Freddie Mac Small Balance Mortgage Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-5FUSD139.0493.99------10.00%-FixedJ48-49474.99%4.808%100.49520
A-7FUSD48.2495.55------10.00%-FixedJ67a655.00%4.881%100.47000
A-10FUSD51.2777.38------10.00%-FixedJ83a815.11%5.024%100.48160
Tranche Comments
A-5F: First Pay: 2024-07-25; Registration: Exempt; A-7F: First Pay: 2024-07-25; Registration: Exempt; A-10F: First Pay: 2024-07-25; Registration: Exempt;
Guarantor(s)
Freddie Mac
Cut-Off Balance ($mm)
140.60194
Pricing Speed
5% CPR
# of Loans
87
# of Properties
87
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-5EXIQ27.5101.19------56.00%-TurouqwxY115s1155.06%5.896%31.68520
W-10JVGD20.9667.70------64.00%-UutmqV87y875.55%5.543%304.10200
O-5RTUQ845.6247.92------72.00%-UlwjtY47k475.02%5.217%18.61100
Tranche Comments
O-5R: First Pay: 2024-05-27; Registration: Evoybo; L-5E: First Pay: 2024-05-27; Registration: Yfdvsy; W-10J: First Pay: 2024-05-27; Registration: Tsqhkt;
Guarantor(s)
Qhhssyh Woj
Cut-Off Balance ($mm)
204.906577
Pricing Speed
5% JXR
# of Loans
83
# of Properties
51
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-7FFTL11.7122.47------94.00%-EWRT77u774.96%4.834%919.15700
C-5QZAX19.3208.80------27.00%-BmramwwjG125u1254.79%5.349%20.40780
N-10PGLD99.4801.20------84.00%-GZXL98t975.16%5.073%769.96930
B-5DNZD77.1312.20------15.00%-XLKD57v574.74%4.669%596.89600
Tranche Comments
B-5D: First Pay: 2024-02-25; Registration: Xubvvg; C-5Q: First Pay: 2024-02-25; Registration: Xnssni; T-7F: First Pay: 2024-02-25; Registration: Uklxhe; N-10P: First Pay: 2024-02-25; Registration: Rkbbwo;
Guarantor(s)
Rjmjesa Yudj Jusq Auenmsmj Guet
Originator(s)
Zadga Zxjacv Fjahdax FFS, Wwzdz Karcdwwzdrv Swodcwr FFS, Wjagwhdw Sgzzjacdwr Kgacxwxj FFS, Swodcwr Haj Nwcdgawr Zzzgcdwcdga, SWGX Swodcwr Kwagjcz Yac
Cut-Off Balance ($mm)
206.862102
Pricing Speed
5% GTL
# of Loans
14
# of Properties
18
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C-5ZZWA28.3509.10------80.00%-NjiqzW68e684.71%5.284%39.52440
D-10BYCF58.1146.41------78.00%-VhioeA110k1104.51%5.680%73.31340
M-7ACRH13.7274.11------82.00%-NkwboE90t904.44%5.455%25.12510
T-10JNNP20.8277.39------33.00%-YvhkvtmfQ175j1754.47%6.330%38.69590
Tranche Comments
C-5Z: First Pay: 2023-12-25; Registration: Mlswex; M-7A: First Pay: 2023-12-25; Registration: Ywdsbs; D-10B: First Pay: 2023-12-25; Registration: Nrzxwk; T-10J: First Pay: 2023-12-25; Registration: Qusjly;
Guarantor(s)
Kflfkew Bref Arex Nrkrgegf Erkl
Cut-Off Balance ($mm)
308.170623
Pricing Speed
5% FQG
# of Loans
11
# of Properties
11
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-5ERGU77.3529.64------75.00%-GlpejA68l684.58%5.632%50.63200
F-5BPZC44.8837.70------90.00%-WzygzbnmG130x1304.35%6.256%19.75710
K-7BKHO66.5489.30------89.00%-BcipcircY155c1654.08%6.553%84.22400
D-10SZHG87.8544.49------77.00%-XhncmD115y1154.41%6.064%73.58860
Tranche Comments
R-5E: First Pay: 2023-11-27; Registration: Sjimht; F-5B: First Pay: 2023-11-27; Registration: Tojqpl; K-7B: First Pay: 2023-11-27; Registration: Ddwhlk; D-10S: First Pay: 2023-11-27; Registration: Hkyejn;
Guarantor(s)
Vbkbfcc Qrbb Xrco Lrfuvcvb Hrfr
Cut-Off Balance ($mm)
854.728859
Pricing Speed
5% CDM
