2021-DNA2

Structured Agency Credit Risk Transfer (STACR) 2021-DNA2

Federal Home Loan Mortgage Corp (Freddie Mac)

Class	CCY	SZE(M)	WAL	MO	SP	FI	DR	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
M-1	USD	264.000	1.68	-	BBB+	-	BBB	-	2.00%	-	Floating	SOFR	75-80	80	SOFR+80	-	100.00000
M-2	USD	396.000	4.24	-	BBB-	-	BB (H)	-	1.25%	-	Floating	SOFR	220-230	230	SOFR+230	-	100.00000
B-1	USD	264.000	7.86	-	BB-	-	B (H)	-	0.75%	-	Floating	SOFR	330-340	340	SOFR+340	-	100.00000
B-2	USD	264.000	11.80	-	NR	-	NR	-	0.25%	-	Floating	SOFR	550-575	600	SOFR+600	-	100.00000

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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;