MMR Data Collection Technical Specifications

Ted date 

MORTGAGE METRICS AGGREGATE DATA
COLLECTION SPECIFICATIONS

Office of the Comptroller of the Currency 

Date: 4/8/2016

Page 0 

Privileged and Confidential 

Contents
General Data Collection Requirements ........................................................................................................ 3 
Data Dictionary and Definitions .................................................................................................................... 5 
Field Definition and Reference ................................................................................................................. 6 
Technical Specifications .............................................................................................................................. 10 
Schema Definition Details ....................................................................................................................... 10 
Table: 0. File Reference Table ................................................................................................................. 11 
Table: 1. Mortgage Modification Action by State ................................................................................... 11 
Table: 2. Combination Modification Action by State .............................................................................. 12 
Table: 3. Changes in Principal and Interest by State ............................................................................... 12 
Table: 4. Re‐defaults for Loan Modifications by State ............................................................................ 13 
Table: 5. Overall Mortgage Portfolio ...................................................................................................... 13 
Table: 6. Overall Portfolio Performance ................................................................................................. 13 
Table: 7. Completed Foreclosures and Other Home Forfeiture Actions ................................................ 14 
File Submission Requirements .................................................................................................................... 15 
Submission Process ................................................................................................................................. 15 
File Naming Convention .......................................................................................................................... 16 
Appendix A: Illustration of Collection Requirements ................................................................................. 17 
Table 1. Illustrative reference of requirements (1A) through (1E) and (G). ........................................... 17 
Table 2. Illustrative reference of requirements (1F). .............................................................................. 17 
Table 3. Illustrative reference of requirements (2A) through (2F). ........................................................ 17 
Table 4. Illustrative reference of requirements (3A) through (3F) ......................................................... 17 
Table 5. Illustrative reference of requirements (4A) through (4C) ......................................................... 17 
Table 6. Illustrative reference of requirements (5A) .............................................................................. 18 
Table 7. Illustrative reference of requirements (6A) through (6D). ........................................................ 18 
Appendix B – Traceability Matrix and Cross‐walk From Prior Loan Level Data Collection to the Aggregate 
Data Collection ............................................................................................................................................ 19 
Table 8. List of Loan Level Fields used to derive Aggregate Measurements .......................................... 19 
Traceability Matrix and Logic .................................................................................................................. 20 
Appendix C – XML Schema .......................................................................................................................... 42 
Appendix D – Sample XML Data File ........................................................................................................... 42 
Appendix E – State Abbreviation Reference ............................................................................................... 43 
Date: 4/8/2016

Page 1

Privileged and Confidential 

Date: 4/8/2016

Page 2

Privileged and Confidential 

General Data Collection Requirements

Pursuant to Section 104 of the Helping Families Save Their Homes Act of 2009 (12 USC § 1715z‐25), the 
OCC will collect quarterly loss mitigation and portfolio level metrics. This document depicts the 
Technical  Specifications, including the reporting requirements, data dictionary and definitions, and 
traceability matrix  between loan level data collection to aggregate collection as well as the submission 
process and format  for transmitting the data to the OCC. 

The Mortgage Metric aggregated collection will include metrics on first lien residential mortgages  
serviced by a national bank or Federal savings association, which will fulfill reporting requirements set 
forth in Section 104 of the  Helping Families Save Their Homes Act of 2009 (12 USC § 1715z‐25). The 
Loss Mitigation loan level data  that is collected by the OCC authorized third party aggregator and is 
used to fulfill these requirements set  forth will expire on 11/30/2016. 

Section 104 of the Helping Families Save Their Homes Act of 2009 (12 USC § 1715z‐25) includes the 
following requirements: 

(1) The total number of mortgage modifications in each state that result in each of the following: 
(A) Additions of delinquent payments and fees to loan balances. 
(B) Interest rate reductions and freezes. 
(C) Term extensions. 
(D) Reductions of principal. 
(E) Deferrals of principal. 
(F) Combinations of modifications described in (A), (B), (C), (D), or (E).  
(G) Not Reported or Unknown1 

(2) The total number of mortgage modifications in each state for which the total monthly principal 
and interest payment resulted in the following: 
(A) An increase. 
(B) Remained the same. 
(C) Decreased less than 10 percent. 
(D) Decreased between 10 percent and 20 percent. 
(E) Decreased 20 percent or more.  
(F) Not Reported or Unknown1 

(3) The total number of loans in each State that have been modified and then entered into default, 
where the loan modification resulted in‐‐ 
(A) higher monthly payments by the homeowner; 
(B) equivalent monthly payments by the homeowner; 
(C) lower monthly payments by the homeowner of up to 10 percent; 
(D) lower monthly payments by the homeowner of between 10 percent to 20 percent; or 
(E) lower monthly payments by the homeowner of more than 20 percent.  
(F) Not Reported or Unknown1 

1

Not Reported or Unknown will be used to determine entire loan modification population.

Date: 4/8/2016

Page 3

Privileged and Confidential 

Additional Performance and Loss Mitigation measurements will also be collected and reported within the 
quarterly Mortgage Metrics Report:  

(4) Overall Mortgage Portfolio 

(A) Total outstanding unpaid principal balance of serviced mortgage loans 

(B) Total Number of serviced mortgage loans.  

(C) Credit class of the serviced mortgage loan (Prime, Alt‐A, Subprime, Other). 

(5) Overall Portfolio Performance 

(A) Total Number of serviced mortgage loans by delinquency status to include loans that are 
Current, Delinquent, Bankrupt and Foreclosure in Process. 

(6) Completed Foreclosures and Other Forfeiture Actions in the reporting period for serviced mortgage 
loans 

(A) Total Number of serviced mortgage loans that Completed Foreclosure 

(B) Total Number of New Short Sales. 

(C) Total Number of New Deed in Lieu of Foreclosure Actions. 

(D) Total Number of Newly Initiated Foreclosures. 

Date: 4/8/2016

Page 4

Privileged and Confidential 

Data Dictionary and Definitions
The section describes the definitions for each of the fields required in reporting the Mortgage Metrics 
aggregated data collection.  These definitions are similar to guidance previously provided by the Office 
of the Comptroller of the Currency as part of the Mortgage Metrics program.   Information about tracing 
these definitions with the OCC Loss Mitigation Loan Level data collection provided in the Appendix B.  
The reporting population for the Mortgage Metrics data collection will include serviced First Lien 
Mortgages defined as all Residential Real Estate closed‐end loans serviced by the reporting institution as 
of the end of the reporting period where the loan represents the senior lien on the collateral property.  
This definition includes loans that are in portfolio, serviced for others, government‐sponsored 
enterprises (GSE), and private investors.  Mortgage loan inventory should include 1) all active loans on 
the last day of the reporting period, 2) all inventory that has been transferred to another servicer, but 
only if transferred in the reporting period, and 3) all inventory that was liquidated, but only if liquidated 
during the reporting period.  Open‐ended Home Equity Lines of Credit, junior lien mortgages, and Home 
Equity Conversion Mortgages (reverse mortgages) are excluded.   
For further details regarding the First Mortgage population, please refer to the Federal Reserve Y‐9C 
reporting instructions for first lien residential mortgage loans that would be reported on FR Y‐9C, 
Schedule HC‐C, item 1.c.(2)(a) (first lien closed‐end loans secured by 1‐4 family residential real estate), 
Schedule HC‐S, item 1 column A, Schedule HC‐S item M.2.a, Schedule HC‐S, item M.2.b, Schedule HC‐S, 
item M.2.c, and Schedule HC‐S, item M.2.d. 

