Investor Presentaiton
SLST Historical Speeds (1)
10
250
25
20
15
1-Month VPR By Months After Issuance (1)
1 3 5 7911
13
15
17
19
21 23 25 27
29
31 33
35
37
39
41 43
45
47
49 51 53
55
57
59
61
63
SLST 2018-1
SLST 2018-2
SLST 2019-1
SLST 2019-2
SLST 2019-3
SLST 2020-1
SLST 2020-2
SLST 2020-3
SLST 2021-1
SLST 2021-2
SLST 2022-1
SLST 2022-2
Pricing Assumption
2.5
2.0
1.5
1-Month CDR By Months After Issuance (1)
AM
57 59 61 63
1.0
0.5
Ax
0.0
1 3 5 7 911 13 15 17
19 21 23 25 27 29 31 33 35 37
39 41 43
45 47
49 51
53
55
SLST 2018-1
SLST 2018-2
SLST 2019-1
SLST 2019-2
SLST 2020-1
SLST 2020-2
SLST 2020-3
SLST 2021-1
SLST 2019-3
SLST 2021-2
SLST 2022-1
SLST 2022-2
Pricing Assumption
(1) Total prepayments and defaults as of September 2023 remittance date for SLST 2018-1 through SLST 2022-2. Data source: Bloomberg.
CONFIDENTIAL
SLST 2023-1
33
Prepared by Investments and Capital
© Freddie Mac
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