Investor Presentaiton

SLST 2023-1 Stratifications (as of August 31, 2023) Property Type at Origination Clean Pay History (months)* Number of Mortgage Loans Aggregate Unpaid Aggregate Unpaid Principal Balance ($) Principal Balance (%) Number of Mortgage Loans Aggregate Unpaid Principal Balance ($) Aggregate Unpaid Principal Balance (%) Single Family Planned Unit Development 1,700 324 241,740,410 75.49 None 61,659,266 19.25 1 to 5 1,024 540 150,066,848 46.86 81,298,342 25.39 Condominium 103 15,079,380 4.71 6 to 11 580 86,820,612 27.11 Manufactured Housing 27 1,562,142 0.49 Co-operative 1 Total: 2,155 186,279 320,227,476 0.06 Greater than or equal to 12 Total: 11 2,155 2,041,674 320,227,476 0.64 100.00 100.00 * Calculated using the MBA method. Current Delinquency Status* Geographic Concentration of the Mortgaged Properties (State) Number of Aggregate Unpaid Aggregate Unpaid Mortgage Loans Principal Balance ($) Principal Balance (%) Number of Mortgage Loans Aggregate Unpaid Principal Balance ($) Aggregate Unpaid Principal Balance (%) Current 1,054 162,079,358 50.61 California Texas New York Florida Illinois Other Total: 172 41,424,346 12.94 213 27,435,135 30 to 59 Days Delinquent 60 to 89 Days Delinquent 463 71,453,660 22.31 267 39,585,948 12.36 8.57 90 to 119 Days Delinquent 116 16,635,315 5.19 114 25,289,617 7.90 120 to 149 Days Delinquent 64 7,278,699 2.27 136 21,474,062 6.71 150 to 179 Days Delinquent 31 3,924,404 1.23 100 17,262,847 5.39 Bankruptcy Current 77 8,081,270 2.52 1,420 187,341,469 58.50 2,155 320,227,476 100.00 Number of Remaining Steps of Step-Rate Mortgage Loans Bankruptcy 30 to 59 Days Delinquent Bankruptcy 60 to 89 Days Delinquent Bankruptcy 90 to 119 Days Delinquent Bankruptcy 120 to 149 Days Delinquent Total: 36 4,717,552 1.47 31 3,593,889 1.12 10 1,431,726 0.45 6 1,445,655 0.45 2,155 320,227,476 100.00 Number of Mortgage Loans Aggregate Unpaid Aggregate Unpaid * Calculated using the MBA method. 0 Total: 41 Principal Balance ($) Principal Balance (%) $6,973,286 100.00 41 $6,973,286 100.00 41 CONFIDENTIAL SLST 2023-1 Prepared by Investments and Capital © Freddie Mac Markets

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