Active Loans are First Mortgage loans where the loan is serviced by the reporting institution and has an 
unpaid principal balance greater than $0.   Do not include loans that have been paid‐in‐full, liquidated, 
charged‐off, or transferred servicing to another servicer as of the end of the reporting period.  

Loan modification is a formal agreement between the mortgage servicer and the borrower to adjust the 
contractual terms of the mortgage with respect to interest rates, maturity, principal, or other terms of 
the loan due to the financial distress of the borrower. These loans will include modified loans that were 
liquidated, (including paid‐in‐full, completed foreclosure, short sale, deed‐in‐lieu or charged‐off‐in‐lieu), 
but only if liquidated during the reporting period. 

Reporting Period ‐ for the purposes of this report, the reporting period will be the most recently 
completed financial quarter ending March 31, June 30, September 30 or December 31.  Some data fields 
will record results as‐of the final date of the quarter while other data fields will aggregate activity that 
took place during the quarter. 

Date: 4/8/2016

Page 5

Privileged and Confidential 

Field Definition and Reference
1. First lien / senior lien position at time of origination ‐ The position of the mortgage relative any 
additional liens on the property. The loan was originated as a first lien loan on the collateral 
property.   

2. State – Report the U.S. state using the two character postal abbreviation in which the collateral 
property is located. Please be sure to provide the state where the collateral property is located and 
not the billing address of the homeowner as the two may differ for non‐Owner Occupied properties 
and second homes. Report as ‘OT’ any property in the US not in one of the 50 states or the District 
of Columbia, such as Puerto Rico, Virgin Islands, etc.   Do not report loans on properties located 
outside the United States. State abbreviations provided in Appendix E. 

3. Last Modified Date – The date on which a modification agreement was effective with a borrower 
and the agreement was finalized.   Use the date on which the loan was most recently modified if it 
has been modified more than once.  This date is used when determining when a new modification 
has been completed during the reporting period, as well as the vintage needed for calculated item 
#14 Modification Re‐defaults. 

4. Capitalization – Report loans for which a delinquent amount, Payment, Interest, Taxes, or Insurance 
or fees, was capitalized and added to the outstanding principal balance as part of a loan 
modification during the reporting period.  

5. Rate Reduction or Freeze‐ Report loans where, through loss mitigation during the reporting period, 
the interest rate has been reduced to be less than the scheduled value or the interest rate was 
frozen at a lower rate than if allowed to adjust according to original contractual terms.  This would 
include instances where the rate reduction is not permanent such as a step modification.   

6. Term Extension ‐ Report loans for which the remaining term of the loan or contractual maturity 
date was extended through loss mitigation during the reporting period. 

7.  Principal Reductions ‐ Report whether principal was forgiven through loss mitigation during the 
reporting period. Include as a principal reduction any modification with conditional principal 
forgiveness, even if the conditional forgiveness has not been entirely recognized.  Reductions should 
be a material amount of the loan principal and not part of a short‐term payment plan. 

8. Principal Deferral – Report loans that had a material amount of principal deferred through loss 
mitigation during the reporting period.  Deferrals should be a material amount of the loan principal 
and not part of a short‐term payment plan. 

9. Modification Activity Not Reported – Report loans for which specific modification information is not 
known or not available during the reporting period.   

10. Combination Modification Action – Report loans which had more than 1 modification action 
through loss mitigation during the reporting period.  This would include loans that had more than 
one of the following: capitalization, rate reduction, rate freeze, term extension, principal reduction, 
or principal deferral. 

Date: 4/8/2016

Page 6

Privileged and Confidential 

11. Principal & Interest Payment Pre‐Modification ‐ The scheduled principal and interest amount in the 
month prior to loan modification.   Do not include escrows for insurance or taxes.
12. Principal & Interest Payment Post‐Modification ‐ Report the scheduled principal and interest 
amount in the month following loan modification.   Do not include escrows for insurance or taxes.
13. Changes in Monthly Principal and Interest Payments – the percent change between the P&I 
payment pre‐modification and the P&I payment post‐modification for a modified loan.  The percent 
difference should be calculated:  

&

&

&

The Dodd‐Frank Act requires specific segmentation of these payment changes, which are described 
in the table below.    

Changes in Monthly Payment and Interest
Calculation logic

XML Field
Reference

Changes in Monthly P&I
Payments by State for
Modifications
Implemented in the
Reporting Period

Number of Re-defaults
for Loans Modified Six
Months Previously

Decreased20

≥ 0.20

> 0.20

Decreased10_20

< 0.20 and ≥ 0.10

≤ 0.20 and > 0.10

Decreased10

< 0.10

≤ 0.10

Increased

0;
P&I Pre-modification =
P&I Post-modification
<0;
P&I Pre-modification >
P&I Post-Modification

0;
P&I Pre-modification =
P&I Post-modification
<0;
P&I Pre-modification >
P&I Post-Modification

NotReported

Information is missing or
unknown

Information is missing
or unknown

Unchanged

Date: 4/8/2016

Page 7

Privileged and Confidential 

14. Modification Re‐defaults –– Report the modified loans with a Last Modified Date six months prior 
to any month in the reporting period that subsequently 1) became 60 days or more delinquent or 2) 
became 30 days or more delinquent and  is a foreclosure in process.  Measure should only include 
active loans that have been modified and have had time to age 6 months following the modification 
date. If a loan has been re‐modified, use the Last Modified Date.  Below is a figure of a modification 
re‐default calculation for a loan modification that took place in January and reported in third quarter 
data. 

15.  Total Servicing – Report the total amount of unpaid principal balance in millions for all active loans 
at the end of the reporting period.   Do not include loans that have been paid‐in‐full, liquidated, 
charged‐off, or transferred servicing to another servicer as of the end of the reporting period.   

16. Prime – Report loans for which the institution has classified the mortgage loan as underwritten 
according to prime loan standards in its internal credit scoring system.   

17. Alt‐A – Report loans for which the institution has classified the mortgage loan as underwritten 
according to Alt‐A loan standards in its internal credit scoring system.   

18. Subprime ‐ Report loans for which the institution has classified the mortgage loan as underwritten 
according to subprime loan standards in its internal credit scoring system.   

Date: 4/8/2016

Page 8

Privileged and Confidential 

19. Other Credit Class ‐ Report loans for which the institution has not classified the mortgage loan 
under the previous definitions of Prime, Alt‐A or Subprime or the credit status is unknown. 

20. Current and Performing – Report active loans for which are current and not a foreclosure in 
process.  Include in this category loans that are in Bankruptcy but less than 30‐59 days delinquent.  
Use the MBA delinquency reporting2 method to determine whether an active loan is current and 
performing. 

21. 30–59 Days Delinquent – Report active loans for which payments are between 30 and 59 days past 
due and not in bankruptcy or marked as a foreclosure in process.   Use the MBA delinquency 
reporting1 method to determine whether an active loan is 30‐59 past due.  

22.  60–89 Days Delinquent ‐ Report loans for which payments are 60‐89 days past due and not in 
bankruptcy or marked as a foreclosure in process.  Use the MBA delinquency reporting1 method to 
determine whether an active loan is 60‐89 days past due. 

23. 90 or More Days Delinquent ‐ Report loans for which payments are 90 or more days past due and 
not in bankruptcy or marked as a foreclosure in process.  Use the MBA delinquency reporting1 
method to determine whether an active loan is 90 or more days past due. 

