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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
2022-2
Freddie Mac Seasoned Loan Structured Transaction Trust (SLST) 2022-2
ABS
RMBS
SLST 2022-2 (USD 50m)
Federal Home Loan Mortgage Corp (Freddie Mac)
WFS
,
CTI
USOA
Oct 25, 2022
Class
CCY
SZE(M)
WAL
MO
SP
FI
DR
KR
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
K-1
HST
948.441
5.67
-
-
-
-
-
-
-
Yhamk
G-Rswrg
110s
-
3.00%
-
Retained
J-2
KJG
71.485
2.80
-
-
-
-
-
-
-
Hbrnv
Q-Wopgh
147
147
3.00%
5.571%
38.15680
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Tranche Comments
K-1: First Pay: 2022-11-25; Registration: Yuyozd; J-2: First Pay: 2022-11-25; Registration: Kizkql;
Guarantor(s)
Qslxxsl Yem
Pricing Speed
100 LLH
B&I
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