Example: barber

K-Deal Performance Report - Sept. 2018

K-Deal PerformanceOctober 2020 MULTIFAMILY Freddie Mac2 The information in the K-Deal Performance presentation is presented as of October 31, 2020 and could become out of date and/or inaccurate. Freddie Mac does not undertake any obligation, and disclaims any duty, to update any of the information in the K-Deal Performance presentation. Previously reported data is subject to change due to information updates and data corrections. In addition, Freddie Mac may reflect some data changes in the K-Deal Performance presentation for the current period without adjusting prior periods.

The K-Deal Performance presentation is provided for information purposes only and is not intended to provide any prediction regarding the future performance of loans or …

Tags:

  Deal

Information

Domain:

Source:

Link to this page:

Please notify us if you found a problem with this document:

Other abuse

Transcription of K-Deal Performance Report - Sept. 2018

1 K-Deal PerformanceOctober 2020 MULTIFAMILY Freddie Mac2 The information in the K-Deal Performance presentation is presented as of October 31, 2020 and could become out of date and/or inaccurate. Freddie Mac does not undertake any obligation, and disclaims any duty, to update any of the information in the K-Deal Performance presentation. Previously reported data is subject to change due to information updates and data corrections. In addition, Freddie Mac may reflect some data changes in the K-Deal Performance presentation for the current period without adjusting prior periods.

2 The K-Deal Performance presentation is provided for information purposes only and is not intended to provide any prediction regarding the future Performance of loans or securities owned or guaranteed by Freddie Mac. Freddie Mac's future Performance , includingfinancial Performance , is subject to various risks and uncertainties that could cause actual results to differ materially from expectations. The factors that could affect the company's future results are discussed more fully in its reports filed with the SEC. All information in the presentation excludes K001 and K002, which are not representative of the current K-Deal Freddie MacK- deal Performance Freddie Mac s K-Deal program through October 2020 375 K-Deal transactions $ billion in combined issuance 19,632 loans (original loan count)Freddie Mac's Core Mission is to Provide Liquidity, Stability and Affordability to the US Housing MarketLoan Payoffs through October2020 5,653 loans ( of combined issuance, by loan balance) have paid off on or prior to maturity date.

3 Performance has remained strong. As of the October 2020 reporting date: of the K-Deal loans are current (not including REO). Fifteen loans are in special servicing (representing <9 bps of outstanding principal) 2 loans are REO (representing <1 bps of outstanding principal) There have been $ million in total losses (representing <1 bp of total issuance) of the outstanding loan population (by outstanding principal) is on the servicers watchlist** The respective Master Servicers maintain a watchlist for each securitization. Loans are added to and removed from the watchlist in accordance with criteria established by CREFCMULTIFAMILY Freddie Mac4* $ Amounts are shown in Performance (continued)

4 Days DelinquentCurrent30 Days60 Days90+ DaysForeclosureREOW atchlist#$#$#$#$#$#$#$October 202014,087$ 283, 0$ -1$ 12$ 2$ 2$ 1,133$19, September 202013,858 $ 277, 1$ 1$ 9$ 2$ 2$ 1,142$19, August 202013,688 $ 272, 1$ 0$ -9$ 2$ 2$ 1,134$19, July 202013,253 $ 268, 0$ -1$ 9$ 3$ 2$ 1,124$19, June 202013,334$ 264, 1$ 5$ 6$ 4$ 2$ 1,097$19, 202013,245 $ 261, 7$ 2$ 6$ 4$ 1$ 1,078$18, April 202013,279$ 263, 2$ 0$ -6$ 2$ 1$ 954$15, March 202013,264$ 260, 0$ -0$ -6$ 2$ 1$ 820$12, February 202013,196 $ 257, 0$ -0$ -6$ 2$ 1$ 854$12, January 202013,132 $ 256, 0$ -0$ -6$ 2$ 1$ 865$13, December 201913,243 $ 258, 0$ -1$ 6$ 1$ 1$ 889$13, November 201913,181 $ 255, 0$ -1$ 6$ 2$ 1$ 917$14, October 201912,910 $ 249, 0$ -0$ -5$ 2$ 1$ 902$13, September 201912,776 $ 246.

