Single-Family Loan-Level Dataset 

Release Notes January 2024

Cutoff Dates and Records (Full Volume Dataset)

Release

Number

Release 

Date

Origination 

Cutoff Date

Performance 

Cutoff Date

Total 

Quarters 

Approx. Origination 

Records (Millions)

Approx. Performance 

Records (Billions)

38 1/24/2024 6/30/2023 9/30/2023 98 46.4

1 2.51

37 10/23/2023 03/31/2023 06/30/2023 97 46.21 2.41

36 07/12/2023 12/31/2022 03/31/2023 96 45.91 2.41

35 04/12/2023 09/30/2022 12/31/2022 95 45.81 2.31

34 01/25/2023 06/30/2022 09/30/2022 94 45.41 2.31

33 11/28/2022 03/31/2022 06/30/2022 93 44.91 2.31

32 07/25/2022 12/31/2021 03/31/2022 92 44.41 2.21

31 04/11/2022 09/30/2021 12/31/2021 91 43.51 2.21

30 01/10/2022 06/30/2021 09/30/2021 90 48.9 2.6

29 10/12/2021 03/31/2021 06/30/2021 89 47.9 2.5

28 07/09/2021 09/30/2020 03/31/2021 87 45.5 2.4 

27 04/19/2021 09/30/2020 12/31/2020 87 45.5 2.4

26 01/06/2021 06/30/2020 09/30/2020 86 32.4 1.6

25 09/17/2020 06/30/2019 12/31/2019 82 29.9 1.4

24 04/29/2020 12/31/2018 06/30/2019 80 27.7 1.4

23 11/14/2019 09/30/2018 03/31/2019 79 27.5 1.4

22 02/14/2019 12/31/2017 06/30/2018 76 26.6 1.3

21 10/19/2018 09/30/2017 03/31/2018 75 26.3 1.3

20 08/24/2018 06/30/2017 12/31/2017 74 25.9 1.2

19 03/27/2018 03/31/2017 09/30/2017 73 24.6 1.1

18 11/22/2017 12/31/2016 06/30/2017 72 24.4 1.1

17 09/29/2017 09/30/2016 03/31/2017 71 23.9 1.1

16 06/21/2017 06/30/2016 12/31/2016 70 23.5 1.1

15 03/03/2017 03/31/2016 09/30/2016 69 23.1 1.1

14 11/04/2016 09/30/2015 03/31/2016 67 22.5 1.1

13 07/13/2016 06/30/2015 12/31/2015 66 22.2 1.0

12 03/21/2016 03/31/2015 09/30/2015 65 21.8 1.0

11 12/07/2015 12/31/2014 06/30/2015 64 21.5 1.0

10 06/22/2015 03/31/2014 09/30/2014 61 17.5 0.8
2

1Counts represent Standard dataset loans & records only. Non-Standard dataset remains unchanged from the prior 

release.

Release Changes

Release 38 - January 2024

Standard Dataset:

1. Added loan Origination Data from April 1, 2023 through June 30, 2023 and Performance data up to 

September 30, 2023.

2. Minor bug fixes and data corrections.

Release 37 - October 2023

Standard Dataset:

1. Added loan Origination Data from January 1, 2023 through March 31, 2023 and Performance data up 

to June 30, 2023.

2. Minor bug fixes and data corrections.

Release 36 - July 2023

Standard Dataset:

1. Added loan Origination Data from October 1, 2022 through December 31, 2022 and Performance data 

up to March 31, 2023.

The Non-Standard Dataset was not updated for this release.

Release 35 - April 2023

Standard Dataset:

1. Added loan Origination Data from June 30, 2022 through September 30, 2022 and Performance data 

up to December 31, 2022.

2. Added a valid value to the Property Valuation Method field of 4 which represents ACE + PDR loans.

3. Reperforming Loan Sales will no longer be categorized as a 15 Zero Balance Code. Instead, they will 

have a 16 Zero Balance Code. For 16 Zero Balance Code loans, no losses will be disclosed. Nonperforming Loan Sales (Note Sales) will continue to be disclosed as a 15 Zero Balance Code and will 

include loss data. Reperforming Loan Sale will not be considered a default event.

