2021-2

Stratton Mortgage Funding PLC (STRT) 2021-2

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
H	FGC	75.479	-	Nqq3	CC-	-	-	-	Ilylfhul	GPRYH	-	-	350	PREDW+350	-	-
W	JTM	26.775	-	Qa	M-	-	-	-	Wrhvlhrp	UTTXV	-	-	500	DWZRB+500	-	-
M	RYH	5,526.300	-	Lkk	KKK	-	-	-	Lbfommdw	FLDTQ	-	-	190	DWVMR+190	-	-
Y	RMU	30.411	-	Bq3	K	-	-	-	Xdxbvyzl	CDCCG	-	-	400	SBJQN+400	-	-
Y	QMS	67.386	-	Kcc3	RRR	-	-	-	Yrxvkppp	YQFFA	-	-	450	HDEQB+450	-	-
D	JXW	39.608	-	Kw	NN-	-	-	-	Nrypbkok	DZPKK	-	-	475	JKVUP+475	-	-
T	WHH	52.960	-	T3	HH	-	-	-	Kvuwstbl	QHRSM	-	-	300	CTDWE+300	-	-
G	ESK	86.172	-	K3	ZZZ+	-	-	-	Zrxblddo	WLJMG	-	-	425	ESCGQ+425	-	-
U	GXM	64.551	-	GD	ZT	-	-	-	Nrchvxvs	GREPL	-	-	-	-	-	-
M	HYR	43.474	-	Zf3	XX+	-	-	-	Hscbcyoh	UMWRS	-	-	225	GROZJ+225	-	-
V	ZFI	33.480	-	Ev	TTT	-	-	-	Nlxwutxz	ZKVHO	-	-	400	QEJWF+400	-	-

Tranche Comments

M: First Pay: 2021-04-20; Registration: 144F/Bvh P; Comments: Fmg-Fisggo; M: First Pay: 2021-04-20; Registration: 144Y/Rug Z; Comments: Psz-Pbpzza zpqm UvzU Mspaphl; T: First Pay: 2021-04-20; Registration: 144C/Vul R; Comments: Wne-Wqrsed vqzw GzxL Vnrdqyn; H: First Pay: 2021-04-20; Registration: 144D/Pzl M; Comments: Frx-Fmyjxv skus WotW Jryvkdb; Y: First Pay: 2021-04-20; Registration: 144B/Gag Y; Comments: Fyr-Fkyxrk cxcx EcvI Myykxfw; G: First Pay: 2021-04-20; Registration: 144A/Tbg W; Comments: Qzs-Qrlssz jmsy RzpE Vzlzmyr; Y: First Pay: 2021-04-20; Registration: 144B/Fko X; Comments: Psr-Pazjrc aetx RmeW Rszcezm; D: First Pay: 2021-04-20; Registration: 144U/Wue U; Comments: Wrj-Wjxsjk emye NpjO Hrxkmxu; W: First Pay: 2021-04-20; Registration: 144I/Wce E; Comments: Qlz-Qmpuzr rskk SlaV Blprsxp; U: First Pay: 2021-04-20; Registration: 144X/Brg R; Comments: Xnf-Xckbfc; V: First Pay: 2021-04-20; Registration: 144X/Ljm D; Comments: Dgx-Dhllxt;