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
D	ATV	80.400	7.50	-	YY	RR-	99.62%	-	Nmeushao	CGTPU	-	-	160	UQCYP+160	-	Retained
P1	UKY	8.830	-	-	HU	UF	-	-	Rtttbhut	VSVXF	-	-	400	KCQCW+400	-	Retained
I	NHH	2.600	4.40	-	JJ	E	6.87%	-	Gdhctfpb	RCHYD	-	-	400	EJWIV+400	-	Retained
A	GJJ	23.100	2.50	-	H	L	56.46%	-	Asmqztvn	MVSEZ	-	-	200	RRKJV+200	-	Retained
A	YQD	5.200	1.20	-	PPP-	OO	3.30%	-	Wkupuzhm	QXQZB	-	-	300	HXRVG+300	-	Retained
H	LDM	282.800	4.51	-	PPP	NNN	95.57%	-	Juswwwav	ZXFTL	-	-	90	PQBFT+90	-	-
H2	IFW	6.220	-	-	SZ	TZ	-	-	-	-	-	-	-	-	-	Retained
V	IBE	5.600	4.90	-	KKK+	UUU	1.50%	-	Fweohmih	MGVZW	-	-	250	CHXRD+250	-	Retained
J	SXW	9.900	-	-	MD	QA	9.81%	-	-	-	-	-	-	-	-	Retained
I1	AHD	8.990	-	-	HQ	NM	7.56%	-	-	-	-	-	-	-	-	Retained
Q2	EZC	7.180	-	-	YM	US	-	-	Rlsotlcq	JFTCU	-	-	400	ZVGYZ+400	-	Retained

Tranche Comments

H: First Pay: 2020-12-12; Comments: syr-strcrs; D: First Pay: 2020-12-12; A: First Pay: 2020-12-12; V: First Pay: 2020-12-12; A: First Pay: 2020-12-12; I: First Pay: 2020-12-12; J: First Pay: 2020-12-12; I1: First Pay: 2020-12-12; H2: First Pay: 2020-12-12; P1: First Pay: 2020-12-12; Q2: First Pay: 2020-12-12;