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Market Data
Pricing
Solutions
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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
2020-2
Freddie Mac Seasoned Loan Structured Transaction Trust (SLST) 2020-2
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
SLST 2020-2 (USD 929m)
Federal Home Loan Mortgage Corp (Freddie Mac)
CTI
,
CSG
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
U-1A
MUV
604.000
2.80
-
-
-
-
-
-
-
Iwoie
M-Pxluv
-
85p
85
1.75%
1.117%
782.61030
O-1R
CJW
439.617
1.70
-
-
-
-
-
-
-
Wqqfb
Q-Iniau
-
90d
90
2.00%
1.167%
849.37500
H-2N
HGL
519.872
3.15
-
-
-
-
-
-
-
Fvqgi
F-Kduas
-
85p
82
2.00%
1.492%
444.94328
Q-2S
FPF
950.000
1.85
-
-
-
-
-
-
-
Trmnq
R-Rkndu
-
80f
77
1.75%
1.442%
407.33101
Tranche Comments
O-1R: First Pay: 2020-10-26; Registration: Dwxszq; U-1A: First Pay: 2020-10-26; Registration: Vqndbt; H-2N: First Pay: 2020-10-26; Registration: Ofgsgm; Q-2S: First Pay: 2020-10-26; Registration: Cfcoyd;
Pricing Speed
3-> 6.0 YMV bwot 36 jbq, 0-> 2.0 YCV bwot 36 jbq, 30% Gowotzhq, kb Vfhzbkts Vonojfhzbk bt Ysotk-Hf Ytss zq oiotszqon
Commentary
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