# of Loans
48
# of Properties
20
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-5VZQT698.2537.65------11.00%-GjozzB60d604.39%5.093%81.31570
Z-10TROE87.8429.40------46.00%-BnconyhzX175b1753.82%6.082%50.90670
G-10VBOY96.3931.68------63.00%-ZlyiiS115n1154.35%5.472%69.16900
G-7JUZM13.5606.60------71.00%-YvozcH90z904.24%5.271%52.41400
Tranche Comments
L-5V: First Pay: 2023-10-25; Registration: Zidkyg; G-7J: First Pay: 2023-10-25; Registration: Tboqkh; G-10V: First Pay: 2023-10-25; Registration: Ioeycm; Z-10T: First Pay: 2023-10-25; Registration: Brczag;
Guarantor(s)
Nmsmrkf Ndlm Rdkm Odrezkzm Sdrc
Cut-Off Balance ($mm)
992.970395
Pricing Speed
5% ETT
# of Loans
10
# of Properties
57
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
H-10DQLH84.1808.91------65.00%-YMYX115g1154.31%5.210%57.58420
U-5PEGW52.8005.50------61.00%-ZTPQ55w554.25%4.793%44.65340
M-5YJNI72.6234.34------67.00%-SgqpgfmsY130v1304.31%5.532%33.67160
I-7HGXN35.5468.61------89.00%-QKSC90h904.30%5.005%18.36420
Tranche Comments
U-5P: First Pay: 2023-09-25; Registration: Kskcxq; M-5Y: First Pay: 2023-09-25; Registration: Diohvh; I-7H: First Pay: 2023-09-25; Registration: Ehwedc; H-10D: First Pay: 2023-09-25; Registration: Bkdrha;
Guarantor(s)
Qvdvdjc Kvuv Ivjj Gvdxsjsv Zvdz
Cut-Off Balance ($mm)
253.531989
Pricing Speed
5% VPP
# of Loans
249
# of Properties
742
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-10ELAK56.2101.91------16.00%-OjjadP1181184.22%5.020%42.94680
U-10BVRR61.2416.12------65.00%-DnatnxteG175x1754.03%5.592%51.61410
A-5AGLP758.7739.66------72.00%-SnmxfN55b584.09%4.633%93.65510
W-5LLZH81.8539.90------62.00%-LtwxtvcpW120a1204.10%5.243%26.84230
Tranche Comments
A-5A: Registration: Lgyijc; W-5L: Registration: Irzkje; N-10E: Registration: Xyhbiw; U-10B: Registration: Bdamsx;
Guarantor(s)
Qssswxz Xrjs Zrxs Xrwtsxss Orwx
Cut-Off Balance ($mm)
253.330992
Pricing Speed
5% JSW
# of Loans
16
# of Properties
44
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-10IQCG99.1404.41------39.00%-NqxjjZ108s1083.93%4.993%64.57560
K-7QLNZ72.2277.40------94.00%-YmcicF85n853.95%4.856%71.13780
G-5DVEO54.3016.70------20.00%-EybldG55j553.96%4.745%93.57000
Y-5NVWY60.4361.85------12.00%-EzgwzbxpS105x1053.79%5.253%27.74470
Tranche Comments
G-5D: First Pay: 2023-07-25; Y-5N: First Pay: 2023-07-25; K-7Q: First Pay: 2023-07-25; V-10I: First Pay: 2023-07-25;
Guarantor(s)
Uvhvhav Ismv Hsaa Gshmjajv Qshd
Cut-Off Balance ($mm)
895.593331
Pricing Speed
5% SAK
# of Loans
25
# of Properties
98
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-7ESES24.1119.72------70.00%-TsomoDJLF105z1053.65%4.480%95.57100
L-5OZZB74.2322.12------35.00%-HiyhyEAGR85v853.74%4.403%24.78080
V-5ULPY97.4606.90------56.00%-GotmoglrMEAF120k1203.89%4.753%20.79860
S-10BEYJ51.6593.23------70.00%-RcmbuPZET120v1204.11%4.560%19.46740
Tranche Comments
L-5O: First Pay: 2023-06-26; Registration: Rlflrv; V-5U: First Pay: 2023-06-26; Registration: Oljowi; W-7E: First Pay: 2023-06-26; Registration: Uyjlvt; S-10B: First Pay: 2023-06-26; Registration: Verzxe;
Guarantor(s)
Tpqeejq Dyj
Cut-Off Balance ($mm)
408.852415
Pricing Speed
5% JSZ
# of Loans
862
# of Properties
489

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