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 ($mm)
364.972312
Pricing Speed
5% CPR
# of Loans
73
# of Properties
73
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-5GCSD41.5407.10------92.00%-ZxrpxogjN125k1254.79%5.349%66.82160
P-7KGJL65.4057.16------82.00%-DXLN77h774.96%4.834%663.32400
M-10VBVF24.8803.39------33.00%-WANF98z975.16%5.073%881.58910
X-5SBUJ33.2269.30------69.00%-BWJA57q574.74%4.669%671.26600
Tranche Comments
X-5S: First Pay: 2024-02-25; Registration: Zyfyif; U-5G: First Pay: 2024-02-25; Registration: Phslxq; P-7K: First Pay: 2024-02-25; Registration: Maircn; M-10V: First Pay: 2024-02-25; Registration: Visygw;
Guarantor(s)
Qfjfhhv Vylf Fyhn Ryhdvhvf Fyhf
Originator(s)
Wuauu Wyeard Jeaqyay JJY, Kjaya Phruyujdyrd Yjqyujr JJY, Keudjqyj Yuddeuryjr Puuuyjye JJY, Yjqyujr Pae Ujuyuajr Waauryjuyua, YKMD Yjqyujr Pjudeua Par
Cut-Off Balance ($mm)
909.627427
Pricing Speed
5% VPM
# of Loans
66
# of Properties
51
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-5LNGB74.2207.60------18.00%-WlqiuG68o684.71%5.284%59.27520
R-7QMRU83.4385.42------52.00%-SwpkoU90g904.44%5.455%92.20560
N-10QXKW44.1179.96------66.00%-YttpcN110b1104.51%5.680%70.87640
Q-10NWWU43.4443.63------26.00%-AqpiqoxcA175m1754.47%6.330%52.10280
Tranche Comments
A-5L: First Pay: 2023-12-25; Registration: Lvdbew; R-7Q: First Pay: 2023-12-25; Registration: Gilvau; N-10Q: First Pay: 2023-12-25; Registration: Msuhlf; Q-10N: First Pay: 2023-12-25; Registration: Cgdnfu;
Guarantor(s)
Nqxqihz Dmsq Gmhb Ymimghgq Dmiu
Cut-Off Balance ($mm)
771.655260
Pricing Speed
5% GMN
# of Loans
18
# of Properties
95
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
L-5KQGQ34.8608.90------96.00%-XqcrqyguW130t1304.35%6.256%57.89760
D-7LGTK90.5898.30------12.00%-UwftwotrW155e1654.08%6.553%10.69800
J-10GMWG27.5971.10------75.00%-MazsxS115x1154.41%6.064%79.14810
Z-5OCAW77.9154.93------47.00%-ShcemM68f684.58%5.632%97.79300
Tranche Comments
Z-5O: First Pay: 2023-11-27; Registration: Ajjgwz; L-5K: First Pay: 2023-11-27; Registration: Ajldhr; D-7L: First Pay: 2023-11-27; Registration: Odbxiu; J-10G: First Pay: 2023-11-27; Registration: Hilbyw;
Guarantor(s)
Ebsbqca Gbdb Obcc Tbqmtctb Qbqb
Cut-Off Balance ($mm)
582.593455
Pricing Speed
5% KIT
# of Loans
58
# of Properties
69
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-7TXZX56.9269.26------31.00%-MmmzeY90t904.24%5.271%40.92100
P-5ZUVS385.4687.35------72.00%-HgzarP60m604.39%5.093%50.57120
T-10RBZO50.3131.26------58.00%-DilfkF115t1154.35%5.472%98.16300
L-10TTQV60.5573.60------13.00%-IhjhhfdrU175i1753.82%6.082%32.75660
Tranche Comments
P-5Z: First Pay: 2023-10-25; Registration: Bhvumx; W-7T: First Pay: 2023-10-25; Registration: Dyiqoa; T-10R: First Pay: 2023-10-25; Registration: Oonvbh; L-10T: First Pay: 2023-10-25; Registration: Gkzxbg;
Guarantor(s)
Wkckwaf Euuk Kuay Juwlnank Uuwe
Cut-Off Balance ($mm)
223.814323
Pricing Speed
5% VCZ
# of Loans
59
# of Properties
65
Refinancing
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X-7CATT86.1519.92------14.00%-GGOV90o904.30%5.005%43.53500
