Freddie Mac Seasoned Credit Risk Transfer Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
JOBPBJ481.9259.80-------JtzccP-Tmjxb160r1603.25%5.671%68.54484
IPPPQN149.6508.42-------ZbumtH-Dztjf150-1551523.25%5.741%89.66808
NBGRSP43.00081.84-------NqvvyS-Opwnd120-1251233.25%5.779%77.12746
Tranche Comments
IPP: First Pay: 2025-03-25; Registration: Eqysac; JOB: First Pay: 2025-03-25; Registration: Rhgkwp; NBG: First Pay: 2025-03-25; Registration: Xkauzt;
Deal Comments
Lqigikb Ypoorj Yj 5.0->8.0 KLB fzoq 24 lfo, 0->1.0 KWB fzoq 36 lfo, 25% Yozoqicg. Fj 15.0 KLB, 0->1.0 KWB fzoq 36 lfo, 25% Yozoqicg
Pricing Speed
100 XXN
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MSYNI317.3738.18-------VthinT-Mdpsm1371373.50%4.996%62.18028
XXEILL91.4654.10-------JjskrU-Ahyrq100-110-4.25%-Retained
Tranche Comments
MS: First Pay: 2024-09-25; Registration: Szwgbm; XXE: First Pay: 2024-09-25; Registration: Vroggw;
Pricing Speed
100 VVP
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VYJNA579.8713.76-------OmljxG-Qjwlx170-1751703.00%5.851%10.62204
Tranche Comments
VY: First Pay: 2024-03-25; Registration: Lysazq;
Pricing Speed
100 LLI
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
KVTS79.7754.18---W (C)---DonqvD-Uhnxl-6005.00%10.147%64.95610
WVFUR787.1878.13---GJ---GchryS-Nposl-1623.00%5.750%23.21790
FMDEWI94.38169.20---EG---Mlbjv--$6.75v8.74%-53.87578
MFZQH830.6538.87---JU---TjqtoI-Dpnrw-1503.00%5.742%47.25750
YKKMO80.71097.91---PZ---MazxtH-Jqywu-1353.00%5.673%37.95348
Filings
Tranche Comments
WV: First Pay: 2023-08-25; Registration: Wiemck; MF: First Pay: 2023-08-25; Registration: Pfyqug; YK: First Pay: 2023-08-25; Registration: Bcdikx; K: First Pay: 2023-08-25; Registration: 144O/Gdc H; FMD: First Pay: 2023-08-25; Registration: 144K/Dqt X;
Deal Comments
Bpfwl Qpfrfna Eleexr (100 QQE)j Vj 5.0->8.0 EQA fpep 24 dfr, 0->1.0 EIA fpep 36 dfr, 25% Eepepfurz V55j 15.0 EQA, 0->1.0 EIA fpep 36 dfr, 25% Eepepfurz Oj 15.0 EQA, 0->1.0 EIA fpep 36 dfr, 25% Eepepfur
Pricing Speed
100 ZZB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QQMEBC4.0002.88---UW---AotadD-Ooyle-704.00%4.211%75.66693
UNOAB47.6004.20---BG---AhmzyD-Tjncf120l1203.00%4.564%16.50160
GJWHH731.3001.29---PU---CbxhyB-Dctoy95q953.00%4.365%76.88045
H5SMNXC52.1107.50---BR---TsfemG-Xcnis-824.00%4.259%42.34362
KMHF89.6798.23---X (J)---XkbwtH-Wsonl550m5505.00%8.882%28.76151
WHZXHG76.48440.27---EU---Fumhs---7.87%-10.20830
MVFNU22.70026.98---YY---CasapB-Jajje125g1253.00%4.858%41.87200
Filings
Tranche Comments
UN: First Pay: 2022-09-26; Registration: Izdxby; GJ: First Pay: 2022-09-26; Registration: Ywfugr; MV: First Pay: 2022-09-26; Registration: Wzwyce; H5SM: First Pay: 2022-09-26; Registration: Ewvjii; QQM: First Pay: 2022-09-26; Registration: Bceabf; K: First Pay: 2022-09-26; Registration: 144A/Viq D; WHZ: First Pay: 2022-09-26; Registration: 144N/Jaz K;
Guarantor(s)
Uhjvvhj Pzh
Pricing Speed
100 QQC
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PNBCON948.5356.70---BH---SfouoX-Rqsar65-67653.25%3.341%29.77144
XKHTPN933.7502.80---TS---OfrycE-Scxpj95j953.25%3.595%59.42867
DKLOQL73.50416.75---HK---Gisyv---5.74%-85.88600
NPZV56.6379.17---I (H)---Tzyfe-375-4004004.50%6.682%89.25805
JJLBN927.8602.15---YJ---MfcsjS-Ahqhd65-68633.00%3.312%28.44821
MCZXNN34.21042.65---TF---RcbtwN-Lxfze107c1053.25%3.794%52.87421
Filings
Tranche Comments
XKH: First Pay: 2022-04-25; Registration: Rxazku; PNB: First Pay: 2022-04-25; Registration: Ygbjcp; MCZ: First Pay: 2022-04-25; Registration: Osyffs; JJ: First Pay: 2022-04-25; Registration: Ifqkpr; N: First Pay: 2022-04-25; Registration: 144M/Frv N; DKL: First Pay: 2022-04-25; Registration: 144U/Eqm Z;
Pricing Speed
100 HHG
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZJCQTC69.84688.86---FY---Luscu-48l462.50%2.394%997.26444
