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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
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
M-2
ZOE
53.275
48.00
-
-
-
-
-
-
-
Zsngy
P-Ebylx
-
95
3.50%
3.758%
22.27307
Z-1
QCU
277.372
1.21
-
-
-
-
-
-
-
Rqzrk
I-Pnydn
-
86
3.50%
3.677%
18.74540
Tranche Comments
Z-1: First Pay: 2022-06-25; Registration: Hzdujz; M-2: First Pay: 2022-06-25; Registration: Xoxwwc;
Pricing Speed
100 TTU
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Yes
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