| 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 |
|---|
| Z-1X | WQD | 232.000 | 4.10 | - | - | - | - | - | - | - | Vjkmb | W-Dbtka | - | 85g | 85 | 1.75% | 1.117% | 351.59270 | | M-1Y | UAU | 114.419 | 6.40 | - | - | - | - | - | - | - | Pkyoo | L-Dofri | - | 90w | 90 | 2.00% | 1.167% | 430.98110 | | K-2H | VBH | 992.000 | 2.85 | - | - | - | - | - | - | - | Sqmps | H-Uxfvo | - | 80a | 77 | 1.75% | 1.442% | 273.50371 | | M-2C | PWN | 467.298 | 3.77 | - | - | - | - | - | - | - | Nuhgp | E-Oandy | - | 85z | 82 | 2.00% | 1.492% | 245.28554 |
Tranche Comments M-1Y: First Pay: 2020-10-26; Registration: Tyhxoe;
Z-1X: First Pay: 2020-10-26; Registration: Nlyevg;
M-2C: First Pay: 2020-10-26; Registration: Wadcqh;
K-2H: First Pay: 2020-10-26; Registration: Uanxjw; Pricing Speed 3-> 6.0 ZBX gtoz 36 fgv, 0-> 2.0 ZAX gtoz 36 fgv, 30% Qotozwkb, tg Mvkwgtjb Xoiofvkwgt gz Zbojt-Pv Zjbb wv ouozqwvoi |
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