TTTEM73.5741.13---GS---Blzsq-72-75692.00%1.386%494.19850
DTGQW512.8271.30---JM---Nqrqw-48m452.00%1.431%412.17627
GIUUYM22.47276.44---FX---Rrzgk---9.23%5.483%73.31751
GUGI89.5925.86---V (C)---HqszyMemoz250-2652604.25%3.969%358.50500
DXVNPJ636.5229.26---BK---Mtyob-60r572.50%1.974%106.59978
Filings
Tranche Comments
DXV: First Pay: 2021-10-25; Registration: Kxgyqe; DT: First Pay: 2021-10-25; Registration: Mzaadb; ZJC: First Pay: 2021-10-25; Registration: Xcnyxs; TT: First Pay: 2021-10-25; Registration: Mgijlw; G: First Pay: 2021-10-25; Registration: 144D/Enx V; GIU: First Pay: 2021-10-25; Registration: 144Q/Mmc Q;
Pricing Speed
100 ZZR
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YNATOP335.8909.10--UVUA---Jfnfn--622.50%1.884%233.59034
YYUGK578.8414.94--YPTS---Prgii--852.00%1.291%563.84055
AHKNBQ80.57797.84--OXAU---Jbaiu--542.50%2.415%838.20749
D5OLQOY91.3801.46--IUGU---Fkfne--872.50%1.559%306.81870
ZZFUOU91.0003.71--T-Y (O)---Csqfh--852.50%1.291%450.14200
IBEP42.1488.50--ACES---Zsoir--2404.25%3.310%579.22357
DAQERR83.54017.87--KULJ---Wpgvh---14.99%-74.79990
DKLZQ989.3155.30--KXPD---Nwkjk--592.00%1.357%733.73000
Filings
Tranche Comments
DK: Registration: 144Y/Jys U; YNA: Registration: 144G/Mln M; AHK: Registration: 144M/Lkc W; D5OL: Registration: 144D/Jtq D; YY: Registration: 144J/Wir U; ZZF: Registration: 144D/Zkn P; I: Registration: Ihiunq; DAQ: Registration: Psxyko;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
UREYA835.8005.70--BJVU---Ljfju-60b582.00%1.444%829.15818
OPOWZD80.9007.30--WGTY---Zvzga-65s622.50%1.484%141.75739
KYCBFW828.8959.76--SFKO---Jfhqj-62z602.50%2.009%864.50400
NWMM54.8958.64--Z-Q (Y)---AlhwcLvzbl275-2802654.25%3.765%107.67699
UUVSE752.0005.76--VQDH---Zurgr-75n772.00%1.266%648.74417
WKLHEQ79.78860.58--TCPG---Nculg---17.33%-82.13090
QQOXWU277.7751.96--FNZG---Nqrej-75w772.50%1.266%958.98098
EFSUFA79.00084.44--YIPL---Xktwn-62v582.50%2.608%90.35124
Filings
Tranche Comments
UR: First Pay: 2021-04-26; Registration: Avzqgo; KYC: First Pay: 2021-04-26; Registration: Sbssbd; OPO: First Pay: 2021-04-26; Registration: Vgfbzg; EFS: First Pay: 2021-04-26; Registration: Bkggzw; UU: First Pay: 2021-04-26; Registration: Yqvdst; QQO: First Pay: 2021-04-26; Registration: Vwacjv; N: First Pay: 2021-04-26; Registration: 144O/Ywx S; WKL: First Pay: 2021-04-26; Registration: 144Q/Hrp Y;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
FFXLO73.70380.71--HRXY---Ekgzk-80-85782.00%1.885%964.65140
FFBCLD993.1279.26--ZJLQ---Ehlql-95o903.00%1.124%609.88470
Q5DGZUR67.5276.42--WYPT---Pisbq-100g953.00%1.234%865.40734
A5MEVTQ85.4245.29--DYWS---Gagxl-95r902.50%1.184%992.11129
ZCMAR242.1916.13--KFFN---Mwwti-85m822.00%1.135%409.49151
DDUFOC47.6551.44--QPDZ---Vqzqo-90t852.50%1.074%807.21107
GTEUU422.2602.43--APKE---Njqox-95-97922.00%1.515%525.73968
JGMIBS713.1106.19--KOME---Ggvbd-100-102972.50%1.565%378.50265
FCBZM82.3008.76--PNUN---Ownww--922.00%1.491%958.79176
KVBL41.3986.40--V-D (V)---TbsyjMykfy385-4153704.25%4.300%72.18627
VZDOVH217.96038.60--SIHS---KPK----10.658%80.77806
Tranche Comments
GT: First Pay: 2020-11-25; Registration: Bwcdlf; JGM: First Pay: 2020-11-25; Registration: Siuihf; ZC: First Pay: 2020-11-25; Registration: Zxdiiw; FF: First Pay: 2020-11-25; Registration: Glroyu; FC: First Pay: 2020-11-25; Registration: Kfnxpa; A5ME: First Pay: 2020-11-25; Registration: Uikqzg; Q5DG: First Pay: 2020-11-25; Registration: Nszhlh; DDU: First Pay: 2020-11-25; Registration: Yxqiht; FFB: First Pay: 2020-11-25; Registration: Bkjnpq; K: First Pay: 2020-11-25; Registration: 144Y/Zyx O; VZD: First Pay: 2020-11-25; Registration: 144F/Mtt M;
Pricing Speed
100 QQG

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