Structured Agency Credit Risk Transfer (STACR) 2024-DNA3

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
STACR 2024-DNA3 (USD 643m)Federal Home Loan Mortgage Corp (Freddie Mac)USOA
Oct 9, 2024
ClassCCYSIZE (M)WALMOSPFIDRKRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
I-1GPH385.2001.89-Y---C8.00%-LszyrytjJSVJ120-130110-115105IMQG+105-288.00000
D-1CWO292.6004.73-ZZZ+--III+9.50%-TuvyqqdePMXQ115-125105-110100VLOE+100-862.00000
I-2KQN721.5006.44-JJJ---ZZZ9.47%-JocaudloDWSB170-180155-160145BWIL+145-552.00000
Tranche Comments
I-1: First Pay: 2024-11-25; Registration: 144U/Acq Z; D-1: First Pay: 2024-11-25; Registration: 144T/Fty E; I-2: First Pay: 2024-11-25; Registration: 144J/Uit E;
Pricing Speed
10% TPK

Commentary 

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B&I

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TRACE

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Research