Cutoff Dates and Records (Full Volume Dataset)

9 03/23/2015 09/30/2013 03/31/2014 59 17.2 0.8

8 11/24/2014 06/30/2013 12/31/2013 58 16.9 0.8

7 09/15/2014 06/30/2013 12/31/2013 58 16.9 0.7

6 06/16/2014 03/31/2013 09/30/2013 57 16.7 0.7

5 03/31/2014 12/31/2012 06/30/2013 56 16.5 0.7

4 12/16/2013 09/30/2012 03/31/2013 55 16.2 0.7

3 08/08/2013 06/30/2012 12/31/2012 54 16.0 0.7

2 05/20/2013 12/31/2011 06/30/2012 52 15.7 0.6

1 03/01/2013 09/30/2011 03/31/2012 51 15.4 0.6
3

4. A new field, MI Cancellation Indicator, has been added to the end of the origination data file. This field 

will distinguish between loans which have active MI, were originated with MI but whose MI has been 

subsequently cancelled, and loans that were not originated with MI. Please see the User Guide for 

more details.

The Non-Standard Dataset was not updated for this release.

Release 34 - January 2023

Standard Dataset:

1. Added loan Origination Data from March 31, 2022 through June 30, 2022 and Performance data up to 

September 30, 2022.

The Non-Standard Dataset was not updated for this release.

Release 33 - November 2022

Standard Dataset:

1. Added loan Origination Data from January 1, 2022 through March 31, 2022 and Performance data up 

to June 30, 2022.

The Non-Standard Dataset was not updated for this release.

Release 32 - July 2022 

Standard Dataset:

1. Added loan Origination Data from October 1, 2021 through December 31, 2021 and Performance data 

up to March 31, 2022.

2. Added a valid value to the Program Indicator field to differentiate Freddie Mac Refi PossibleSM loans 

from other loans.

3. When a Credit Event loan is found to have defects, all credit loss-related data fields are now set to $0. 

Previously, only the Actual Loss Calculation field was set to $0.

4. The loan age calculation is now set to the difference in months between the loan’s first payment date 

and the current period of the loan plus one month. After a loan is modified, the modification first 

payment date of the most recent modification is used in place of the loan’s first payment date.

The Non-Standard Dataset was not updated for this release.

Release 31 - April 2022

Standard Dataset:

1. Added loan Origination Data from July 1, 2021 through September 30, 2021 and Performance data up 

to December 31, 2021.

2. Added a valid value to the Program Indicator field which will differentiate Home Possible loans 

originated by Housing Finance Agencies (HFAs) from other Home Possible loans.

The Non-Standard Dataset was not updated for this release.

Release 30 - January 2022

Standard and Non-Standard Dataset:
4

1. Added loan Origination Data from April 1, 2021 through June 30, 2021 and Performance data up to 

September 30, 2021.

The Non-Standard Dataset was updated for this release.

Release 29 - October 2021

Standard and Non-Standard Dataset:

1. Added loan Origination Data from October 1, 2020 through March 31, 2021 and Performance data up 

to June 30, 2021.

2. Added the Interest Bearing UPB for all records within the performance dataset.

3. Replaced the Repurchase Flag variable with the Defect Settlement Date variable. The conditions under 

which a value is populated remains the same.

4. Updated the 06 - Confirmed Defect prior to Property Disposition Zero Balance Code with 96 - Confirmed 

Defect prior to Property Disposition to better align Zero Balance Code values with Credit Risk Transfer 

(CRT) transactions.

5. Included performance records for performance cycles after REO Acquisition and before REO 

Disposition.

a. REO Acquisition delinquency indicator has been changed from ‘R’ to ‘RA’.

6. Expanded the valid value ranges for the following origination attributes. This change only impacts loans 

originated 2018Q2 and later.

a. Original Loan-to-Value

i. 1-998%

b. Original Combined Loan-to-Value

i. 1-998%

c. Number of Borrowers

i. 1-10

The Non-Standard Dataset was updated for this release.

Release 28 - July 2021

Standard and Non-Standard Dataset:

1. Inclusion of monthly modification cost for loans that went through a rate modification, UPB 

forbearance, or payment deferral, in performance dataset, in addition to existing total modification 

cost.

