OVERVIEW Product Summary

STACR REMIC structures offerings as notes issued by a trust that is treated as a Real Estate Mortgage Investment Conduit (REMIC). The trust pays interest (uncapped LIBOR floater) and principal (less credit and/or modification losses) to noteholders on a monthly basis. Credit and prepayment performance of the reference obligations determines performance of STACR REMIC securities.

Benefits of STACR REMIC:

  • Reduces counterparty risk exposure to Freddie Mac
  • Avoids any disruption of To-Be-Announced (TBA) market
  • Eliminates Commodity Pool Operator (CPO) requirements
  • Qualifies as a REIT-eligible investment
  • Does not subject international investors to U.S. withholding tax and offered as Regulation S

STACR Trust issues notes out of a third-party trust. Freddie Mac pays a credit premium payment to the trust and benefits from the credit risk transfer through a reduction in note balances for defined credit events on the reference pool. The trust makes periodic payments of interest and principal to noteholders. Freddie Mac receives payments from the trust that otherwise would have been made to the noteholders to the extent there are certain defined credit events on the mortgages in the related reference pool.

Benefits of STACR Trust:

  • Reduces counterparty risk exposure to Freddie Mac
  • Avoids any disruption of TBA (To-Be-Announced) market
  • Does not subject international investors to U.S. withholding tax

STACR Debt was the initial STACR offering and may be used for specific offerings in the future. In this structure, Freddie Mac makes payments of interest and principal directly to noteholders. Principal is reduced to the extent that there are losses on the mortgages in the related reference pool.

Characteristics

  • Large, diversified reference pools
  • Multiple tranches to accommodate various risk appetites
  • Notes are highly liquid—approximately $2 billion of buy/sell trades per month
  • STACR notes have been issued under the following series:
    • DNA (actual loss) and DN (fixed severity) - Collateral with OLTVs 61 - 80
    • HQA (actual loss) and HQ (fixed severity) - Collateral with OLTVs 81 - 97
    • HRP (actual loss) - HARP and Relief Refi collateral
    • FTR (actual loss)- Off-the-run Non-Relief Refi Collateral
  • STACR notes are not guaranteed by Freddie Mac and are sold to investors
  • Losses based on credit events in the reference pool are allocated to the STACR notes in reverse order of seniority and reduce the balance of such notes
  • Principal is allocated monthly to the notes sequentially, similar to a senior/subordinate private label residential mortgage backed securities structure
  • Freddie Mac holds the senior risk, which is unfunded and not issued, a portion of the first-loss piece and a 5% interest in each tranche
  • Fixed severity transactions have a 10-year final maturity
  • Actual loss transactions issued through June 2018 have a 12.5-year final maturity, after which transactions have transitioned to term

STACR REMIC Diagram

STACR Trust Diagram

Pricing

STACR�
Closing Date
Aggregation Period
Total Bond Issuance
Bond Issuance
Spread
Initial Credit Enhancement
Rating

