Structured Agency Credit Risk Transfer (STACR) 2024-DNA1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
STACR 2024-DNA1 (USD 572m)Federal Home Loan Mortgage Corp (Freddie Mac)USOA
Feb 7, 2024
ClassCCYSIZE (M)WALMOSPFIDRKRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
H-1IVX206.0003.72-OOO+--PPP+5.60%-TsfjathmCIVN125-135125-135135IJUK+135-910.00000
E-2BRE695.0001.36-ZZZ---UUU2.60%-AmevhtqwBHWU190-200190-200195WLDS+195-975.00000
P-1JWT618.0004.67-GGG--FFF+3.45%-HwdoebdqVBZY125-135125-135135ZOTW+135-140.00000
Tranche Comments
P-1: First Pay: 2024-03-25; Registration: 144M/Dnf D; H-1: First Pay: 2024-03-25; Registration: 144V/Zhi C; E-2: First Pay: 2024-03-25; Registration: 144I/Tty E;
Pricing Speed
10% BMS

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