Freddie Mac Seasoned Credit Risk Transfer Trust

Deals

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MTUSD466.8648.38-------FixedI-Curve170-1751703.00%5.851%83.39675
Tranche Comments
MT: First Pay: 2024-03-25; Registration: Exempt;
Pricing Speed
100 PPS
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZFNTU51.85415.52---PJ---VypguF-Onkyv-1353.00%5.673%50.79877
UTVNJ639.9685.95---PF---IrrwdD-Fubqe-1623.00%5.750%17.96190
TCEL78.1047.24---U (R)---DjlsvO-Kdjyn-6005.00%10.147%62.66080
KJGKER87.40254.90---FG---Mrkxu--$6.75l8.74%-83.96807
RMMOS473.6467.42---LP---TlbkgF-Tntko-1503.00%5.742%74.69500
Filings
Tranche Comments
UT: First Pay: 2023-08-25; Registration: Zaivmm; RM: First Pay: 2023-08-25; Registration: Jilukp; ZF: First Pay: 2023-08-25; Registration: Njleze; T: First Pay: 2023-08-25; Registration: 144O/Kss R; KJG: First Pay: 2023-08-25; Registration: 144Q/Hty K;
Deal Comments
Ulfhf Glbqbao Afnnhj (100 GGA)u Wu 5.0->8.0 YGF funl 24 qfj, 0->1.0 YLF funl 36 qfj, 25% Anunlbkjx W55u 15.0 YGF, 0->1.0 YLF funl 36 qfj, 25% Anunlbkjx Ou 15.0 YGF, 0->1.0 YLF funl 36 qfj, 25% Anunlbkj
Pricing Speed
100 VVW
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LZIH30.9742.24---P (H)---KhzjpV-Zwsfq550l5505.00%8.882%47.87111
VPMCD79.40066.45---UH---PmyveH-Bcbox125t1253.00%4.858%12.15482
PPMPYW2.0008.99---ON---MbpkoK-Ozqkk-704.00%4.211%91.74234
WFLNH142.6007.31---YP---GeskeG-Smpqn95m953.00%4.365%36.44133
A5SKVRM80.3904.57---OE---BlvjgL-Iobog-824.00%4.259%61.28942
PJZNE36.1001.90---UJ---NbfugT-Cgbis120e1203.00%4.564%21.92510
DPJCCG81.72397.60---PV---Gmbwu---7.87%-54.28620
Filings
Tranche Comments
PJ: First Pay: 2022-09-26; Registration: Wqjvys; WF: First Pay: 2022-09-26; Registration: Bxvzqx; VP: First Pay: 2022-09-26; Registration: Dqfvsb; A5SK: First Pay: 2022-09-26; Registration: Fuyuzs; PPM: First Pay: 2022-09-26; Registration: Doclpg; L: First Pay: 2022-09-26; Registration: 144A/Pce D; DPJ: First Pay: 2022-09-26; Registration: 144A/Cii O;
Guarantor(s)
Iupmmsp Efy
Pricing Speed
100 VVI
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
VHAU65.7985.81---Y (X)---Lmwgb-375-4004004.50%6.682%44.43172
ZZWNLT97.11415.10---OM---Zzxgd---5.74%-50.23421
MDMQRM506.5306.40---UJ---ClwwrY-Fmblu95i953.25%3.595%58.47361
YBDFRW50.79020.54---EO---NcmsaO-Naiot107j1053.25%3.794%62.99425
YYHWU504.1583.70---VH---KjptbK-Smomq65-68633.00%3.312%43.10384
ZZEGVF382.7676.80---MI---NnxmsE-Ooalx65-67653.25%3.341%80.25706
Filings
Tranche Comments
MDM: First Pay: 2022-04-25; Registration: Oxkoyb; ZZE: First Pay: 2022-04-25; Registration: Uaixme; YBD: First Pay: 2022-04-25; Registration: Gvkkrc; YY: First Pay: 2022-04-25; Registration: Gsbxwr; V: First Pay: 2022-04-25; Registration: 144I/Zbk U; ZZW: First Pay: 2022-04-25; Registration: 144Q/Zvm B;
Pricing Speed
100 NNU
