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Market Data
Pricing
Solutions
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Market Overview
RMBS
Non-Performing Loans
Parent Companies
Federal Home Loan Mortgage Corp (Freddie Mac)
Freddie Mac Seasoned Loan Structured Transaction Trust
2024-2
Freddie Mac Seasoned Loan Structured Transaction Trust (SLST) 2024-2
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
SLST 2024-2 (USD 229m)
Federal Home Loan Mortgage Corp (Freddie Mac)
CTI
,
NOM
USOA
Oct 24, 2024
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
TY
OVO
26.000
1.40
-
-
-
-
-
-
-
Wbkoqdqz
KXED
110-115
110-115
110
BAVA+110
-
21.88603
Q1
BYZ
13.798
1.58
-
-
-
-
-
-
-
Qsrqj
Z-Qumxt
90c
90d
90
3.25%
-
50.76403
JE
ROK
935.000
2.80
-
-
-
-
-
-
-
Pwezlcjc
YDPH
120-125
120-125
125
AXWL+125
-
89.97278
W2
QWN
30.000
9.66
-
-
-
-
-
-
-
Ruffd
R-Limkm
-
75j
78
3.25%
-
42.97190
Tranche Comments
Q1: First Pay: 2024-11-25; Registration: Cvzqab; W2: First Pay: 2024-11-25; Registration: Shcjaq; JE: First Pay: 2024-11-25; Registration: Mkzoyk; TY: First Pay: 2024-11-25; Registration: Xnjvsk;
Pricing Speed
100 EED
Commentary
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