**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.

- 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

- CRT Issuance Calendar
- Access STACR Data Files
- CRT Handbook [PDF]
- CRT Pitchbook [PDF]
- STACR Bloomberg Guide [PDF]
- STACR Investors by Transaction
- STACR Investor Participation [PDF]
- 2018 STACR Debt Note NAIC Designations
- EU Investor Resources
- STACR Enhancement Overview Presentation [PDF]
- FAQs [PDF]
- I-REMIC Master Trust Agreement [PDF]
- Q-REMIC Master Trust Agreement [PDF]
- Reference Pool Disclosure File Layout [PDF]
- Reference Pool Glossary [PDF]
- Terms of Use for Credit Risk Transfer Disclosure Files [PDF]

STACRï¿½

Closing Date

Aggregation Period

Total Bond Issuance

Bond Issuance

Spread

Minimum Credit Enhancement

Initial Credit Enhancement

STACR 2020-HQA2

March 18, 2020

July 2019 - September 2019

$1,006000,000

M-1: $252,000,000

M-2: $478,000,000

B-1: $126,000,000

B-2: $150,000,000

M-1: 1.10%

M-2: 3.10%

B-1: 4.10%

B-2: 7.60%

4.25%

A-H: 4.00%

M-1: 3.00%

M-2: 1.10%

B-1: 0.60%

B-2: 0.10%

STACR 2020-DNA2

February 19, 2020

July 2019 - September 2019

$1,169,000,000

M-1: $390,000,000

M-2: $437,000,000

B-1: $156,000,000

B-2: $186,000,000

M-1: 0.75%

M-2: 1.85%

B-1: 2.50%

B-2: 4.80%

4.00%

A-H: 3.75%

M-1: 2.50%

M-2: 1.10%

B-1: 0.60%

B-2: 0.10%

STACR 2020-HQA1

February 2, 2020

April 2019 - June 2019

$738,000,000

M-1: $218,000,000

M-2: $330,000,000

B-1: $87,000,000

B-2: $103,000,000

M-1: 0.75%

M-2: 1.90%

B-1: 2.35%

B-2: 5.10%

4.50%

A-H: 4.25%

M-1: 3.00%

M-2: 1.10%

B-1: 0.60%

B-2: 0.10%

STACR 2020-DNA1

January 28, 2020

April 2019 - June 2019

$794,000,000

M-1: $212,000,000

M-2: $350,000,000

B-1: $106,000,000

B-2: $126,000,000

M-1: 0.70%

M-2: 1.70%

B-1: 2.30%

B-2: 5.25%

4.00%

A-H: 3.75%

M-1: 2.75%

M-2: 1.10%

B-1: 0.60%

B-2: 0.10%

STACR 2019-FTR4

December 17, 2019

April 2016 - September 2017

$111,220,000

B-2: $111,220,000

B-2: 5.00%

4.75%

A-H: 4.785%

B-2: 0.10%

STACR 2019-FTR3

December 17, 2019

April 2016 - July 2017

$151,590,000

B-2: $151,590,000

B-2: 4.80%

4.50%

A-H: 4.51%

B-2: 0.10%

STACR 2019-HQA4

November 19, 2019

January 2019 - March 2019

$432,000,000

M-1: $120,000,000

M-2: $202,000,000

B-1: $53,000,000

B-2: $57,000,000

M-1: 0.77%

M-2: 2.05%

B-1: 2.95%

B-2: 6.60%

4.75%

A-H: 4.50%

M-1: 3.25%

M-2: 1.15%

B-1: 0.60%

B-2: 0.10%

STACR 2019-DNA4

October 22, 2019

January 2019 - March 2019

$589,000,000

M-1: $148,000,000

M-2: $280,000,000

B-1: $74,000,000

B-2: $87,000,000

M-1: 0.70%

M-2: 1.95%

B-1: 2.70%

B-2: 6.25%

4.25%

A-H: 4.00%

