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RMBS
Non-Performing Loans
Parent Companies
Federal Home Loan Mortgage Corp (Freddie Mac)
Freddie Mac Seasoned Loan Structured Transaction Trust
2022-1
Freddie Mac Seasoned Loan Structured Transaction Trust (SLST) 2022-1
ABS
RMBS
PRCD
SLST 2022-1 (USD 345m)
Federal Home Loan Mortgage Corp (Freddie Mac)
BAM
,
JPM
USOA
May 19, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
H-2
PNG
98.290
32.00
-
-
-
-
-
-
-
Lgnsj
U-Ncolm
-
95
3.50%
3.758%
15.59657
P-1
TKW
274.848
5.99
-
-
-
-
-
-
-
Czxaa
W-Xoogl
-
86
3.50%
3.677%
21.25790
Tranche Comments
P-1: First Pay: 2022-06-25; Registration: Avvkwm; H-2: First Pay: 2022-06-25; Registration: Kozhcr;
Pricing Speed
100 VVV
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