Investor Presentaiton
SLST Historical Delinquencies (1)
60%
50%
% 30 and 60 Days Delinquent (By Months After Issuance)
40%
30%
20%
10%
0%
1
3
5
7
9
11
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
% 90+ Days Delinquent (By Months After Issuance)
35%
30%
25%
20%
15%
10%
5%
0%
1
3
5
7
9
11
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 2020-2
SLST 2020-3
SLST 2019-1 SLST 2019-2
SLST 2021-1
SLST 2019-3
⚫SLST 2020-1
SLST 2021-2
SLST 2022-1
⚫SLST 2022-2
(1) MBA method delinquency status as of September 2023 remittance date for SLST 2018-1 through SLST 2022-2. Data source: 1010data
CONFIDENTIAL
SLST 2023-1
32
Prepared by Investments and Capital
© Freddie Mac
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