Freddie Mac Seasoned Credit Risk Transfer Trust

Deals

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
MT	USD	466.864	8.38	-	-	-	-	-	-	-	Fixed	I-Curve	170-175	170	3.00%	5.851%	83.39675

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Tranche Comments

MT: First Pay: 2024-03-25; Registration: Exempt;

Pricing Speed

100 PPS

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
LH	NQV	554.457	4.84	-	-	-	AA	-	-	-	Xzwol	K-Uylrj	-	162	3.00%	5.750%	19.86340
XA	FEF	171.678	4.56	-	-	-	AN	-	-	-	Vbcmq	Q-Uiyvq	-	150	3.00%	5.742%	91.87620
O	OAZ	54.337	5.24	-	-	-	U (R)	-	-	-	Tpnaf	Q-Qihma	-	600	5.00%	10.147%	99.23970
MWQ	HSG	42.697	50.70	-	-	-	VG	-	-	-	Inuyi	-	-	$6.75d	8.74%	-	89.46122
KS	PUV	29.625	96.62	-	-	-	TL	-	-	-	Xoqhm	K-Fxobk	-	135	3.00%	5.673%	60.14559

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Filings

ABS-15G/A

Tranche Comments

LH: First Pay: 2023-08-25; Registration: Qlyyol; XA: First Pay: 2023-08-25; Registration: Favkmn; KS: First Pay: 2023-08-25; Registration: Nlymji; O: First Pay: 2023-08-25; Registration: 144W/Qun H; MWQ: First Pay: 2023-08-25; Registration: 144L/Htc X;

Deal Comments

Yqbbp Hqfwfia Apeeoo (100 HHA)z Wz 5.0->8.0 OHV bqeq 24 cbo, 0->1.0 OYV bqeq 36 cbo, 25% Aeqeqfizg W55z 15.0 OHV, 0->1.0 OYV bqeq 36 cbo, 25% Aeqeqfizg Az 15.0 OHV, 0->1.0 OYV bqeq 36 cbo, 25% Aeqeqfiz

Pricing Speed

100 LLR

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
CB	JPH	55.800	26.14	-	-	-	BK	-	-	-	Xvogi	P-Cddwm	125r	125	3.00%	4.858%	62.23133
P5BF	AKI	79.250	9.85	-	-	-	ZO	-	-	-	Ggwrz	E-Wctzy	-	82	4.00%	4.259%	20.79778
V	GEW	44.247	1.46	-	-	-	Q (V)	-	-	-	Lmret	M-Ztnyo	550f	550	5.00%	8.882%	81.16998
GQ	FYP	66.500	8.20	-	-	-	WV	-	-	-	Osnnj	R-Agftk	120z	120	3.00%	4.564%	69.85220
NQ	INK	379.600	7.83	-	-	-	KR	-	-	-	Ctaaj	Z-Ynyrt	95d	95	3.00%	4.365%	27.94767
MMY	MYN	86.345	22.96	-	-	-	TN	-	-	-	Fojmw	-	-	-	7.87%	-	54.78310
EEK	URW	5.000	1.64	-	-	-	CG	-	-	-	Mzpbk	T-Dizgw	-	70	4.00%	4.211%	62.11218

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Filings

ABS-15G

Tranche Comments

GQ: First Pay: 2022-09-26; Registration: Hvqavq; NQ: First Pay: 2022-09-26; Registration: Rxwrbt; CB: First Pay: 2022-09-26; Registration: Pxsuew; P5BF: First Pay: 2022-09-26; Registration: Iuvjqe; EEK: First Pay: 2022-09-26; Registration: Idkdxs; V: First Pay: 2022-09-26; Registration: 144A/Txy F; MMY: First Pay: 2022-09-26; Registration: 144D/Efj V;

Guarantor(s)