STACR 2019-HQA4

November 19, 2019
January 2019 - March 2019

$432,000,000

M1: $120,000,000

M2: $202,000,000

B1: $53,000,000

B2: $57,000,000

M1: 0.77%

M2: 2.05%

B1: 2.95%

B2: 6.60%

M1: 3.25%

M2: 1.15%

B1: 0.60%

B2: 0.10%

KBRA/S&P

M1: BBB/BBB-

M2: B/B+

B1: NR/NR

B2: NR/NR

STACR 2019-DNA4

October 22, 2019
January 2019 - March 2019

$589,000,000

M1: $148,000,000

M2: $280,000,000

B1: $74,000,000

B2: $87,000,000

M1: 0.70%

M2: 1.95%

B1: 2.70%

B2: 6.25%

M1: 3.00%

M2: 1.10%

B1: 0.60%

B2: 0.10%

KBRA/S&P

M1: BBB+/BBB+

M2: BB/BB-

B1: B/B

B2: NR/NR

STACR 2019-HQA3

September 24, 2019
October 2018 - December 2018

$626,000,000

M1: $140,000,000

M2: $280,000,000

B1: $126,000,000

B2: $80,000,000

M1: 0.75%

M2: 1.85%

B1: 3.00%

B2: 7.50%

M1: 3.50%

M2: 1.50%

B1: 0.60%

B2: 0.10%

FTCH/S&P

M1: BBB-/BBB

M2: B+/B+

B1: NR/NR

B2: NR/NR

STACR 2019-FTR2

August 20, 2019
January 2014 - September 2018

$284,000,000

M1: $82,000,000

M2: $114,000,000

B1: $42,000,000

B2: $46,000,000

M1: 0.95%

M2: 2.15%

B1: 3.00%

B2: 7.40%

M1: 2.50%

M2: 1.10%

B1: 0.60%

B2: 0.10%

KBRA/S&P

M1: BBB/BBB-

M2: BB-/B+

B1: B-/B-

B2: NR/NR

STACR 2019-DNA3

July 23, 2019
October 2018 - December 2018

$756,000,000

M1: $180,000,000

M2: $390,000,000

B1: $90,000,000

B2: $96,000,000

M1: 0.73%

M2: 2.05%

B1: 3.25%

B2: 8.15%

M1: 3.25%

M2: 1.10%

B1: 0.60%

B2: 0.10%

S&P/MSTR

M1: A-/A

M2: BB-/BBB-

B1: B/BB

B2: NR/NR

STACR 2019-HRP1

June 18, 2019
January 2009 - December 2018

$281,000,000

M1: $33,000,000

M2: $112,000,000

M3: $52,000,000

B1: $42,000,000

B2: $42,000,000

M1: 0.75%

M2: 1.40%

M3: 2.25%

B1: 4.05%

B2: 9.50%

M1: 6.20%

M2: 3.50%

M3: 2.25%

B1: 1.25%

B2: 0.25%

S&P/MSTR

M1: A+/A-

M2: BBB+/BBB-

M3: BB+/BB-

B1: B+/B

B2: NR/NR

STACR 2019-FTR1

May 21, 2019
November 2016 - November 2017

$140,000,000

B2: $140,000,000

B2: 8.35%

B2: 0.10%

N/A

B2: NR/NR

STACR 2019-HQA2

May 7, 2019
July 2018 - September 2018

$615,000,000

M1: $140,000,000

M2: $280,000,000

B1: $125,000,000

B2: $70,000,000

M1: 0.70%

M2: 2.05%

B1: 4.10%

B2: 11.25%

M1: 3.50%

M2: 1.50%

B1: 0.60%

B2: 0.10%

KBRA/S&P

M1: BBB/BBB

M2: BB-/B+

B1: NR/NR

B2: NR/NR

STACR 2019-DNA2

March 26, 2019
July 2018 - September 2018

$608,000,000

M1: $110,000,000

M2: $352,000,000

B1: $73,000,000

B2: $73,000,000

M1: 0.80%

M2: 2.450%

B1: 4.35%

B2: 10.50%

M1: 3.50%

M2: 1.10%

B1: 0.60%

B2: 0.10%

S&P/FTCH

M1: A-/BBB-

M2: B+/B

B1: B-/NR

B2: NR/NR

STACR 2019-HQA1

February 26, 2019
April 2018 - June 2018

$640,000,000

M1: $131,000,000

M2: $305,000,000

B1: $131,000,000

B2: $73,000,000

M1: 0.900%

M2: 2.350%

B1: 4.400%

B2: 12.250%

M1: 3.600%

M2: 1.500%

B1: 0.600%

B2: 0.100%

S&P/FTCH

M1: BBB(sf)/BBB-

M2: B+/B+

B1: NR/NR

B2: NR/NR

STACR 2019-DNA1

January 30, 2019
April 2018 - June 2018

$714,000,000

M1: $215,000,000

M2: $327,000,000

B1: $86,000,000

B2: $86,000,000

M1: 0.900%

M2: 2.650%

B1: 4.650%

B2: 10.750%

M1: 3.000%

M2: 1.100%

B1: 0.600%

B2: 0.100%

S&P/DBRS

M1: BBB+/BBB

M2: B+/B (high)

