Cumulative 45-Day to 55-Day Exchange Activity

Provides information on each Mirror Security as it is issued. This report provides the mapping of the 45-day PC or Giant to the corresponding 55-day Mirror Security. This is a daily file. For more detail on understanding this report, access the File Description.

Daily 45-Day to 55-Day Exchange Activity File

Beginning with Exchange Transactions in 2019, this file provides information on the exchange transactions settled on the preceding business day, including the original par amount exchanged, pool numbers and CUSIPs of the 45-day and 55-day securities. This is a daily file. For more detail on understanding this report, access the File Description.

Aggregate Level 1 Collateral Exchange Activity File

Freddie Mac is now publishing the Aggregate Level 1 Collateral Exchange Activity file. This file contains one row for every Freddie Mac fixed-rate 45-day payment delay Level 1 PC, even if the PC is not eligible to be exchanged. This file shows the issuance UPB, the issuance UPB that has been exchanged and is still available for exchange at Level 1, the issuance UPB that has been resecuritized, and the issuance UPB that has been resecuritized and exchanged, for all outstanding fixed-rate Gold PCs. This report is designed to help the market with prepayment analysis and is published on a daily basis. For more detail on understanding this report, access the File Description.