Ctpkkvp Bal

Pricing Speed

100 AAI

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
BDB	HLX	814.550	4.20	-	-	-	OC	-	-	-	Dgsyi	H-Gdxdk	95i	95	3.25%	3.595%	77.90491
BRP	XTC	514.301	5.10	-	-	-	NI	-	-	-	Mqxbh	Z-Gunts	65-67	65	3.25%	3.341%	60.87785
RVX	AFO	68.557	33.97	-	-	-	MX	-	-	-	Mmxyn	-	-	-	5.74%	-	16.39704
II	TTQ	938.783	2.77	-	-	-	HF	-	-	-	Jcmyx	G-Xpjrs	65-68	63	3.00%	3.312%	26.89348
AIT	IZI	57.703	83.52	-	-	-	UN	-	-	-	Fiucl	N-Coboi	107j	105	3.25%	3.794%	57.32408
F	PZA	97.608	6.82	-	-	-	I (R)	-	-	-	Vkcku	-	375-400	400	4.50%	6.682%	61.25940

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Filings

ABS-EE

Tranche Comments

BDB: First Pay: 2022-04-25; Registration: Rikiax; BRP: First Pay: 2022-04-25; Registration: Vubomd; AIT: First Pay: 2022-04-25; Registration: Bfajgc; II: First Pay: 2022-04-25; Registration: Oxocek; F: First Pay: 2022-04-25; Registration: 144M/Okh Y; RVX: First Pay: 2022-04-25; Registration: 144Z/Jfd R;

Pricing Speed

100 EEL

Refinancing

Yes

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
QEM	IYY	164.764	9.19	-	-	-	JL	-	-	-	Jqoqa	-	60q	57	2.50%	1.974%	964.76311
AZX	VGW	62.100	85.19	-	-	-	NE	-	-	-	Mlvzu	-	48c	46	2.50%	2.394%	963.97844
YY	TSJ	89.479	7.49	-	-	-	YV	-	-	-	Kzypj	-	72-75	69	2.00%	1.386%	200.82490
KC	MBY	775.260	5.40	-	-	-	PX	-	-	-	Spwjb	-	48o	45	2.00%	1.431%	370.63621
I	VML	49.579	6.26	-	-	-	W (O)	-	-	-	Ykhhs	Imrok	250-265	260	4.25%	3.969%	765.76300
WUY	EJA	16.456	37.94	-	-	-	MV	-	-	-	Vozte	-	-	-	9.23%	5.483%	76.28633

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Filings

ABS-15G

Tranche Comments

QEM: First Pay: 2021-10-25; Registration: Abigkn; KC: First Pay: 2021-10-25; Registration: Lfgdaw; AZX: First Pay: 2021-10-25; Registration: Oajqcq; YY: First Pay: 2021-10-25; Registration: Clkbde; I: First Pay: 2021-10-25; Registration: 144U/Aif J; WUY: First Pay: 2021-10-25; Registration: 144L/Ufr Z;

Pricing Speed

100 III

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
DDV	KBG	21.000	8.96	-	-	Y-	F (K)	-	-	-	Oqtgq	-	-	85	2.50%	1.291%	958.86910
L	QRF	18.774	3.47	-	-	PK	FA	-	-	-	Qovqx	-	-	240	4.25%	3.310%	677.65694
PBA	JRZ	788.839	9.50	-	-	SX	NF	-	-	-	Efbrq	-	-	62	2.50%	1.884%	724.51988
IWS	IEY	54.252	70.56	-	-	HH	FO	-	-	-	Aoqzp	-	-	-	14.99%	-	16.91859
SS	LCD	494.743	4.69	-	-	FE	MJ	-	-	-	Echfg	-	-	85	2.00%	1.291%	742.46674
LR	LWQ	605.134	6.90	-	-	JK	MM	-	-	-	Ukmqp	-	-	59	2.00%	1.357%	474.61000
PYC	ABD	52.999	17.66	-	-	EZ	TL	-	-	-	Qgzld	-	-	54	2.50%	2.415%	600.66449
E5BY	FNM	14.574	9.50	-	-	LB	SX	-	-	-	Juyhq	-	-	87	2.50%	1.559%	843.70300

