Freddie Mac Seasoned Loan Structured Transaction Trust (SLST) 2020-2

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
SLST 2020-2 (USD 929m)Federal Home Loan Mortgage Corp (Freddie Mac)USOA
Sep 24, 2020
ClassCCYSIZE (M)WALMOSPFIDRKRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
U-1AMUV604.0002.80-------IwoieM-Pxluv-85p851.75%1.117%782.61030
O-1RCJW439.6171.70-------WqqfbQ-Iniau-90d902.00%1.167%849.37500
H-2NHGL519.8723.15-------FvqgiF-Kduas-85p822.00%1.492%444.94328
Q-2SFPF950.0001.85-------TrmnqR-Rkndu-80f771.75%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

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