Structured Agency Credit Risk Transfer (STACR) 2021-DNA2

ClassCCYSZE(M)WALMOSPFIDRKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
M-1USD264.0001.68-BBB+-BBB-2.00%-FloatingSOFR75-8080SOFR+80-100.00000
M-2USD396.0004.24-BBB--BB (H)-1.25%-FloatingSOFR220-230230SOFR+230-100.00000
B-1USD264.0007.86-BB--B (H)-0.75%-FloatingSOFR330-340340SOFR+340-100.00000
B-2USD264.00011.80-NR-NR-0.25%-FloatingSOFR550-575600SOFR+600-100.00000
Tranche Comments
M-1: First Pay: 2021-03-25; Registration: 144A/Reg S; M-2: First Pay: 2021-03-25; Registration: 144A/Reg S; B-1: First Pay: 2021-03-25; Registration: 144A/Reg S; B-2: First Pay: 2021-03-25; Registration: 144A/Reg S;

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