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Market Data
Pricing
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Market Overview
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
C/P
Sector
Status
Deal Name
Parent
Leads
Region
Date
ABS
RMBS
PRCD
SLST 2022-1 (USD 345m)
Federal Home Loan Mortgage Corp (Freddie Mac)
BAM
,
JPM
USOA
May 19, 2022
Class
CCY
SIZE (M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
IPT
GDNC
SPRD
CPN
YLD
PRICE
I-2
HPC
18.799
41.00
-
-
-
-
-
-
-
Qmwoi
J-Nbagx
-
-
95
3.50%
3.758%
39.23622
Z-1
GJW
394.759
3.11
-
-
-
-
-
-
-
Thgyg
E-Uxlyr
-
-
86
3.50%
3.677%
81.66120
Tranche Comments
Z-1: First Pay: 2022-06-25; Registration: Vzhjun; I-2: First Pay: 2022-06-25; Registration: Sqzvsf;
Pricing Speed
100 IIN
Commentary
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