| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS | | | SLST 2020-2 (USD 929m) | Federal Home Loan Mortgage Corp (Freddie Mac) | | USOA | Sep 24, 2020 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Y-1T | LXS | 182.300 | 8.80 | - | - | - | - | - | - | - | Wjwgp | U-Pbdrr | - | 90t | 90 | 2.00% | 1.167% | 259.72480 | | Z-1X | RFN | 471.000 | 2.20 | - | - | - | - | - | - | - | Wrsco | U-Wgfbd | - | 85a | 85 | 1.75% | 1.117% | 656.60020 | | R-2G | JJV | 724.106 | 2.77 | - | - | - | - | - | - | - | Dmzsw | W-Cfdxe | - | 85u | 82 | 2.00% | 1.492% | 882.55556 | | J-2Y | JFC | 663.000 | 3.61 | - | - | - | - | - | - | - | Bnmoq | T-Fzmuj | - | 80v | 77 | 1.75% | 1.442% | 861.68450 |
Tranche Comments Y-1T: First Pay: 2020-10-26; Registration: Wnylhs;
Z-1X: First Pay: 2020-10-26; Registration: Jayjon;
R-2G: First Pay: 2020-10-26; Registration: Ojrysd;
J-2Y: First Pay: 2020-10-26; Registration: Fwayxa; Pricing Speed 3-> 6.0 BKL rswf 36 jrq, 0-> 2.0 BRL rswf 36 jrq, 30% Qwswfeiq, jr Vuierjrs Lwowjuierj rf Bswrj-Uu Brss eq wkwfieqwo |
|
