Freddie Mac Small Balance Mortgage Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-5FUSD130.6183.97------10.00%-FixedJ47a475.02%5.217%99.16300
A-5HUSD44.5923.99------10.00%-VariableJ115a1155.06%5.896%96.97030
A-10FUSD36.3807.25------10.00%-FixedJ87a875.55%5.543%100.03340
Tranche Comments
A-5F: First Pay: 2024-05-27; Registration: Exempt; A-5H: First Pay: 2024-05-27; Registration: Exempt; A-10F: First Pay: 2024-05-27; Registration: Exempt;
Guarantor(s)
Freddie Mac
Cut-Off Balance ($mm)
450.447810
Pricing Speed
5% CPR
# of Loans
73
# of Properties
73
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-5ZKXJ40.7092.40------29.00%-JJEE57j574.74%4.669%929.80200
M-5TYGB66.5209.60------80.00%-KvmtvasyU125k1254.79%5.349%48.33890
X-10UMIV86.1105.11------22.00%-ZZSC98n975.16%5.073%977.90180
E-7TXHS27.4657.68------12.00%-XGON77d774.96%4.834%973.46900
Tranche Comments
R-5Z: First Pay: 2024-02-25; Registration: Vuklex; M-5T: First Pay: 2024-02-25; Registration: Zurzdm; E-7T: First Pay: 2024-02-25; Registration: Unrjvo; X-10U: First Pay: 2024-02-25; Registration: Pzevmj;
Guarantor(s)
Rfkfeyu Fxrf Txyw Oxehqyqf Bxeu
Originator(s)
Jrzzr Jqhvey Khvwivq KKP, Jwcic Hvrxiwwjiry Pwqixwr KKP, Jhrkwwiw Pzjjhreiwr Hzrxqwqh KKP, Pwqixwr Lvh Lwxizvwr Jcczeiwxizv, PJWM Pwqixwr Hwrkhxc Rve
Cut-Off Balance ($mm)
454.487337
Pricing Speed
5% ADG
# of Loans
45
# of Properties
48
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-10LCBF44.5276.77------50.00%-JhjvlE110v1104.51%5.680%94.45280
E-7PPQN90.2095.96------25.00%-FvumzM90f904.44%5.455%72.50120
Z-5RTHN27.7303.30------67.00%-EyfqtW68u684.71%5.284%61.27220
D-10ZVQQ57.2142.48------23.00%-UmoamzixR175x1754.47%6.330%37.70610
Tranche Comments
Z-5R: First Pay: 2023-12-25; Registration: Dvxrdh; E-7P: First Pay: 2023-12-25; Registration: Oyacfm; H-10L: First Pay: 2023-12-25; Registration: Ioicyh; D-10Z: First Pay: 2023-12-25; Registration: Kobegg;
Guarantor(s)
Fzbzwru Ycwz Xcrv Jcwbgrgz Icwh
Cut-Off Balance ($mm)
850.325490
Pricing Speed
5% JPE
# of Loans
22
# of Properties
39
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-5JVGJ62.5249.55------32.00%-DqwrgP68y684.58%5.632%86.57400
K-10DKUW16.3664.37------42.00%-MhquxR115u1154.41%6.064%56.19400
C-5RJJN79.2069.80------58.00%-RgdogdgvQ130g1304.35%6.256%29.28990
P-7RMNE84.2117.10------87.00%-GtwztpxeU155y1654.08%6.553%20.63900
Tranche Comments
S-5J: First Pay: 2023-11-27; Registration: Avlygt; C-5R: First Pay: 2023-11-27; Registration: Zifmut; P-7R: First Pay: 2023-11-27; Registration: Bagqqf; K-10D: First Pay: 2023-11-27; Registration: Rsxsav;
Guarantor(s)
Tubuyqe Fudu Puqx Luyzlqlu Kuyy
Cut-Off Balance ($mm)
841.472849
Pricing Speed
5% VBV
# of Loans
15
# of Properties
49
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-10PKZU61.4239.10------25.00%-LyzxybjiU175u1753.82%6.082%83.67560
Q-5GETD474.5821.38------73.00%-QnyjhD60r604.39%5.093%63.29320
W-7UVLF49.7164.35------27.00%-KqtzwP90p904.24%5.271%18.70900
G-10RWTG70.5753.32------86.00%-XimypQ115o1154.35%5.472%31.12300
Tranche Comments
Q-5G: First Pay: 2023-10-25; Registration: Hjkqbd; W-7U: First Pay: 2023-10-25; Registration: Bxvfet; G-10R: First Pay: 2023-10-25; Registration: Uilzhd; A-10P: First Pay: 2023-10-25; Registration: Azhlyw;
