General Information Statement

Transcription

1 General Information Statement The Static Pool Information (SPI) contains mortgage loan data for mortgage loans acquired by Freddie Mac that are representative of the types of mortgage loans that are included in the corresponding Freddie Mac Whole Loan Securities 2015-SC01 transaction. The following Static Pool Vintage Year Reports and Loan Performance Data aggregates mortgage loans that meet the criteria described below and demonstrates the related mortgage loan characteristics over time. 1. The mortgage loan characteristics for the SPI loan population are 20- to 30-year fixed-rate super-conforming loans in Freddie Mac s historical portfolio a. Loans originated after 01/01/2010 through 12/31/ b. The Servicing Cut-Off Date is 03/31/2015 c. The Original Loan-to-Value will be less than or equal to 80 d. Credit score will be greater than or equal to 640 and less than or equal to Unless otherwise specified, all percentages are calculated based on the applicable original mortgage loan amounts over the total original UPB for that vintage year. 3. The Distribution by State table includes each state that represents 5% or more of the total original UPB for any of the vintage years displayed. 4. The Distribution by Metropolitan Statistical Area (MSA) table includes each MSA or Metropolitan Division that represents 5% or more of the total original UPB for any of the vintage years displayed. 5. The Distribution by Seller and Distribution by Servicer tables include each Seller or Servicer that represents 1% or more of the total original UPB for any of the vintage years displayed. 6. While Freddie Mac believes that the Static Pool Information (SPI) is complete, accurate and reliable, Freddie Mac makes no representations or warranties, expressed or implied, as to the accuracy or completeness of such information and use of the SPI is at your own risk. Freddie Mac will have no liability to you or any third-party for or arising out of your use of the SPI. Page 1 of 12

2 Static Pool Overall Summary Report Run Date: 07/10/2015 Servicing Cut-Off Date: 03/31/2015 Origination From Date: 01/01/2010 Origination To Date: 12/31/ Amortizing asset pools - information by vintage origination years for purchases by Freddie Mac Vintage Collateral Overview: Number of Pool Assets 28,868 30,619 46,931 34,069 25,446 Original Pool Balance $16,561,847,053 $17,234,815,224 $25,321,323,292 $18,221,543,183 $13,432,799,896 Average Original Loan Balance $573,710 $562,880 $539,544 $534,842 $527,894 Weighted Average Mortgage Interest Rate 4.87% 4.62% 3.86% 4.03% 4.47% Weighted Average Credit Score Weighted Average Original Loan-to-Value (OLTV) 66.99% 67.42% 66.16% 68.48% 71.38% Performance Overview as of Servicing Cut-off Date: Number of Remaining Loans 5,380 8,578 34,978 28,203 20,243 Remaining Pool Balance 2,755,187,643 4,418,038,160 17,729,397,589 14,500,515,364 10,527,274,344 Remaining Pool Balance as % of Original Balance 16.64% 25.63% 70.02% 79.58% 78.37% Number of Current Loans 5,315 8,508 34,903 28,121 20,168 Number of Current Loans as % of Remaining Loans 98.79% 99.18% 99.79% 99.71% 99.63% Repurchased Balance 8,139,463 9,053,318 5,568,057 7,572,075 7,655,002 Repurchased Balance as % of Original Balance 0.05% 0.05% 0.02% 0.04% 0.06% UPB at liqudation for loans that incurred losses 4,557,273 1,582, Cumulative Loss Amount 646, , Page 2 of 12