B1: B-/B (low)

B2: NR/NR

STACR 2018-HRP2

November 20, 2018
April 2013 - December 2016

$1,300,000,000

M1: $170,000,000

M2: $226,000,000

M3: $452,000,000

B1: $226,000,000

B2: $226,000,000

M1: 0.850%

M2: 1.250%

M3: 2.400%

B1: 4.200%

B2: 10.500%

M1: 5.250%

M2: 4.250%

M3: 2.250%

B1: 1.250%

B2: 0.250%

S&P/MSTR

M1: A+/A

M2: A/A-

M3: BBB-/BB+

B1: BB-/B+

B2: NR/NR

STACR 2018-HQA2

October 24, 2018
October 2017 - March 2018

$1,000,000,000

M1: $256,000,000

M2: $476,000,000

B1: $128,000,000

B2: $140,000,000

M1: 0.750%

M2: 2.300%

B1: 4.250%

B2: 11.000%

M1: 3.000%

M2: 1.150%

B1: 0.650%

B2: 0.100%

S&P/MSTR

M1: BBB-/A-

M2: B+/BB+

B1: NR/NR

B2: NR/NR

STACR 2018-DNA3

September 21, 2018
December 2017 - March 2018

$820,000,000

M1: $210,000,000

M2: $400,000,000

B1: $105,000,000

B2: $105,000,000

M1: 0.750%

M2: 2.100%

B1: 3.900%

B2: 7.750%

M1: 3.000%

M2: 1.100%

B1: 0.600%

B2: 0.100%

S&P/KBRA

M1: BBB+/BBB+

M2: B+/BB

B1: B-/B

B2: NR/NR

STACR 2018-DNA2

June 20, 2018
November 2016 - November 2017

$1,050,000,000

M1: $350,000,000

M2: $525,000,000

B1: $175,000,000

B2: Retained

M1: 0.800%

M2: 2.150%

B1: 3.700%

B2: 10.500% (Indicative)

M1: 2.500%

M2: 1.000%

B1: 0.500%

B2: 0.000%

S&P/MSTR

M1: BBB+/A-

M2: B+/BB+

B1: BB-/B-

B2: NR/NR

STACR 2018-HRP1

May 21, 2018
January 2012 - March 2013

$880,000,000

M1: Retained

M2: $362,000,000

B1: $259,000,000

B2: $259,000,000

M1: 0.800% (Indicative)

M2: 1.650%

B1: 3.750%

B2: 11.750%

M1: 4.250%

M2: 2.500%

B1: 1.250%

B2: 0.000%

FTCH/MSTR

M1: NR/NR

M2: BB-/BBB-

B1: NR/NR

B2: NR/NR

STACR 2018-HQA1

March 28, 2018
April 2017 - September 2017

$985,000,000

M1: $225,000,000

M2: $620,000,000

B1: $140,000,000

B2: Retained

M1: 0.700%

M2: 2.300%

B1: 4.350%

B2: 11.000% (Indicative)

M1: 3.200%

M2: 2.100%

B1: 0.500%

B2: 0.000%

FTCH/MSTR

M1: BBB-/A

M2: B/BB

B1: NR/NR

B2: NR/NR

STACR 2018-DNA1

January 30, 2018
April 2017 - July 2017

$900,000,000

M1: $230,000,000

M2: $540,000,000

B1: $130,000,000

B2: Retained

M1: 0.450%

M2: 1.800%

B1: 3.150%

B2: 9.500% (Indicative)

