Structured Agency Credit Risk Transfer (STACR) 2023-DNA2

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
STACR 2023-DNA2 (USD 762m)Federal Home Loan Mortgage Corp (Freddie Mac)USOA
Apr 19, 2023
ClassCCYSIZE (M)WALMOSPFIDRKRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
W-1CEY67.0002.20-F--NN-8.00%-TlnwmvtnBHLL775-800775k760UTLR+760-820.00000
S-1JNWO968.0005.19-CCC+--DDD+1.38%-LzdzmhdhICMW225-235215-220210JGVM+210-944.00000
L-1GRSK824.0008.52-OOO---BBB6.70%-IuoexvqsCKGA335-345325-335325KBDK+325-912.00000
I-2GYZ235.0006.50-ZZ---YY+1.80%-NsthbtygXEIS575-595570-580570UVCI+570-287.00000
Tranche Comments
S-1J: First Pay: 2023-05-25; Registration: 144M/Fva O; L-1G: First Pay: 2023-05-25; Registration: 144V/Mtk G; I-2: First Pay: 2023-05-25; Registration: 144O/Xny J; W-1: First Pay: 2023-05-25; Registration: 144I/Kpx S;
Use of Proceeds
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Pricing Speed
10% MPC

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