3 Amortizing asset pools - information by vintage origination years for purchases by Freddie Mac Vintage: Overall Characteristics: Number of Pool Assets 28,868 30,619 46,931 34,069 25,446 Original Pool Balance $16,561,847,053 $17,234,815,224 $25,321,323,292 $18,221,543,183 $13,432,799,896 Weighted Average Mortgage Interest Rate 4.87% 4.62% 3.86% 4.03% 4.47% Weighted Average Original Term Weighted Average Credit Score Minimum Credit Score Maximum Credit Score Weighted Average Original Loan-to-Value (OLTV) 66.99% 67.42% 66.16% 68.48% 71.38% Minimum OLTV 8.00% 7.00% 9.00% 6.00% 7.00% Maximum OLTV 80.00% 80.00% 80.00% 80.00% 80.00% Distribution by Property Type: 1-4 Family Fee Simple 74.11% 72.39% 74.10% 70.31% 68.68% Condominium 4.14% 4.21% 2.77% 5.86% 8.35% Leasehold 0.00% 0.00% 0.02% 0.02% 0.03% Manufactured Housing 0.00% 0.00% 0.00% 0.00% 0.00% PUD 21.10% 23.01% 22.81% 23.29% 22.78% Co-op 0.66% 0.39% 0.30% 0.52% 0.16% Total 100% 100% 100% 100% 100% Page 3 of 12

4 Amortizing asset pools - information by vintage origination years for purchases by Freddie Mac Vintage: Distribution by Original Loan Term (months): % 1.38% 1.05% 0.72% 0.44% % 0.46% 0.42% 0.35% 0.40% % 98.16% 98.54% 98.93% 99.16% Total 100% 100% 100% 100% 100% Distribution by State: California 59.85% 60.44% 62.59% 60.49% 69.49% Maryland 5.89% 6.14% 6.40% 6.02% 3.72% New Jersey 5.12% 4.55% 4.74% 4.23% 3.81% New York 7.91% 6.62% 5.29% 7.52% 6.31% Virginia 7.91% 9.66% 10.31% 10.33% 7.61% Other 13.31% 12.60% 10.67% 11.41% 9.07% Total 100% 100% 100% 100% 100% Page 4 of 12

5 Amortizing asset pools - information by vintage origination years for purchases by Freddie Mac Vintage: Distribution by Metropolitan Statistical Area (MSA): Anaheim-Santa Ana-Irvine, CA Metro Division Los Angeles-Long Beach-Glendale, CA Metro Division New York-Jersey City-White Plains, NY- NJ Metro Division Oakland-Hayward-Berkeley, CA Metro Division San Diego-Carlsbad, CA Metro Area 6.88% 7.50% 8.11% 9.13% 12.25% 12.27% 13.21% 12.93% 14.05% 18.13% 7.19% 5.96% 5.67% 7.17% 6.31% 8.73% 7.87% 9.97% 9.24% 9.71% 5.18% 5.25% 4.54% 4.87% 5.90% San Francisco-Redwood City-South San Francisco, CA Metro Division San Jose-Sunnyvale-Santa Clara, CA Metro Area Washington-Arlington-Alexandria, DC-VA- MD-WV Metro Division Other Distribution by Mortgage Interest Rate (%): 7.32% 8.16% 7.52% 6.46% 6.12% 10.51% 9.80% 12.30% 8.43% 7.78% 9.30% 11.46% 12.30% 12.86% 9.47% 32.61% 30.79% 26.66% 27.78% 24.33% Total 100% 100% 100% 100% 100% % 0.000% 0.000% 0.000% 0.000% % 0.000% 0.005% 0.026% 0.000% % 7.691% % % 3.935% % % % % % % % 0.086% 2.049% 2.793% % 0.010% 0.000% 0.000% 0.000% > % 0.000% 0.000% 0.000% 0.000% Total: 100% 100% 100% 100% 100% Page 5 of 12

6 Amortizing asset pools - information by vintage origination years for purchases by Freddie Mac Vintage: Distribution by Original Loan To Value (%): % 27.22% 29.43% 23.14% 14.57% % 20.09% 21.53% 20.70% 20.14% % 18.53% 20.54% 22.26% 24.52% % 34.15% 28.50% 33.90% 40.77% % 0.00% 0.00% 0.00% 0.00% % 0.00% 0.00% 0.00% 0.00% > % 0.00% 0.00% 0.00% 0.00% Total: 100% 100% 100% 100% 100% Distribution by Credit Score: < % 0.00% 0.00% 0.00% 0.00% % 0.00% 0.00% 0.00% 0.00% % 0.39% 0.23% 0.47% 1.34% % 1.30% 0.83% 1.75% 3.18% % 3.26% 2.59% 4.62% 6.67% % 6.22% 5.03% 7.69% 11.24% % 9.24% 8.47% 11.17% 13.24% >= % 79.58% 82.85% 74.29% 64.33% Unknown Credit Score 0.00% 0.00% 0.00% 0.00% 0.00% Total 100% 100% 100% 100% 100% Page 6 of 12