2. Additional Performance data up to March 31 2021. Detailed changes are found in SFLLD Release 28 

User Guide.

The Non-Standard Dataset was updated for this release.

Release 27 - April 2021

Inclusion of “Non-Standard dataset.” This dataset represents loans in-eligible for CRT. The combination of 

Standard and Non-Standard dataset would encompass all loans originated (and subsequently acquired by 

Freddie Mac) since 1999. Loan Origination data through September 30 2020, and Performance data up to 

December 31 2020. Detailed changes and related documents are found in the SF LLD Release 27 User Guide. 

Standard Dataset:

1. Loan population
5

a. Added Fixed 15/20/40 year loans originated prior to 2005.

b. Included all HARP loans including any ARM loans that refinanced into Fixed loans through the 

Relief Refinance program

2. Attribute Changes

a. New field Interest Only indicator, this field will always have a “N” value since IO loans are not 

included in the Standard Dataset. 

b. Calculation change for loan identifier to include amortization type, origination quarter and year, 

as well as allow more than 999999 loan IDs for any given quarter.

Non-Standard Dataset:

1. Loan population

a. Inclusion of loans that are CRT ineligible. The loan population includes : 

i. Adjustable Rate Mortgages (ARMs), Initial Interest, balloons, and any mortgages with step rates 

ii. Government-insured mortgages, including Federal Housing Administration/Veterans Affairs 

(FHA/VA), Guaranteed Rural Housing (GRH), and HUD-Guaranteed Section 184 Native American 

mortgages 

iii. Home Possible®/Home Possible Advantage® Mortgages originated on or prior to February 28, 2015

iv. Other affordable mortgages (including lender branded affordable loan products) that are not part 

of the Home Possible program 

v. Mortgages delivered to Freddie Mac under alternate agreements

vi. Mortgages for which the documentation is not verified or not waived

vii. Mortgages associated with Mortgage Revenue Bonds purchased by Freddie Mac.

viii. Mortgages delivered to Freddie Mac with credit enhancements other than primary 

mortgageinsurance, with the exception of certain lender-negotiated credit enhancements

2. Attribute Changes

a. Changes to Amortization Type field to allow valid values of ARM in addition to FRM.

b. New field Interest Only indicator which allows to identify loans with interest only feature.

c. Changed enumerations in program indicator flag to allow identification of Home possible loans prior 

to 2015.

d. Calculation change for loan identifier to include Amortization type, Origination quarter and year, as 

well as allow more than 999999 loan IDs for any given quarter.

The Non-Standard Dataset was updated for this release.

Release 26 - January 2021

1. Added property valuation methodology indicator to the dataset going back to 2017.

2. Combine HARP & Non-HARP into one disclosure and add a HARP flag ='Y' for HARP loans.

3. Change Servicer name and Seller Name logic to display Global Seller-Servicer family name seller-servicer 

family name.

4. Remove rounding of net sale proceeds to nearest 100 

5. Added loan Origination Data July 1 2019 through June 30 2020 and Performance data up to September 

30 2020.

Release 25 - September 2020
6

1. Adjusted affordable and home possible loan filters for HARP and Non-HARP, so only home possible 

advantage loans originated after March 2015 will be disclosed.

2. Added <= 80 LTV loans to the HARP dataset.

3. Added a “Disaster Eligibility Indicator” field to the performance dataset, indicating a borrower’s impact 

by natural disaster or national emergency.

4. Added a “Borrower Assistance Status” field to the performance dataset, indicating the type of 

borrower payment relief option (forbearance, repayment, trial mod) for a given servicing cycle.

5. Adjusted Modification Flag field logic to change treatment for Deferred Payment Plan as a nonmodification event. This information will be displayed in a Deferred Payment Plan flag.

6. Changed Modification Cost field calculation to exclude any increase in “Non-Interest Bearing UPB” 

resulting from a Deferred Payment Plan.

7. Added loan Origination Data January 1, 2019 through June 30, 2019 and Performance data up to 

December 31, 2019.

Release 24 - April 2020

1. Adjusted delinquency assignment logic to remove the one month offset.

2. Added columns to disclose the Removal UPB and Deinquent Accrued Interest dollar amounts. In the 

case of covered sales, the Net Sale Proceeds will be represented as the sum of these two numbers 

rather than ‘C’.