M1: 3.100%

M2: 1.000%

B1: 0.500%

B2: 0.000%

FTCH/KBRA

M1: BBB-/BBB+

M2: B/BB-

B1: NR/NR

B2: NR/NR

STACR 2017-HRP1

December 13, 2017
April 2009 - December 2011

$200,000,000

Par/Disc./IO

M1: Retained

M2: $80,000,000 / $20,000,000/–

B1: $50,000,000 / $25,000,000 / $25,000,000

B2: –/$25,000,000/–

M1: 0.800% (Indicative)

M2: 2.450%/1.250%/–

B1: 4.600%/2.500%/6.07 Mult

B2: –/3.000%/–

M1: 3.750%

M2: 1.500%

B1: 0.750%

B2: 0.000%

FTCH/MSTR

M1: NR/NR

M2: B/BB-

B1: NR/NR

B2: NR/NR

STACR 2017-HQA3

October 18, 2017
December 2016 - March 2017

$600,000,000

M1: $120,000,000

M2: $405,000,000

B1: $75,000,000

B2: Retained

M1: 0.550%

M2: 2.350%

B1: 4.450%

B2: 13.000% (Indicative)

M1: 3.700%

M2: 1.000%

B1: 0.500%

B2: 0.000%

MDYS/MSTR

M1: Baa3/A+

M2: B2/BB+

B1: NR/NR

B2: NR/NR

STACR 2017-DNA3

October 4, 2017
November 2016 - March 2017

$1,200,000,000

M1: $400,000,000

M2: $600,000,000

B1: $200,000,000

B2: Retained

M1: 0.750%

M2: 2.500%

B1: 4.450%

B2: 11.000% (Indicative)

M1: 2.500%

M2: 1.000%

B1: 0.500%

B2: 0.000%

DBRS/FTCH

M1: BBB (Low)/BBB-

M2: B (High)/B+

B1: NR/NR

B2: NR/NR

STACR 2017-HQA2

June 20, 2017
August 2016 - November 2016

$787,500,000

M1: $225,000,000

M2: $450,000,000

B1: $112,500,000

B2: Retained

M1: 0.800%

M2: 2.650%

B1: 4.750%

B2: 12.000% (Indicative)

M1: 3.000%

M2: 1.000%

B1: 0.500%

B2: 0.000%

FTCH/KBRA

M1: BBB-/BBB

M2: B/B+

B1: NR/NR

B2: NR/NR

STACR 2017-DNA2

April 11, 2017
July 2016 - October 2016

$1,320,000,000

M1: $516,000,000

M2: $559,000,000

B1: $215,500,000

B2: $30,000,000

M1: 1.200%

M2: 3.450%

B1: 5.150%

B2: 11.250%

M1: 2.300%

M2: 1.000%

B1: 0.500%

B2: 0.000%

FTCH/MSTR

M1: BBB-/BBB+

M2: B+/BB+

B1: NR/NR

B2: NR/NR

STACR 2017-HQA1

February 22, 2017
April 2016 - July 2016

$752,000,000

M1: $210,000,000

M2: $472,500,000

B1: $55,000,000

B2: $15,000,000

M1: 1.200%

M2: 3.550%

B1: 5.000%

B2: 12.750%

M1: 3.250%

M2: 1.000%

B1: 0.500%

B2: 0.000%

FTCH/MDYS

M1: BBB-/Baa3

M2: B/B2

B1: NR/NR

B2: NR/NR

STACR 2017-DNA1

February 7, 2017
April 2016 - July 2016

$802,000,000

M1: $290,000,000

M2: $375,500,000

B1: $120,000,000

B2: $17,000,000

M1: 1.200%

M2: 3.250%

B1: 4.950%

B2: 10.000%

M1: 2.550%

M2: 1.000%

B1: 0.500%

B2: 0.000%

FTCH/KBRA

M1: BBB-/BBB

M2: B+/BB

B1: NR/NR

B2: NR/NR

STACR 2016-HQA4

October 25, 2016
January 2016 - March 2016

$478,000,000

M1: $125,000,000

M2: $125,000,000

M3: $210,000,000

B: $18,000,000

M1: 0.800%

M2: 1.300%

M3: 3.900%

B: 8.750%

M1: 4.275%

M2: 3.050%

M3: 1.000%

B: 0.000%

FTCH/DBRS

M1: BBB/A (Low)

