This dataset includes detailed origination and servicing information for large U.S. mortgage servicers owned by ten of the largest banks supervised by the Office of the Comptroller of the Currency (OCC), as well as large thrifts overseen by the Office of Thrift Supervision (OTS). The data consist of monthly observations of more than 34 million mortgages totaling $6 trillion, which make up about 64% of U.S. residential mortgages. The servicing information is collected monthly and includes details about actual payments, loan status, and changes in loan terms.


The role of securitization in mortgage renegotiation
Agarwal et al. (2011)
Journal of Financial Economics