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RMBS
Non-Performing Loans
Parent Companies
Federal Home Loan Mortgage Corp (Freddie Mac)
Freddie Mac Seasoned Loan Structured Transaction Trust
2024-1
Freddie Mac Seasoned Loan Structured Transaction Trust (SLST) 2024-1
ABS
RMBS
PRCD
SLST 2024-1 (USD 220m)
Federal Home Loan Mortgage Corp (Freddie Mac)
BAM
,
WFS
USOA
May 22, 2024
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
ZP
YBW
43.000
7.95
-
-
-
-
-
-
-
Qjooukhu
HBKD
65m
65
PCLU+65
-
73.70290
SM
QNU
336.000
8.28
-
-
-
-
-
-
-
Jemotfim
CCPM
95t
97
EOHJ+97
-
69.41847
Tranche Comments
ZP: First Pay: 2024-06-25; Registration: Iruwkh; SM: First Pay: 2024-06-25; Registration: Zaixdy;
Guarantor(s)
Zmlttll Jzy
Pricing Speed
100 PPI
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