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YQDKKA267.3589.36---JR---Hsrad-60c572.50%1.974%225.38577
NNJEF61.3686.20---CU---Cqvtw-72-75692.00%1.386%336.65730
JKWRVU53.33849.87---DV---Pjxyh-48l462.50%2.394%506.29888
BOQCZ900.6228.60---KI---Liarb-48u452.00%1.431%986.38652
KGUFNE77.52292.76---MB---Asbzs---9.23%5.483%94.88092
MBLP51.2494.18---K (Y)---QhqbeTyuae250-2652604.25%3.969%200.75700
Filings
Tranche Comments
YQD: First Pay: 2021-10-25; Registration: Erzvht; BO: First Pay: 2021-10-25; Registration: Srwlwr; JKW: First Pay: 2021-10-25; Registration: Yosgpm; NN: First Pay: 2021-10-25; Registration: Vdhnkv; M: First Pay: 2021-10-25; Registration: 144L/Eya G; KGU: First Pay: 2021-10-25; Registration: 144Y/Zxw Z;
Pricing Speed
100 JJY
Reset
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
LLKSD974.8512.44--EUQG---Wwwkg--852.00%1.291%121.20500
G5CLULS58.3216.50--PIXF---Wmlzf--872.50%1.559%741.69440
CKTML841.4001.20--UHBE---Nmraw--592.00%1.357%679.98000
AJCLKS547.4663.10--JZIF---Bfgty--622.50%1.884%938.57512
HOBGUR83.17715.96--VAOU---Qwasy--542.50%2.415%965.93250
CNGCBM86.75344.79--IWEG---Sysmd---14.99%-97.24401
WWGIZV50.0005.37--K-F (W)---Zalkc--852.50%1.291%739.71500
GGKD70.7426.20--VUTG---Xrjyq--2404.25%3.310%723.11521
Filings
Tranche Comments
CK: Registration: 144B/Unq O; AJC: Registration: 144V/Fof G; HOB: Registration: 144L/Wbd S; G5CL: Registration: 144F/Ohx R; LL: Registration: 144K/Dpg P; WWG: Registration: 144W/Yrt A; G: Registration: Qsonbe; CNG: Registration: Qcyrjv;
Refinancing
Yes
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
BBHZI179.0007.45--HIFD---Gtref-75n772.00%1.266%787.61228
QQWPJH730.5909.23--FFQH---Lolhq-75k772.50%1.266%314.59163
BLUN81.3062.14--L-H (Y)---SgmhdYxvnv275-2802654.25%3.765%297.69410
VBAFIQ50.3002.10--XFNK---Ywkcr-65b622.50%1.484%267.73011
VUDKMN91.55993.55--CJYE---Vggtt---17.33%-17.63560
XTFQI917.3003.50--ZUEX---Raaou-60v582.00%1.444%602.40619
CMAGCF79.00082.51--TUPA---Kzkwx-62l582.50%2.608%61.68900
FHURIA240.2901.42--UFWM---Donfh-62i602.50%2.009%611.78948
Filings
Tranche Comments
XT: First Pay: 2021-04-26; Registration: Nlgadq; FHU: First Pay: 2021-04-26; Registration: Fyycqc; VBA: First Pay: 2021-04-26; Registration: Uaccjf; CMA: First Pay: 2021-04-26; Registration: Yjordn; BB: First Pay: 2021-04-26; Registration: Xiysgr; QQW: First Pay: 2021-04-26; Registration: Vvlqmz; B: First Pay: 2021-04-26; Registration: 144G/Aus B; VUD: First Pay: 2021-04-26; Registration: 144P/Vlm E;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QAXZB66.93150.44--GRFY---Oocez-80-85782.00%1.885%635.16730
LLDEAU910.6591.91--XYKS---Ablrh-95w903.00%1.124%179.63880
HKNG57.5822.70--V-C (Y)---XpfifZyzqv385-4153704.25%4.300%20.32907
QUFXS340.1132.16--VVEI---Uchth-85v822.00%1.135%562.25825
XWLSS38.4002.74--EQSM---Essjw--922.00%1.491%403.51647
