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Market Data
Pricing
Solutions
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Market Overview
RMBS
Credit Risk Transfer
Parent Companies
Federal Home Loan Mortgage Corp (Freddie Mac)
Structured Agency Credit Risk Transfer
2024-HQA2
Structured Agency Credit Risk Transfer (STACR) 2024-HQA2
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
STACR 2024-HQA2 (USD 853m)
Federal Home Loan Mortgage Corp (Freddie Mac)
BAM
,
NOM
USOA
Sep 5, 2024
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
E-1
PTW
988.000
3.99
Y1
-
-
WWW (G)
-
9.00%
-
Muywlllj
WQJR
115-125
120-125
125
UVYH+125
-
497.00000
C-1
VQA
278.000
7.46
U3
-
-
EEE (J)
-
9.00%
-
Fdsduqlg
JBCU
115-125
115-125
120
XDJH+120
-
939.00000
D-2
HMV
765.000
8.14
Hhh3
-
-
NNN (J)
-
1.00%
-
Zefkyzcn
ZXHW
175-185
175-185
180
XMSU+180
-
517.00000
Tranche Comments
E-1: First Pay: 2024-09-25; Registration: 144U/Doi R; C-1: First Pay: 2024-09-25; Registration: 144Z/Ukd U; D-2: First Pay: 2024-09-25; Registration: 144O/Qdu S;
Pricing Speed
10% VZK
Commentary
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B&I
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