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RMBS
Credit Risk Transfer
Parent Companies
Federal Home Loan Mortgage Corp (Freddie Mac)
Freddie Mac Seasoned Credit Risk Transfer Trust
2024-2
Freddie Mac Seasoned Credit Risk Transfer Trust (SCRT) 2024-2
ABS
RMBS
SCRT 2024-2 (USD 533m)
Federal Home Loan Mortgage Corp (Freddie Mac)
WFS
,
CTI
USOA
Sep 10, 2024
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
KKE
KIJ
82.531
6.60
-
-
-
-
-
-
-
Houfi
P-Oulke
100-110
-
4.25%
-
Retained
SJ
LXA
383.287
6.42
-
-
-
-
-
-
-
Xpzpy
N-Ichie
137
137
3.50%
4.996%
19.22246
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Tranche Comments
SJ: First Pay: 2024-09-25; Registration: Fwwmyf; KKE: First Pay: 2024-09-25; Registration: Tiscgu;
Pricing Speed
100 PPT
B&I
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