| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | SLST 2024-2 (USD 229m) | Federal Home Loan Mortgage Corp (Freddie Mac) | | 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 |
|---|
| Z1 | YFF | 86.288 | 4.23 | - | - | - | - | - | - | - | Jymwx | W-Dugtq | 90o | 90e | 90 | 3.25% | - | 69.46814 | | Q2 | JSS | 98.000 | 1.49 | - | - | - | - | - | - | - | Pqnsp | Y-Zpbja | - | 75z | 78 | 3.25% | - | 88.82498 | | NN | ZAV | 229.000 | 2.10 | - | - | - | - | - | - | - | Dqshakil | LYOT | 120-125 | 120-125 | 125 | XBWA+125 | - | 58.67058 | | JB | AXR | 57.000 | 3.70 | - | - | - | - | - | - | - | Uxskrzip | ALXR | 110-115 | 110-115 | 110 | BEUF+110 | - | 63.59568 |
Tranche Comments Z1: First Pay: 2024-11-25; Registration: Oolaqe;
Q2: First Pay: 2024-11-25; Registration: Bxqicx;
NN: First Pay: 2024-11-25; Registration: Wfxrlo;
JB: First Pay: 2024-11-25; Registration: Hvuask; |
|
