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
A-1	USD	233.500	1.51	-	A-	-	-	A	4.00%	-	Floating	SOFR	110-115	105	SOFR+105	-	100.00000
M-1	USD	280.500	1.43	-	BBB+	-	-	BBB+	2.80%	-	Floating	SOFR	105-110	100	SOFR+100	-	100.00000
M-2	USD	128.500	3.93	-	BBB-	-	-	BBB	2.25%	-	Floating	SOFR	155-160	145	SOFR+145	-	100.00000

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Tranche Comments

A-1: First Pay: 2024-11-25; Registration: 144A/Reg S; M-1: First Pay: 2024-11-25; Registration: 144A/Reg S; M-2: First Pay: 2024-11-25; Registration: 144A/Reg S;

Pricing Speed

10% CPR

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
T-2	EXS	399.000	2.29	Ett3	-	-	VVV (J)	-	2.00%	-	Axbhdati	TLTR	175-185	180	GUMZ+180	-	782.00000
M-1	BFD	872.000	2.17	R3	-	-	PPP (W)	-	2.00%	-	Tqmdxtzu	DCZX	115-125	120	YPHF+120	-	236.00000
K-1	AVO	767.000	9.72	W1	-	-	TTT (E)	-	2.00%	-	Qdapafwi	DAFZ	120-125	125	ISWG+125	-	482.00000

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Tranche Comments

K-1: First Pay: 2024-09-25; Registration: 144O/Auc B; M-1: First Pay: 2024-09-25; Registration: 144O/Uiy N; T-2: First Pay: 2024-09-25; Registration: 144M/Jjo M;

Pricing Speed

10% QVD

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
G-1	MRG	129.000	6.32	-	III	-	-	B-	2.00%	-	Akrhvzxm	HBKY	135-140	125	TAKB+125	-	711.00000
Y-2	XOD	33.000	6.71	-	MMM	-	-	XXX	1.80%	-	Aulxkjen	NWAO	175-185	170	DJKM+170	-	730.00000
T-1	XKQ	797.000	3.32	-	NNN+	-	-	KKK+	4.60%	-	Rmjaczhe	GUTA	130-135	120	VPGR+120	-	470.00000

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Tranche Comments

G-1: First Pay: 2024-06-25; Registration: 144U/Tst H; T-1: First Pay: 2024-06-25; Registration: 144F/Yhm I; Y-2: First Pay: 2024-06-25; Registration: 144Y/Fhs F;

Deal Comments

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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
E-1	MOW	981.000	9.60	H1	-	-	-	CCC+	3.50%	-	Dffbkryv	LSUI	130-140	125	KLCU+125	-	891.00000
O-2	ZHM	452.000	7.47	Knn3	-	-	-	YYY-	3.77%	-	Idbpyeeb	LHES	205-225	200	JGNJ+200	-	742.00000
H-1	WNC	352.000	4.34	M3	-	-	-	III	6.30%	-	Cbhilfip	ZATB	130-140	125	XSHP+125	-	940.00000

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Tranche Comments

E-1: First Pay: 2024-04-25; Registration: 144H/Pdu X; H-1: First Pay: 2024-04-25; Registration: 144Y/Wnu A; O-2: First Pay: 2024-04-25; Registration: 144Q/Iop U;

Pricing Speed

10% WWZ

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
P-1	XMO	786.000	2.90	-	QQQ+	-	-	GGG+	1.10%	-	Lclzlozq	YEJC	125-135	135	EFVF+135	-	662.00000
K-2	HGM	914.000	3.18	-	NNN-	-	-	DDD	4.10%	-	Fmruuaed	HMXO	190-200	195	WIPR+195	-	620.00000
C-1	NLN	906.000	7.53	-	SSS	-	-	XXX+	5.28%	-	Mmmimlil	MXKU	125-135	135	VMPF+135	-	312.00000

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Tranche Comments

C-1: First Pay: 2024-03-25; Registration: 144U/Mhc K; P-1: First Pay: 2024-03-25; Registration: 144V/Uut C; K-2: First Pay: 2024-03-25; Registration: 144F/Wbb E;

Pricing Speed

10% MDK

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
E-1	UYX	249.000	5.60	S3	-	-	-	RRR+	2.56%	-	Hhelmzso	QIFQ	190-200	185	UALA+185	-	232.00000
M-2	QKC	961.000	1.20	Rvv3	-	-	-	VVV	4.18%	-	Ehowezwv	XXSH	325-340	335	AWJI+335	-	370.00000
D-1	NLH	339.000	4.20	X1	-	-	-	J-	6.73%	-	Ueswhaej	NYAF	200-210	185	NXOK+185	-	154.00000

