Investor Presentaiton
SLST Historical Delinquencies (1)
% Current (By Months After Issuance)
85%
80%
75%
70%
65%
60%
55%
50%
45%
40%
35%
30%
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
3
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
18%
16%
14%
12%
10%
8%
6%
4%
AA
% Newly Modified (By Months After Issuance)
2%
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
SLST 2018-1
⚫SLST 2018-2
SLST 2019-1
SLST 2020-2
SLST 2020-3
SLST 2021-1
SLST 2019-2 SLST 2019-3
SLST 2021-2 SLST 2022-1
SLST 2020-1
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
44
57
59 61 63
31
Prepared by Investments and Capital
Freddie Mac
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