M-1: 3.00%

M-2: 1.10%

B-1: 0.60%

B-2: 0.10%

STACR 2019-HQA3

September 24, 2019

October 2018 - December 2018

$626,000,000

M-1: $140,000,000

M-2: $280,000,000

B-1: $126,000,000

B-2: $80,000,000

M-1: 0.75%

M-2: 1.85%

B-1: 3.00%

B-2: 7.50%

4.75%

A-H: 4.50%

M-1: 3.50%

M-2: 1.50%

B-1: 0.60%

B-2: 0.10%

STACR 2019-FTR2

August 20, 2019

January 2014 - September 2018

$284,000,000

M-1: $82,000,000

M-2: $114,000,000

B-1: $42,000,000

B-2: $46,000,000

M-1: 0.95%

M-2: 2.15%

B-1: 3.00%

B-2: 7.40%

3.75%

A-H: 3.50%

M-1: 2.50%

M-2: 1.10%

B-1: 0.60%

B-2: 0.10%

STACR 2019-DNA3

July 23, 2019

October 2018 - December 2018

$756,000,000

M-1: $180,000,000

M-2: $390,000,000

B-1: $90,000,000

B-2: $96,000,000

M-1: 0.73%

M-2: 2.05%

B-1: 3.25%

B-2: 8.15%

4.50%

A-H: 4.25%

M-1: 3.25%

M-2: 1.10%

B-1: 0.60%

B-2: 0.10%

STACR 2019-HRP1

June 18, 2019

January 2009 - December 2018

$281,000,000

M-1: $33,000,000

M-2: $112,000,000

M-3: $52,000,000

B-1: $42,000,000

B-2: $42,000,000

M-1: 0.75%

M-2: 1.40%

M-3: 2.25%

B-1: 4.05%

B-2: 9.50%

7.00%

A-H: 7.00%

M-1: 6.20%

M-2: 3.50%

M-3: 2.25%

B-1: 1.25%

B-2: 0.25%

STACR 2019-FTR1

May 21, 2019

November 2016 - November 2017

$140,000,000

B-2: $140,000,000

B-2: 8.35%

3.75%

A-H: 3.75%

B-2: 0.10%

STACR 2019-HQA2

May 7, 2019

July 2018 - September 2018

$615,000,000

M-1: $140,000,000

M-2: $280,000,000

B-1: $125,000,000

B-2: $70,000,000

M-1: 0.70%

M-2: 2.05%

B-1: 4.10%

B-2: 11.25%

4.75%

A-H: 4.50%

M-1: 3.50%

M-2: 1.50%

B-1: 0.60%

B-2: 0.10%

STACR 2019-DNA2

March 26, 2019

July 2018 - September 2018

$608,000,000

M-1: $110,000,000

M-2: $352,000,000

B-1: $73,000,000

B-2: $73,000,000

M-1: 0.80%

M-2: 2.450%

B-1: 4.35%

B-2: 10.50%

4.50%

A-H: 4.25%

M-1: 3.50%

M-2: 1.10%

B-1: 0.60%

B-2: 0.10%

STACR 2019-HQA1

February 26, 2019

April 2018 - June 2018

$640,000,000

M-1: $131,000,000

M-2: $305,000,000

B-1: $131,000,000

B-2: $73,000,000

M-1: 0.900%

M-2: 2.350%

B-1: 4.400%

B-2: 12.250%

4.75%

A-H: 4.50%

M-1: 3.600%

M-2: 1.500%

B-1: 0.600%

B-2: 0.100%

STACR 2019-DNA1

January 30, 2019

April 2018 - June 2018

$714,000,000

M-1: $215,000,000

M-2: $327,000,000

B-1: $86,000,000

B-2: $86,000,000

M-1: 0.900%

M-2: 2.650%

B-1: 4.650%

B-2: 10.750%

4.50%

A-H: 4.25%

M-1: 3.000%

M-2: 1.100%

B-1: 0.600%

B-2: 0.100%

STACR 2018-HRP2

November 20, 2018

April 2013 - December 2016

$1,300,000,000

M-1: $170,000,000

M-2: $226,000,000

M-3: $452,000,000

B-1: $226,000,000

B-2: $226,000,000

M-1: 0.850%

M-2: 1.250%

M-3: 2.400%

B-1: 4.200%

B-2: 10.500%

4.50%

A-H: 7.00%