3. Changed disclosure of the Seller Name and Servicer Name fields to display an uncompressed string.

4. Added IMAGIN loans to the dataset.

5. Added loan Origination Data October 1, 2018 through December 31, 2018 and Performance data up to 

June 30, 2019.

Release 23 - November 2019

1. Added loan Origination Data January 1, 2018 through September 30, 2018 and Performance data up to 

March 31, 2019.

Release 22 - February 2019

1. Added loan Origination Data October 1, 2017 through December 31, 2017 and Performance data up to 

June 30, 2018.

Release 21 - October 2018

1. Added loan Origination Data July 1, 2017 through September 30, 2017 and Performance data up to 

March 31, 2018. 

2. Separation of Third Party Sales from Short Sales & Charge Offs. Third Party Sales will now be indicated 

by zero balance code = ‘02’, while Short Sales & Charge Offs will remain zero balance code = ‘03’.

3. Disclose Estimated LTV to the performance dataset: Estimated LTV is calculated as Current UPB divided 

by Freddie Mac’s estimate of the current property value. This field will be provided only for performance 

cycles on or after April 2017. 
7

Monthly Performance Data File

26 Estimated Loan to Value – A ratio indicating current LTV based on the 

estimated current value of the property obtained through Freddie Mac’s 

Automated Valuation Model (AVM). For more information on our 

proprietary AVM please visit http://www.freddiemac.com/hve/hve.html.

• Blank = Not Available Numeric

Literal 

Decimal

4

Release 20 - August 2018

1. Added loan Origination Data March 31, 2017 through June 30, 2017 and Performance data up to 

December 31, 2017. 

2. Separation of Non-Performing Loans (NPL) / Reperforming Loans (RPL) from Foreclosure Alternative (FA) 

Group: NPL, RPL’s are liquidations that will be separated from FA’s in Release 20. Freddie Mac labels 

NPL’s and RPL’s disclosure with a zero-balance code=’15’. 

3. Disclose Deferred Payment Mod indicator to dataset: A new Y/N field called dpm_ind will be added to 

the performance dataset to indicate deferred payment modification for the loan. 

Monthly Performance Data File

25 DEFERRED PAYMENT MODIFICATION – A Y/N flag will be disclosed to 

indicate Deferred Payment Modification for the loan.

• Y = Yes

• N = No

Alpha 1

Release 19 - March 2018

1. Added loan Origination Data January 1st, 2017 through March 31, 2017 and Performance data up to 

September 30, 2017. 

2. Changed enumerations in origination file to align with Single Securtiy disclosure guidelines. 

3. Added step mod indicator field in performance files. 

Origination Data File

COLUMN 

POSITION

FORMAL NAME AND DEFINITION VALID VALUES/ 

CALCULATION

TYPE LENGTH

1 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. 

• 301 - 850

• 9999 = Not Available, if 

Credit Score is < 301 or > 

850.

Numeric 4

3 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. 

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.

• Y = Yes

• N = No

• 9 = Not Available or Not 

Applicable

Alpha 1

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, 

• 1% - 55%

• 000 = No MI

• 999 = Not Available

Numeric 3
8

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 by 

three blank spaces. No MI will be indicated by three zeros.

7 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 2

8 OCCUPANCY STATUS - Denotes whether the mortgage type is owner occupied, 

second home, or investment property. 

• P = Owner Occupied

• I = Investment Property

• S = Second Home

• 9 = Not Available

Alpha 1

9 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. 

If the LTV is < 80 or > 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.

• 0% - 200%

• 999 = Not Available

Full Dataset: 

Numeric 

Literal 

Decimal;

Sample 

Dataset: 

Numeric

Full Dataset: 

7;

Sample 

Dataset: 3

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. 

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. 

• 0%<DTI<=65%

• Space(3) >65%

• 999 = Not Available

HARP ranges:

• 999 = Not Available

Numeric 3

12 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.

In the case of a refinance mortgage loan, the ratio obtained by dividing 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.

