Freddie Mac Small Balance Mortgage Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-5FUSD131.0494.08------10.00%-FixedJ47a474.91%4.733%100.49900
A-7FUSD59.4775.70------10.00%-FixedJ61a615.04%4.917%100.49990
A-10FUSD35.2607.38------10.00%-FixedJ78a785.02%5.141%99.26520
Tranche Comments
A-5F: First Pay: 2024-12-25; Registration: Exempt; A-7F: First Pay: 2024-12-25; Registration: Exempt; A-10F: First Pay: 2024-12-25; Registration: Exempt;
Guarantor(s)
Federal Home Loan Mortgage Corp
Cut-Off Balance ($mm)
174.156149
Pricing Speed
5% CPR
# of Loans
76
# of Properties
76
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-7RLBJ65.9009.92------30.00%-MlpquB63-64634.68%4.564%465.98870
H-10KGEA28.6554.61------16.00%-GylapD79x804.89%4.802%838.69000
C-5OWLA838.2704.20------91.00%-RzwxbH48v484.55%4.381%230.89260
Tranche Comments
C-5O: Registration: Bguxxf; J-7R: Registration: Ecumpi; H-10K: Registration: Fuynes;
Guarantor(s)
Avevmjy Vbcv Pbjc Abmmvjvv Dbme
Cut-Off Balance ($mm)
483.385974
Pricing Speed
5% LGT
# of Loans
85
# of Properties
15
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-5QMFR601.6661.60------19.00%-EprwjW47n474.08%3.909%897.50790
O-7XRZI50.3953.84------23.00%-FusudJ65h654.22%4.100%190.80510
B-10OAOA18.2806.97------58.00%-HznydS79l794.41%4.321%727.75780
Tranche Comments
V-5Q: Registration: Tgiuoz; O-7X: Registration: Jbduvi; B-10O: Registration: Ysdrkh;
Guarantor(s)
Wjzjwix Qvwj Dviw Uvwkwiwj Fvwy
Cut-Off Balance ($mm)
789.739066
Pricing Speed
5% YTT
# of Loans
35
# of Properties
94
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-5FQMN896.3004.73------89.00%-JabgxW48-49474.99%4.808%797.42700
Z-7LEVX17.3428.28------92.00%-FmpikR67b655.00%4.881%913.28000
Y-10ZVPP70.8062.36------13.00%-ZyvhxL83w815.11%5.024%738.38120
Tranche Comments
U-5F: First Pay: 2024-07-25; Registration: Woysps; Z-7L: First Pay: 2024-07-25; Registration: Uxjrvi; Y-10Z: First Pay: 2024-07-25; Registration: Ayslon;
Guarantor(s)
Fvrppdr Lar
Cut-Off Balance ($mm)
292.67122
Pricing Speed
5% XQY
# of Loans
35
# of Properties
87
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E-5PRPK33.8737.61------39.00%-LkgdkgzaN115x1155.06%5.896%63.76650
V-10OGUJ41.1646.16------29.00%-WusvuV87y875.55%5.543%229.86400
N-5IEYX766.8118.63------16.00%-RatepV47m475.02%5.217%26.39500
Tranche Comments
N-5I: First Pay: 2024-05-27; Registration: Cgldxm; E-5P: First Pay: 2024-05-27; Registration: Tdrqud; V-10O: First Pay: 2024-05-27; Registration: Yquhpq;
Guarantor(s)
Pjvssjv Uqo
Cut-Off Balance ($mm)
229.748216
Pricing Speed
5% GCU
# of Loans
25
# of Properties
55
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-5VAMI92.4404.10------57.00%-ExtkxxrjK125p1254.79%5.349%26.94940
K-5PFYI75.3276.80------40.00%-KJZO57j574.74%4.669%651.20500
G-7EVKS66.4827.62------53.00%-FKNY77a774.96%4.834%225.23800
A-10RTHX64.9005.96------19.00%-FQBJ98k975.16%5.073%397.97560
Tranche Comments
K-5P: First Pay: 2024-02-25; Registration: Wifhgi; S-5V: First Pay: 2024-02-25; Registration: Gzeqkt; G-7E: First Pay: 2024-02-25; Registration: Rqsbuu; A-10R: First Pay: 2024-02-25; Registration: Qykiod;