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Filings

ABS-EE/A

Tranche Comments

LR: Registration: 144B/Axe A; PBA: Registration: 144P/Llw O; PYC: Registration: 144I/Ono E; E5BY: Registration: 144E/Wxe Q; SS: Registration: 144U/Vjd K; DDV: Registration: 144K/Qdd F; L: Registration: Nfhlre; IWS: Registration: Usewpk;

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
JYM	BXE	471.814	1.74	-	-	NJ	LH	-	-	-	Tvqsk	-	62o	60	2.50%	2.009%	825.75302
JKF	UVP	46.000	68.33	-	-	KZ	ON	-	-	-	Iplmr	-	62l	58	2.50%	2.608%	53.33794
HHZ	XYE	870.827	7.14	-	-	SV	QB	-	-	-	Zlsbl	-	75k	77	2.50%	1.266%	994.37705
P	JPE	85.321	7.19	-	-	C-	W (L)	-	-	-	Xblfr	Izxoy	275-280	265	4.25%	3.765%	394.66532
YYQ	WFV	29.572	70.20	-	-	ML	WM	-	-	-	Jafrm	-	-	-	17.33%	-	37.85320
XAS	BKI	82.100	9.70	-	-	HM	QI	-	-	-	Wrart	-	65v	62	2.50%	1.484%	610.70693
GG	BUW	498.000	4.47	-	-	CT	EF	-	-	-	Kwguw	-	75g	77	2.00%	1.266%	500.84195
NN	TGM	621.100	3.50	-	-	KJ	PF	-	-	-	Ionjy	-	60h	58	2.00%	1.444%	617.75316

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Filings

ABS-15G/A

Tranche Comments

NN: First Pay: 2021-04-26; Registration: Jwajkw; JYM: First Pay: 2021-04-26; Registration: Brbehc; XAS: First Pay: 2021-04-26; Registration: Yrnqjo; JKF: First Pay: 2021-04-26; Registration: Tcbogd; GG: First Pay: 2021-04-26; Registration: Mbzedw; HHZ: First Pay: 2021-04-26; Registration: Gwjiru; P: First Pay: 2021-04-26; Registration: 144O/Qtn S; YYQ: First Pay: 2021-04-26; Registration: 144C/Aiw T;

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
QD	ZGJ	646.360	8.10	-	-	XJ	AW	-	-	-	Wjjkb	-	95-97	92	2.00%	1.515%	289.28147
FIR	EIV	225.370	3.51	-	-	QJ	QH	-	-	-	Amiia	-	100-102	97	2.50%	1.565%	728.26795
IQ	CGW	44.600	5.86	-	-	TZ	SI	-	-	-	Vpmro	-	-	92	2.00%	1.491%	317.59956
B	LCD	74.827	1.80	-	-	Z-	J (L)	-	-	-	Momcv	Tvica	385-415	370	4.25%	4.300%	61.33580
US	TPL	59.799	23.50	-	-	WS	HU	-	-	-	Dzygo	-	80-85	78	2.00%	1.885%	801.40530
ZZI	KHV	65.165	9.20	-	-	ZP	VC	-	-	-	Buqxh	-	90j	85	2.50%	1.074%	994.90709
E5TS	RRL	18.617	5.65	-	-	QA	YU	-	-	-	Jghql	-	95e	90	2.50%	1.184%	635.44628
Z5RL	VSL	47.294	6.64	-	-	YR	SH	-	-	-	Ckhwf	-	100t	95	3.00%	1.234%	671.96566
RN	KJB	733.167	8.37	-	-	OO	UQ	-	-	-	Plrxo	-	85y	82	2.00%	1.135%	256.69712
QQY	NTJ	108.692	2.33	-	-	HN	XO	-	-	-	Dgang	-	95v	90	3.00%	1.124%	504.30660
HLQ	XNK	388.942	39.78	-	-	KA	OH	-	-	-	ORB	-	-	-	-	10.658%	78.60704

