Structured Agency Credit Risk Transfer

Deals

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-1	XKX	1.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
W-1	JRB	2.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-
E-2	VAK	1.000	-	-	-	-	-	-	-	-	-	-	-	-	-	-	-

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
Z-2	WPI	503.000	3.97	Cmm3	-	-	-	MM	2.50%	-	Qwqhfkvf	DIYZ	170-180	165	YLCQ+165	-	787.00000
M-1	WTB	459.000	5.46	Kk3	-	-	-	AAA+	2.80%	-	Xhhmuilb	BBNX	100-105	95	LUXR+95	-	699.00000
S-1	EBR	148.000	3.91	I3	-	-	-	GGG-	5.87%	-	Fszuevxm	MTAY	115-120	115	TTBZ+115	-	819.00000

Tranche Comments

M-1: First Pay: 2025-03-25; Registration: 144I/Rdx K; S-1: First Pay: 2025-03-25; Registration: 144U/Yio J; Z-2: First Pay: 2025-03-25; Registration: 144D/Qsj R;

Pricing Speed

10% BYR lb Cugjc Rbybdllzbq Uulb

Reset

Yes

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
S-2	MCN	864.700	6.17	-	HHH-	-	-	AAA-	8.19%	-	Zwerviqq	YCXW	140-150	135	HXHC+135	-	472.00000
D-1	JSR	328.900	2.15	-	UUU+	-	-	AAA	5.20%	-	Axjlclpn	JETK	100-110	105	BIXY+105	-	448.00000
H-1	QYG	944.600	8.90	-	D	-	-	Q+	4.40%	-	Opofqzhr	DMHA	95-100	95	DNBP+95	-	516.00000

Tranche Comments

H-1: First Pay: 2025-02-25; Registration: 144V/Qky X; D-1: First Pay: 2025-02-25; Registration: 144I/Zdq U; S-2: First Pay: 2025-02-25; Registration: 144J/Avb D;

Pricing Speed

10% ZSY

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
B-2	BCP	898.400	1.95	-	WWW-	-	-	PPP	5.89%	-	Uuwlbvbl	MSAM	155-160	145	BYGL+145	-	510.00000
T-1	YES	831.800	4.72	-	J-	-	-	Y	1.00%	-	Cztzduzt	QKBC	110-115	105	BWAR+105	-	739.00000
G-1	PPN	706.600	9.78	-	KKK+	-	-	RRR+	6.50%	-	Fperyycg	PCUO	105-110	100	DZFS+100	-	330.00000

Tranche Comments

T-1: First Pay: 2024-11-25; Registration: 144F/Tua T; G-1: First Pay: 2024-11-25; Registration: 144H/Hvb Q; B-2: First Pay: 2024-11-25; Registration: 144V/Cfr Q;

Pricing Speed

10% TBT

Refinancing

Yes

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
N-1	FBO	541.000	7.33	F3	-	-	RRR (F)	-	6.00%	-	Hwlrrjoe	DMTB	115-125	120	KMFH+120	-	642.00000
W-2	LON	883.000	3.74	Pjj3	-	-	HHH (O)	-	7.00%	-	Mhqrebcj	EJZP	175-185	180	JYEZ+180	-	208.00000
C-1	PQC	750.000	4.87	Q1	-	-	CCC (P)	-	1.00%	-	Yxcfppaf	LICT	120-125	125	QGAB+125	-	247.00000

Tranche Comments

C-1: First Pay: 2024-09-25; Registration: 144P/Xlt N; N-1: First Pay: 2024-09-25; Registration: 144I/Xlr K; W-2: First Pay: 2024-09-25; Registration: 144Q/Eil Y;

Pricing Speed

10% HIF

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-2	RSH	21.000	9.74	-	RRR	-	-	OOO	3.70%	-	Pqfwerct	YSUH	175-185	170	EWLQ+170	-	630.00000
Y-1	JRY	409.000	4.12	-	AAA	-	-	X-	2.00%	-	Wxpoympy	VASK	135-140	125	SZWF+125	-	342.00000
S-1	KKK	252.000	6.72	-	LLL+	-	-	MMM+	9.10%	-	Xyrjzxbc	PYUK	130-135	120	PTIK+120	-	592.00000

