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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
2020-1
Freddie Mac Seasoned Loan Structured Transaction Trust (SLST) 2020-1
ABS
RMBS
SLST 2020-1 (USD 730m)
Federal Home Loan Mortgage Corp (Freddie Mac)
WFS
,
JPM
USOA
Jul 22, 2020
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
W-1P
REO
150.396
1.15
-
-
-
-
-
-
-
Nvufa
-
90-95
95
2.00%
1.228%
187.77093
S-2R
MXV
248.798
4.74
-
-
-
-
-
-
-
Ejvna
-
85-90
85
2.00%
1.440%
553.55282
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Tranche Comments
W-1P: Registration: Mixaev; S-2R: Registration: Ubgnns;
Pricing Speed
100 DDU
B&I
BWICS & Inventory
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