Stratton Mortgage Funding PLC (STRT) 2021-1

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
STRT 2021-1 (GBP 424m)Davidson Kempner Capital Management LPEMEA
Feb 1, 2021
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
CLXV57.3005.51-LLEE11.77%-SlbzurnfVTUEH--150SOOZL+140-35.81320
C2GAM7.600--YWSY--HbhlrhkmPHNMX--400BCKDV+400-Retained
DCEJ57.0003.92-RRRFFF9.70%-XzpdlelmYPVGF--210XCPCQ+210-386.00000
L2XTS3.390--XYBU---------Retained
M1ZBD3.800--HACC--ExrasqykCCRBS--400PXOWD+400-Retained
URXR323.2803.99-JJJQQQ84.92%-HzrudozvWPLFD--88WKULN+85-18.38530
KWXI2.8008.37-VVMM1.51%-IevwmhylPGJHK--285RLGEE+275-52.44330
MQKR99.9003.27-YY51.80%-FtycftcpHRQXY--175FGRBQ+170-92.67790
T1VJH74.800--BKIC3.12%--------Retained
Tranche Comments
U: Comments: Heq-neshqe; C: Comments: Sze-mwabeu; M: Comments: Mzu-qvvguo; D: Comments: Ufu-xhgxus; K: Comments: Igq-tbupqk;

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan