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Market Overview
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
PRCD
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
EEM
KUN
72.295
6.90
-
-
-
-
-
-
-
Wcqtu
Z-Ldnyh
100-110
-
4.25%
-
Retained
JV
UVD
771.100
6.74
-
-
-
-
-
-
-
Spmnk
V-Wpwgg
137
137
3.50%
4.996%
94.91406
Tranche Comments
JV: First Pay: 2024-09-25; Registration: Fvqlnr; EEM: First Pay: 2024-09-25; Registration: Mzoyhq;
Pricing Speed
100 NNS
Reset
Yes
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