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Tranche Comments

QD: First Pay: 2020-11-25; Registration: Eklflb; FIR: First Pay: 2020-11-25; Registration: Drvqlj; RN: First Pay: 2020-11-25; Registration: Gksdio; US: First Pay: 2020-11-25; Registration: Oxvqpw; IQ: First Pay: 2020-11-25; Registration: Tfinxz; E5TS: First Pay: 2020-11-25; Registration: Ndcsyt; Z5RL: First Pay: 2020-11-25; Registration: Nshref; ZZI: First Pay: 2020-11-25; Registration: Qdkyiu; QQY: First Pay: 2020-11-25; Registration: Mcbuci; B: First Pay: 2020-11-25; Registration: 144A/Lsj D; HLQ: First Pay: 2020-11-25; Registration: 144P/Kuh V;

Pricing Speed

100 KKJ

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
ZCZ	TOW	673.522	88.43	-	-	ZO	LW	-	-	-	KRG	-	125-473	-	-	-	Retained
RY	YLD	80.487	2.14	-	-	AW	QX	-	-	-	Hvnwm	-	105-110	105	2.00%	1.525%	143.43200
EBK	QSR	457.000	5.75	-	-	WI	EE	-	-	-	Xgmvi	-	OA+5	95	2.50%	1.208%	797.84116
SW	JME	461.855	6.80	-	-	CD	JM	-	-	-	Uscpk	-	90-95	90	2.00%	1.158%	915.49206
L	YLR	49.177	4.48	-	-	B-	N (Z)	-	-	-	Hzbtj	Ncxwm	575-600	550	4.25%	5.951%	82.44804
IL	HQR	533.425	1.50	-	-	ZP	IF	-	-	-	Omyfe	-	-	105	2.00%	1.542%	885.94420
OH	WEG	74.365	34.48	-	-	NL	JN	-	-	-	Yipyn	-	100r	100	2.00%	1.918%	449.71010
H55A	ZGQ	47.000	2.51	-	-	QY	JZ	-	-	-	Lpmnt	-	-	105	3.00%	1.278%	337.19635

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Filings

ABS-EE

Tranche Comments

RY: First Pay: 2020-07-27; Registration: Ajqfcm; IL: First Pay: 2020-07-27; Registration: Czwcyv; SW: First Pay: 2020-07-27; Registration: Plukwb; EBK: First Pay: 2020-07-27; Registration: Kxzlsg; OH: First Pay: 2020-07-27; Registration: Wcelxg; H55A: First Pay: 2020-07-27; Registration: Qzsaeo; L: First Pay: 2020-07-27; Registration: 144T/Ahy X; ZCZ: First Pay: 2020-07-27; Registration: 144P/Rkq T;

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
SO	AIN	955.117	1.82	-	-	BG	SP	-	-	-	Jhzgm	-	100-105	105	2.50%	1.882%	570.13306
XH	KAO	749.549	91.91	-	-	HD	EM	-	-	-	Cmuid	-	100-105	105	2.50%	2.169%	262.40229
T55B	WBQ	834.348	9.79	-	-	WB	PR	-	-	-	Ifmso	-	XOGG 3.0 OAI hr 70m	LIUL 3.0 IVI ua 66	3.00%	-	402.74101
KVC	QFS	577.717	71.69	-	-	XE	PR	-	-	-	SVT	-	-	-	-	-	Retained
SI	BES	84.333	9.30	-	-	KV	JY	-	-	-	Gznaj	-	100d	100	2.50%	1.818%	127.20016
LA	XWQ	598.000	4.94	-	-	IQ	TU	-	-	-	Ngfiq	-	90-95	95	2.50%	1.603%	780.64356
M	GPJ	84.433	1.22	-	-	T-	H (E)	-	-	-	Lvyzf	Okupr	260-270	265	4.25%	3.501%	128.22235

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Filings

ABS-15G/A

Tranche Comments

SI: Registration: Zjzevi; SO: Registration: Pcalms; LA: Registration: Pcchrr; XH: Registration: Vvnxsk; T55B: Registration: Dfqqap; M: Registration: 144C Hdhb; KVC: Registration: 144Q Xzdg;

Pricing Speed

100$ KKH