- This article is about the granddaughter of Walder Frey, for other uses see Walda Frey (disambiguation).
During the wedding feast of Edmure Tully and Roslin Frey, Lord Bolton recounts to Catelyn Stark and Ser Brynden "Blackfish" Tully how Lord Walder Frey proposed that he marry one of his granddaughters and offered her weight in silver as a dowry. Lord Bolton then adds he chose the fattest bride available. Catelyn tactfully responds that she hoped that this has made him happy, to which he replies, "She's made me very rich."
Walda travels north with her new husband to the Boltons' ancestral castle: The Dreadfort. She is clearly intimidated by her new surroundings and greets her stepson Ramsay with a meek "hello", even though Ramsay greets her politely, calls her "mother" and kisses her on the cheek.
At a "family" dinner, Ramsay remains polite toward Walda, filling her cup with wine, to which Walda thanks him with suspicion. Walda tries to sympathize with Sansa, saying it must be difficult being in a strange place, which is something that Walda is experiencing herself. Sansa reminds her that Winterfell is her home, and states that it is the people who are strange. This prompts Ramsay to bring Reek into the room to serve more wine for everybody, including Walda, who is visibly repulsed by him.
When Roose senses that Ramsay is getting too smug for his own good, he prompts Walda to announce that she is pregnant. Roose adds that from the way she is carrying Maester Wolkan says it looks like a boy, which clearly distresses Ramsay but delights Sansa.
Ramsay later confronts Roose about the news, expressing his concern of his inheritance to The North, in the event that the child is a boy. Ramsay also takes several jabs at Walda's weight, and ponders how Roose was able to consummate his marriage. However, Roose assures that Ramsay is and will remain his son and heir, and is to succeed him – although he maintains his implied threat that Ramsay had better behave himself if that is to remain the plan.
Walda is later present at Ramsay and Sansa's wedding ceremony in the Winterfell godswood.
Walda eventually gives birth to a baby boy and shortly thereafter, is summoned along with the baby to Winterfell's courtyard by Ramsay who leads her into the kennels. Quickly realizing that Roose is dead and what is about to happen, she begs Ramsay to let her go, saying that she will go back to the Riverlands and never set foot in Winterfell again. She also reminds Ramsay that her son is his half-brother. Her pleas fall on deaf ears, however, and Ramsay unleashes his hounds who proceed to kill both her and her newborn son. 
|Season Four appearances|
|Two Swords||The Lion and the Rose||Breaker of Chains||Oathkeeper||First of His Name|
|The Laws of Gods and Men||Mockingbird||The Mountain and the Viper||The Watchers on the Wall||The Children|
|Season Five appearances|
|The Wars To Come||The House of Black and White||High Sparrow||Sons of the Harpy||Kill the Boy|
|Unbowed, Unbent, Unbroken||The Gift||Hardhome||The Dance of Dragons||Mother’s Mercy|
|Season Six appearances|
|The Red Woman||Home||Oathbreaker||Book of the Stranger||The Door|
|Blood of My Blood||The Broken Man||No One||Battle of the Bastards||The Winds of Winter|
- Walda: "Where is Lord Bolton?"
- Ramsay: "I am Lord Bolton."
- Walda: "Ramsay...Ramsay please. I'll leave Winterfell. I'll go back to the Riverlands. Please...Ramsay. He's your brother."
- Ramsay: "I prefer being an only child."
- — Walda begs for her life and child before being mauled by Ramsay's dogs.[src]
In the books
In the A Song of Ice and Fire novels, Fat Walda is the second of three daughters of Merrett Frey and Mariya Darry. Merrett is himself the ninth son of Lord Walder. She is known for her gluttony, hence her nickname, which her father considers shameful, though less shameful than her older sister Amerei, known as "Gatehouse Ami" for her blatant promiscuity.
Lord Walder taunted Merrett that Walda is "a sow in silk", her weight being the only reason Roose married her. He remarks that the Freys would have had the same alliance at half the price if "the little porkling" put down her spoon from time to time.
She is described as a round pink butterball of a girl, with watery eyes, a huge bosom and limp yellow hair. Her voice is thin and squeaky. She is fifteen years old when she marries Roose. Walda has a giggling, fun-loving, even charming personality, and is known for cracking bawdy jokes. It is loosely implied, however, that this is simply an outward persona that she affects to fool others into thinking she is harmless, when she is secretly very intelligent - some of her bawdy jokes can actually be quite witty.
When Roose stays in Harrenhal, Walda writes him letters almost every day, and all the letters are the same: "I pray for you morn, noon, and night, my sweet lord, and count the days until you share my bed again. Return to me soon, and I will give you many trueborn sons to take the place of your dear Domeric and rule the Dreadfort after you." Arya Stark is present when Roose receives one such letter, but he may have never responded to any of them. Roose tells Arya to burn Walda's love letters, though this is not particularly significant, as Roose burns all of his personal correspondence to prevent his enemies or rivals from reading it.
Fat Walda attends the Red Wedding and sits next to Catelyn Stark. It is Fat Walda who tells Ser Wendel Manderly, while Catelyn overhears, about her grandfather's dowry offer to Lord Bolton. She is one of the many Frey girls that King Robb Stark politely dances with during the festivities.
Walda is fully aware that Roose chose to marry her instead of another Frey girl - such as Fair Walda, granddaughter of Stevron Frey - simply so he could get her weight in silver, but nonetheless she is very grateful to him, as marrying the head of a powerful House drastically elevated her social standing. Roose initially thought Walda would be an annoying distraction, but later says that despite himself he has become oddly fond of her. His first two wives were silent and still when he had sex with them, but Walda makes a lot of noise and openly enjoys it, which Roose finds somewhat endearing.
On one occasion Ramsay, while talking to his father, refers to Walda as "your fat pig wife" - making it clear he does not care much for his stepmother.
Roose never announces that Walda is pregnant. The only reference to her pregnancy is in the last of Theon's chapters in the fifth book, when Theon sees Roose Bolton entering the Great Hall at Winterfell accompanied by his plump and pregnant wife. Roose also remarked to Reek earlier that he feared that if he had new children with Walda, Ramsay would try to kill them to remove any rival heirs to House Bolton.
By the point the books reached, Walda is still alive, and has not given birth yet.