5 0$ -0$ -6$ 0$ -0$ -879$13, August 201912,724 $ 244, 0$ -3$ 3$ 0$ -1$ 860$14, July 201912,658 $ 240, 3$ 0$ -5$ 1$ 1$ 898$14, June 201912,594 $ 224, 0$ -3$ 3$ 1$ 2$ 910$14, May 201912,336 $ 233, 0$ -3$ 4$ 0$ -2$ 913$14, April 201912,460 $ 235, 0$ -0$ -6$ 0$ -2$ 896$14, Mar 201912,405 $ 234, 0$ -4$ 2$ 0$ -2$ 880$14, Feb 201912,266 $ 231, 4$ 0$ -3$ 0$ -2$ 864$13, Jan 201912,233 $ 230, 0$ -0$ -3$ 0$ -1$ 866$13, Dec 201812,275 $ 198, 0$ -0$ -4$ 0$ -1$ 870$13, Nov 201812,037 $ 222, 0$ -0$ -4$ 0$ -1$ 861$13, Oct 201811,781 $ 219, 0$ -0$ -4$ 0$ -1$ 858$13, Sep 201811,809 $ 220, 0$ -0$ -4$ 0$ -1$ 797$13, Aug 201811,654 $ 217, 0$ -0$ -4$ 0$ -1$ 698$11, July 201811,572 $ 216, 0$ -0$ -4$ 0$ -1$ 660$11, June 201811,612 $ 215.

6 0$ -1$ 3$ 0$ -1$ 605$ 9, May 201811,460 $ 213, 0$ -2$ 1$ 0$ -1$ 599$ 9, April 201811,284 $ 210, 1$ 0$ -1$ 0$ -1$ 623$ 9, March 201811,257 $ 210, 1$ 0$ -1$ 0$ -1$ 591$ 9, February 201810,955 $ 203, 0$ -0$ -1$ 0$ -0$ -595$ 9, January 201810,894 $ 200, 0$ -0$ -1$ 0$ -0$ -600$ 9, December 201710,859 $ 200, 0$ -0$ -1$ 0$ -0$ -560$ 8, November 201710,553 $ 194, 0$ -0$ -1$ 0$ -0$ -551$ 9, October 201710,366 $ 190, 0$ -0$ -1$ 0$ -0$ -552$ 9, 5 MULTIFAMILY Freddie MacK- deal Performance (continued) K-Deal Defeasance Activity as of October 2020.

7 K-Deal Defeasance Volume by Loan Count = 2,584 K-Deal Defeasance Volume by UPB = $ Billion $- $500 $1,000 $1,500 $2,000 $2,500 $3,000 $3,500 MillionsQuarterHistorical K-Deal Defeasance ActivityMULTIFAMILY Freddie Mac6K- deal Issuance10 Year K-DealsSenior Subordination LevelK-DealSettlement DateOriginal Balance (millions)Current Balance (Millions)FactorOriginalCurrent ChangeOriginal Loan CountPrior Month Loan CountActive Loan Count# of Suppal Loans% with Supp Loans by Loan Count% of Supp UPB to Current deal UPBCum deal Loss % DQ= 60+/F/REO Active Appraisal Reduction in Millions % Specially Serviced/REO% on Watchlist% Fully DefeasedK-0036/18/2009$1, $ % % $ % $1, $ % % $ % $1, $ % % $ % $1, $ % % $ % $1, $ % % $ % $1, $ % % $ % $1, $ % % $ % $1, $ % % $ % $1, $ % % $ % $1, $ % % $ % $1.

8 $ % % $ % $1, $ % % $ % $1, $ % % $ % $1, $ % % $ % $1, $1, % % $ % $1, $ % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % Freddie Mac7K- deal Issuance (continued)10 Year K-DealsSenior Subordination LevelK-DealSettlement DateOriginal Balance (millions)Current Balance (Millions)

9 FactorOriginalCurrent ChangeOriginal Loan CountPrior Month Loan CountActive Loan Count# of Suppal Loans% with Supp Loans by Loan Count% of Supp UPB to Current deal UPBCum deal Loss % DQ= 60+/F/REO Active Appraisal Reduction in Millions % Specially Serviced/REO% on Watchlist% Fully DefeasedK-0329/26/2013$1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % $1, $1, % % $ % Freddie Mac8K- deal Issuance (continued)

10 10 Year K-DealsSenior Subordination LevelK-DealSettlement DateOriginal Balance (millions)Current Balance (Millions)FactorOriginalCurrent ChangeOriginal Loan CountPrior Month Loan CountActive Loan Count# of SuppalLoans% with Supp Loans by Loan Count% of Supp UPB to Current deal UPBCum deal Loss % DQ= 60+/F/REO Active Appraisal Reduction in Millions % Specially Serviced/REO% on Watchlist% Fully DefeasedK-0622/27/2017$1, $1, % % $ % $1, $1, % % $


Related search queries