24. Bankruptcy 30 or More Days Delinquent – Report loans which are bankrupt and payment is 30 or 
more days past due and not a foreclosure in process.   Use the MBA delinquency reporting1 method 
to determine whether an active loan is 30 or more days past due. 

25. Foreclosures in process—Report loans for which there are formal foreclosure proceedings but have 
not yet completed the foreclosure process within the reporting period. Do not include loans that 
have had their foreclosure procedures suspended due to loss mitigation or bankruptcy activities.   
Report loans with a suspended foreclosure based upon their delinquency or bankruptcy status only 
(numbers 25‐29).  

26. Completed Foreclosures – Report loans for which the ownership of properties transferred to 
servicers or investors within the reporting period. 

27. Short Sale – Report loans for which borrowers engaged in a Short Sale where the collateral property 
sold at net less than the total amount due on the mortgage.  Report Short Sales that have completed 
within the reporting period. 

28. New Deed‐in‐Lieu‐of‐Foreclosure – Report loans for which transfer ownership of the property 
(deed) to the servicer in full satisfaction of the outstanding mortgage debt within the reporting 
period.  

29. Newly Initiated Foreclosures – Report loans which has been referred for formal foreclosure 
proceedings during the reporting period. The loan should have a foreclosure referral date within the 
reporting period.  Do not include loans that have had their foreclosure procedures suspended due to 
loss mitigation or bankruptcy activities. 

2

Use Next Payment Due Date for calculating delinquencies based on the MBA reporting method.

Date: 4/8/2016

Page 9

Privileged and Confidential 

Technical Specifications
The Mortgage Metrics aggregated measurements will be collected using standardized Extensive Mark‐
up Language (XML) file format. The MMR XML Schema.xsd (Schema) as provided in Appendix A depicts 
the data file format for submitting the metrics.  The schema provides the technical details including the 
XML structure and hierarchy as well as the attributes, elements, field names and value formats for 
submitting the data. 

Schema Definition Details
Rqmt 
This column indicates whether an item is mandatory (M), conditionally required (C), or optional (O). The 
XSD enforces the mandatory fields as required. 
Occurs 
This column identifies the number of occurrences permitted for the related item. It consists of two 
entries separated by double dots. The pair is read as minimum occurs‐to‐maximum occurs. 
Occurs 
1..1 
1..n 
1..* 

Min 
1 
1 
1 

Max 
1 
n 
∞ 

Explanation 
Mandatory item, one and only one occurrence 
Mandatory item, one to “n” occurrences 
Mandatory item, one to unlimited occurrences 

Datatype 
This describes the assigned XML notation or datatype along with the maximum or absolute length 
allowed for text or the total and fractional digits allowed for numbers. Boolean entries use the values 
0=false and 1=true. 
XML Datatype 

Type 

xs:nonNegativeInteger  INTEGER 

Explanation 
The related item represents numeric value with no 
precision (positive whole numbers). 

xs: dateTime  

DATETIME  The related item represents a dateTime format. 

xs:string 

STRING 

The related item represent alpha numeric character 
values 

xs: date  
xs: time  

DATE 
TIME 

The related item represents a date format. 
The related item represents a Time format. 

Date: 4/8/2016

Page 10

Table: 0. File Reference Table
Item 

Field 

Rqmt 

Occurs  Data 
Type 

Xpath 

Valid Value 

1 
2 
3 

RSSDID 
FileVersion 
QuarterEnd 

M 
M 
M 

1..1 
1..1 
1..1 

INTEGER 
INTEGER 
DATE 

00‐99 [] 
Last Day of quarter for the reporting period. 
(MM-DD-YYYY) 

4 

ASOFDATE 

M 

1..1 

DATE 

Date for which information was finalized. 
(MM-DD-YYYY) 

5 

CreateDate 

M 

1..1 

DATE 

Date the file was generated for reporting. 
(MM-DD-YYYY) 

6 

CreateTime 

M 

1..1 

TIME 

hh:mm:ss 

Table: 1. Mortgage Modification Action by State
Item  Field 

Rqmt  Occurs 

Data Type  Xpath 

Valid Value 

1 

StateName 

M 

1..52 

STRING 

MMRData/MMRMortgageModificationActionByState@StateName 

STATE_NAME (2 digit state abbreviation) 

2 

Capitalization 

M 

1..1 

INTEGER 

MMRData/MMRMortgageModificationActionByState@Capitalization 

Positive whole number >= 0 

3 

RateReductionorFreeze 

M 

1..1 

INTEGER 

MMRData/MMRMortgageModificationActionByState@RateReductionorFreeze  Positive whole number >= 0 

4 

TermExtension 

M 

1..1 

INTEGER 

MMRData/MMRMortgageModificationActionByState@TermExtension 

Positive whole number >= 0 

5 

PrincipalReductions 

M 

1..1 

INTEGER 

MMRData/MMRMortgageModificationActionByState@PrincipalReductions 

Positive whole number >= 0 

6 

PrincipalDeferral 

M 

1..1 

INTEGER 

MMRData/MMRMortgageModificationActionByState@PrincipalDeferral 

Positive whole number >= 0 

7 

Combination 

M 

1..1 

INTEGER 

MMRData/MMRMortgageModificationActionByState@Combination 

Positive whole number >= 0 

8 

NotReported 

M 

1..1 

INTEGER 

MMRData/MMRMortgageModificationActionByState@NotReported 

Positive whole number >= 0 

Date: 4/8/2016

Page 11 

Privileged and Confidential 

Table: 2. Combination Modification Action by State
Item  Field 

Rqmt 

Occurs  Data 
Type 

Xpath 

Valid Value 

1 

StateName 

M 

1..52 

STRING 

MMRData/MMRCombinationModificationActionByState@StateName 

2 

Capitalization 

M 

1..1 

INTEGER  MMRData/MMRCombinationModificationActionByState@Capitalization 

STATE_NAME (2 digit state 
abbreviation) 
Positive whole number >= 0 

3 

RateReductionorFreeze 

M 

1..1 

INTEGER  MMRData/MMRCombinationModificationActionByState@RateReductionorFreeze  Positive whole number >= 0 

4 

TermExtension 

M 

1..1 

INTEGER  MMRData/MMRCombinationModificationActionByState@TermExtension 

Positive whole number >= 0 

5 

PrincipalReductions 

M 

1..1 

INTEGER  MMRData/MMRCombinationModificationActionByState@PrincipalReductions 

Positive whole number >= 0 

6 

PrincipalDeferral 

M 

1..1 

INTEGER  MMRData/MMRCombinationModificationActionByState@PrincipalDeferral 

Positive whole number >= 0 

Table: 3. Changes in Principal and Interest by State
Item 

Field 

Rqmt 

Occurs 

Data 
Type 

Xpath 

Valid Value 

1 

StateName 

M 

1..52 

STRING 

MMRData/MMRChangesinPrincipalandInterestByState@StateName 

2 

Decreased20 

M 

1..1 

INTEGER 

MMRData/MMRChangesinPrincipalandInterestByState@Decreased20 

STATE_NAME (2 digit state 
abbreviation) 
Positive whole number >= 0 

3 

Decreased10_20 

M 

1..1 

INTEGER 

MMRData/MMRChangesinPrincipalandInterestByState@Decreased10_20 

Positive whole number >= 0 

4 

Decreased10 

M 

1..1 

INTEGER 

MMRData/MMRChangesinPrincipalandInterestByState@Decreased10 

Positive whole number >= 0 

5 

Unchanged 

M 

1..1 

INTEGER 

MMRData/MMRChangesinPrincipalandInterestByState@Unchanged 

Positive whole number >= 0 

6 

Increased 

M 

1..1 

INTEGER 

MMRData/MMRChangesinPrincipalandInterestByState@Increased 

Positive whole number >= 0 

7 

NotReported 

M 

1..1 

INTEGER 

MMRData/MMRChangesinPrincipalandInterestByState@NotReported 

Positive whole number >= 0 

Date: 4/8/2016

Page 12

Privileged and Confidential 

Table: 4. Re‐defaults for Loan Modifications by State
Item 

Field 

Rqmt  Occurs 

Data 
Type 

Xpath 

Valid Value 

1 

StateName 

M 

1..52 

STRING 

MMRData/MMRRedefaultsforLoanModificationByState@StateName 

STATE_NAME (2 digit state abbreviation) 

