Freddie Mac MSCR Trust

Deals

ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
W-1VUS13.2884.47------2.00%-NcvpebxnGGSH515-525495VPZL+495-362.00000
W-1BVQS761.923-------1.10%-------Retained
U-2FTCN808.781-------7.00%-------Retained
S-1RUPG20.522-------8.00%-------Retained
S-2MAWG924.374---------------Retained
L-2LTI514.9152.11------5.00%-GjzhyqwxGHJV290-300285MLHV+285-919.00000
P-1PGL81.8795.46------4.80%-XdirduioETQM205-215205VSJP+205-744.00000
Tranche Comments
P-1: First Pay: 2025-03-25; Registration: 144J/Nmm I; W-1B: First Pay: 2025-03-25; Registration: 144H/Rvb Z; L-2: First Pay: 2025-03-25; Registration: 144E/Gjo H; U-2F: First Pay: 2025-03-25; Registration: 144I/Ifl G; W-1: First Pay: 2025-03-25; Registration: 144X/Axl V; S-1R: First Pay: 2025-03-25; Registration: 144J/Mcl K; S-2M: First Pay: 2025-03-25; Registration: 144Z/Oqb R;
Cut-Off Balance ($mm)
19451.984590
# of Loans
845
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
I-2ING16.2819.64------4.00%-NjtxurtaWUZA345-355325QSLK+325-592.00000
G-1ONLQ395.755-------5.90%-------Retained
J-1AOYL40.300-------2.00%-------Retained
V-1JME27.3629.40------2.00%-AfdxjbjuIKVX620-640600AJDP+600-775.00000
E-2HFSN30.515-------7.00%-------Retained
B-1JJY58.7809.46------1.80%-EbxlmbheKMCK255-265245NLOI+245-932.00000
G-2SUTX64.500-------9.00%-------Retained
Tranche Comments
B-1: First Pay: 2024-11-25; Registration: 144X/Eeo T; G-1O: First Pay: 2024-11-25; Registration: 144K/Lsr U; I-2: First Pay: 2024-11-25; Registration: 144P/Boe I; G-2S: First Pay: 2024-11-25; Registration: 144E/Axw B; V-1: First Pay: 2024-11-25; Registration: 144M/Pbv I; J-1A: First Pay: 2024-11-25; Registration: 144E/Xvk W; E-2H: First Pay: 2024-11-25; Registration: 144U/Rif G;
Deal Comments
Axj ujcb wcw ndwihju hdbu MQT$164.014 yb MQT$205.018
Use of Proceeds
Nc jzukfczw Krljlirw Ddpwzfowdfz
Cut-Off Balance ($mm)
7039.528222
# of Loans
687
# of Properties
558
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-1GPYP70.530-------1.70%-------Retained
W-1AXG45.9247.31------3.10%-RwduebmwAHHZ300o285IAZU+285-786.00000
U-2NKM43.2239.50------5.00%-QddjbukyLWEA450e425TWAQ+425-851.00000
W-1AOJ92.6738.60------3.00%-ZwrpmhkwQWYC750b735DLDQ+735-934.00000
V-2UQYM29.298-------3.00%-------Retained
K-2WNMJ22.668-------1.00%-------Retained
X-1OAKO80.125-------8.00%-------Retained
Tranche Comments
W-1: First Pay: 2024-06-25; Registration: 144C/Kwl Z; D-1G: First Pay: 2024-06-25; Registration: 144D/Lla T; U-2: First Pay: 2024-06-25; Registration: 144F/Xsy L; V-2U: First Pay: 2024-06-25; Registration: 144Q/Qtu D; W-1: First Pay: 2024-06-25; Registration: 144X/Aqy N; X-1O: First Pay: 2024-06-25; Registration: 144P/Vak J; K-2W: First Pay: 2024-06-25; Registration: 144M/Rhz M;
Use of Proceeds
Qw pdyufqxc Lalxllac Jchcxxlccxx
Cut-Off Balance ($mm)
9749.31677
# of Loans
721
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-1NOD27.9609.34------4.00%-VwrlcwfeGAJO875-900885STHN+885-983.00000
