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Explore our wide range of materials to help you do business with us, which include the latest CRT communication, program updates, quarterly forecasts, and more.

Research & Insights: November 2024

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Results (57)

  • Regulatory Information September 22, 2021

    STACR to ESMA mapping Excel

    A mapping file that links STACR’s data fields with the fields in the template set out in Annex II to Commission Delegated Regulation (EU) 2020/1224 for reporting asset-level information for loans to private households secured by residential real estate.

    1. Program Resources
    2. EU Investor Resources
  • Market Research September 21, 2021

    Q2 2021 Top Market Themes

    Presentation Slides

    1. Clarity
    2. COVID-19
  • Market Research September 20, 2021

    Q1 Top Market Themes

    Presentation Slides

    1. Clarity
    2. COVID-19
  • Market Research September 20, 2021

    Top Market Themes

    Presentation Slides

    1. Clarity
    2. COVID-19
  • Pricing September 8, 2021

    STACR SPI - Pricing Terms

    STACR SPI transfers credit risk via a cash securitization. Mortgages funded by Freddie Mac’s cash window are deposited into a participation interest (PI) trust, in exchange for a participation interest (96%) and credit participation interest (4%) for each loan. The credit participation interests are deposited into the STACR SPI trust, which then issues non-guaranteed SPI certificates to investors.

    1. Program Resources
  • Performance Overviews September 8, 2021

    STACR SPI Investor Presentation

    STACR SPI historical performance as of June 2018, series 2018-SP12.

    1. Clarity
  • Pricing September 8, 2021

    WLS Pricing

    Freddie Mac Whole Loan Securities (WLS) is a fully collateralized, non-synthetic issuance of guaranteed senior and non-guaranteed subordinated certificates. WLS is a credit risk transfer securitization backed by single-family mortgages purchased by Freddie Mac.

    1. Program Resources
  • Performance Overviews September 8, 2021

    STACR SPI NAIC Price Breakpoints

    A list of Freddie Mac STACR SPI certificates with NAIC price breakpoints.

    1. Clarity
  • Performance Overviews September 8, 2021

    Freddie Mac Single-Family Loan-Level Standard and Non-Standard Dataset Summary

    Report Document

    1. Clarity
  • Backgrounders September 8, 2021

    STACR Bloomberg Guide

    An overview of Bloomberg Terminal functionality for analyzing STACR securities.

    1. Program Resources