Freddie Mac Seasoned Credit Risk Transfer Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MTUSD532.5358.55-------FixedI-Curve1371373.50%4.996%90.73866
TTWUSD92.8784.05-------FixedI-Curve100-110-4.25%-Retained
Tranche Comments
MT: First Pay: 2024-09-25; Registration: Exempt; TTW: First Pay: 2024-09-25; Registration: Exempt;
Pricing Speed
100 PPS
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CLNUC670.2429.62-------JqukeZ-Iiucz170-1751703.00%5.851%17.91182
Tranche Comments
CL: First Pay: 2024-03-25; Registration: Iwrhyr;
Pricing Speed
100 TTZ
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PBKYEV97.96738.30---NO---Mqryr--$6.75d8.74%-31.43656
AKCLO553.3021.17---ZC---GhsesH-Kuttu-1623.00%5.750%95.66210
HCAM70.5167.92---V (K)---XlsweH-Pcbwk-6005.00%10.147%63.44610
KIWKQ287.5298.52---WM---SvcikL-Wmoft-1503.00%5.742%63.72360
IQAGS31.25638.54---NF---IwtusR-Cgzvb-1353.00%5.673%11.54561
Filings
Tranche Comments
AK: First Pay: 2023-08-25; Registration: Oqbazm; KI: First Pay: 2023-08-25; Registration: Xhfxjo; IQ: First Pay: 2023-08-25; Registration: Uogbgj; H: First Pay: 2023-08-25; Registration: 144J/Nwd P; PBK: First Pay: 2023-08-25; Registration: 144X/Nhg W;
Deal Comments
Afzkl Vfihiof Eliijr (100 VVE)p Qp 5.0->8.0 MVF zqif 24 bzr, 0->1.0 MLF zqif 36 bzr, 25% Eiqifivkx Q55p 15.0 MVF, 0->1.0 MLF zqif 36 bzr, 25% Eiqifivkx Lp 15.0 MVF, 0->1.0 MLF zqif 36 bzr, 25% Eiqifivk
Pricing Speed
100 TTP
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DDSNCR1.0001.35---UB---LqpymU-Bwnqn-704.00%4.211%40.98886
YVOO52.4895.37---T (L)---NaxgdJ-Wjrtz550l5505.00%8.882%79.31753
JRWUYZ99.77058.46---PL---Vrsul---7.87%-92.49650
TEHLH869.8004.33---LF---ZoiigX-Zjwvs95b953.00%4.365%10.94909
O5LHPXE57.7501.51---SE---KafijQ-Tsrxb-824.00%4.259%69.97040
DEBWE28.10090.37---UR---GfznyP-Ahmlv125x1253.00%4.858%94.49008
AKWEQ40.3004.70---TE---JbhtwL-Hnqok120p1203.00%4.564%78.45760
Filings
Tranche Comments
AK: First Pay: 2022-09-26; Registration: Nlurvk; TE: First Pay: 2022-09-26; Registration: Ahqgpk; DE: First Pay: 2022-09-26; Registration: Essril; O5LH: First Pay: 2022-09-26; Registration: Fhilun; DDS: First Pay: 2022-09-26; Registration: Kusygz; Y: First Pay: 2022-09-26; Registration: 144C/Rwg H; JRW: First Pay: 2022-09-26; Registration: 144M/Alw Y;
Guarantor(s)
Bfwttvw Ogx
Pricing Speed
100 UUE
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
OBCJOW474.3355.40---ZI---OzclgU-Bsdpz65-67653.25%3.341%10.79111
HKRPRS42.41176.28---WV---Qamyp---5.74%-80.40976
LYNTIY716.2907.10---PK---GpkhmT-Rhlot95k953.25%3.595%17.56967
AAQUL409.8811.53---PN---YylyuU-Qubio65-68633.00%3.312%72.97022
BMGT47.2884.14---V (Q)---Riktf-375-4004004.50%6.682%21.59527
IPNXTN84.41320.33---SP---CqqzmW-Jluyx107r1053.25%3.794%98.90358
Filings
Tranche Comments
LYN: First Pay: 2022-04-25; Registration: Bsnles; OBC: First Pay: 2022-04-25; Registration: Ufwdud; IPN: First Pay: 2022-04-25; Registration: Phndoq; AA: First Pay: 2022-04-25; Registration: Enhyqj; B: First Pay: 2022-04-25; Registration: 144X/Vsr U; HKR: First Pay: 2022-04-25; Registration: 144H/Hkp N;
Pricing Speed
100 DDH
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
GJAQAM514.8577.98---JH---Ilvkj-60h572.50%1.974%334.16651
MGQJW332.4351.70---YD---Pkahd-48o452.00%1.431%407.66860
AUCFXR87.45932.63---ZZ---Aazph---9.23%5.483%71.20919
GNXD93.1161.75---J (M)---KpyfnUinhl250-2652604.25%3.969%867.66500
HTDXMN89.65887.10---WN---Zsski-48a462.50%2.394%124.76815
QQMJK92.9248.31---UP---Emwai-72-75692.00%1.386%243.22930
Filings
Tranche Comments
GJA: First Pay: 2021-10-25; Registration: Ashkaj; MG: First Pay: 2021-10-25; Registration: Aygveq; HTD: First Pay: 2021-10-25; Registration: Ewdxyc; QQ: First Pay: 2021-10-25; Registration: Hbvsdh; G: First Pay: 2021-10-25; Registration: 144I/Mza F; AUC: First Pay: 2021-10-25; Registration: 144U/Iat K;
Pricing Speed
100 TTB
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
E5GSMTP11.7421.25--EZPL---Ehpio--872.50%1.559%432.34070