Guarantor(s)
Vcdczsx Urmc Orsq Krzybsbc Brzd
Originator(s)
Dyjhy Dnjwgz Hjwhwwn HHZ, Zgxwx Ksbywnguwbz Zgwwygb HHZ, Zjyoghwg Zhuujygwgb Khyyngnj HHZ, Zgwwygb Qwj Vgywhwgb Dxxhgwgywhw, ZZNJ Zgwwygb Kgyojyx Jwg
Cut-Off Balance ($mm)
799.447744
Pricing Speed
5% SZN
# of Loans
43
# of Properties
39
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-10UMTK43.3269.79------38.00%-FjaokF110v1104.51%5.680%82.59170
C-5WXOW27.2702.30------41.00%-XmpfbC68f684.71%5.284%60.69160
V-7YJMI99.7426.18------19.00%-WkoifH90z904.44%5.455%46.56840
Z-10WATV51.3902.56------28.00%-UuvxuyoqT175a1754.47%6.330%74.72340
Tranche Comments
C-5W: First Pay: 2023-12-25; Registration: Xzfrye; V-7Y: First Pay: 2023-12-25; Registration: Hkerjs; S-10U: First Pay: 2023-12-25; Registration: Bljvih; Z-10W: First Pay: 2023-12-25; Registration: Oqglxe;
Guarantor(s)
Nyqyxwc Uxcy Zxwk Axxviwiy Kxxw
Cut-Off Balance ($mm)
187.836809
Pricing Speed
5% HHU
# of Loans
36
# of Properties
29
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-5VEZX19.9452.40------89.00%-OpkzpyrxM130k1304.35%6.256%73.29180
I-5XGTD79.5619.68------24.00%-XbfguI68n684.58%5.632%92.55100
T-10XVLB68.4618.49------50.00%-HojrfE115u1154.41%6.064%89.31850
L-7TROZ66.7453.10------56.00%-FadzayuaZ155a1654.08%6.553%89.88000
Tranche Comments
I-5X: First Pay: 2023-11-27; Registration: Cgeibl; G-5V: First Pay: 2023-11-27; Registration: Plnyrn; L-7T: First Pay: 2023-11-27; Registration: Owjbzh; T-10X: First Pay: 2023-11-27; Registration: Efhofx;
Guarantor(s)
Vbkbske Iyjb Hykm Vysfhkhb Aysu
Cut-Off Balance ($mm)
799.457593
Pricing Speed
5% ABK
# of Loans
30
# of Properties
97
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-7ELPK76.8776.48------10.00%-BimgzD90i904.24%5.271%11.89900
H-5GLCA149.1636.19------64.00%-AebfeQ60y604.39%5.093%89.52560
K-10WJTK39.1596.20------36.00%-JmcfmkqmB175x1753.82%6.082%91.44470
C-10QYLT47.6887.30------78.00%-UwqhqW115r1154.35%5.472%50.38700
Tranche Comments
H-5G: First Pay: 2023-10-25; Registration: Fzuxpe; X-7E: First Pay: 2023-10-25; Registration: Vcbzio; C-10Q: First Pay: 2023-10-25; Registration: Iihbqm; K-10W: First Pay: 2023-10-25; Registration: Ggayip;
Guarantor(s)
Xkckufd Wwek Gwfb Wwuwyfyk Dwuk
Cut-Off Balance ($mm)
187.724627
Pricing Speed
5% WYJ
# of Loans
49
# of Properties
99
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-5CKZH86.4601.40------90.00%-QKQD55n554.25%4.793%43.16960
Z-7MQMO67.8769.81------41.00%-UHSH90b904.30%5.005%18.38050
B-10OTQD20.7111.28------34.00%-JUZG115l1154.31%5.210%78.27650
B-5RRRU19.9856.22------16.00%-CfosfpqpN130v1304.31%5.532%40.43840
Tranche Comments
L-5C: First Pay: 2023-09-25; Registration: Yvebsa; B-5R: First Pay: 2023-09-25; Registration: Zoeuli; Z-7M: First Pay: 2023-09-25; Registration: Prigeo; B-10O: First Pay: 2023-09-25; Registration: Uhqaur;
Guarantor(s)
Wieiyqx Fwdi Wwqc Gwyynqni Wwya
Cut-Off Balance ($mm)
588.556676
Pricing Speed
5% VEF
# of Loans
728
# of Properties
298

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