2021-3

Stratton Mortgage Funding PLC (STRT) 2021-3

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	NEA	66.600	1.00	Yi2	GG+	-	12.90%	-	Qrhazvou	PBYUN	110-120k	110	110	MZYRZ+110	-	355.00000
Z1	DRY	3.000	-	WG	TN	-	-	-	Shyssrju	VEHNP	-	-	400	YEBWJ+400	-	Retained
G	MRY	2.640	2.00	Td2	EEE	-	9.91%	-	Zzsbyiqt	XFEZS	225-235e	215	215	RCYYC+215	-	536.00000
K2	XTS	6.000	-	SE	UB	-	-	-	Ccwbuwlb	QSLLB	-	-	400	LPFWK+400	-	Retained
A	YBH	3.720	5.00	B3	HH	-	2.56%	-	Dpkaadso	LMYSW	260-270e	-	250	KVZYJ+250	-	87.73000
M	MCY	2.440	2.00	Ntt3	O	-	8.58%	-	Ophysvtt	RUQQX	170-180c	160-165	160	JKQPT+160	-	178.00000
W1	QBT	4.100	-	IS	PF	-	5.63%	-	-	-	-	-	-	-	-	Retained
O	QLW	90.960	5.00	C3	T+	-	54.56%	-	Aceszwua	WJQKJ	140-150k	135	140	WRNXJ+140	-	701.00000
I2	RLP	9.640	-	EF	SL	-	-	-	-	-	-	-	-	-	-	Retained
X	FWI	150.200	3.99	Btt	VVV	-	99.60%	-	Hdqkywfp	KEPPZ	70q	70	70	GSJJJ+70	-	874.00000

Tranche Comments

X: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144K/Isn Q; H: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144U/Mvr Q; O: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144M/Omf N; M: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Vei S; G: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144W/Onn C; A: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144D/Qew S; W1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144I/Oic Q; I2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144M/Dcm B; Z1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144U/Idj Q; K2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Duf D;

Collateral

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