• 6% - 105%

• 999 = Not Available

HARP ranges:

• 81% - 999%

• 999 = Not Available

Numeric 3
9

Ratios below 6% or greater than 105% will be disclosed as “Not Available,” 

indicated by three (3) blank spaces. For loans in the HARP dataset, LTV ratios less 

than or equal to 80% and greater than 999% will be disclosed as “Not Available”. 

14 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.

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.

• R = Retail

• B = Broker

• C = Correspondent

• T = TPO Not Specified

• 9 = Not Available

Alpha 1

15 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.

• Y = PPM

• N = Not PPM

• 99 = Not Available

Alpha 1

18 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. 

If the Property Type is “Not Available”, this will be indicated by two (2) blank 

spaces.

• CO = Condo

• PU = PUD

• MH = Manufactured 

Housing

• SF = 1-4 Fee Simple

• CP = Co-op

• 99 = Not Available

Alpha 2

21 LOAN PURPOSE - Indicates whether the mortgage loan is a Cash-out 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 

• P = Purchase

• C = Cash-out Refinance

• N = No Cash-out Refinance

• 9 = Not Available

Alpha 1
10

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.

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.

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.

• 01 = 1 borrower

• 02 = > 1 borrowers

• 99 = Not Available

Numeric 2

Monthly Performance Data File

24 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 1

Release 18 - November 2017

1. Added Loan Origination Data from September 30, 2016 through December 31, 2016 and Performance 

data up to June 30, 2017. 

Release 17 - September 2017

1. Added Loan Origination Data from June 30, 2016 through September 30, 2016 and Performance data 

up to March 31, 2017.

2. Addition of Home Afforable Refinance Program (HARP) loan origination data from 2009 through June 

30, 2016 and Performance data up to December 31, 2016. 

a. Harp Origination file will include the new disclosure field Pre-Harp Loan Sequence Number. 

This represents the Loan Sequence Number link that associates the HARP loans to the Pre-Harp 

Loan Sequence Number in the Single Family Loan-Level dataset already being published on a 

quarterly basis. 

Release 16 - June 2017

1. Added Loan Origination Data from March 31, 2016 to June 30, 2016 and Loan Performance Data up to 

December 31, 2016. 

Release 15 - March 2017

1. Added Loan Origination Data from September 30, 2015 to March 31, 2016 and Loan Performance Data up to 

September 30, 2016. 

2. The Loan Performance Data will be enhanced to include:

a. Modification Cost field will provide the interest shortfall for modified loans
11

b.

3. Publish SAS scripts for users to read/parse data and generate aggregate reports. 

Release 14 - November 2016

1. Added Loan Origination Data from July 1, 2015 to September 30, 2015 and Loan Performance Data up to March 

31, 2016.

2. The Loan Origination Data will be enhanced to include: 

a. Super Conforming Flag for mortgages that exceed conforming loan limits. 

3. 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. Loss data including Expenses, Recoveries MI and Non-MI, Net Sale Proceeds for defaulted and liquidated loans 

is as of 07/31/2016.

Release 13 - July 2016

1. Loan Originations from April 1, 2015 to June 30, 2015 and Loan Performance Data up to December 31, 2015 

have been added.

2. The Loan Performance Data will be enhanced to include the following:

a. 4 new Expense subcategories that will disaggregate the total Expenses for liquidations since 2005.

i. Legal Costs

ii. Maintenance and Preservation Costs

iii. Taxes and Insurance

iv. Miscellaneous Expenses

b. Actual Loss Calculation

3. New columns have been added to the Summary Statistics report , including Ever D120%, Ever D120 and PreD120 Credit Event%, Pre-D120 Modification rate, Cumulative Loss Amount.

Release 12 - March 2016

1. Loan Originations from January 1, 2015 to March 31,2015 and Loan Perfromance Data up to September 30,2015 

have been added.
12

Release 11 - December 2015

1. Loan Originations from April 1, 2014 to December 31, 2014 and Loan Performance Data up to June 30, 2015 have 

been added.

2. Freddie Mac has expanded the dataset to include all mortgage terms for fully amortizing fixed-rate Single Family 

mortgages that Freddie Mac acquired with origination dates from January 1, 2005, to the Origination Cutoff Date. 

