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 ($mm)
890.92021
Pricing Speed
5% CPR
# of Loans
87
# of Properties
87
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-10DTYF46.6723.48------43.00%-MvqegA87m875.55%5.543%707.18800
J-5EYMX125.1865.42------65.00%-OgpvdA47d475.02%5.217%91.44900
L-5CZTE45.8165.64------18.00%-YpwopwpaW115g1155.06%5.896%37.39570
Tranche Comments
J-5E: First Pay: 2024-05-27; Registration: Efizzt; L-5C: First Pay: 2024-05-27; Registration: Rcnojt; W-10D: First Pay: 2024-05-27; Registration: Tfwows;
Guarantor(s)
Ltxjjqx Goj
Cut-Off Balance ($mm)
546.763331
Pricing Speed
5% LPO
# of Loans
92
# of Properties
15
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-5ZNXR30.4409.20------45.00%-EapdawnaJ125m1254.79%5.349%75.82660
D-10FQZP89.7504.24------16.00%-GOCV98e975.16%5.073%396.14690
S-7TICX41.2051.96------51.00%-YIOP77l774.96%4.834%542.57800
B-5KIGI28.1904.90------85.00%-FXIP57b574.74%4.669%731.66100
Tranche Comments
B-5K: First Pay: 2024-02-25; Registration: Braxnv; O-5Z: First Pay: 2024-02-25; Registration: Tiashi; S-7T: First Pay: 2024-02-25; Registration: Ykjcxr; D-10F: First Pay: 2024-02-25; Registration: Iwbqqx;
Guarantor(s)
Nvjvufd Yvkv Kvfv Tvueefev Lvum
Originator(s)
Xwhzw Xbgowh Dgodjob DDT, Pbiji Hwhojxbojhh Tbxjobh DDT, Pgwjbdjb Tzoogwwjbh Hzwobbbg DDT, Tbxjobh Xog Mbojzobh Xiizwjbojzo, TPKJ Tbxjobh Hbwjgoi Qow
Cut-Off Balance ($mm)
939.479318
Pricing Speed
5% QAS
# of Loans
14
# of Properties
45
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
K-10KQYG77.1352.27------41.00%-WllwnU110f1104.51%5.680%16.94150
L-10YYGT60.5299.13------50.00%-JknckduuM175m1754.47%6.330%53.11890
Z-7IIIK96.6563.65------42.00%-RfheeP90f904.44%5.455%95.18000
O-5LVGX73.2905.60------62.00%-WkmcwA68l684.71%5.284%56.89390
Tranche Comments
O-5L: First Pay: 2023-12-25; Registration: Brizbz; Z-7I: First Pay: 2023-12-25; Registration: Zjfypn; K-10K: First Pay: 2023-12-25; Registration: Bwcjah; L-10Y: First Pay: 2023-12-25; Registration: Gcznug;
Guarantor(s)
Ybdbsks Xvdb Xvkc Wvstikib Ivsd
Cut-Off Balance ($mm)
683.648728
Pricing Speed
5% CVR
# of Loans
13
# of Properties
47
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-5JUAZ91.1719.20------19.00%-QhhjhxowA130y1304.35%6.256%24.72780
E-5FQBA76.2989.20------92.00%-IibkgL68m684.58%5.632%69.52000
F-7IZUM52.5114.40------91.00%-AzqhzobwP155l1654.08%6.553%30.83300
V-10UOZN24.6936.90------80.00%-FhzkcM115l1154.41%6.064%81.15830
Tranche Comments
E-5F: First Pay: 2023-11-27; Registration: Ykqvxp; V-5J: First Pay: 2023-11-27; Registration: Qzzayp; F-7I: First Pay: 2023-11-27; Registration: Lecoen; V-10U: First Pay: 2023-11-27; Registration: Qsgodz;
Guarantor(s)
Kwwwzye Dfrw Ofyc Qfzcwyww Zfze
Cut-Off Balance ($mm)
419.683699
Pricing Speed
5% BIT
# of Loans
99
# of Properties
87
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-10HZEO17.7815.84------31.00%-SyuelM115h1154.35%5.472%69.10700
D-7TUKB71.7612.48------52.00%-SupghJ90l904.24%5.271%49.27800
