| 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 |
|---|
| C-1P | XBC | 919.000 | 9.30 | - | - | - | - | - | - | - | Wfrcy | X-Hbufv | - | 85x | 85 | 1.75% | 1.117% | 677.10590 | | L-1D | POP | 107.721 | 6.90 | - | - | - | - | - | - | - | Swbrn | R-Kdgwi | - | 90j | 90 | 2.00% | 1.167% | 685.52870 | | J-2P | VRE | 785.489 | 8.92 | - | - | - | - | - | - | - | Spqhd | M-Vwnvz | - | 85v | 82 | 2.00% | 1.492% | 425.11578 | | P-2J | VTZ | 476.000 | 8.53 | - | - | - | - | - | - | - | Pkvpm | I-Wclzw | - | 80r | 77 | 1.75% | 1.442% | 877.81960 |
Tranche Comments L-1D: First Pay: 2020-10-26; Registration: Kkdzmf;
C-1P: First Pay: 2020-10-26; Registration: Nnhbxt;
J-2P: First Pay: 2020-10-26; Registration: Rfhcuu;
P-2J: First Pay: 2020-10-26; Registration: Gwyeuk; Pricing Speed 3-> 6.0 WJI wjog 36 owz, 0-> 2.0 WBI wjog 36 owz, 30% Gojogrzf, uw Sbzrwuna Iogoobzrwu wg Waonu-Qb Wnaa rz oxogarzog |
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