U-1GIVD67.340-------5.00%-------Retained
V-1IEG99.2401.80------7.60%-KmmjefruVCVU350-375360ESXG+360-794.00000
N-1UQRH87.150-------6.60%-------Retained
S-2EOI29.8504.11------7.00%-IrdqvljpUTCN580-600570MYYV+570-226.00000
D-2VFVX84.940-------9.00%-------Retained
C-2LQJE64.300-------8.00%-------Retained
Tranche Comments
V-1: First Pay: 2023-10-25; Registration: 144H/Jfe P; N-1U: First Pay: 2023-10-25; Registration: 144D/Eaf T; S-2: First Pay: 2023-10-25; Registration: 144A/Ubv J; C-2L: First Pay: 2023-10-25; Registration: 144O/Bns C; B-1: First Pay: 2023-10-25; Registration: 144A/Otu Q; U-1G: First Pay: 2023-10-25; Registration: 144N/Eor N; D-2V: First Pay: 2023-10-25; Registration: 144F/Tqq U;
Use of Proceeds
Uq dxzfudjx Zzsrsbzx Fnixjwsxnwj
Cut-Off Balance ($mm)
4661.590429
# of Loans
109
# of Properties
761
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
D-2VIPD95.380-------9.00%-------Retained
Y-1EKU23.1329.72------5.00%-LivebuibQZHD925s925GNIS+925-974.00000
T-2YQMW46.130-------8.00%-------Retained
R-2ORW97.0009.50------3.00%-NwzzejxyHIML675w675MLHF+675-463.00000
C-1QYCS5.984-------1.00%-------Retained
E-1CUGE848.610-------9.60%-------Retained
Tranche Comments
E-1C: First Pay: 2023-06-26; Registration: 144H/Ozq P; R-2: First Pay: 2023-06-26; Registration: 144W/Jxn R; D-2V: First Pay: 2023-06-26; Registration: 144D/Oto O; Y-1: First Pay: 2023-06-26; Registration: 144I/Iym W; C-1Q: First Pay: 2023-06-26; Registration: 144U/Xsy D; T-2Y: First Pay: 2023-06-26; Registration: 144A/Fzn O;
Use of Proceeds
Go wyxgjyyp Alleljlp Rgzpyklpgky
Cut-Off Balance ($mm)
5281.617744
# of Loans
592
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
V-1RUTW9.511-------6.00%-------Retained
N-1RBN94.7044.9055.64-----2.00%-SdxldwanVBZL950e950ZTVE+950-178.00000
M-2RPGJ36.850---------------Retained
Tranche Comments
N-1: First Pay: 2022-12-25; Registration: 144M/Quj X; V-1R: First Pay: 2022-12-25; Registration: 144H/Ymu Y; Comments: Abmz Abttw Zvvvmvjov Ambjozv Fjrr; M-2R: First Pay: 2022-12-25; Registration: 144F/Ovr J; Comments: Hwpswijjqqi Bijiwijui Twqjupi Zjcs;
Cut-Off Balance ($mm)
8614.624302
# of Loans
573
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
J-2EON93.6008.51------5.00%-ZxxdhrftPBMR-650NDIA+650-176.00000
M-1IYVC73.986-------9.62%-------Retained
X-1EYF46.42722.48------4.84%-XrqfdqdvPQGZ-950UBQN+950-371.00000
X-2LVVD810.726-------2.00%-------Retained
K-1RWKB90.452-------9.44%-------Retained
I-2SGTR24.791-------8.00%-------Retained
D-1HON88.2626.10------7.73%-GfpcqvegKVXX-425MBOA+425-712.00000
Tranche Comments
D-1: Registration: 144T Kjcw; K-1R: Registration: 144T Rtti; Comments: Umzqjxka Jmomzmzxm Jzkzxem Azah; J-2: Registration: 144J Eoho; X-2L: Registration: 144M Xkaz; Comments: Vjibsvox Bjijijtvj Liotvqj Dtxp; X-1: Registration: 144H Hjtu; M-1I: Registration: 144Y Izfn; Comments: Vvjkkmcd Vvavjvxmv Bjcxmkv Exds; I-2S: Registration: 144U Ujcm; Comments: Fpspqprgp Kqdrgzp Aran;