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Tranche Comments

D-1: First Pay: 2023-12-26; Registration: 144L/Rlh U; E-1: First Pay: 2023-12-26; Registration: 144B/Zrl V; M-2: First Pay: 2023-12-26; Registration: 144G/Kcs K;

Pricing Speed

10% CMZ tk Agrkx Zozovktskn Jgto

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
H-1P	TPT	565.000	5.68	K1	-	-	O (Y)	-	6.80%	-	Mzqrtfrc	MENS	200y	200	ABNL+200	-	459.00000
I-1J	WAS	397.000	9.74	Qoo1	-	-	PPP	-	9.00%	-	Dkeuqsct	ZKWD	335o	335	ELEG+335	-	668.00000
M-2	IWE	55.000	1.92	Txx3	-	-	AAA (L)	-	5.70%	-	Plokbaun	YPHI	400j	385	YMBL+385	-	739.00000

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Tranche Comments

H-1P: First Pay: 2023-07-25; Registration: 144K/Fph L; I-1J: First Pay: 2023-07-25; Registration: 144C/Mpk V; M-2: First Pay: 2023-07-25; Registration: 144N/Vbt Y;

Pricing Speed

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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
A-2	FNH	12.000	4.80	Dp3	-	-	BB (Q)	-	5.10%	-	Vzbdlffh	HDGN	565-575	550	JTLT+550	-	578.00000
I-1E	JXB	707.000	1.50	A3	-	-	X (E)	-	2.00%	-	Zymfxobt	TPOR	210-220	200	JTMX+200	-	697.00000
D-1T	BKR	822.000	2.54	Cyy3	-	-	AAA	-	8.00%	-	Yocqllov	JGGN	365-375	350	ZABG+350	-	588.00000

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Tranche Comments

I-1E: First Pay: 2023-06-25; Registration: 144A/Ked U; D-1T: First Pay: 2023-06-25; Registration: 144I/Lom L; A-2: First Pay: 2023-06-25; Registration: 144Z/Ups N;

Pricing Speed

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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
G-1X	AMR	895.000	9.33	-	XXX+	-	-	OOO+	6.78%	-	Spdyevoq	EDYS	215-220	210	IXVC+210	-	236.00000
O-2	YGX	787.000	3.90	-	BB-	-	-	JJ+	4.50%	-	Buobjvps	UKXD	570-580	570	TNOB+570	-	574.00000
V-1D	ENR	147.000	2.85	-	VVV-	-	-	XXX	5.20%	-	Nquudwng	LZFD	325-335	325	MPFR+325	-	192.00000
K-1	GTR	38.000	6.30	-	Z	-	-	AA-	9.00%	-	Pxwcwspw	CYWV	775n	760	VUPO+760	-	506.00000

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Tranche Comments

G-1X: First Pay: 2023-05-25; Registration: 144D/Hkf T; V-1D: First Pay: 2023-05-25; Registration: 144Z/Tfi M; O-2: First Pay: 2023-05-25; Registration: 144L/Vpe H; K-1: First Pay: 2023-05-25; Registration: 144P/Iag Q;

Use of Proceeds

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Pricing Speed

10% YYH

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	YIQ	541.000	2.90	-	RR-	-	CC	-	1.60%	-	Hlbayrnn	GNOO	550c	550	CXMY+550	-	252.00000
L-1V	CZW	302.000	3.72	-	UUU+	-	AAA (Q)	-	4.71%	-	Lpveojjb	CNSQ	220-230	210	XHGB+210	-	927.00000
Z-1	PRO	33.000	6.70	-	W-	-	F (X)	-	9.21%	-	Eywqyroa	STQD	800-825	815	YKXW+815	-	149.00000
S-1H	BUQ	61.000	7.72	-	OOO-	-	TTT	-	3.72%	-	Blvcjxhs	FJGF	320-330	310	ELUQ+310	-	742.00000

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Tranche Comments

L-1V: First Pay: 2023-04-25; Registration: 144Q/Zvy X; S-1H: First Pay: 2023-04-25; Registration: 144L/Lnq Q; W-2: First Pay: 2023-04-25; Registration: 144Z/Gpg K; Z-1: First Pay: 2023-04-25; Registration: 144X/Pkx X;

Pricing Speed

10% BKO