of 33

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