M-1: 6.200%

M-2: 3.50%

M-3: 2.250%

B-1: 1.250%

B-2: 0.250%

STACR 2018-HQA2

October 24, 2018

October 2017 - March 2018

$1,000,000,000

M-1: $256,000,000

M-2: $476,000,000

B-1: $128,000,000

B-2: $140,000,000

M-1: 0.750%

M-2: 2.300%

B-1: 4.250%

B-2: 11.000%

4.25%

A-H: 4.00%

M-1: 3.000%

M-2: 1.150%

B-1: 0.650%

B-2: 0.100%

STACR 2018-DNA3

September 21, 2018

December 2017 - March 2018

$820,000,000

M-1: $210,000,000

M-2: $400,000,000

B-1: $105,000,000

B-2: $105,000,000

M-1: 0.750%

M-2: 2.100%

B-1: 3.900%

B-2: 7.750%

4.25%

A-H: 4.00%

M-1: 3.000%

M-2: 1.100%

B-1: 0.600%

B-2: 0.100%

STACR 2018-DNA2

June 20, 2018

November 2016 - November 2017

$1,050,000,000

M-1: $350,000,000

M-2: $525,000,000

B-1: $175,000,000

B-2: Retained

M-1: 0.800%

M-2: 2.150%

B-1: 3.700%

B-2: 10.500% (Indicative)

3.75%

A-H: 3.50%

M-1: 2.500%

M-2: 1.000%

B-1: 0.500%

B-2: 0.000%

STACR 2018-HRP1

May 21, 2018

January 2012 - March 2013

$880,000,000

M-1: Retained

M-2: $362,000,000

B-1: $259,000,000

B-2: $259,000,000

M-1: 0.800% (Indicative)

M-2: 1.650%

B-1: 3.750%

B-2: 11.750%

4.50%

A-H: 4.50%

M-1: 4.250%

M-2: 2.500%

B-1: 1.250%

B-2: 0.000%

STACR 2018-HQA1

March 28, 2018

April 2017 - September 2017

$985,000,000

M-1: $225,000,000

M-2: $620,000,000

B-1: $140,000,000

B-2: Retained

M-1: 0.700%

M-2: 2.300%

B-1: 4.350%

B-2: 11.000% (Indicative)

4.25%

A-H: 4.00%

M-1: 3.200%

M-2: 2.100%

B-1: 0.500%

B-2: 0.000%

STACR 2018-DNA1

January 30, 2018

April 2017 - July 2017

$900,000,000

M-1: $230,000,000

M-2: $540,000,000

B-1: $130,000,000

B-2: Retained

M-1: 0.450%

M-2: 1.800%

B-1: 3.150%

B-2: 9.500% (Indicative)

4.50%

A-H: 4.00%

M-1: 3.100%

M-2: 1.000%

B-1: 0.500%

B-2: 0.000%

STACR 2017-HRP1

December 13, 2017

April 2009 - December 2011

$200,000,000

Par/Disc./IO

M-1: Retained

M-2: $80,000,000 / $20,000,000/–

B-1: $50,000,000 / $25,000,000 / $25,000,000

B-2: –/$25,000,000/–

M-1: 0.800% (Indicative)

M-2: 2.450%/1.250%/–

B-1: 4.600%/2.500%/6.07 Mult

B-2: –/3.000%/–

4.75%

A-H: 4.50%

M-1: 3.750%

M-2: 1.500%

B-1: 0.750%

B-2: 0.000%

STACR 2017-HQA3

October 18, 2017

December 2016 - March 2017

$600,000,000

M-1: $120,000,000

M-2: $405,000,000

B-1: $75,000,000

B-2: Retained

M-1: 0.550%

M-2: 2.350%

B-1: 4.450%

B-2: 13.000% (Indicative)

4.75%

A-H: 4.50%

M-1: 3.700%

M-2: 1.000%

B-1: 0.500%

B-2: 0.000%

STACR 2017-DNA3

October 4, 2017

November 2016 - March 2017

$1,200,000,000

M-1: $400,000,000

M-2: $600,000,000

B-1: $200,000,000

B-2: Retained

M-1: 0.750%

M-2: 2.500%

B-1: 4.450%

B-2: 11.000% (Indicative)