M2: BBB-/BBB (Low)

M3: B/NR

B: NR/NR

STACR 2016-DNA4

September 30, 2016
January 2016 - March 2016

$739,000,000

M1: $177,000,000

M2: $177,000,000

M3: $354,000,000

B: $31,000,000

M1: 0.800%

M2: 1.300%

M3: 3.800%

B: 8.600%

M1: 4.000%

M2: 3.000%

M3: 1.000%

B: 0.000%

FTCH/KBRA

M1: BBB/A-

M2: BBB-/BBB+

M3: B/BB-

B: NR/NR

STACR 2016-HQA3

September 16, 2016
October 2015 - December 2015

$515,000,000

M1: $143,000,000

M2: $148,000,000

M3: $203,000,000

B: $20,000,000

M1: 0.800%

M2: 1.350%

M3: 3.850%

B: 9.000%

M1: 4.200%

M2: 2.850%

M3: 1.000%

B: 0.000%

FTCH/KBRA

M1: BBB/BBB+

M2: BBB-/BBB

M3: B+/B+

B: NR/NR

STACR 2016-DNA3

June 14, 2016
October 2015 - December 2015

$795,000,000

M1: $190,000,000

M2: $180,500,000

M3: $389,500,000

B: $35,000,000

M1: 1.100%

M2: 2.000%

M3: 5.000%

B: 11.250%

M1: 4.000%

M2: 3.050%

M3: 1.000%

B: 0.000%

FTCH/DBRS

M1: BBB/A (Low)

M2: BBB-/BBB

M3: B/NR

B: NR/NR

STACR 2016-HQA2

June 1, 2016
July 2015 - September 2015

$627,000,000

M1: $134,000,000

M2: $201,000,000

M3: $268,000,000

B: $24,000,000

M1: 1.200%

M2: 2.250%

M3: 5.150%

B: 11.500%

M1: 4.500%

M2: 3.000%

M3: 1.000%

B: 0.000%

KBRA/MDYS

M1: A-/A3

M2: BBB/Baa3

M3: B+/B1

B: NR/NR

STACR 2016-DNA2

May 10, 2016
July 2015 - September 2015

$916,000,000

M1: $187,000,000

M2: $198,500,000

M3: $495,500,000

B: $36,000,000

M1: 1.250%

M2: 2.200%

M3: 4.650%

B: 10.500%

M1: 4.150%

M2: 3.250%

M3: 1.000%

B: 0.000%

MDYS/S&P

M1: Baa1/BBB

M2: Baa3/BBB-

M3: B1/B

B: NR/NR

STACR 2016-HQA1

March 15, 2016
April 2015 - June 2015

$475,000,000

M1: $110,000,000

M2: $120,000,000

M3: $220,000,000

B: $25,000,000

M1: 1.750%

M2: 2.750%

M3: 6.350%

B: 12.750%

M1: 4.400%

M2: 3.200%

M3: 1.000%

B: 0.000%

FTCH/DBRS

M1: BBB/A

M2: BBB-/BBB (High)