L-10RMBS10.6156.78------41.00%-ZFWE115y1154.31%5.210%38.16610
W-5UYXH59.3687.60------38.00%-NtpntfsjL130u1304.31%5.532%73.81370
X-5OIHL86.4504.30------51.00%-RUMG55m554.25%4.793%67.93860
Tranche Comments
X-5O: First Pay: 2023-09-25; Registration: Jikfbg; W-5U: First Pay: 2023-09-25; Registration: Ssaxdc; X-7C: First Pay: 2023-09-25; Registration: Faxvzo; L-10R: First Pay: 2023-09-25; Registration: Qvkqra;
Guarantor(s)
Rzzztjr Rbsz Wbjy Mbtxtjtz Pbtz
Cut-Off Balance ($mm)
449.965098
Pricing Speed
5% QDZ
# of Loans
445
# of Properties
352
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-5UVMR61.4764.90------37.00%-ZjtgjzdmE120v1204.10%5.243%32.59460
U-10NABL10.7252.15------24.00%-PkkakhtmW175u1754.03%5.592%24.72480
Z-10JCBY49.7037.20------22.00%-SbooqL1181184.22%5.020%96.99410
X-5VLCK841.1205.30------76.00%-NsbmbY55a584.09%4.633%69.41310
Tranche Comments
X-5V: Registration: Uvhsio; Q-5U: Registration: Lrzmpi; Z-10J: Registration: Ybrzua; U-10N: Registration: Dcnqqf;
Guarantor(s)
Qfvfvlw Rokf Poll Iovxglgf Novj
Cut-Off Balance ($mm)
360.924802
Pricing Speed
5% JOZ
# of Loans
37
# of Properties
85
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
S-10FOXJ14.2907.72------22.00%-RqzkeO108o1083.93%4.993%83.54680
D-5QYCJ24.7594.49------57.00%-ZjpxjrsmI105j1053.79%5.253%24.47490
V-5CHPP73.8921.90------37.00%-GwrjpI55p553.96%4.745%68.82000
L-7ZQFS87.4845.35------57.00%-GmfvuQ85q853.95%4.856%32.51310
Tranche Comments
V-5C: First Pay: 2023-07-25; D-5Q: First Pay: 2023-07-25; L-7Z: First Pay: 2023-07-25; S-10F: First Pay: 2023-07-25;
Guarantor(s)
Ufafiql Vaef Baqn Naifwqwf Gaia
Cut-Off Balance ($mm)
789.588396
Pricing Speed
5% VXA
# of Loans
96
# of Properties
86
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-5TKLU76.4804.13------36.00%-PkyskfxzVIBL120g1203.89%4.753%32.53520
G-10VKBZ14.6835.38------43.00%-BzobpNGGG120j1204.11%4.560%40.64210
H-5PAVA84.9173.19------35.00%-CbbqiCXWL85w853.74%4.403%60.59060
C-7LUXO97.7496.42------92.00%-PnpylIBYM105z1053.65%4.480%61.45300
Tranche Comments
H-5P: First Pay: 2023-06-26; Registration: Clocle; V-5T: First Pay: 2023-06-26; Registration: Vnxaek; C-7L: First Pay: 2023-06-26; Registration: Rchbox; G-10V: First Pay: 2023-06-26; Registration: Kdbrjj;
Guarantor(s)
Uzfzzkf Qan
Cut-Off Balance ($mm)
943.590524
Pricing Speed
5% CET
# of Loans
958
# of Properties
416
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-5BTMW907.2709.10--------EmcayQTFZ78-79782.60%5.003%83.98570
U-10ZQNC68.5781.68--------OpfyprvjNPKN140x1402.25%5.335%94.46200
D-10QNUH271.3045.30--------KcqzxBUFZ128w1282.66%5.212%65.27060
Q-5MWGT93.3705.78--------StgktahoTVWT105w1052.79%5.259%19.57100
Tranche Comments
M-5B: First Pay: 2022-12-25; Q-5M: First Pay: 2022-12-25; D-10Q: First Pay: 2022-12-25; U-10Z: First Pay: 2022-12-25;
Guarantor(s)
Pkznnoz Kyi
Cut-Off Balance ($mm)
657.306679
Pricing Speed
5% MZP
# of Loans
231
# of Properties
213

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