2 

Decreased20 

M 

1..1 

INTEGER 

MMRData/MMRRedefaultsforLoanModificationByState@Decreased20 

Positive whole number >= 0 

3 

Decreased10_20 

M 

1..1 

INTEGER 

MMRData/MMRRedefaultsforLoanModificationByState@Decreased10_20 

Positive whole number >= 0 

4 

Decreased10 

M 

1..1 

INTEGER 

MMRData/MMRRedefaultsforLoanModificationByState@Decreased10 

Positive whole number >= 0 

5 

Unchanged 

M 

1..1 

INTEGER 

MMRData/MMRRedefaultsforLoanModificationByState@Unchanged 

Positive whole number >= 0 

6 
7 

Increased 
NotReported 

M 
M 

1..1 
1..1 

INTEGER 
INTEGER 

MMRData/MMRRedefaultsforLoanModificationByState@Increased 
MMRData/MMRRedefaultsforLoanModificationByState@NotReported 

Positive whole number >= 0 
Positive whole number >= 0 

Table: 5. Overall Mortgage Portfolio
Item  Field 

Rq
mt 

Occurs 

Data 
Type 

Xpath 

Valid Value 

1 

TotalServicingUnpaidPrincipalBalance  M 

1..1 

INTEGER 

MMRData/MMROverallMortgagePortfolio@TotalServicingUnpaidPrincipalBalance 

Positive whole number >= 0 

2 

Prime 

M 

1..1 

INTEGER 

MMRData/MMROverallMortgagePortfolio@Prime 

Positive whole number >= 0 

3 

AltA 

M 

1..1 

INTEGER 

MMRData/MMROverallMortgagePortfolio@AltA 

Positive whole number >= 0 

4 

SubPrime 

M 

1..1 

INTEGER 

MMRData/MMROverallMortgagePortfolio@SubPrime 

Positive whole number >= 0 

5 

Other 

M 

1..1 

INTEGER 

MMRData/MMROverallMortgagePortfolio@Other 

Positive whole number >= 0 

Table: 6. Overall Portfolio Performance
Item  Field 

Rq
mt 

Occurs 

Data 
Type 

Xpath 

Valid Value 

1 

CurrentandPerforming 

M 

1..1 

INTEGER 

MMRData/MMROverallPortfolioPerformance@CurrentandPerforming 

Positive whole number >= 0 

2 

DaysDelinquent30to59 

M 

1..1 

INTEGER 

MMRData/MMROverallPortfolioPerformance@DaysDelinquent30to59 

Positive whole number >= 0 

Date: 4/8/2016

Page 13

Privileged and Confidential 

3 

DaysDelinquent60to89 

M 

1..1 

INTEGER 

MMRData/MMROverallPortfolioPerformance@DaysDelinquent60to89 

Positive whole number >= 0 

4 

DaysDelinquent90orMore 

M 

1..1 

INTEGER 

MMRData/MMROverallPortfolioPerformance@DaysDelinquent90orMore 

Positive whole number >= 0 

5 

DaysDelinquentBankruptcy30orMore  M 

1..1 

INTEGER 

MMRData/MMROverallPortfolioPerformance@DaysDelinquentBankruptcy30orMore  Positive whole number >= 0 

6 

ForeclosuresinProcess 

1..1 

INTEGER 

MMRData/MMROverallPortfolioPerformance@ForeclosuresinProcess 

M 

Positive whole number >= 0 

Table: 7. Completed Foreclosures and Other Home Forfeiture Actions
Item  Field 

Rqmt 

Occurs 

Data 
Type 

Xpath 

Valid Value 

1 

CompletedForeclosures 

M 

1..1 

INTEGER 

MMRData/MMRCompletedForeclosuresandOtherHomeForfeitureActions@
CompletedForeclosures 

Positive whole number >= 0 

2 

NewShortSales 

M 

1..1 

INTEGER 

MMRData/MMRCompletedForeclosuresandOtherHomeForfeitureActions@
NewShortSales 

Positive whole number >= 0 

3 

NewDeedinLieuofForeclosureActions 

M 

1..1 

INTEGER 

MMRData/MMRCompletedForeclosuresandOtherHomeForfeitureActions@
NewDeedinLieuofForeclosureActions 

Positive whole number >= 0 

4 

NewlyInitiatedForeclosures 

M 

1..1 

INTEGER 

MMRData/MMRCompletedForeclosuresandOtherHomeForfeitureActions@
NewlyInitiatedForeclosures 

Positive whole number >= 0 

Date: 4/8/2016

Page 14

File Submission Requirements

Description:  Mortgage Metrics aggregated measurements will be provided in XML (Extensive 
Markup Language) based on the XML Schema format provided in Appendix C. Data files 
will be sent directly to the OCC using secured file transfer protocol technology. 

Frequency:  Quarterly, end of the following month3. After the quarter end reporting period. If day is 
non‐business day, report next business day. 

Submission Process

The Office of the Comptroller of the Currency will be collecting the Mortgage Metrics using the secure 
Large File Transfer tool available on OCC BankNet site.  All data and information uploaded using this 
technology is automatically encrypted and secured before it is transmitted to the OCC.  
In order to use BankNet and the Large File Transfer tool, reporters must first register for a BankNet 
account. To register, go to www.banknet.gov and click on “Register” on the left side of the page.  During 
registration, users must provide the OCC charter of the National Bank for which the Mortgage Metrics 
will be associated.  If you have any questions regarding the registration, please contact your bank’s 
BankNet representative agent or call the BankNet support team by phone 1‐800‐641‐5925 or by email 
BankNet@occ.treas.gov. 
Reporters are encouraged to install and utilize the browser based add‐on wizard to maximize the 
transmission method capabilities when uploading data files. 
Upon successful upload to the BankNet Large File Transfer tool, users will receive a confirmation email 
confirming the receipt of the file.  
Reporting entity will be responsible for providing the OCC with the listing of names and contact 
information for whom should be granted secure access for uploading data files to the MMR Reporting 
data folder using BankNet/Large File Transfer utility. 

3

March 2016 data submission due April 30th 2016 will be an optional data submission. Quarterly data submissions beginning with June 2016 
and forward will be required.

