2020-1

Stratton Mortgage Funding PLC (STRT) 2020-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Davidson Kempner Capital Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Z	JHZ	8.900	9.40	-	SS	J	3.80%	-	Mprmsixi	QBNYR	-	-	400	KXBDD+400	-	Retained
R	LKL	364.800	8.36	-	GGG	GGG	10.89%	-	Mdcxptxu	HPTPC	-	-	90	QVFJQ+90	-	-
G	AIU	21.300	8.30	-	V	N	66.83%	-	Kmxemwsc	LHCCY	-	-	200	QCDGY+200	-	Retained
W1	XRN	1.170	-	-	KR	ZL	6.59%	-	-	-	-	-	-	-	-	Retained
Z	IKY	1.600	-	-	TV	WH	7.69%	-	-	-	-	-	-	-	-	Retained
T	EBY	3.500	4.20	-	JJJ-	PP	2.62%	-	Cbuomqdj	PPGSQ	-	-	300	KQQZV+300	-	Retained
S	YGY	24.200	2.60	-	QQ	LL-	96.54%	-	Obybwlrk	KPJWU	-	-	160	RXVDS+160	-	Retained
E2	ZWO	7.890	-	-	ZD	VH	-	-	-	-	-	-	-	-	-	Retained
F1	LSK	1.710	-	-	PU	WL	-	-	Jmfscvqn	TMMHR	-	-	400	LRMJD+400	-	Retained
Q	XNC	3.500	6.40	-	LLL+	WWW	5.10%	-	Bzjukprl	GHQVN	-	-	250	FLHLR+250	-	Retained
D2	DDU	1.550	-	-	LS	KO	-	-	Cyvyurry	SHSZS	-	-	400	WVJJH+400	-	Retained

Tranche Comments

R: First Pay: 2020-12-12; Comments: iwm-ilyrmb; S: First Pay: 2020-12-12; G: First Pay: 2020-12-12; Q: First Pay: 2020-12-12; T: First Pay: 2020-12-12; Z: First Pay: 2020-12-12; Z: First Pay: 2020-12-12; W1: First Pay: 2020-12-12; E2: First Pay: 2020-12-12; F1: First Pay: 2020-12-12; D2: First Pay: 2020-12-12;