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
F	ATD	19.600	1.10	-	O	I	90.66%	-	Xypaewsx	TBZZY	-	-	200	TLFVR+200	-	Retained
S	ZBH	2.800	6.60	-	PPP+	QQQ	1.20%	-	Rvlqkztc	BKDTX	-	-	250	UJPDC+250	-	Retained
Z1	ZJI	4.360	-	-	VL	GE	-	-	Zbecsjhx	WVEOG	-	-	400	RWGTL+400	-	Retained
M	FQP	5.500	-	-	SE	BP	2.60%	-	-	-	-	-	-	-	-	Retained
E1	LZY	6.420	-	-	WZ	BR	3.24%	-	-	-	-	-	-	-	-	Retained
Q	VJF	6.100	2.10	-	JJ	O	6.39%	-	Xmbsecuu	EPKUZ	-	-	400	WFEBD+400	-	Retained
X	WMK	6.800	3.90	-	AAA-	TT	4.79%	-	Ffvfkhpv	VRXPG	-	-	300	KEVBC+300	-	Retained
B2	CWQ	8.970	-	-	II	SY	-	-	-	-	-	-	-	-	-	Retained
K	KLB	779.600	2.43	-	DDD	SSS	57.77%	-	Vljbljzk	YLQKX	-	-	90	RTVDS+90	-	-
S	QZV	81.100	6.60	-	DD	TT-	29.18%	-	Ghfpzvqc	RSMJQ	-	-	160	QBJXV+160	-	Retained
Q2	AAM	6.820	-	-	GC	PB	-	-	Ezbsyxsk	BBKFM	-	-	400	ULYHJ+400	-	Retained

Tranche Comments

K: First Pay: 2020-12-12; Comments: mub-mkpmbo; S: First Pay: 2020-12-12; F: First Pay: 2020-12-12; S: First Pay: 2020-12-12; X: First Pay: 2020-12-12; Q: First Pay: 2020-12-12; M: First Pay: 2020-12-12; E1: First Pay: 2020-12-12; B2: First Pay: 2020-12-12; Z1: First Pay: 2020-12-12; Q2: First Pay: 2020-12-12;