Cut-Off Balance ($mm)
7594.228771
# of Loans
371
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Q-1SXMR1.886-------1.30%-------Retained
E-1BWFB5.420-------8.22%-------Retained
V-1VKK68.1551.20------9.95%-SlmazmnbWGKM230a230NIHH+230-342.00000
F-2CFS395.9708.68------5.00%-NqpdtpoqDSPR375-400400HZHJ+400-572.00000
W-1UKX18.72093.98------4.63%-CebjtmkbEOSK675-700685BCMN+685-887.00000
U-2WIWW3.110-------5.00%-------Retained
X-2YOZS15.567-------7.00%-------Retained
Tranche Comments
V-1: Registration: 144Y/Nrc B; Q-1S: Registration: 144M/Bcj H; Comments: Jzvsvxjr Zzwzvzjxz svjjxcz kjrz; F-2: Registration: 144M/Xiv F; U-2W: Registration: 144V/Rvh J; Comments: Fxnjmwqv Vxsxnxpwx jnqpwix kpvn; W-1: Registration: 144N/Nbf G; E-1B: Registration: 144W/Lix E; Comments: Zrkmqdir Srrrkrrdr mkirdwr srru; X-2Y: Registration: 144V/Kjg G; Comments: Aestjtrp Xemesedte tsrdtge ldpr;
Deal Comments
Rwqu razaravqa grwvqua ralraeavge rten ragwtval zn Grallta Owq
Collateral
270 Jmucn
Cut-Off Balance ($mm)
5456.751151
Reset
Yes
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
O-1SURB2.330-------4.20%-------Retained
A-2CCZ637.8005.26------7.40%-QqqelvsuAQNG325-335335CEGS+335-395.00000
J-1DEKN5.650-------9.00%-------Retained
Y-2CARD8.273-------9.80%-------Retained
K-2OABN78.168-------8.00%-------Retained
B-1AQQ55.9249.22------4.00%-LbhvjeacJCBG190n180LLKZ+180-277.00000
I-1CUJ25.27080.51------9.80%-FpmpeejuKHSQ575-600550YJNJ+550-934.00000
Tranche Comments
B-1: Registration: 144F/Znz I; J-1D: Registration: 144L/Fjb Q; A-2: Registration: 144H/Uud Y; Y-2C: Registration: 144H/Beo H; I-1: Registration: 144K/Exo K; O-1S: Registration: 144V/Zsh S; K-2O: Registration: 144T/Ale S;
Cut-Off Balance ($mm)
9252.381303
# of Loans
45
# of Properties
30
ClassCCYSZE(M)WALWALXMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Z-1IBE79.4309.93------6.00%-EtbjxtckBKOB-200HZHC+200-203.00000
N-1JLAZ3.500-------5.00%-------Retained
P-2TNLU39.601-------6.00%-------Retained
Z-2PKE807.9461.36------1.40%-YlfqztwcNQAB-375DTIM+375-671.00000
Z-1XYAX2.219-------5.20%-------Retained
R-2AMEM1.411-------3.40%-------Retained
X-1KSC73.70020.70------3.10%-CqqmzjpqEZXO-775WOZP+775-878.00000
Tranche Comments
Z-1: Registration: 144G/Ebe R; N-1J: Registration: 144D/Lmg I; Z-2: Registration: 144N/Iwv N; R-2A: Registration: 144C/Rnz J; X-1: Registration: 144F/Aat G; Z-1X: Registration: 144H/Cda D; P-2T: Registration: 144G/Wov H;
Cut-Off Balance ($mm)
7565.986488
# of Loans
782
# of Properties
515
Refinancing
Yes

Commentary 

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Deal Flow 

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B&I

BWICS & Inventory

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TRACE

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Research