M3: B/NR

B: NR/NR

STACR 2016-DNA1

January 21, 2016
April 2015 - June 2015

$996,000,000

M1: $252,000,000

M2: $240,000,000

M3: $468,000,000

B: $36,000,000

M1: 1.450%

M2: 2.900%

M3: 5.550%

B: 10.000%

M1: 3.950%

M2: 2.950%

M3: 1.000%

B: 0.000%

FTCH/MDYS

M1: BBB/Baa2

M2: BBB-/Baa3

M3: B/B1

B: NR/NR

STACR 2015-HQA2

December 8, 2015
December 2014 - March 2015

$590,000,000

M1: $100,000,000

M2: $245,000,000

M3: $195,000,000

B: $50,000,000

M1: 1.150%

M2: 2.800%

M3: 4.800%

B: 10.500%

M1: 5.400%

M2: 2.950%

M3: 1.000%

B: 0.000%

KBRA/FTCH

M1: A/A-

M2: BBB/BBB-

M3: B+/B

B: NR/NR

STACR 2015-DNA3

November 9, 2015
December 2014 - March 2015

$1,070,000,000

M1: $200,000,000

M2: $440,000,000

M3: $330,000,000

B: $100,000,000

M1: 1.350%

M2: 2.850%

M3: 4.700%

B: 9.350%

M1: 4.850%

M2: 2.650%

M3: 1.000%

B: 0.000%

DBRS/FTCH

M1: A (High)/A-

M2: BBB/BBB-

M3: NR/B

B: NR/NR

STACR 2015-HQA1

September 28, 2015
August 2014 - November 2014

$872,000,000

M1: $160,000,000

M2: $360,000,000

M3: $272,000,000

B: $80,000,000

M1: 1.250%

M2: 2.650%

M3: 4.700%

B: 8.800%

M1: 4.950%

M2: 2.700%

M3: 1.000%

B: 0.000%

FTCH/KBRA

M1: A-/A-

M2: BBB-/BBB-

M3: B+/B+

B: NR/NR

STACR 2015-DNA1

September 28, 2015
October 2012 - December 2012

$1,010,000,000

M1: $280,000,000

M2: $280,000,000

M3: $350,000,000

B: $100,000,000

M1: 0.900%

M2: 1.850%

M3: 3.300%

B: 9.200%

M1: 3.250%

M2: 2.250%

M3: 1.000%

B: 0.000%

FTCH/MDYS

M1: AA-/A3

M2: A/Baa3

M3: BB+/B1

B: NR/NR

STACR 2015-DNA2

June 29, 2015
August 2014 - November 2014

$950,000,000

M1: $200,000,000

M2: $400,000,000

M3: $200,000,000

B: $150,000,000

M1: 1.150%

M2: 2.600%

M3: 3.900%

B: 7.550%

M1: 4.500%

M2: 2.500%

M3: 1.500%

B: 0.000%

KBRA/MDYS

M1: A/A3

M2: BBB/Baa3

M3: BB+/B1

B: NR/NR

STACR 2015-HQ2

June 9, 2015
January 2013 - September 2013

$425,600,000

M1: $114,000,000

M2: $140,600,000

M3: $95,000,000

B: $76,000,000

M1: 1.100%

M2: 1.950%

M3: 3.250%

B: 7.950%

M1: 4.100%

M2: 2.250%

M3: 1.000%

B: 0.000%

FTCH/MDYS

M1: A/A2

M2: BBB/Baa2

M3: BB/Ba2

B: NR/NR

STACR 2015-HQ1

March 31, 2015
April 2014 - July 2014

$860,000,000

M1: $266,000,000

M2: $266,000,000

M3: $228,000,000

B: $100,000,000

M1: 1.050%

M2: 2.200%

M3: 3.800%

B: 10.750%

M1: 4.750%

M2: 3.000%

M3: 1.500%

B: 0.000%

KBRA/MDYS

M1: A-/A1

M2: BBB-/Baa1

M3: B+/Ba1

B: NR/NR

STACR 2015-DN1

February 3, 2015
April 2014 - July 2014

$880,000,000

M1: $230,000,000

M2: $230,000,000

M3: $345,000,000