7 Amortizing asset pools - information by vintage origination years for originations/purchases by the sponsor or other originator Vintage: Distribution by Seller Name (1% Minimum): BANC OF CALIFORNIA, NATIONAL A 0.00% 0.00% 0.00% 0.49% 1.09% BANK OF AMERICA, N.A % 8.81% 1.42% 3.42% 7.22% BRANCH BANKING & TRUST COMPANY 4.19% 4.38% 5.05% 6.25% 1.21% CALIBER HOME LOANS, INC. 0.00% 0.00% 1.24% 3.56% 5.20% CHICAGO MORTGAGE SOLUTIONS COR 0.00% 0.00% 0.00% 4.08% 2.01% CITIMORTGAGE, INC. 2.60% 0.82% 0.56% 2.80% 2.11% CMG MORTGAGE, INC. 0.01% 0.00% 0.01% 0.54% 1.18% COLORADO FEDERAL SAVINGS BANK 1.57% 0.83% 5.30% 0.02% 0.00% FIFTH THIRD BANK 2.28% 3.61% 2.96% 2.09% 0.64% FLAGSTAR BANK, FSB 1.29% 0.42% 0.33% 1.18% 4.33% FREMONT BANK 2.19% 1.19% 0.32% 0.70% 1.24% GFS CAPITAL HOLDINGS 0.22% 0.27% 1.10% 0.37% 0.00% GMAC MORTGAGE, LLC 5.41% 5.83% 0.11% 0.00% 0.00% GUARANTEED RATE, INC. 0.01% 0.07% 0.81% 1.58% 1.18% JPMORGAN CHASE BANK, N.A % 7.22% 12.21% 11.10% 4.05% LOANDEPOT.COM, LLC 0.00% 0.10% 0.58% 0.91% 2.06% Page 7 of 12

8 Amortizing asset pools - information by vintage origination years for originations/purchases by the sponsor or other originator Vintage: Distribution by Seller Name (1% Minimum): MB FINANCIAL BANK, N.A. 0.00% 0.00% 0.09% 1.02% 1.19% METLIFE HOME LOANS, A DIVISION 3.94% 8.97% 1.02% 0.00% 0.00% NATIONSTAR MORTGAGE LLC 0.13% 0.18% 0.32% 1.06% 1.42% PACIFIC UNION FINANCIAL, LLC 0.00% 0.00% 0.00% 0.61% 1.92% PENNYMAC CORP. 0.00% 0.00% 0.05% 2.96% 2.93% PHH MORTGAGE CORPORATION 2.44% 0.95% 0.44% 1.82% 0.97% PLAZA HOME MORTGAGE, INC. 0.10% 0.12% 0.36% 1.19% 1.43% PROSPECT MORTGAGE, LLC 0.14% 0.29% 0.26% 0.59% 1.87% PROVIDENT FUNDING ASSOCIATES, 3.30% 5.70% 14.59% 4.39% 0.45% QUICKEN LOANS INC. 0.03% 0.06% 0.84% 2.46% 2.55% SKYLINE FINANCIAL CORP. 0.00% 0.30% 0.01% 0.68% 1.52% STEARNS LENDING, LLC 0.00% 0.00% 0.12% 1.15% 4.20% STONEGATE MORTGAGE CORPORATION 0.00% 0.00% 0.00% 0.13% 2.22% SUNTRUST MORTGAGE, INC. 1.07% 0.51% 0.19% 2.37% 0.82% U.S. BANK N.A. 9.59% 15.55% 19.16% 13.97% 9.32% UNITED SHORE FINANCIAL SERVICE 0.00% 0.00% 0.10% 1.00% 1.45% Page 8 of 12

