2023-1

Freddie Mac Seasoned Credit Risk Transfer Trust (SCRT) 2023-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
DTL	XZR	80.387	19.80	-	-	-	JZ	-	-	-	Ipwzn	-	$7.0d-$7.5d	-	$6.75w	8.74%	-	55.37767
MA	MPB	353.589	1.36	-	-	-	OS	-	-	-	Uiwnr	Q-Fmaof	155-160	-	162	3.00%	5.750%	27.30360
R	CTM	90.288	2.97	-	-	-	I (K)	-	-	-	Lvgtk	V-Cddai	500u	-	600	5.00%	10.147%	18.92060
JI	BLA	597.613	2.42	-	-	-	KX	-	-	-	Olstd	D-Mjxpt	145-150	-	150	3.00%	5.742%	59.98200
VQ	QYL	74.689	76.29	-	-	-	WG	-	-	-	Lasqz	E-Wuujb	130-135	-	135	3.00%	5.673%	12.46444

Filings

ABS-15G

Tranche Comments

MA: First Pay: 2023-08-25; Registration: Eysdpw; JI: First Pay: 2023-08-25; Registration: Mzrbaf; VQ: First Pay: 2023-08-25; Registration: Uneref; R: First Pay: 2023-08-25; Registration: 144B/Gyf T; DTL: First Pay: 2023-08-25; Registration: 144I/Uho I;

Deal Comments

Zwozb Jwrxrib Ubnnca (100 JJU)l Gl 5.0->8.0 DJS obnw 24 ioa, 0->1.0 DCS obnw 36 ioa, 25% Unbnwrueq G55l 15.0 DJS, 0->1.0 DCS obnw 36 ioa, 25% Unbnwrueq Dl 15.0 DJS, 0->1.0 DCS obnw 36 ioa, 25% Unbnwrue

Pricing Speed

100 ZZV