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 (Beginning March 8).

Historical Daily Prepayment Report

Contains all daily prepayment data from January 2019.

Historical Daily Prepayment Report (coming soon)

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.

Terms & Conditions

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.