Investor Presentaiton

• SLST Program Support о Financing for certain SLST Guaranteed Classes Freddie Mac offers repo financing for certain SLST guaranteed tranches (except IOs) to approved counterparties о Eligible for financing under the BNY Mellon MBS Tri-party Repo о о о о Acceptable collateral to pledge to all FHLBS Models & Data Vendors Bloomberg о Password: "SSAP <go>" then enter "SLST231" in box and press <go> о Natively supports pricing speed: 100 PPS ° Yield Book ° "SLST 2023-1 M <Mtge> YT NEW 100 PPS <go>" Model projections: BTM calls a version of the Bloomberg Transition Model fit to similar collateral "SLST 2023-1 M <Mtge> BCMV <go>" Link: https://www.yieldbook.com/m/home/index.shtml Deal Name: SLST23.1 Historical Cohort Data о ○ о A mapping file is available to track loan performance pre and post securitization for SCRT and SLST loans in the Single Family Loan Level Dataset (SFLLD) Access to the SFLLD: http://www.freddiemac.com/research/datasets/sf_loanlevel_dataset.page Reperforming Loan ID Match FAQ: http://www.freddiemac.com/fmac-resources/research/pdf/rpl_loan_id_match_faq.pdf Loan-Level Data (Post-Issuance) ° US Bank Trust Gateway: Provides monthly loan-level remittance data CONFIDENTIAL Link: http://www.freddiemac.com/research/datasets/sf_loanlevel_dataset.page ° CoreLogic: Redistributes loan-level remittance data Ӧ 1010data: Redistributes loan-level remittance data in the form of an aggregated dataset (stacked for each deal and month) ° Link: https://www.1010data.com/industries/financial-services/fixed-income/ о SCRT/SLST dataset path: pub.fin.risk_share.fhlmc_rpl.monthly SLST 2023-1 26 Prepared by Investments and Capital © Freddie Mac Markets

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