Date: 4/8/2016

Page 15 

Privileged and Confidential 

File Naming Convention

All data files must comply with the file name format specified below.  By not conforming to the naming 
standard will result in a rejection of the data file. 
MMR_[BANK_RSSD_ID]_[YYYYMM]_[01‐99]_OCC.[File Extension] 
Definition: 
BANK_RSSD_ID:  Indicates the Firm’s RSSD ID. 
YYYYMM: Report the Year (4 digits), and Month (2 digits) for the quarter end reporting period.  
The date is the as‐of reporting period for the data, not the date the file was created or 
transmitted sent.  (I.e. 201603, 201606, 201609, 201612) 
01‐99: Indicates the version of the data file submitted. The first submission within a given 
Quarter End period should indicate 01 and subsequent submissions within the Quarter End 
period should be incremented by 1 (i.e. second submission will contain 02; etcetera for any 
additional resubmissions). Only full and complete file submissions will be accepted if multiple 
versions are submitted for a given Quarter End period. 
File Extension: Indicates the file extension of the data file.  Reports should use .xml as the 
default file extension or .zip if submitting the xml file in a compressed format.  
Example:  
MMR_123456_201603_01_OCC.xml 
Or  
MMR_123456_201603_01_OCC.zip 

Date: 4/8/2016

Page 16

Privileged and Confidential 

Appendix A: Illustration of Collection Requirements
This section provides a visual representation for each of the Mortgage Metrics aggregated collection 
requirements set forth in the General Requirements section. 

Table 1. Illustrative reference of requirements (1A) through (1E) and (G).
Number of Mortgage Modification Actions
Implemented in the XX Quarter of XXXX

State

Capitalization

Rate
Reduction
or Freeze

Term
Extension

Principal
Reduction

Principal
Deferral

Combination

Not Reported

AL

32

1

20

0

0

603

2

AK

2

0

5

0

0

30

0

…

…

…

…

…

…

…

Table 2. Illustrative reference of requirements (1F).
Number of Mortgage Modification Actions in Combination Actions
Implemented in the XX Quarter of XXXX
State

Capitalization

Rate Reduction or Freeze

Term Extension

Principal Reduction

Principal Deferral

AL

542

466

522

18

49

AK

27

16

27

2

0

…

…

…

…

…

…

…

Table 3. Illustrative reference of requirements (2A) through (2F).
Changes in Monthly Principal and Interest Payments by State
Modifications Implemented in the XX Quarter of XXXX

State

Decreased ≥
20%

Decreased
≥10% and <
20%

Decreased
< 10%

Unchanged

Increased

Not Reported

AL

320

144

97

7

89

1

AK

18

8

8

0

3

0

…

…

…

…

…

…

…

Table 4. Illustrative reference of requirements (3A) through (3F)
Number of Re-Defaults for Loans Modified in the XX Quarter of XXXX
(60 or More Days Delinquent after 6 Months by Changes in Monthly Principal and Interest Payments)

State

Decreased >
20%

Decreased
>10% and ≤
20%

Decreased
≤ 10%

Unchanged

Increased

Not Reported

AL

77

44

32

3

29

1

AK

4

0

1

0

1

0

…

…

…

…

…

…

…

Table 5. Illustrative reference of requirements (4A) through (4C)
Overall Mortgage Portfolio

Date: 4/8/2016

Page 17

Privileged and Confidential 

MM/DD/YYYY
Total Servicing (Millions)

$4,129,719

Composition (Number of Loans in Each Risk Category of
the Portfolio)
Prime

18,387,920

Alt-A

2,482,088

Subprime

1,463,816

Other

2,170,147

Table 6. Illustrative reference of requirements (5A)

Overall Portfolio Performance
Delinquency Status

MM/DD/YYYY

Current and Performing

22,805,058

30–59 Days Delinquent

504,718

60–89 Days Delinquent

180,269

90 or More Days Delinquent

391,013

Bankruptcy 30 or More Days
Delinquent

190,081

Foreclosures in Process

432,832

Table 7. Illustrative reference of requirements (6A) through (6D).
Completed Foreclosures and Home Forfeiture
Actions
MM/DD/YYYY
Completed Foreclosures

56,185

New Short Sales

13,613

New Deed-in-Lieu-ofForeclosure Actions

1,880

Newly Initiated Foreclosures Total

90,852

Date: 4/8/2016

Page 18

Privileged and Confidential 

Appendix B – Traceability Matrix and Cross‐walk From Prior Loan Level
Data Collection to the Aggregate Data Collection

This section will define the traceability between the OCC Loss Mitigation loan level data elements 
collected by a third party vendor through 9/30/2016 and the aggregated metrics described in this 
specifications to fulfill the reporting requirements set forth. Appendix B will assist in identifying the 
appropriate Loss Mitigation loan level data elements and associated logic to use for deriving and 
aggregating the end of month and quarter end metrics that will be reported to fulfill the reporting 
requirements for the quarterly mortgage metrics report. Table 8 depicts the Loss Mitigation loan level 
fields that used should be used to provide the aggregated Mortgage Metrics.  
As a general note, data providers are not required to maintain the existing loan level data files past the 
termination date provided by their OCC examination staff.  This traceability matrix and cross‐walk is 
made available as a guide and tool for developing the new aggregate data submissions.  Should data 
providers continue to produce the loan level data files, they can use the logic provided below to 
calculate the necessary aggregate measures for submission.  

Table 8. List of Loan Level Fields used to derive Aggregate Measurements
Field 
Number 
2 
10 
23 
26 
27 
28 
29 
30 
31 
32 
40 
43 
69 
70 
71 
72 
73 
74 
92 
93 

Field Name 
Lien Position At Origination 
Unpaid Principal Balance 
Property State 
Foreclosure status 
Foreclosure Referral Date 
Liquidation Status 
Foreclosure Sale Date 
Workout Type Completed / Executed 
Next Payment Due Date 
Bankruptcy Flag 
Credit Class4 
Modification Type 
Principal Deferred 
Principal Write‐down 
Capitalization  
Interest Rate Reduced 
Interest Rate Frozen 
Term Extended 
P&I Amount Before Modification 
P&I Amount After Modification 

4

Original Credit Score/FICO (Field 15) from the Loan Level data collection had been used previously to determine Portfolio Composition for the
Mortgage Metrics Report through the Fourth Quarter of 2015. Beginning with the First Quarter of 2016 data submission, reporters should
adhere to the Field Definition and Reference section for defining the Portfolio Composition (Prime, Alt-A, Subprime, and Other) utilizing
the bank’s internal scoring system.

Date: 4/8/2016

Page 19

Traceability Matrix and Logic
Data Element

Field #

Field Name

Loan Level Calculation Logic

Next Payment Due Date
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

((Next Payment Due Date > Current Month Reported) OR
MONTH(Current Month Reported)= MONTH(Next Payment Due
Date) AND DAY(Next Payment Due Date) > 1))
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Current Quarter

Current and
Performing

31
2
28
10

Aggregation Level
Last Day of Quarter
(MM-DD-YYYY)

XML Field Reference
QuarterEnd

CurrentandPerforming
Number of Loans for
last month of the
quarter

DaysDelinquent30to59

30–59 Days
Delinquent

31
26
32
2
28
10

Next Payment Due Date
Foreclosure status
Bankruptcy Flag
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

(MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 1 AND DAY(Next Payment Due Date) > 1)
OR
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 0 AND DAY(Next Payment Due Date) = 1)
AND Foreclosure Status=0
AND Is Bankrupt = 0
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
last month of the
quarter

DaysDelinquent60to89

60–89 Days
Delinquent

Date: 4/8/2016

31
26
32
2
28
10

Next Payment Due Date
Foreclosure status
Bankruptcy Flag
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

