Wednesday, January 25, 2012

Freddie SPC K-705 $1.222b

Joint Bookrunners: Credit Suisse, BofA Merrill Lynch
Co-Managers: Barclays, CastleOak Securities, Jefferies, J.P. Morgan

Rating Agencies: Fitch, Moody's

Expected Principal
Class Fitch/Moody's Size ($MM) WAL (yrs) Window (mos) Price Guidance
A-1 AAA(sf)/Aaa(sf) $95.000 3.99 1-77 sw+40
A-2 AAA(sf)/Aaa(sf) $936.317 6.60 77-79 sw+55-60

Cut-off Balance: $1.222B
Collateral: 70 Loans / 70 Properties

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