9 Amortizing asset pools - information by vintage origination years for originations/purchases by the sponsor or other originator Vintage: Distribution by Seller Name (1% Minimum): WELLS FARGO BANK, N.A % 28.23% 21.97% 14.09% 9.40% Other 8.87% 5.58% 8.45% 11.40% 22.82% Total: 100% 100% 100% 100% 100% Page 9 of 12

10 Amortizing asset pools - information by vintage origination years for originations/purchases by the sponsor or other originator Vintage: Distribution by Servicer Name (1% Minimum): ALLY BANK 3.37% 3.29% 0.08% 0.00% 0.00% BANK OF AMERICA, N.A % 8.81% 1.42% 3.42% 7.22% BRANCH BANKING & TRUST COMPANY 4.19% 4.38% 5.05% 6.25% 1.21% CALIBER HOME LOANS, INC. 0.01% 0.01% 1.17% 4.10% 5.25% CITIMORTGAGE, INC. 2.60% 0.82% 0.56% 2.80% 2.11% COLORADO FEDERAL SAVINGS BANK 0.94% 0.83% 2.36% 0.02% 0.00% FIFTH THIRD BANK 1.53% 1.68% 0.39% 0.09% 0.02% FIFTH THIRD MORTGAGE COMPANY 0.75% 1.92% 2.63% 2.41% 0.73% FIRSTKEY MORTGAGE, LLC 0.00% 0.00% 0.00% 0.14% 1.78% FLAGSTAR BANK, FSB 1.06% 0.30% 0.11% 0.27% 2.59% FREMONT BANK 2.19% 1.18% 0.32% 0.47% 0.44% JPMORGAN CHASE BANK, N.A % 11.87% 12.90% 11.10% 4.05% LOANDEPOT.COM, LLC 0.00% 0.00% 0.21% 0.38% 1.42% MB FINANCIAL BANK, N.A. 0.00% 0.00% 0.12% 1.09% 1.32% METLIFE HOME LOANS, A DIVISION 2.07% 4.28% 0.32% 0.00% 0.00% Page 10 of 12

11 Amortizing asset pools - information by vintage origination years for originations/purchases by the sponsor or other originator Vintage: Distribution by Servicer Name (1% Minimum): NATIONSTAR MORTGAGE LLC 0.15% 0.18% 0.59% 8.56% 7.82% PACIFIC UNION FINANCIAL, LLC 0.00% 0.00% 0.00% 0.61% 1.23% PENNYMAC CORP. 0.00% 0.00% 0.05% 2.96% 2.93% PHH MORTGAGE CORPORATION 2.44% 0.95% 0.44% 1.77% 0.49% PINGORA LOAN SERVICING, LLC 0.00% 0.01% 0.03% 1.46% 5.29% PLAZA HOME MORTGAGE, INC. 0.10% 0.08% 0.33% 0.66% 1.43% PNC BANK, NA 0.36% 0.23% 2.31% 0.67% 0.21% PROVIDENT FUNDING ASSOCIATES, 3.93% 5.70% 17.53% 4.39% 0.45% QUICKEN LOANS INC. 2.01% 2.47% 0.93% 2.46% 2.55% ROUNDPOINT MORTGAGE SERVICING 0.00% 0.00% 0.01% 0.55% 1.57% SENECA MORTGAGE SERVICING, LLC 0.17% 0.11% 0.56% 0.79% 1.66% STEARNS LENDING, LLC 0.09% 0.06% 0.11% 1.12% 4.00% STONEGATE MORTGAGE CORPORATION 0.00% 0.00% 0.00% 0.13% 2.22% SUNTRUST MORTGAGE, INC. 1.07% 0.51% 0.21% 2.44% 0.82% U.S. BANK N.A % 16.77% 20.43% 14.09% 9.54% Page 11 of 12

12 Amortizing asset pools - information by vintage origination years for originations/purchases by the sponsor or other originator Vintage: Distribution by Servicer Name (1% Minimum): UNITED SHORE FINANCIAL SERVICE 0.00% 0.00% 0.00% 0.28% 1.45% WELLS FARGO BANK, N.A % 28.23% 21.97% 14.09% 9.40% Other 8.03% 5.32% 6.85% 10.40% 18.80% Total: 100% 100% 100% 100% 100% Page 12 of 12