3. To allow for sufficient time for Loss Components (expenses and proceeds) to be captured, Freddie Mac implemented 

a 90-day lag based on the Zero Balance Date. Loss information is substantially disclosed for dispositions through 

March 2015. Dispositions after March 2015 will show a zero balance code only and loss information will be 

populated in subsequent refreshes after the initial 90 day lag. 

4. Freddie Mac flags repurchases regardless if the repurchase was considered “collectible” at the time the dataset was 

generated. 

5. Freddie Mac has re-created the Sample Dataset to include the additional fixed rate loans in the smaller dataset. 

Freddie Mac will create this sample with each refresh to ensure a representative dataset.

6. Updated FAQs.

The definition, data value, and type have been changed as other fixed rates have been included.

Origination Data File

16 PRODUCT TYPE - Denotes that the product is a fixed-rate mortgage. • FRM – fixed rate 

Mortgages

AlAlpha 5

Monthly Performance Data File

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). 

• XX = Unknown

• Current, 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

Alphanumeric3

Release 10 - June 2015

1. The definition for Non MI Recoveries has been changed. Allocations for Pool Mortgage Insurance have been 

removed from the Non MI Recoveries category. These recoveries are not predictive of credit investors’ loan level 

exposure since pool insurance does not provide such protection. We also have removed proceeds received relating 

to credit enhancements established after the loans were delivered.

16 – Modified 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 12

2. Loan Originations from October 1, 2013 to March 31, 2014 and Loan Performance Data up to September 30, 2014 

have been added.

Release 9 - March 2015
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1. Loan Originations from July 1, 2013 to September 30, 2013 and Loan Performance Data as of March 31, 2014 

have been added.

Release 8 - November 2014

A. Changes

1. The following six (6) new loan-level actual loss components have been added. With the exception of NonInterest Bearing UPB, which will be disclosed for the months it is legally effective, the remaining five (5) actual 

loss components will be disclosed at property disposition, with the final loan performance record (See Item B. 

Data Field Changes for definitions):

i. Net Sale Proceeds

ii. Expenses

iii. MI Recoveries

iv. Non MI Recoveries

Additional elements that will allow users to calculate actual loss components, such as lost interest: 

v. Current Deferred UPB

vi. Due Date of Last Paid Installment (DDLPI)

2. The definitions and use of the following two (2) data fields will be updated (See Item B. Data Field Changes for 

changes and Item C. Zero Balance Code and Current Loan Delinquency Status Code Changes): 

i. Zero Balance Code

ii. Current Loan Delinquency Status Code

B. Data Field Changes:

MONTHLY PERFORMANCE DATA FILE

COLUMN POSITION FORMAL NAME AND DEFINITION VALID VALUES/

CALCULATIONS TYPE LENGTH

1 No Change

2 No Change

3 No Change

4 – CHANGE 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).

• 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

Alphanumeric3

5 No Change

6 No Change

7 No Change

8 No Change

9 – CHANGE 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, 

Charge Off or Note Sale)

Numeric 2
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MONTHLY PERFORMANCE DATA FILE

COLUMN POSITION FORMAL NAME AND DEFINITION VALID VALUES/

CALCULATIONS TYPE LENGTH

• 06 = Repurchase prior to 

Property Disposition

• 09 = REO Disposition

• Space(2) = Not Applicable

10 No Change

11 No Change

12 – NEW CURRENT DEFERRED UPB: The current non-interest bearing UPB of 

the modified mortgage.

$ Amount. Non-Interest 

Bearing UPB.

Numeric 12

13 – NEW 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 6

14 – NEW 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 12

15 – NEW NET SALES PROCEEDS - The amount remitted to Freddie Mac 

resulting from a property disposition once allowable selling expenses 

have been deducted from the gross sales proceeds of the property.

A value of “C” in Net Sale Proceeds stands for Covered, which means 

that as part of the property disposition process, Freddie Mac was 

“Covered” for its total indebtedness and sale proceeds cover all 

default expenses incurred during the life cycle of the loan.

$ Amount. Gross Sale 

Proceeds – Allowable Selling 

Expenses.

C = Covered.

