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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
ABS
RMBS
SLST 2024-2 (USD 229m)
Federal Home Loan Mortgage Corp (Freddie Mac)
CTI
,
NOM
USOA
Oct 24, 2024
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
B1
ETA
46.191
8.48
-
-
-
-
-
-
-
Zkxzu
Z-Gmdsn
90w
90
3.25%
-
67.64834
H2
TEE
72.000
1.57
-
-
-
-
-
-
-
Dchxv
X-Obcqv
75k
78
3.25%
-
76.94934
DE
PHY
666.000
8.70
-
-
-
-
-
-
-
Ffzoojop
QBIF
120-125
125
BXWV+125
-
97.36848
SS
ISY
31.000
1.50
-
-
-
-
-
-
-
Ayreeuuz
DOXK
110-115
110
CZGP+110
-
97.91821
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Tranche Comments
B1: First Pay: 2024-11-25; Registration: Ijkrif; H2: First Pay: 2024-11-25; Registration: Ziourg; DE: First Pay: 2024-11-25; Registration: Wsqkwm; SS: First Pay: 2024-11-25; Registration: Lkhiyn;
Pricing Speed
100 QQX
B&I
BWICS & Inventory
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