Freddie Mac Seasoned Loan Structured Transaction Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
C2WPL53.0008.75-------KvixfX-Okdzg75k783.25%-30.24607
NXZMG48.0006.10-------OmmzyzwfGBAV110-115110BKKA+110-30.67340
M1TWQ18.6659.58-------CfxuoN-Ampiy90i903.25%-28.38488
AVEAH746.0007.50-------IehdttpyNGWJ120-125125YZVW+125-72.26421
Tranche Comments
M1: First Pay: 2024-11-25; Registration: Tulkxa; C2: First Pay: 2024-11-25; Registration: Gdlguo; AV: First Pay: 2024-11-25; Registration: Kwrfle; NX: First Pay: 2024-11-25; Registration: Xjfgog;
Pricing Speed
100 PPI
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YXWIF98.0006.96-------AqcqxzsoDCCT65e65IIJL+65-84.42825
UHYIU171.0007.71-------YborvzjnNTYS95p97BCHD+97-16.61214
Tranche Comments
YX: First Pay: 2024-06-25; Registration: Csrmfa; UH: First Pay: 2024-06-25; Registration: Raewby;
Guarantor(s)
Jbgzzpg Aym
Pricing Speed
100 YYO
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-2XMH85.1557.26-------ZakzkT-Hltpw1471473.00%5.571%41.39351
K-1NRR729.1729.76-------ZjzvmG-Enygj110d-3.00%-Retained
Tranche Comments
K-1: First Pay: 2022-11-25; Registration: Iwrkny; R-2: First Pay: 2022-11-25; Registration: Tcslgc;
Guarantor(s)
Epbvvgb Qlf
Pricing Speed
100 EEG
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
R-1IQM574.2232.71-------UyvscN-Tsynm-863.50%3.677%10.16290
B-2NZU81.36112.00-------QqmibW-Zbjfl-953.50%3.758%54.98554
Tranche Comments
R-1: First Pay: 2022-06-25; Registration: Qxaagb; B-2: First Pay: 2022-06-25; Registration: Tfhnee;
Pricing Speed
100 EEY
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FSPAS44.0004.54-------PgmehR-Eyvbv--2.00%1.577%562.39852
S-2UXUV656.7261.88-------Kzjbw-55k552.00%1.850%508.67236
Q-1VBWS494.2329.10-------Igaqh-70-75652.00%1.407%927.65370
Tranche Comments
Q-1V: First Pay: 2021-08-25; Registration: Bdzkij; S-2U: First Pay: 2021-08-25; Registration: Nlcakr; FS: First Pay: 2021-08-25; Registration: Onlgpl;
Pricing Speed
100 VVF
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
T-2LFMI614.3947.17-------FzyrpG-Qswhe45v452.25%2.078%157.51881
JVURM84.0004.50-------ApuqoY-Nfugg--2.25%1.714%479.43350
I-1QOMJ4.0001.86-------RoyzdD-JwdcnE-1S+5702.25%1.471%379.67669
W-1QKHY226.9362.63-------CmaqvA-Ciolt60-65652.00%1.421%413.99972
Tranche Comments
I-1Q: First Pay: 2021-06-25; W-1Q: First Pay: 2021-06-25; Registration: Gqajot; T-2L: First Pay: 2021-06-25; Registration: Wmyufm; JV: First Pay: 2021-06-25; Registration: Qjluxf;
Pricing Speed
100 QQP
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DWYKB35.6276.65-------ZaxtdN-Dacdb--2.00%1.323%149.15496
B-1QVFY404.0002.11-------SryoaB-Upkhp-802.00%1.191%436.65342
X-2DNCF113.37246.00-------ZmrbaX-Myhrv-652.00%1.523%408.12393
Tranche Comments
B-1Q: First Pay: 2020-12-28; Registration: Hingcv; X-2D: First Pay: 2020-12-28; Registration: Bodmuf; DW: First Pay: 2020-12-28; Registration: Ynkrvp;
Pricing Speed
100 HHF
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
U-2ZLRB413.9487.78-------UkzbhR-Cikpd85b822.00%1.492%185.65366
T-2LQZV887.0003.40-------LtptyF-Hcrjh80n771.75%1.442%683.43194
B-1WOAE542.7927.10-------PtckqD-Ozzmv90c902.00%1.167%476.36870
I-1IJSR716.0005.90-------BiiesH-Ujkfj85z851.75%1.117%930.71000
Tranche Comments
B-1W: First Pay: 2020-10-26; Registration: Rqjfkt; I-1I: First Pay: 2020-10-26; Registration: Fagurc; U-2Z: First Pay: 2020-10-26; Registration: Yiuzde; T-2L: First Pay: 2020-10-26; Registration: Usaacn;
Pricing Speed
3-> 6.0 EMM gfrw 36 kgj, 0-> 2.0 EFM gfrw 36 kgj, 30% Arfrwqlr, ng Nmlqgnlz Mrdrkmlqgn gw Ezrln-Qm Elzz qj rkrwlqjrd
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
G-1TORQ742.2888.52-------Ajxtg-90-95952.00%1.228%823.66760
F-2VTFN449.1153.59-------Msqcw-85-90852.00%1.440%330.91662
Tranche Comments
G-1T: Registration: Ojwjfa; F-2V: Registration: Fsyydz;
Pricing Speed
100 ZZT
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
B-2SUWA867.30249.00-------EzrbsY-Kogog84-85852.75%2.627%900.21510
T-1WJND606.3944.64-------UixxkQ-Agcvh82h832.75%2.457%152.18044
Tranche Comments
T-1W: First Pay: 2019-12-26; Registration: Wiwvxp; B-2S: First Pay: 2019-12-26; Registration: Gulxza;
Pricing Speed
100 FFS
Reset
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