Surveillance Review of 16 Freddie Mac-Issued CMBS Transactions - Appendix

Ratings

• FREMF 2020-K115 Mortgage Trust, Series 2020-K115

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K115, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K115, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K115, Class X1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K115, Class X2-A	AAA (sf)	Stb	Confirmed	CA

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• FREMF 2020-K117 Mortgage Trust, Series 2020-K117

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K117, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K117, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K117, Class X1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K117, Class X2-A	AAA (sf)	Stb	Confirmed	CA

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• FREMF 2020-K118 Mortgage Trust, Series 2020-K118

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K118, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K118, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K118, Class X1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K118, Class X2-A	AAA (sf)	Stb	Confirmed	CA

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• FREMF 2020-K122 Mortgage Trust, Series K-122

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	FREMF 2020-K-122 Mortgage Trust, Series K-122, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	FREMF 2020-K-122 Mortgage Trust, Series K-122, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	FREMF 2020-K-122 Mortgage Trust, Series K-122, Class X1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	FREMF 2020-K-122 Mortgage Trust, Series K-122, Class X2-A	AAA (sf)	Stb	Confirmed	CA

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• FREMF 2020-K739 Mortgage Trust, Series 2020-K739

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K739, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K739, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K739, Class X1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2020-K739, Class X2-A	AAA (sf)	Stb	Confirmed	CA

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• FREMF 2021-K123 Mortgage Trust, Series 2021-K123

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K123, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K123, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K123, Class X1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K123, Class X2-A	AAA (sf)	Stb	Confirmed	CA

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• FREMF 2021-K131 Mortgage Trust, Series 2021-K131

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K131, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K131, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K131, Class X1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K131, Class X2-A	AAA (sf)	Stb	Confirmed	CA

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• FREMF 2021-K132 Mortgage Trust, Series 2021-K132

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K132, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K132, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K132, Class X1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series 2021-K132, Class X2-A	AAA (sf)	Stb	Confirmed	CA

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• Freddie Mac Structured Pass-Through Certificates, Series K-115

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series K-115, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series K-115, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series K-115, Class X1	AAA (sf)	Stb	Confirmed	CA

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• Freddie Mac Structured Pass-Through Certificates, Series K-117

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series K-117, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series K-117, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series K-117, Class X1	AAA (sf)	Stb	Confirmed	CA

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• Freddie Mac Structured Pass-Through Certificates, Series K-118

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series K-118, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series K-118, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Multifamily Mortgage Pass-Through Certificates, Series K-118, Class X1	AAA (sf)	Stb	Confirmed	CA

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• Freddie Mac Structured Pass-Through Certificates, Series K-122

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Freddie Mac Structured Pass-Through Certificates, Series K-122, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Freddie Mac Structured Pass-Through Certificates, Series K-122, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Freddie Mac Structured Pass-Through Certificates, Series K-122, Class X1	AAA (sf)	Stb	Confirmed	CA

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• Freddie Mac Structured Pass-Through Certificates, Series K-123

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Structured Pass-Through Certificates, Series K-123, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Structured Pass-Through Certificates, Series K-123, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Structured Pass-Through Certificates, Series K-123, Class X1	AAA (sf)	Stb	Confirmed	CA

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• Freddie Mac Structured Pass-Through Certificates, Series K-131

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Structured Pass-Through Certificates, Series K-131, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Structured Pass-Through Certificates, Series K-131, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Structured Pass-Through Certificates, Series K-131, Class X-1	AAA (sf)	Stb	Confirmed	CA

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• Freddie Mac Structured Pass-Through Certificates, Series K-132

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Structured Pass-Through Certificates, Series K-132, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Structured Pass-Through Certificates, Series K-132, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Structured Pass-Through Certificates, Series K-132, Class X1	AAA (sf)	Stb	Confirmed	CA

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• Freddie Mac Structured Pass-Through Certificates, Series K-739

  Date Issued	Debt Rated	Rating	Trend	Action	Attributesi US = Lead Analyst based in USA CA = Lead Analyst based in Canada EU = Lead Analyst based in EU UK = Lead Analyst based in UK E = EU endorsed U = UK endorsed Unsolicited Participating With Access Unsolicited Participating Without Access Unsolicited Non-participating
  19-Aug-22	Structured Pass-Through Certificates, Series K-739, Class A-1	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Structured Pass-Through Certificates, Series K-739, Class A-2	AAA (sf)	Stb	Confirmed	CA
  19-Aug-22	Structured Pass-Through Certificates, Series K-739, Class X1	AAA (sf)	Stb	Confirmed	CA

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