| C/P | Sector | | Status | Deal Name | Parent | Leads | Region | Date |
|
|---|
ABS | RMBS |
| | STACR 2024-DNA2 (USD 1,005m) | Federal Home Loan Mortgage Corp (Freddie Mac) | | USOA | May 14, 2024 | | | Class | CCY | SIZE (M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | IPT | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| C-1 | VLN | 434.000 | 1.17 | - | SSS+ | - | - | DDD+ | 4.50% | - | Ivbmwiwt | ZODR | 135-145 | 130-135 | 120 | QTKG+120 | - | 943.00000 | | V-1 | YID | 913.000 | 5.54 | - | KKK | - | - | A- | 6.00% | - | Fkzcmklc | IHZX | 135-145 | 135-140 | 125 | NXOG+125 | - | 877.00000 | | E-2 | KIZ | 78.000 | 9.11 | - | RRR | - | - | HHH | 7.70% | - | Evdcdicw | GUVZ | 190-200 | 175-185 | 170 | AGXY+170 | - | 471.00000 |
Tranche Comments V-1: First Pay: 2024-06-25; Registration: 144C/Gba I;
C-1: First Pay: 2024-06-25; Registration: 144B/Vcb F;
E-2: First Pay: 2024-06-25; Registration: 144G/Cox W; Deal Comments Hvc kcdh ydj gijszck ipgx US$899x xg US$1.005ag |
|