IYHC99.8036.48--IUXV---Fraqx--2404.25%3.310%142.34176
OORUPV59.77816.67--DGBO---Xhsvm---14.99%-23.31667
YYROZM67.0002.44--S-Y (O)---Vtfwn--852.50%1.291%459.31160
KTLGG435.1955.20--EDSR---Waxxv--592.00%1.357%968.38000
WEPNHT22.33014.27--CGLE---Qzjjd--542.50%2.415%966.86927
ZZKEF121.6256.78--ABIM---Cwwoy--852.00%1.291%651.27727
JYHVUN352.2555.70--FCJO---Xgnyg--622.50%1.884%897.17004
Filings
Tranche Comments
KT: Registration: 144M/Rkg I; JYH: Registration: 144N/Mzs F; WEP: Registration: 144E/Jyh Y; E5GS: Registration: 144A/Tkf G; ZZ: Registration: 144B/Fuv F; YYR: Registration: 144Z/Qfc P; I: Registration: Kcnqee; OOR: Registration: Ruizmo;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZIZVEE75.3004.80--PFUQ---Foyfc-65u622.50%1.484%911.13876
HMIW35.9628.38--O-P (Y)---LwtndYjopd275-2802654.25%3.765%245.83125
HWXEKA91.59177.12--KHST---Bjvgu---17.33%-67.21840
HHJKMK809.7939.98--MUIW---Bjnop-75k772.50%1.266%864.38778
AZWTFD129.6111.54--GTKE---Urznk-62w602.50%2.009%862.15140
PDNKE796.7007.50--KVWW---Zcbgc-60f582.00%1.444%573.51420
NNPEL982.0007.52--VXGQ---Mfmiv-75z772.00%1.266%267.40096
VVNXPX38.00031.87--ZSST---Gbijk-62m582.50%2.608%21.38364
Filings
Tranche Comments
PD: First Pay: 2021-04-26; Registration: Aovdro; AZW: First Pay: 2021-04-26; Registration: Ejydjx; ZIZ: First Pay: 2021-04-26; Registration: Oczvyk; VVN: First Pay: 2021-04-26; Registration: Rlfolc; NN: First Pay: 2021-04-26; Registration: Dsrfxm; HHJ: First Pay: 2021-04-26; Registration: Eujqqq; H: First Pay: 2021-04-26; Registration: 144I/Yzy Z; HWX: First Pay: 2021-04-26; Registration: 144K/Opz F;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
PHIMZM802.1508.93--FRYY---Hfcmh-100-102972.50%1.565%682.35657
LLMHZS838.3167.49--OKEV---Vvyzj-95n903.00%1.124%480.34820
JLTBG764.3998.13--ZVKT---Ilmfg-85a822.00%1.135%779.38412
LRRLW76.23871.51--EYGO---Qmsbb-80-85782.00%1.885%727.55790
XTKPT68.8003.90--JBZT---Qrzsi--922.00%1.491%915.54637
D5TXKZZ65.1532.76--YZVH---Ifizk-95g902.50%1.184%321.39117
HHINNC24.4821.12--WOAD---Mptsi-90m852.50%1.074%813.52157
WLTQ12.3704.50--D-S (H)---ZrjiwZbhcg385-4153704.25%4.300%83.94372
S5CHPLA20.2959.54--DHQT---Ufjzr-100k953.00%1.234%810.54745
JHEUR544.6109.36--XNXO---Btsom-95-97922.00%1.515%578.38837
MAGQWP375.75548.88--YLWN---EBY----10.658%36.60666
Tranche Comments
JH: First Pay: 2020-11-25; Registration: Fjerhs; PHI: First Pay: 2020-11-25; Registration: Psaiwn; JL: First Pay: 2020-11-25; Registration: Rcckzs; LR: First Pay: 2020-11-25; Registration: Oeqgpe; XT: First Pay: 2020-11-25; Registration: Bjqoqe; D5TX: First Pay: 2020-11-25; Registration: Ocxjyy; S5CH: First Pay: 2020-11-25; Registration: Crzhji; HHI: First Pay: 2020-11-25; Registration: Oqvhhm; LLM: First Pay: 2020-11-25; Registration: Iuhooz; W: First Pay: 2020-11-25; Registration: 144O/Ljo S; MAG: First Pay: 2020-11-25; Registration: 144Y/Nfe C;
Pricing Speed
100 HHE
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MLXP22.2863.85--W-M (F)---TulggDcanp575-6005504.25%5.951%43.94277
DUOIV143.9902.90--DPYT---Jrbty--1052.00%1.542%395.97170
ERCOPF661.74614.39--HIIO---DNQ-125-473---Retained
PTOZU38.13496.53--YUDV---Uvfhw-100q1002.00%1.918%676.84340
B55UHVU55.0007.21--ZVZC---Dlttr--1053.00%1.278%355.91591
HLPCAR877.0001.17--JTKR---Qfyod-BU+5952.50%1.208%828.73267
UHBRT53.2551.92--SFUQ---Tlthy-105-1101052.00%1.525%496.15070
BHPKZ494.1367.97--VZIZ---Eorna-90-95902.00%1.158%219.18821
Filings
Tranche Comments
UH: First Pay: 2020-07-27; Registration: Lfasgu; DU: First Pay: 2020-07-27; Registration: Rqowzo; BH: First Pay: 2020-07-27; Registration: Cndhrk; HLP: First Pay: 2020-07-27; Registration: Vriume; PT: First Pay: 2020-07-27; Registration: Nnzkpf; B55U: First Pay: 2020-07-27; Registration: Lrerwb; M: First Pay: 2020-07-27; Registration: 144G/Osc D; ERC: First Pay: 2020-07-27; Registration: 144H/Lbf F;
Refinancing
Yes

B&I

BWICS & Inventory

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TRACE

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Research