B: $75,000,000

M1: 1.250%

M2: 2.400%

M3: 4.150%

B: 11.500%

M1: 3.500%

M2: 2.500%

M3: 1.000%

B: 0.000%

DBRS/MDYS

M1: A/A2

M2: BBB/Baa1

M3: NR/Ba1

B: NR/NR

STACR 2014-HQ3

October 28, 2014
January 2014 - March 2014

$429,400,000

M1: $133,000,000

M2: $125,400,000

M3: $171,000,000

B: —

M1: 1.650%

M2: 2.650%

M3: 4.750%

B: –

M1: 4.750%

M2: 3.100%

M3: 0.850%

B: —

FTCH/MDYS

M1: A-/A1

M2: BBB-/Baa1

M3: NR/NR

B: –/–

STACR 2014-DN4

October 28, 2014
January 2014 - March 2014

$611,000,000

M1: $130,000,000

M2: $169,000,000

M3: $312,000,000

B: —

M1: 1.400%

M2: 2.400%

M3: 4.550%

B: –

M1: 4.200%

M2: 2.900%

M3: 0.500%

B: —

FTCH/MDYS

M1: A-/A1

M2: BBB-/A3

M3: NR/NR

B: –/–

STACR 2014-HQ2

September 15, 2014
January 2013 - September 2013

$770,000,000

M1: $280,000,000

M2: $259,000,000

M3: $231,000,000

M1: 1.450%

M2: 2.200%

M3: 3.750%

M1: 4.100%

M2: 2.250%

M3: 0.600%

FTCH/MDYS

M1: A-/A2

M2: BBB-/Baa2

M3: NR/NR

STACR 2014-HQ1

August 11, 2014
October 2013 - December 2013

$460,000,000

M1: $192,000,000

M2: $124,000,000

M3: $144,000,000

M1: 1.650%

M2: 2.500%

M3: 4.100%

M1: 4.100%

M2: 2.550%

M3: 0.750%

FTCH/MDYS

M1: A-/A2

M2: BBB-/Baa2

M3: NR/NR

STACR 2014-DN3

August 11, 2014
October 2013 - December 2013

$672,000,000

M1: $160,000,000

M2: $192,000,000

M3: $320,000,000

M1: 1.350%

M2: 2.400%

M3: 4.000%

M1: 3.600%

M2: 2.400%

M3: 0.400%

FTCH/MDYS

M1: A-/A1

M2: BBB-/A3

M3: NR/NR

STACR 2014-DN2

April 9, 2014
July 2013 - September 2013

$966,000,000

M1: $230,000,000

M2: $345,000,000

M3: $391,000,000

M1: 0.850%

M2: 1.650%

M3: 3.600%

M1: 3.500%

M2: 2.000%

M3: 0.300%

FTCH/KBRA

M1: A/A

M2: BBB-/BBB

M3: NR/NR

STACR 2014-DN1

February 12, 2014
April 2013 - June 2013

$1,008,000,000

M1: $240,000,000

M2: $360,000,000

M3: $408,000,000

M1: 1.000%

M2: 2.200%

M3: 4.500%

M1: 3.500%

M2: 2.000%

M3: 0.300%

KBRA/MDYS

M1: A/A1

M2: BBB/Baa1

M3: NR/NR

STACR 2013-DN2

November 12, 2013
January 2013 - March 2013

$630,000,000

M1: $245,000,000

M2: $385,000,000

M1: 1.450%

M2: 4.250%

M1: 1.650%

M2: 0.300%

FTCH/MDYS

M1: BBB-/Baa1

M2: NR/NR

STACR 2013-DN1

July 26, 2013
July 2012 - September 2012

$500,000,000

M1: $250,000,000

M2: $250,000,000

M1: 3.400%

M2: 7.150%

M1: 1.950%

M2: 0.300%

MDYS

M1: Baa1

M2: NR/NR

*All deals prior to March 2019 were based on acquisition funding period, after March 2019 aggregation period is based on PC settlement date.

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