| 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 |
|---|
| I1 | VXZ | 20.142 | 3.52 | - | - | - | - | - | - | - | Embxg | X-Offlw | 90l | 90u | 90 | 3.25% | - | 43.22905 | | K2 | PRK | 17.000 | 3.18 | - | - | - | - | - | - | - | Fnrxk | N-Ojsru | - | 75t | 78 | 3.25% | - | 33.33733 | | CS | IQI | 60.000 | 8.90 | - | - | - | - | - | - | - | Ldzffbhy | YECD | 110-115 | 110-115 | 110 | HVGK+110 | - | 76.35348 | | UH | WQW | 388.000 | 3.80 | - | - | - | - | - | - | - | Ayxmksna | DYFP | 120-125 | 120-125 | 125 | KGZF+125 | - | 51.50699 |
Tranche Comments I1: First Pay: 2024-11-25; Registration: Crduyu;
K2: First Pay: 2024-11-25; Registration: Jgkxuf;
UH: First Pay: 2024-11-25; Registration: Bcqgds;
CS: First Pay: 2024-11-25; Registration: Adccdg; |
|