4.00%

A-H: 3.50%

M-1: 2.500%

M-2: 1.000%

B-1: 0.500%

B-2: 0.000%

STACR 2017-HQA2

June 20, 2017

August 2016 - November 2016

$787,500,000

M-1: $225,000,000

M-2: $450,000,000

B-1: $112,500,000

B-2: Retained

M-1: 0.800%

M-2: 2.650%

B-1: 4.750%

B-2: 12.000% (Indicative)

4.25%

A-H: 4.00%

M-1: 3.000%

M-2: 1.000%

B-1: 0.500%

B-2: 0.000%

STACR 2017-DNA2

April 11, 2017

July 2016 - October 2016

$1,320,000,000

M-1: $516,000,000

M-2: $559,000,000

B-1: $215,500,000

B-2: $30,000,000

M-1: 1.200%

M-2: 3.450%

B-1: 5.150%

B-2: 11.250%

4.00%

A-H: 3.50%

M-1: 2.300%

M-2: 1.000%

B-1: 0.500%

B-2: 0.000%

STACR 2017-HQA1

February 22, 2017

April 2016 - July 2016

$752,000,000

M-1: $210,000,000

M-2: $472,500,000

B-1: $55,000,000

B-2: $15,000,000

M-1: 1.200%

M-2: 3.550%

B-1: 5.000%

B-2: 12.750%

4.75%

A-H: 4.25%

M-1: 3.250%

M-2: 1.000%

B-1: 0.500%

B-2: 0.000%

STACR 2017-DNA1

February 7, 2017

April 2016 - July 2016

$802,000,000

M-1: $290,000,000

M-2: $375,500,000

B-1: $120,000,000

B-2: $17,000,000

M-1: 1.200%

M-2: 3.250%

B-1: 4.950%

B-2: 10.000%

4.25%

A-H: 3.75%

M-1: 2.550%

M-2: 1.000%

B-1: 0.500%

B-2: 0.000%

STACR 2016-HQA4

October 25, 2016

January 2016 - March 2016

$478,000,000

M-1: $125,000,000

M-2: $125,000,000

M-3: $210,000,000

B: $18,000,000

M-1: 0.800%

M-2: 1.300%

M-3: 3.900%

B: 8.750%

6.00%

A-H: 5.50%

M-1: 4.275%

M-2: 3.050%

M-3: 1.000%

B: 0.000%

STACR 2016-DNA4

September 30, 2016

January 2016 - March 2016

$739,000,000

M-1: $177,000,000

M-2: $177,000,000

M-3: $354,000,000

B: $31,000,000

M-1: 0.800%

M-2: 1.300%

M-3: 3.800%

B: 8.600%

5.50%

A-H: 5.00%

M-1: 4.000%

M-2: 3.000%

M-3: 1.000%

B: 0.000%

STACR 2016-HQA3

September 16, 2016

October 2015 - December 2015

$515,000,000

M-1: $143,000,000

M-2: $148,000,000

M-3: $203,000,000

B: $20,000,000

M-1: 0.800%

M-2: 1.350%

M-3: 3.850%

B: 9.000%

6.00%

A-H: 5.50%

M-1: 4.200%

M-2: 2.850%

M-3: 1.000%

B: 0.000%

STACR 2016-DNA3

June 14, 2016

October 2015 - December 2015

$795,000,000

M-1: $190,000,000

M-2: $180,500,000

M-3: $389,500,000

B: $35,000,000

M-1: 1.100%

M-2: 2.000%

M-3: 5.000%

B: 11.250%

5.50%

A-H: 5.00%

M-1: 4.000%

M-2: 3.050%

M-3: 1.000%

B: 0.000%

STACR 2016-HQA2

June 1, 2016

July 2015 - September 2015

$627,000,000

M-1: $134,000,000

M-2: $201,000,000

M-3: $268,000,000

B: $24,000,000

M-1: 1.200%

M-2: 2.250%

M-3: 5.150%

B: 11.500%

6.00%

A-H: 5.50%

M-1: 4.500%

M-2: 3.000%

M-3: 1.000%

B: 0.000%

STACR 2016-DNA2

May 10, 2016

