Daily Prepayment Report
The daily prepayment reports provide certain daily prepayment data on Freddie Mac securities. This data is provided via the three reports highlighted below for select cohorts and include full voluntary prepayments. Daily prepayment speeds are presented in the form of a Single Monthly Mortality (SMM) rate and a Conditional Prepayment Rate (CPR). These reports provide market participants with additional transparency into the prepayment performance of Freddie Mac securities.
Daily Prepayment Reports
The Daily Prepayment Reports contain cumulative daily prepayment data for the entire month and will be updated on a weekly basis.
Access to these monthly reports can be found on MBS Disclosure Data & Reports. User must login with registered credentials in order to access the files.
Supplemental Daily Prepayment Report
This supplemental Daily Prepayment Report contains cumulative daily prepayment data in Excel.
Supplemental Daily Prepayment Report.
Historical Daily Prepayment Report
Contains all daily prepayment data from the February 2019 factor through the March 2023 factor.
Historical Daily Prepayment Report
Daily Prepayment Report User Guide
For details on file specifications, including attribute calculations and definitions, as well as file distribution and timing, refer to the Daily Prepayment Report User Guide.
Additional Information
These reports are based on information furnished to us by the sellers and servicers of the underlying mortgages. We have not verified such information, make no representations or warranties concerning the accuracy of the reports, and disclaim all liability associated with or arising from any inaccuracies in the reports. Inaccuracies could occur due to, among other items, errors in the information provided by the sellers and servicers of the mortgages or shortcomings or failures in our internal processes or systems. We are not obligated to update or correct the reports or to continue providing them. These reports are generally subject to the same risks and limitations as our pool- and loan-level information, as described in the sections titled “Monthly Reporting of Pool-Level Data” and “Loan-Level Data” in the offering circulars for our UMBS, MBS and PCs. Subject to the foregoing, these reports reflect only “voluntary” total prepayments of mortgages resulting from, for example, refinancings or sales of mortgaged properties (and do not reflect scheduled payments, curtailments or “involuntary” prepayments). “Involuntary” prepayments could include prepayments resulting from repurchases of mortgages from UMBS, MBS or PCs as a result of borrower defaults or breaches of representations and warranties by mortgage sellers, or from foreclosures. These reports are calculated differently from the monthly factors for our securities and may not be predictive of the results of any future monthly factor for any specific security.
This is not an offer to buy or sell any Freddie Mac securities. Offers for any given security are made only through applicable offering circulars and related supplements, which incorporate Freddie Mac’s most recent Annual Report on Form 10-K filed with the Securities and Exchange Commission (SEC); all other reports Freddie Mac files with the SEC pursuant to Section 13(a) of the Securities Exchange Act of 1934 (Exchange Act), excluding any information "furnished" to the SEC on Form 8-K; and all documents that Freddie Mac files with the SEC pursuant to Sections 13(a), 13(c) or 14 of the Exchange Act, excluding any information “furnished” to the SEC on Form 8-K.
The financial and other information contained on this page and in the documents that may be accessed on this page speaks only as of the date of those documents. The information could be out of date and no longer accurate. Freddie Mac undertakes no obligation, and disclaims any duty, to update any of the information in those documents.
The financial and other information contained in these reports is not incorporated by reference into, or a part of, any offering documents for any security. The information does not constitute a sufficient basis for making a decision with respect to the purchase and sale of any security and is directed only at, and is intended for distribution to and use by, qualified persons or entities in jurisdictions where such distribution and use is permitted and would not be contrary to law or regulation. All information regarding or relating to Freddie Mac securities is qualified in its entirety by the relevant offering circular and any related supplements. You should review the relevant offering circular and any related supplements before making a decision with respect to the purchase or sale of any security. In addition, before purchasing any security, please consult your legal and financial advisors for information about and analysis of the security, its risks and its suitability as an investment in your particular circumstances.
These materials may contain forward-looking statements. Forward-looking statements involve known and unknown risks and uncertainties, some of which are beyond the company’s control. Management’s expectations for the company’s future necessarily involve a number of assumptions, judgments and estimates, and various factors could cause actual results to differ materially from the expectations expressed in these and other forward-looking statements. These assumptions, judgments, estimates and factors are discussed in the company’s most recent Annual Report on Form10-K, and its reports on Form 10-Q and Form 8-K, which are available on the Investor Relations page of the company’s Web site at www.FreddieMac.com/investors and the SEC's website at www.sec.gov. The company undertakes no obligation to update forward-looking statements it makes to reflect events or circumstances occurring after the date of this page.