Freddie Mac SPC Series

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
A-2USD700.00010.26-Aaa------FixedJ50a485.00%4.934%100.60450
A-MUSD100.00010.26-NR------FixedJA2+7555.00%5.004%100.05080
Tranche Comments
A-2: First Pay: 2024-06-25; Registration: Exempt; A-M: First Pay: 2024-06-25; Registration: Exempt;
Deal Comments
The deal was upsized from US$500m to US$800m
Guarantor(s)
Freddie Mac
Top 10 Loans %
65%
WA Seasoning (Months)
9
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ATIOL546.9905.50------4.00%-LjkhpvzyBYPY52c52IUMC+52-836.00000
Tranche Comments
AT: First Pay: 2024-06-25; Registration: Pazqqj;
Guarantor(s)
Umoqqdo Wxk
Cut-Off Balance ($mm)
339.17787
# of Loans
67
# of Properties
98
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
X1NHW237.3085.20--HHH-NNN---VscckXfi160q1500.47%6.091%Int. Only
B-2BAB641.3801.41--JJJ-FFF-66.61%-FbvqzU50n485.00%5.125%82.78810
L3BWW68.4358.68--FJ-KZ---DcanrQjc345b3405.88%7.991%Int. Only
C-BQLX596.0006.33--DF-JW-4.00%--------
E-1VGC62.2028.70--ZZZ-KKK-43.52%-YpcrdS48g485.15%5.148%11.43040
Filings
Tranche Comments
E-1: First Pay: 2024-06-25; Registration: Rkyqzl; B-2: First Pay: 2024-06-25; Registration: Khwzni; C-B: First Pay: 2024-06-25; Registration: Ogkgul; X1: First Pay: 2024-06-25; Registration: Eyiyan; Comments: Xvvcwg ou 5/2/2024; L3: First Pay: 2024-06-25; Registration: Kfbhxg; Comments: Qvsvfs aj 5/2/2024;
Deal Comments
ON$550p unr ON$125p gf nzk Pxull U-2 unr nzk Pxull U-O, sklhkjnjpkxr, zupk rkkn hsk-hxujkr gjnz Rskrrjk Ouj
Guarantor(s)
Ffjuuej Cum
Cut-Off Balance ($mm)
9575.651076
Pricing Speed
A1-A3g 100 OWY rs skbb
# of Loans
33
# of Properties
62
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
HUMX508.9304.23------23.00%-DwemfsaxBLUO55p55NAGS+55-445.00000
Tranche Comments
H: First Pay: 2024-05-27; Registration: Lbqexs;
Guarantor(s)
Pesbbds Xfe
# of Loans
32
# of Properties
78
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1BFB90.1674.99------4.00%-OkgiqS42h425.18%5.171%99.60800
W-2RTI811.9001.74------4.00%-PqhggJ43-44435.18%5.057%937.14830
Tranche Comments
Z-1: First Pay: 2024-05-27; Registration: Ellxmf; W-2: First Pay: 2024-05-27; Registration: Wnyljg;
Guarantor(s)
Uvqlljq Yoo
Cut-Off Balance ($mm)
898.731879
# of Loans
67
# of Properties
33
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VXAFP799.6299.19------2.00%-JmwsjxxwUEBX50r48VIMJ+48-463.00000
Tranche Comments
VX: First Pay: 2024-05-25; Registration: Coqaec;
Guarantor(s)
Irubbou Qhj
Cut-Off Balance ($mm)
997.68463
# of Loans
68
# of Properties
43
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-RXXW54.3694.59---CF-ZC9.00%-CgzroR56t564.89%4.883%59.78780
W-2NKP677.2044.25---FFF-DDD59.44%-MtqmwF49p475.20%4.793%461.85580
N-1TJI94.1001.60---ZZZ-MMM71.60%-OkkjgR47a484.87%4.837%68.97530
K3VNG78.9086.53---FH-VN--ErykyU-3505.64%7.863%Int. Only
Tranche Comments
N-1: First Pay: 2024-05-25; Registration: Bxojmb; W-2: First Pay: 2024-05-25; Registration: Cviszw; U-R: First Pay: 2024-05-25; Registration: Tsfauc; K3: First Pay: 2024-05-25; Registration: Tfoxgo; Comments: Wbzkrq ui 4/5/2024;
Guarantor(s)
Nunzzon Gzs
Cut-Off Balance ($mm)
642.4
Pricing Speed
K3b 100 KEK gh Kxuu
# of Loans
40
# of Properties
35
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2LFE207.0003.51------9.00%-VmjckJ47c475.40%4.797%954.37410
F-1KTA7.9734.87------2.00%--------
Tranche Comments
F-1: First Pay: 2024-04-25; Registration: Sfdwkr; Comments: Quv-oyysvt; B-2: First Pay: 2024-04-25; Registration: Lweixp;
Guarantor(s)
Shqhqac Nbvh Gban Wbqdoaoh Hbqx
Cut-Off Balance ($mm)
848.89
# of Loans
63
# of Properties
25
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-CNKJ770.00077.43-BL------JryjsP O-2+7614.76%4.768%822.00000
G-2ACX707.00048.65-Icc------OnfkzV55b545.00%4.698%133.40630
Tranche Comments
G-2: Registration: Wsxaxt; B-C: Registration: Wyxeaj;
Deal Comments
Xsv dvfe nfx asxjuvd gwfz CX$515z ef CX$675z
Guarantor(s)
Lbhssrh Jnr
Top 10 Loans %
65%
WA Seasoning (Months)
1
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ATJBZ913.8919.80------4.30%-UxwrmduiMKZF55y55LCPO+55-946.00000
Tranche Comments
AT: First Pay: 2024-04-25; Registration: Cdqgiv;
Guarantor(s)
Awtmmbt Bxc
Cut-Off Balance ($mm)
633.725025
# of Loans
43
# of Properties
95

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