July 2015 - September 2015

$916,000,000

M-1: $187,000,000

M-2: $198,500,000

M-3: $495,500,000

B: $36,000,000

M-1: 1.250%

M-2: 2.200%

M-3: 4.650%

B: 10.500%

5.50%

A-H: 5.00%

M-1: 4.150%

M-2: 3.250%

M-3: 1.000%

B: 0.000%

STACR 2016-HQA1

March 15, 2016

April 2015 - June 2015

$475,000,000

M-1: $110,000,000

M-2: $120,000,000

M-3: $220,000,000

B: $25,000,000

M-1: 1.750%

M-2: 2.750%

M-3: 6.350%

B: 12.750%

6.00%

A-H: 5.50%

M-1: 4.400%

M-2: 3.200%

M-3: 1.000%

B: 0.000%

STACR 2016-DNA1

January 21, 2016

April 2015 - June 2015

$996,000,000

M-1: $252,000,000

M-2: $240,000,000

M-3: $468,000,000

B: $36,000,000

M-1: 1.450%

M-2: 2.900%

M-3: 5.550%

B: 10.000%

5.50%

A-H: 5.00%

M-1: 3.950%

M-2: 2.950%

M-3: 1.000%

B: 0.000%

STACR 2015-HQA2

December 8, 2015

December 2014 - March 2015

$590,000,000

M-1: $100,000,000

M-2: $245,000,000

M-3: $195,000,000

B: $50,000,000

M-1: 1.150%

M-2: 2.800%

M-3: 4.800%

B: 10.500%

6.90%

A-H: 6.40%

M-1: 5.400%

M-2: 2.950%

M-3: 1.000%

B: 0.000%

STACR 2015-DNA3

November 9, 2015

December 2014 - March 2015

$1,070,000,000

M-1: $200,000,000

M-2: $440,000,000

M-3: $330,000,000

B: $100,000,000

M-1: 1.350%

M-2: 2.850%

M-3: 4.700%

B: 9.350%

6.35%

A-H: 5.85%

M-1: 4.850%

M-2: 2.650%

M-3: 1.000%

B: 0.000%

STACR 2015-HQA1

September 28, 2015

August 2014 - November 2014

$872,000,000

M-1: $160,000,000

M-2: $360,000,000

M-3: $272,000,000

B: $80,000,000

M-1: 1.250%

M-2: 2.650%

M-3: 4.700%

B: 8.800%

6.45%

A-H: 5.95%

M-1: 4.950%

M-2: 2.700%

M-3: 1.000%

B: 0.000%

STACR 2015-DNA1

April 28, 2015

October 2012 - December 2012

$1,010,000,000

M-1: $280,000,000

M-2: $280,000,000

M-3: $350,000,000

B: $100,000,000

M-1: 0.900%

M-2: 1.850%

M-3: 3.300%

B: 9.200%

4.75%

A-H: 4.25%

M-1: 3.250%

M-2: 2.250%

M-3: 1.000%

B: 0.000%

STACR 2015-DNA2

June 29, 2015

August 2014 - November 2014

$950,000,000

M-1: $200,000,000

M-2: $400,000,000

M-3: $200,000,000

B: $150,000,000

M-1: 1.150%

M-2: 2.600%

M-3: 3.900%

B: 7.550%

6.00%

A-H: 5.50%

M-1: 4.500%

M-2: 2.500%

M-3: 1.500%

B: 0.000%

STACR 2015-HQ2

June 9, 2015

January 2013 - September 2013

$425,600,000

M-1: $114,000,000

M-2: $140,600,000

M-3: $95,000,000

B: $76,000,000

M-1: 1.100%

M-2: 1.950%

M-3: 3.250%

B: 7.950%

6.10%

A-H: 5.60%

M-1: 4.100%

M-2: 2.250%

M-3: 1.000%

B: 0.000%

STACR 2015-HQ1

March 31, 2015

April 2014 - July 2014

$860,000,000

M-1: $266,000,000

M-2: $266,000,000

M-3: $228,000,000

B: $100,000,000

M-1: 1.050%

M-2: 2.200%