(MONTH(Next Payment Due Date Month) - MONTH(Current Month
Reported) = 2 AND DAY(Next Payment Due Date) > 1)
OR
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 1 AND DAY(Next Payment Due Date) = 1 )
AND Foreclosure Status=0
AND Is Bankrupt = 0
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
last month of the
quarter

Page 20 

Privileged and Confidential 

90 or More Days
Delinquent

Bankruptcy 30 or
More Days
Delinquent

31
26
32
2
28
10

Next Payment Due Date
Foreclosure status
Bankruptcy Flag
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

31
32
2
28
10

Next Payment Due Date
Bankruptcy Flag
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

(MONTH(Next Payment Due Date Month) - MONTH(Current Month
Reported) ≥ 3 AND DAY(Next Payment Due Date) > 1)
OR
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 2 AND DAY( Next Payment Due Date) = 1)
AND Foreclosure Status=0
AND Is Bankrupt = 0
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0
MONTH(Next Payment Due Date Month) - MONTH(Current Month
Reported) ≥ 1 AND DAY(Next Payment Due Date) > 1)
OR
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 0 AND DAY( Next Payment Due Date) = 1
AND Is Bankrupt = 1
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

DaysDelinquent90orMo
re

Number of Loans for
last month of the
quarter

DaysDelinquentBankru
ptcy30orMore

Number of Loans for
last month of the
quarter

ForeclosuresinProcess

Foreclosures in
Process
Total Servicing
(Millions)

Date: 4/8/2016

31
26
32
2
28
10
2
28
10

Next Payment Due Date
Foreclosure status
Bankruptcy Flag
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

MONTH(Next Payment Due Date Month) - MONTH(Current Month
Reported) ≥ 1 AND DAY(Next Payment Due Date) > 1)
OR
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 0 AND DAY( Next Payment Due Date) = 1
AND Foreclosure Status= 1
AND Is Bankrupt = 0
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0
Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
last month of the
quarter
Number of Loans for
last month of the
quarter

TotalServicingUnpaidPri
ncipalBalance

Page 21

Privileged and Confidential 

Total Number of
Loans - Prime

40
2
28
10

Credit Class
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Credit Class = ‘Prime’
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Total Number of
Loans - Alt-A

40
2
28
10

Credit Class
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Credit Class = ‘Alt-A’
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Total Number of
Loans - SubPrime

40
2
28
10

Credit Class
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Credit Class = ‘Subprime’
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Prime
Number of Loans for
last month of the
quarter
AltA
Number of Loans for
last month of the
quarter
SubPrime
Number of Loans for
last month of the
quarter
Other

Total Number of
Loans - Other
Credit Class

Completed
Foreclosures

40
2
10
28

Credit Class
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Credit Class = ‘Other Credit Class’
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

29
2
28
10

Foreclosure Sale Date
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

YEAR(Foreclosure Sale Date) = YEAR(Current Month Reported)
AND MONTH(Foreclosure Sale Date) = MONTH(Current Month
Reported)
AND Lien Position at Origination=1
Liquidation Status is null, 0, or 2
AND Unpaid Principal Balance > 0

Number of Loans for
each month within the
quarter

30
2

Workout Type Completed /
Executed
Lien Position at Origination

Workout Type Completed / Executed = 4
AND Lien Position at Origination=1

Number of Loans for
each month within the
quarter

30
2

Workout Type Completed /
Executed
Lien Position at Origination

Workout Type Completed / Executed = 3
AND Lien Position at Origination=1

Number of Loans for
each month within the
quarter

Number of Loans for
last month of the
quarter

CompletedForeclosures

NewShortSales
New Short Sale

New Deed-in-Lieuof-Foreclosure

Date: 4/8/2016

NewDeedinLieuofForecl
osureActions

Page 22

Privileged and Confidential 

Newly Initiated
Foreclosures

27
2
28
10

Foreclosure Referral Date
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

YEAR(Foreclosure Referral Date) = YEAR(Current Month Reported)
AND MONTH(Foreclosure Referral Date) = MONTH(Current Month
Reported)
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

NewlyInitiatedForeclos
ures

Number of Loans for
each month within the
quarter

Capitalization

Capitalization

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Principal Deferred = N
AND Principal Write-down = N
AND Capitalization = Y
AND Interest Rate Reduced = N
AND Interest Rate Frozen = N
AND Term Extended = N
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
each month within the
quarter

RateReductionorFreeze

Rate Reduction or
Freeze

Date: 4/8/2016

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Principal Deferred = N
AND Principal Write-down = N
AND Capitalization = N
AND (Interest Rate Reduced = Y or Interest Rate Frozen = Y)
AND Term Extended = N
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance > 0

Number of Loans for
each month within the
quarter

Page 23

Privileged and Confidential 

TermExtension

Term Extension

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Term Extended = Y
AND Capitalization = N
AND Interest Rate Reduced = N
AND Interest Rate Frozen = N
AND Principal Deferred = N
AND Principal Write-down = N
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
each month within the
quarter

PrincipalReductions

Principal
Reductions

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Principal Write-Down = Y
AND Capitalization = N
AND Interest Rate Reduced = N
AND Interest Rate Frozen = N
AND Term Extended = N
AND Principal Deferred = N
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
each month within the
quarter

PrincipalDeferral

Principal Deferral

Date: 4/8/2016

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Principal Write-down = N
AND Principal Deferred = Y
AND Capitalization = N
AND Interest Rate Reduced = N
AND Interest Rate Frozen = N
AND Term Extended = N
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
each month within the
quarter

Page 24

Privileged and Confidential 

Combination 

Total Combinations

43
69
70
71
72
73
74
2
28
10

Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
LIQUIDATION STATUS
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Lien Position at Origination=1
AND LIQUIDATION STATUS = 0
AND Unpaid Principal Balance>0
WHERE Number of modification actions (Principal Write-down = Y
OR Capitalization = Y OR Interest Rate Reduced = Y OR Interest
Rate Frozen = Y OR Term Extended = Y OR Principal Deferred = Y)
>1

Number of Loans for
each month within the
quarter

Capitalization

Combination - Cap

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Lien Position at Origination=1
AND Liquidation Status= 0
AND Unpaid Principal Balance>0
AND Capitalization = Y
AND (Interest Rate Reduced = Y OR Interest Rate Frozen = Y OR
Term Extended = Y OR Principal Deferred = Y OR Principal Writedown = Y )

Number of Loans for
each month within the
quarter

RateReductionorFreeze

Combination - Rate
Red or Freeze

Date: 4/8/2016

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0
AND (Interest Rate Reduced = Y OR Interest Rate Frozen = Y)
AND (Capitalization = Y OR Term Extended = Y OR Principal
Deferred = Y OR Principal Write-down = Y )

Number of Loans for
each month within the
quarter

Page 25

Privileged and Confidential 

TermExtension

Combination Term Ext

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0
AND Term Extended = Y
AND (Capitalization = Y OR Interest Rate Reduced = Y OR Interest
Rate Frozen = Y OR Principal Deferred = Y OR Principal Writedown = Y )

Number of Loans for
each month within the
quarter

PrincipalReductions

Combination Principal Deferral

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Principal Deferred = Y
AND (Principal Write-down = Y OR Capitalization = Y OR Interest
Rate Reduced = Y OR Interest Rate Frozen = Y OR Term Extended
= Y)
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
each month within the
quarter