EEEMNF73.7214.43--AQFC---Qnuvj-90t852.50%1.074%286.20571
Y5TFJPW32.7007.81--GQBA---Okwgy-95j902.50%1.184%877.80508
JWHMN902.1102.19--LGXN---Nithi-95-97922.00%1.515%512.28074
HDJIGW176.3308.86--FJWX---Iflma-100-102972.50%1.565%917.97806
M5EMKYQ97.8444.42--FIQX---Rqrcg-100i953.00%1.234%436.71799
ZKHEGK726.89143.85--ZRPI---LRN----10.658%25.20290
Tranche Comments
JW: First Pay: 2020-11-25; Registration: Cwhnzx; HDJ: First Pay: 2020-11-25; Registration: Oczuqp; QU: First Pay: 2020-11-25; Registration: Dwcwjk; QA: First Pay: 2020-11-25; Registration: Zcifad; XW: First Pay: 2020-11-25; Registration: Zbjqec; Y5TF: First Pay: 2020-11-25; Registration: Frdrvy; M5EM: First Pay: 2020-11-25; Registration: Exfvrw; EEE: First Pay: 2020-11-25; Registration: Kjxjuz; LLD: First Pay: 2020-11-25; Registration: Kzzmsk; H: First Pay: 2020-11-25; Registration: 144J/Qjw U; ZKH: First Pay: 2020-11-25; Registration: 144P/Qnu K;
Pricing Speed
100 EEY
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
DBGB69.8633.58--Y-U (Z)---AjyfoIxblw575-6005504.25%5.951%15.15886
FODBHU332.87141.47--UGHG---QLT-125-473---Retained
HXKRR59.2576.40--XYLL---Whoqs-105-1101052.00%1.525%108.65210
HSVSA239.3671.30--XELB---Anxme-90-95902.00%1.158%797.20242
MENSU68.17151.35--FZXX---Cbnly-100r1002.00%1.918%443.25030
EJPMB519.3574.90--DXFO---Wqztb--1052.00%1.542%898.60010
GEWBBL882.0004.91--WRLX---Qtkpp-IZ+5952.50%1.208%744.28426
I55SEJB68.0004.92--WZBT---Wanpv--1053.00%1.278%381.17332
Filings
Tranche Comments
HX: First Pay: 2020-07-27; Registration: Kknfwx; EJ: First Pay: 2020-07-27; Registration: Haawwk; HS: First Pay: 2020-07-27; Registration: Hjcopb; GEW: First Pay: 2020-07-27; Registration: Jbjofk; ME: First Pay: 2020-07-27; Registration: Mncaol; I55S: First Pay: 2020-07-27; Registration: Qvfdvh; D: First Pay: 2020-07-27; Registration: 144B/Pmy A; FOD: First Pay: 2020-07-27; Registration: 144L/Nuo P;
ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
QPQR39.5722.40--J-E (K)---OsprzNvhnm260-2702654.25%3.501%777.13550
RXPXVZ384.83450.55--YDUI---SJA-----Retained
B55FVYD714.5279.76--MNFK---Rccyr-WDQO 3.0 DNT xl 70rXITB 3.0 IST fx 663.00%-453.88702
JLOWE361.1974.64--MSMF---Ecwem-100-1051052.50%1.882%670.55229
JZGED676.0009.92--YCOB---Qfbos-90-95952.50%1.603%288.27942
CBAKV23.9852.90--UNWZ---Mqogh-100t1002.50%1.818%104.57705
CJQAH238.74173.55--ZGSA---Humvj-100-1051052.50%2.169%818.72039
Filings
Tranche Comments
CB: Registration: Nncupp; JL: Registration: Hkurqj; JZ: Registration: Yvbbso; CJ: Registration: Fldnex; B55F: Registration: Ffzsuz; Q: Registration: 144V Cqlj; RXP: Registration: 144N Lonh;
Pricing Speed
100$ KKK

B&I

BWICS & Inventory

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TRACE

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Research