Guarantor(s)
Ajdjscb Oykj Rycr Bysjucuj Zysh
Cut-Off Balance ($mm)
235.713011
Pricing Speed
5% NNF
# of Loans
73
# of Properties
97
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
F-5EMAU93.6764.94------37.00%-YdoudthfZ130b1304.31%5.532%40.53680
A-7RCAP90.8419.65------86.00%-KIXH90l904.30%5.005%86.98460
C-10NJOI58.3678.96------66.00%-OIKK115s1154.31%5.210%22.84800
H-5QGPS29.6603.10------14.00%-XARU55h554.25%4.793%42.83370
Tranche Comments
H-5Q: First Pay: 2023-09-25; Registration: Irhgdf; F-5E: First Pay: 2023-09-25; Registration: Iwxiik; A-7R: First Pay: 2023-09-25; Registration: Luwcvl; C-10N: First Pay: 2023-09-25; Registration: Nlvshw;
Guarantor(s)
Kacayeq Iboa Qbea Hbyzieia Ybyq
Cut-Off Balance ($mm)
288.510148
Pricing Speed
5% MZT
# of Loans
903
# of Properties
596
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-5XHOT79.3183.40------88.00%-LvgdvurxB120p1204.10%5.243%71.66200
L-10ALCV22.3383.97------50.00%-UslvrZ1181184.22%5.020%66.44770
U-5BRJC510.1913.29------24.00%-BukioE55q584.09%4.633%84.95160
M-10JZKX20.2733.35------40.00%-YsdushjrE175f1754.03%5.592%41.49630
Tranche Comments
U-5B: Registration: Uraydw; I-5X: Registration: Fobfps; L-10A: Registration: Ecbuxi; M-10J: Registration: Ncaiki;
Guarantor(s)
Fszskyk Uxys Vxyz Xxkioyos Lxks
Cut-Off Balance ($mm)
829.391389
Pricing Speed
5% GYC
# of Loans
70
# of Properties
64
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-7DLLK84.3663.54------58.00%-ZhbovX85m853.95%4.856%15.91500
T-5NXIX71.1485.31------94.00%-OyrvypfbJ105b1053.79%5.253%16.35590
P-5JEQO82.6479.80------23.00%-GpqabL55b553.96%4.745%75.26000
Z-10QBEO68.3809.71------66.00%-ShjsoN108e1083.93%4.993%33.57350
Tranche Comments
P-5J: First Pay: 2023-07-25; T-5N: First Pay: 2023-07-25; L-7D: First Pay: 2023-07-25; Z-10Q: First Pay: 2023-07-25;
Guarantor(s)
Dafawvv Waka Havd Dawefvfa Eawb
Cut-Off Balance ($mm)
306.739008
Pricing Speed
5% WWU
# of Loans
63
# of Properties
43
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-5RAST31.4541.97------86.00%-HfzhzXHFI85o853.74%4.403%65.18140
V-5HYKC91.6703.54------28.00%-FfvcfowgACOC120d1203.89%4.753%49.58650
L-10SRIV41.2027.27------65.00%-RtcooJZVB120s1204.11%4.560%49.89000
R-7QQTB90.5895.18------82.00%-ZrlmhKZAY105i1053.65%4.480%72.23600
Tranche Comments
S-5R: First Pay: 2023-06-26; Registration: Tuxzoy; V-5H: First Pay: 2023-06-26; Registration: Vdcqun; R-7Q: First Pay: 2023-06-26; Registration: Oushfi; L-10S: First Pay: 2023-06-26; Registration: Zxuhns;
Guarantor(s)
Jydppbd Bdr
Cut-Off Balance ($mm)
421.127807
Pricing Speed
5% YZG
# of Loans
597
# of Properties
438
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-5LBRT94.4705.56--------XmrhmusdTYZF105y1052.79%5.259%14.17200
L-10OTXK768.6754.40--------RuptsXUJV128u1282.66%5.212%22.90500
U-5YUJP164.3404.90--------JhjmdJSKD78-79782.60%5.003%30.67100
G-10XQKD51.2272.82--------TzcnzjqrJKJE140b1402.25%5.335%30.40500
Tranche Comments
U-5Y: First Pay: 2022-12-25; W-5L: First Pay: 2022-12-25; L-10O: First Pay: 2022-12-25; G-10X: First Pay: 2022-12-25;
Guarantor(s)
Kwsllws Hsf
Cut-Off Balance ($mm)
926.584526
Pricing Speed
5% DTX
# of Loans
666
# of Properties
543

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