PrincipalDeferral

Combination Principal Reduction

Date: 4/8/2016

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Principal Write-down = Y AND (Principal Deferred = Y OR
Capitalization = Y OR Interest Rate Reduced = Y OR Interest Rate
Frozen = Y OR Term Extended = Y)
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
each month within the
quarter

Page 26

Privileged and Confidential 

Modification
Activity Not
Reported

30
43
69
70
71
72
73
74
2
28
10

Workout Type
Modification Type
Principal Deferred
Principal Write-down
Capitalization
Interest Rate Reduced
Interest Rate Frozen
Term Extended
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Principal Write-down = N
AND Capitalization = N
AND Interest Rate Reduced = N
AND Interest Rate Frozen = N
AND Term Extended = N
AND Principal Deferred = N
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

NotReported

Number of Loans for
each month within the
quarter

Decreased20

Modifications:
Principal & Interest
Decreased ≥ 20%

Modifications:
Principal & Interest
Decreased ≥10%
and < 20%

Date: 4/8/2016

92
93
30
43
2
28
10

92
93
30
43
2
28
10

P&I Amount Before
ModificationP&I Amount After
ModificationWorkout
TypeModification TypeLien
Position at Origination
Liquidation Status
Unpaid Principal Balance

P&I Amount Before Modification
P&I Amount After Modification
Workout Type
Modification Type
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

(P&I Amount Before Modification - P&I Amount After Modification)/PI
Amount Before Modification ≥ .2 (i.e. 20%)
AND Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0
(P&I Amount Before Modification - P&I Amount After Modification)/PI
Amount Before Modification ≥ .1 (i.e. 10%)
AND
(P&I Amount Before Modification - P&I Amount After Modification)/PI
Amount Before Modification <.2 (i.e. 20%)
AND Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
each month within the
quarter

Decreased10_20

Number of Loans for
each month within the
quarter

Page 27

Privileged and Confidential 

Modifications:
Principal & Interest
Decreased < 10%

92
93
30
43
2
28
10

P&I Amount Before Modification
P&I Amount After Modification
Workout Type
Modification Type
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

Modifications:
Principal & Interest
Unchanged

92
93
30
43
2
28
10

P&I Amount Before Modification
P&I Amount After Modification
Workout Type
Modification Type
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

(P&I Amount Before Modification - P&I Amount After Modification)/PI
Amount Before Modification < .1 (i.e. 10%)
AND
(P&I Amount Before Modification - P&I Amount After Modification)/PI
Amount Before Modification > 0
AND Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Decreased10

Number of Loans for
each month within the
quarter

Unchanged
P&I Amount Before Modification = P&I Amount After Modification
AND Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
each month within the
quarter

Increased

Modifications:
Principal & Interest
Increased

Date: 4/8/2016

92
93
30
43
2
28
10

P&I Amount Before Modification
P&I Amount After Modification
Workout Type
Modification Type
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

P&I Amount Before Modification < P&I Amount After Modification
AND Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
each month within the
quarter

Page 28

Privileged and Confidential 

Modifications:
Principal & Interest
Not Reported

Date: 4/8/2016

92
93
30
43
2
28
10

P&I Amount Before Modification
P&I Amount After Modification
Workout Type
Modification Type
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance

(P&I Amount Before Modification ≤ 10
OR P&I Amount Before Modification is null
OR P&I Amount After Modification ≤ 10
OR P&I Amount After Modification is null
OR P&I Amount After Modification/P&I Amount Before Modification
> 50
OR P&I Amount Before Modification/P&I Amount After Modification
> 50)
AND Workout Type in('1','8')
AND Modification Type between 1 and 12
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

NotReported

Number of Loans for
each month within the
quarter

Page 29

Privileged and Confidential 

Decreased20
For loans that have aged 6 months* with the following criteria:
1) Active loans that have become 60 Days or more
delinquent during any month in the reporting period
and are not in foreclosure.
(((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) ≥ 2 AND DAY(Next Payment Due Date) > 1) or
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 1 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=0)
OR
2) Active loans that have become 30 Days or more
delinquent and that have entered foreclosure in process
during any month in the reporting period.
((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) ≥ 1 AND DAY(Next Payment Due Date) > 1)

Re-default5
Decreased > 20%

92
93
31
26
2
28
10
30
43

P&I Amount Before Modification
P&I Amount After Modification
Next Payment Due Date
Foreclosure status
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance
Workout Type
Modification Type

or MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 0 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=1))
AND Lien Position at Origination=1
AND Liquidation Status = 0
AND Unpaid Principal Balance>0

Number of Loans for
each month within the
quarter

5

Refer to the Modification Re-defaults definition in the Field Definition and Reference section for more details on loans included in this calculation.

Date: 4/8/2016

Page 30

Privileged and Confidential 

WHERE (P&I Amount Before Modification - P&I Amount After
Modification)/PI Amount Before Modification > .2 (i.e. 20%)
* 6 month aging of the loan is identified as an active loan
including the following criteria:
a. The period in which the loan was modified and aged 6
months since modification during any month within the
reported quarter; and
b. Workout Type in("1","8"); and
c. Modification Type between 1 and 12; and
d. Lien Position at Origination=1; and
e. Liquidation Status = 0; and
f. Unpaid Principal Balance>0

Date: 4/8/2016

Page 31

Privileged and Confidential 

For loans that have aged 6 months* with the following criteria:
1) Active loans that have become 60 Days or more
delinquent during any month in the reporting period
and are not in foreclosure.

Decreased10_20

(((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) ≥ 2 AND DAY(Next Payment Due Date) > 1) or
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 1 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=0)
OR
2) Active loans that have become 30 Days or more
delinquent and that have entered foreclosure in process
during any month in the reporting period.
((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) ≥ 1 AND DAY(Next Payment Due Date) > 1)
or MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 0 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=1))
AND Lien Position at Origination=1

Re-default
Decreased >10%
and ≤ 20%

Date: 4/8/2016

92
93
31
26
2
28
10
30
43

P&I Amount Before Modification
P&I Amount After Modification
Next Payment Due Date
Foreclosure status
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance
Workout Type
Modification Type

AND Liquidation Status = 0
AND Unpaid Principal Balance>0
WHERE (P&I Amount Before Modification - P&I Amount After
Modification)/PI Amount Before Modification > .1 (i.e. 10%) AND
(P&I Amount Before Modification - P&I Amount After Modification)/PI
Amount Before Modification ≤ .2 (i.e. 20%)

Number of Loans for
each month within the
quarter

Page 32

Privileged and Confidential 

* 6 month aging of the loan is identified as an active loan
including the following criteria:
a. The period in which the loan was modified and aged 6
months since modification during any month within the
reported quarter; and
b. Workout Type in("1","8"); and
c. Modification Type between 1 and 12; and
d. Lien Position at Origination=1; and
e. Liquidation Status = 0; and
f. Unpaid Principal Balance>0

Date: 4/8/2016

Page 33

Privileged and Confidential 

For loans that have aged 6 months* with the following criteria:

Decreased10

1) Active loans that have become 60 Days or more
delinquent during any month in the reporting period
and are not in foreclosure.
(((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) ≥ 2 AND DAY(Next Payment Due Date) > 1) or
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 1 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=0)
OR
2) Active loans that have become 30 Days or more
delinquent and that have entered foreclosure in process
during any month in the reporting period.
((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) ≥ 1 AND DAY(Next Payment Due Date) > 1)
or MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 0 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=1))
AND Lien Position at Origination=1
AND Liquidation Status = 0