Alphanumeric14

16 – NEW NON MI RECOVERIES: Non-MI Recoveries are proceeds received by 

Freddie Mac in the event of credit losses based on claims under a 

pool insurance policy, recourse, and indemnifications. 

$ Amount. Non MI 

Recoveries.

Numeric 12

17 – NEW 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 excluded from gross 

sales proceeds to derive net sales proceeds).

$ Amount. Allowable 

Expenses.

Numeric 12

C. Zero Balance Code and Current Loan Delinquency Status Code Changes:

1. Zero Balance Code: 

Proposed Definition and Use*:

Zero Balance Code Definition

01 Prepaid or Matured (Voluntary Payoff)

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

06 Repurchase prior to Property Disposition

09 REO Disposition

Current Definition and Use*:

Zero Balance Code Definition

01 Prepaid or Matured (Voluntary Payoff)

02 Third Party Sale prior to D180

03 Short Sale or Short Payoff prior to D180

04 Deed-in-Lieu of Foreclosure prior to D180
15

06 Repurchase prior to D180

08 REO Acquisition prior to D180

97 D180 Status

* Until a Zero Balance event occurs, the Zero Balance Code will be indicated with two (2) blank spaces to indicate that it is Not Applicable 

until such an event occurs.

2. Current Loan Delinquency Status Code:

a. Remove the Delinquency Status cap of D180.

b. Change status to “R” at REO Acquisition (through Foreclosure Sale or Deed-in-Lieu).

Release 7 - September 2014

1. Loan Originations from April 1, 2013 to June 30, 2013 and Loan Performance Data for performing loans and those 

that are up to 180 days delinquent as of December 31, 2013 have been added.

Release 6 - June 2014

1. Loan Originations from January 1, 2013 to March 31, 2013 and Loan Performance Data for performing loans and 

those that are up to 180 days delinquent as of September 30, 2013 have been added.

Release 5 - March 2014

1. Loan Originations from October 1, 2012 to December 1, 2012 and Loan Performance Data for performing loans and 

those that are up to 180 days delinquent as of June 30, 2013 have been added.

Release 4 - December 2013

1. Loan Originations from July 1, 2012 to September 30, 2012 and Loan Performance Data for performing loans and 

those that are up to 180 days delinquent as of March 31, 2013 have been added.

2. The System captures servicing records for all loans consistently, starting the next calendar month after origination.

3. The System captures and populates the credit score values with three (3) 'Blank Spaces' for instances when the 

Credit Score is “Unknown”.

4. The System represents “Unknown” values in the ‘Property Type’ column of the Origination File with two (2) ‘Blank 

Spaces’.

5. The System represents “Unknown” values in the ‘Occupancy Status’ column of the Origination File with a single (1) 

‘Blank Space’.

6. The System represents the Debt to Income Ratio values in the ‘DTI’ column of the Origination File with three (3) 

Blank Spaces when it is greater than 65% and with a Null value when it is “Unknown”. Values from 0% up to 65% are 

indicated with the actual value. 

7. The System represents the Mortgage Insurance values in the ‘MI’ column of the Origination File as ‘000’ for loans 

that have Zero MI. For Mortgage Insurance values that are “Unknown”, including if the MI falls outside the range 

‘greater than’ or ‘equal to’ 1% and ‘less than’ or ‘equal to’ 55% i.e. >=1% and <=55%, the MI is indicated by three (3) 

‘Blank Spaces’.

Release 3 - August 2013

1. Loan Originations from January 1, 2012 to June 30, 2012 and Loan Performance Data for performing loans and those 

that are up to 180 days delinquent as of December 31, 2012 have been added.

Release 2 - May 2013

1. The credit scores now will be determined using a methodology more consistent with the methodology used to 

populate credit scores for loans originated after 2002. The average credit scores, on an Unpaid Principal Balance-
16

weighted basis, changed marginally, by up to 2 points. Please refer to the updated Summary Statistics and 

Frequently Asked Questions (FAQ). 

Release 1 - March 2013

1. The dataset will include loan characteristic and borrower payment history data on about 16 million 30-year fixedrate, fully amortizing single family mortgages originated from Jan. 1, 1999 through December 31, 2011 This includes 

performance data for performing loans and those that are up to 180 days delinquent as of June 30, 2012.