M-3: 3.800%

B: 10.750%

7.00%

A-H: 6.50%

M-1: 4.750%

M-2: 3.000%

M-3: 1.500%

B: 0.000%

STACR 2015-DN1

February 3, 2015

April 2014 - July 2014

$880,000,000

M-1: $230,000,000

M-2: $230,000,000

M-3: $345,000,000

B: $75,000,000

M-1: 1.250%

M-2: 2.400%

M-3: 4.150%

B: 11.500%

5.00%

A-H: 4.50%

M-1: 3.500%

M-2: 2.500%

M-3: 1.000%

B: 0.000%

STACR 2014-HQ3

October 28, 2014

January 2014 - March 2014

$429,400,000

M-1: $133,000,000

M-2: $125,400,000

M-3: $171,000,000

B: —

M-1: 1.650%

M-2: 2.650%

M-3: 4.750%

B: –

7.00%

A-H: 6.50%

M-1: 4.750%

M-2: 3.100%

M-3: 0.850%

B: —

STACR 2014-DN4

October 28, 2014

January 2014 - March 2014

$611,000,000

M-1: $130,000,000

M-2: $169,000,000

M-3: $312,000,000

B: —

M-1: 1.400%

M-2: 2.400%

M-3: 4.550%

B: –

5.70%

A-H: 5.20%

M-1: 4.200%

M-2: 2.900%

M-3: 0.500%

B: —

STACR 2014-HQ2

September 15, 2014

January 2013 - September 2013

$770,000,000

M-1: $280,000,000

M-2: $259,000,000

M-3: $231,000,000

M-1: 1.450%

M-2: 2.200%

M-3: 3.750%

6.60%

A-H: 6.10%

M-1: 4.100%

M-2: 2.250%

M-3: 0.600%

STACR 2014-HQ1

August 11, 2014

October 2013 - December 2013

$460,000,000

M-1: $192,000,000

M-2: $124,000,000

M-3: $144,000,000

M-1: 1.650%

M-2: 2.500%

M-3: 4.100%

7.00%

A-H: 6.50%

M-1: 4.100%

M-2: 2.550%

M-3: 0.750%

STACR 2014-DN3

August 11, 2014

October 2013 - December 2013

$672,000,000

M-1: $160,000,000

M-2: $192,000,000

M-3: $320,000,000

M-1: 1.350%

M-2: 2.400%

M-3: 4.000%

5.10%

A-H: 4.60%

M-1: 3.600%

M-2: 2.400%

M-3: 0.400%

STACR 2014-DN2

April 9, 2014

July 2013 - September 2013

$966,000,000

M-1: $230,000,000

M-2: $345,000,000

M-3: $391,000,000

M-1: 0.850%

M-2: 1.650%

M-3: 3.600%

3.00%

A-H: 3.00%

M-1: 3.500%

M-2: 2.000%

M-3: 0.300%

STACR 2014-DN1

February 12, 2014

April 2013 - June 2013

$1,008,000,000

M-1: $240,000,000

M-2: $360,000,000

M-3: $408,000,000

M-1: 1.000%

M-2: 2.200%

M-3: 4.500%

5.00%

A-H: 4.51%

M-1: 3.500%

M-2: 2.000%

M-3: 0.300%

STACR 2013-DN2

November 12, 2013

January 2013 - March 2013

$630,000,000

M-1: $245,000,000

M-2: $385,000,000

M-1: 1.450%

M-2: 4.250%

3.00%

A-H: 3.00%

M-1: 1.650%

M-2: 0.300%

STACR 2013-DN1

July 26, 2013

July 2012 - September 2012

$500,000,000

M-1: $250,000,000

M-2: $250,000,000

M-1: 3.400%

M-2: 7.150%

3.00%

A-H: 3.00%

M-1: 1.950%

M-2: 0.300%

*All DNA/HQA deals prior to March 2019 were based on acquisition period, with subsequent transaction based on PC settlement dates.

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