Re-Default
Decreased ≤ 10%

Date: 4/8/2016

92
93
31
26
2
28
10
30
43

P&I Amount Before Modification
P&I Amount After Modification
Next Payment Due Date
Foreclosure status
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance
Workout Type
Modification Type

AND Unpaid Principal Balance>0
WHERE (P&I Amount Before Modification - P&I Amount After
Modification)/PI Amount Before Modification ≤ .1 (i.e. 10%) AND
(P&I Amount Before Modification - P&I Amount After Modification)/PI
Amount Before Modification > 0

Number of Loans for
each month within the
quarter

Page 34

Privileged and Confidential 

* 6 month aging of the loan is identified as an active loan
including the following criteria:
a. The period in which the loan was modified and aged 6
months since modification during any month within the
reported quarter; and
b. Workout Type in("1","8"); and
c. Modification Type between 1 and 12; and
d. Lien Position at Origination=1; and
e. Liquidation Status = 0; and
f. Unpaid Principal Balance>0

Date: 4/8/2016

Page 35

Privileged and Confidential 

For loans that have aged 6 months* with the following criteria:

Unchanged

1) Active loans that have become 60 Days or more
delinquent during any month in the reporting period
and are not in foreclosure.
(((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) >= 2 AND DAY(Next Payment Due Date) > 1) or
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 1 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=0)
OR
2) Active loans that have become 30 Days or more
delinquent and that have entered foreclosure in process
during any month in the reporting period.
((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) >= 1 AND DAY(Next Payment Due Date) > 1)
or MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 0 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=1))
AND Lien Position at Origination=1

Re-Default
Unchanged

Date: 4/8/2016

92
93
31
26
2
28
10
30
43

P&I Amount Before Modification
P&I Amount After Modification
Next Payment Due Date
Foreclosure status
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance
Workout Type
Modification Type

AND Liquidation Status = 0
AND Unpaid Principal Balance>0
WHERE P&I Amount Before Modification = P&I Amount After
Modification
Number of Loans for
each month within the
quarter

Page 36

Privileged and Confidential 

* 6 month aging of the loan is identified as an active loan
including the following criteria:
a. The period in which the loan was modified and aged 6
months since modification during any month within the
reported quarter; and
b. Workout Type in("1","8"); and
c. Modification Type between 1 and 12; and
d. Lien Position at Origination=1; and
e. Liquidation Status = 0; and
f. Unpaid Principal Balance>0

Date: 4/8/2016

Page 37

Privileged and Confidential 

Increased

For loans that have aged 6 months* with the following criteria:
1) Active loans that have become 60 Days or more
delinquent during any month in the reporting period
and are not in foreclosure.
(((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) >= 2 AND DAY(Next Payment Due Date) > 1) or
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 1 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=0)
OR
2) Active loans that have become 30 Days or more
delinquent and that have entered foreclosure in process
during any month in the reporting period.
((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) >= 1 AND DAY(Next Payment Due Date) > 1)
or MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 0 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=1))
AND Lien Position at Origination=1

Re-Default
Increased

Date: 4/8/2016

92
93
31
26
2
28
10
30
43

P&I Amount Before Modification
P&I Amount After Modification
Next Payment Due Date
Foreclosure status
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance
Workout Type
Modification Type

AND Liquidation Status = 0
AND Unpaid Principal Balance>0
WHERE P&I Amount Before Modification < P&I Amount After
Modification
Number of Loans for
each month within the
quarter

Page 38

Privileged and Confidential 

* 6 month aging of the loan is identified as an active loan
including the following criteria:
a. The period in which the loan was modified and aged 6
months since modification during any month within the
reported quarter; and
b. Workout Type in("1","8"); and
c. Modification Type between 1 and 12; and
d. Lien Position at Origination=1; and
e. Liquidation Status = 0; and
f. Unpaid Principal Balance>0

Date: 4/8/2016

Page 39

Privileged and Confidential 

NotReported
For loans that have aged 6 months* with the following criteria:
1) Active loans that have become 60 Days or more
delinquent during any month in the reporting period
and are not in foreclosure.
(((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) >= 2 AND DAY(Next Payment Due Date) > 1) or
MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 1 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=0)
OR
2) Active loans that have become 30 Days or more
delinquent and that have entered foreclosure in process
during any month in the reporting period.
((MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) >= 1 AND DAY(Next Payment Due Date) > 1)
or MONTH(Next Payment Due Date) - MONTH(Current Month
Reported) = 0 AND DAY( Next Payment Due Date) = 1 ) AND
Foreclosure Status=1))
AND Lien Position at Origination=1

Re-Default Not
Reported

Date: 4/8/2016

92
93
31
26
2
28
10
30
43

P&I Amount Before Modification
P&I Amount After Modification
Next Payment Due Date
Foreclosure status
Lien Position at Origination
Liquidation Status
Unpaid Principal Balance
Workout Type
Modification Type

AND Liquidation Status = 0
AND Unpaid Principal Balance>0
WHERE (P&I Amount Before Modification <= 10
OR P&I Amount Before Modification is null
OR P&I Amount After Modification <= 10
OR P&I Amount After Modification is null
OR P&I Amount After Modification/P&I Amount Before Modification

Number of Loans for
each month within the
quarter

Page 40

Privileged and Confidential 

> 50
OR P&I Amount Before Modification/P&I Amount After Modification
> 50)

* 6 month aging of the loan is identified as an active loan
including the following criteria:
a. The period in which the loan was modified and aged 6
months since modification during any month within the
reported quarter; and
b. Workout Type in("1","8"); and
c. Modification Type between 1 and 12; and
d. Lien Position at Origination=1; and
e. Liquidation Status = 0; and
f. Unpaid Principal Balance>0

2 digit State Abbreviation, DC, Other. Report ‘OT’ any property in 
Property State

23

Property State

the US territory not in one of the 50 states or the District of 
Columbia, such as Puerto Rico, Virgin Islands.

StateName
1-4

Date: 4/8/2016

Page 41

Appendix C – XML Schema

Appendix D – Sample XML Data File

Date: 4/8/2016

Page 42 

Privileged and Confidential 

Appendix E – State Abbreviation Reference

State

Abbreviation

Alabama

AL

Alaska

AK

Arizona

AZ

Arkansas

AR

California

CA

Colorado

CO

Connecticut

CT

Delaware

DE

District of
Columbia

DC

Florida

FL

Georgia

GA

Hawaii

HI

Idaho

ID

Illinois

IL

Indiana

IN

Iowa

IA

Kansas

KS

Kentucky

KY

Louisiana

LA

Maine

ME

Montana

MT

Nebraska

NE

Nevada

NV

New Hampshire

NH

New Jersey

NJ

New Mexico

NM

New York

NY

North Carolina

NC

North Dakota

ND

Ohio

OH

Oklahoma

OK

Oregon

OR

Date: 4/8/2016

Page 43

Privileged and Confidential 

Maryland

MD

Massachusetts

MA

Michigan

MI

Minnesota

MN

Mississippi

MS

Missouri

MO

Pennsylvania

PA

Rhode Island

RI

South Carolina

SC

South Dakota

SD

Tennessee

TN

Texas

TX

Utah

UT

Vermont

VT

Virginia

VA

Washington

WA

West Virginia

WV

Wisconsin

WI

Wyoming

WY

All Other US
Territories (Virgin
Islands, Marshall
Islands, Guam,
Etc.)

OT

Date: 4/8/2016

Page 44