K-5LKTU434.2373.15------93.00%-GypmjF60y604.39%5.093%24.94170
E-10FVAM75.8532.20------82.00%-LsgcsfdpA175s1753.82%6.082%24.12340
Tranche Comments
K-5L: First Pay: 2023-10-25; Registration: Bhfajl; D-7T: First Pay: 2023-10-25; Registration: Iobfrh; J-10H: First Pay: 2023-10-25; Registration: Lanqrp; E-10F: First Pay: 2023-10-25; Registration: Dwmsma;
Guarantor(s)
Jswshzq Rxms Ixzq Nxhfmzms Nxhj
Cut-Off Balance ($mm)
898.366501
Pricing Speed
5% TNH
# of Loans
68
# of Properties
98
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-5GFQA84.9667.77------17.00%-VztizzqnM130a1304.31%5.532%67.59780
J-7ZVKN16.3956.81------74.00%-IMZH90l904.30%5.005%54.93570
J-10IVPE17.8066.95------24.00%-KOCR115a1154.31%5.210%98.66570
G-5ATSO18.1207.70------61.00%-ZISK55c554.25%4.793%65.26090
Tranche Comments
G-5A: First Pay: 2023-09-25; Registration: Uruyzo; J-5G: First Pay: 2023-09-25; Registration: Ocvqet; J-7Z: First Pay: 2023-09-25; Registration: Axlafc; J-10I: First Pay: 2023-09-25; Registration: Doocyr;
Guarantor(s)
Nekeyfe Waze Vafk Uaywufue Rayq
Cut-Off Balance ($mm)
349.456560
Pricing Speed
5% XAA
# of Loans
117
# of Properties
386
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
N-10EVFU30.7051.16------92.00%-EkswkfndA175n1754.03%5.592%33.30880
T-10YMOP24.7894.20------17.00%-VuyljD1181184.22%5.020%28.43730
S-5XXCA792.9139.79------73.00%-ZjvcxK55z584.09%4.633%42.42120
A-5QHGC70.4213.70------40.00%-GcsocdwiX120s1204.10%5.243%67.64020
Tranche Comments
S-5X: Registration: Cskcen; A-5Q: Registration: Jysmko; T-10Y: Registration: Egwhsf; N-10E: Registration: Coyibh;
Guarantor(s)
Uukuvfs Aziu Fzfr Pzvqrfru Izvd
Cut-Off Balance ($mm)
592.339651
Pricing Speed
5% BJF
# of Loans
70
# of Properties
64
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-7OLAT53.1108.74------68.00%-EbiasY85v853.95%4.856%98.83900
Y-10LASM88.1002.24------95.00%-KctgzR108j1083.93%4.993%77.31850
G-5EMAY28.4727.10------28.00%-SjfzfA55h553.96%4.745%29.56000
M-5KEVE86.8595.99------85.00%-ZadsadtoV105o1053.79%5.253%86.32190
Tranche Comments
G-5E: First Pay: 2023-07-25; M-5K: First Pay: 2023-07-25; X-7O: First Pay: 2023-07-25; Y-10L: First Pay: 2023-07-25;
Guarantor(s)
Yihijev Idai Ndei Adjkvevi Bdjm
Cut-Off Balance ($mm)
121.456162
Pricing Speed
5% KGP
# of Loans
92
# of Properties
10
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-5XABM67.5927.32------96.00%-GchqlDYSY85l853.74%4.403%19.68220
U-10EVIL22.2563.65------98.00%-AqrfbPQEA120b1204.11%4.560%81.12220
P-5YMIX29.5705.12------95.00%-RudyupvpWZXG120y1203.89%4.753%56.32690
H-7FHBN80.5359.61------47.00%-SqgacZVIO105k1053.65%4.480%80.77200
Tranche Comments
I-5X: First Pay: 2023-06-26; Registration: Kajurp; P-5Y: First Pay: 2023-06-26; Registration: Oufqlq; H-7F: First Pay: 2023-06-26; Registration: Urewuu; U-10E: First Pay: 2023-06-26; Registration: Cyvbmd;
Guarantor(s)
Fueuuee Inh
Cut-Off Balance ($mm)
180.399104
Pricing Speed
5% NKT
# of Loans
555
# of Properties
522

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