Tranche Comments

Y-1: First Pay: 2024-06-25; Registration: 144X/Dvw S; S-1: First Pay: 2024-06-25; Registration: 144N/Klg L; W-2: First Pay: 2024-06-25; Registration: 144Z/Mxk I;

Deal Comments

Kwx kxyw fyg icgjixk vkvf PZ$899f fv PZ$1.005iw

Reset

Yes

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	QRT	593.000	3.65	I3	-	-	-	XXX	3.30%	-	Xmzzpurq	IWCU	130-140	125	UCVY+125	-	552.00000
A-2	LZH	196.000	9.44	Gpp3	-	-	-	III-	2.93%	-	Rymphkhy	CWXJ	205-225	200	TMFL+200	-	571.00000
J-1	HZZ	171.000	9.30	V1	-	-	-	VVV+	1.10%	-	Guropfsf	XYJV	130-140	125	ACLF+125	-	801.00000

Tranche Comments

J-1: First Pay: 2024-04-25; Registration: 144O/Rli S; M-1: First Pay: 2024-04-25; Registration: 144V/Xas A; A-2: First Pay: 2024-04-25; Registration: 144W/Xdq C;

Pricing Speed

10% DYA

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
R-2	XNT	796.000	9.20	-	BBB-	-	-	JJJ	3.70%	-	Oxrxqofo	TCIL	190-200	195	NTKD+195	-	550.00000
O-1	QUA	305.000	9.15	-	KKK+	-	-	DDD+	8.10%	-	Ohpjoits	XJDV	125-135	135	LIZG+135	-	159.00000
N-1	BKV	319.000	2.67	-	MMM	-	-	YYY+	3.47%	-	Klecldfk	ANCA	125-135	135	WSIN+135	-	605.00000

Tranche Comments

N-1: First Pay: 2024-03-25; Registration: 144Q/Isc R; O-1: First Pay: 2024-03-25; Registration: 144P/Aon R; R-2: First Pay: 2024-03-25; Registration: 144V/Lpo M;

Pricing Speed

10% JGH

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
V-1	VEF	249.000	1.20	Y3	-	-	-	UUU+	8.97%	-	Lcaudiay	VBSG	190-200	185	TYKS+185	-	393.00000
D-2	CUI	642.000	3.10	Cll3	-	-	-	MMM	6.17%	-	Pxroqclp	WDIT	325-340	335	VBEP+335	-	107.00000
L-1	FWP	830.000	5.40	I1	-	-	-	Z-	4.70%	-	Ebtxvytm	NIZZ	200-210	185	MYQA+185	-	770.00000

Tranche Comments

L-1: First Pay: 2023-12-26; Registration: 144J/Hhc Q; V-1: First Pay: 2023-12-26; Registration: 144E/Btr I; D-2: First Pay: 2023-12-26; Registration: 144O/Ums Z;

Pricing Speed

10% HLT fq Zbvgu Ttytyofsqy Nbft

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
W-1T	NLR	233.000	3.88	Mdd1	-	-	PPP	-	5.00%	-	Slfboumn	VNLK	335n	335	QZBV+335	-	624.00000
U-2	HYL	98.000	8.56	Onn3	-	-	EEE (W)	-	5.60%	-	Vispxhxi	YHXF	400y	385	PQMI+385	-	259.00000
X-1X	LEN	742.000	1.65	M1	-	-	E (U)	-	4.70%	-	Apuvqddr	YSTD	200e	200	WVBQ+200	-	597.00000

Tranche Comments

X-1X: First Pay: 2023-07-25; Registration: 144J/Jht G; W-1T: First Pay: 2023-07-25; Registration: 144G/Nyz N; U-2: First Pay: 2023-07-25; Registration: 144C/Vpw B;

Pricing Speed

10% LKX vo Tqezq Xutuwvveoq Xqvu