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
Z	VUX	37.900	8.00	Cg2	FF+	-	41.90%	-	Lsurcedu	CJHDF	110-120m	110	110	XCMGV+110	-	212.00000
A1	REG	2.000	-	JN	IJ	-	-	-	Ejwlldlb	KWUSQ	-	-	400	KPUBA+400	-	Retained
L	IAR	8.880	3.00	Arr3	N	-	7.21%	-	Ydrcxxth	XQGIJ	170-180m	160-165	160	BVDEM+160	-	975.00000
F	JEX	8.530	9.00	Eu2	GGG	-	9.28%	-	Jkocpvjo	HFKTT	225-235p	215	215	KQGZK+215	-	253.00000
U	IMM	5.830	4.00	X3	MM	-	9.46%	-	Lberlqnd	SVPGH	260-270g	-	250	QHGTS+250	-	37.88000
J	OBW	824.200	9.88	Vmm	SSS	-	18.40%	-	Hwcfkesy	FQFQA	70q	70	70	QWUQU+70	-	468.00000
T2	IQB	1.000	-	OT	XP	-	-	-	Gfrbviwi	MPXIO	-	-	400	EYEKC+400	-	Retained
W2	WNS	3.700	-	FR	VT	-	-	-	-	-	-	-	-	-	-	Retained
Q1	UJP	2.100	-	FT	JU	-	2.39%	-	-	-	-	-	-	-	-	Retained
N	LNK	52.680	2.00	P3	I+	-	10.79%	-	Abejfjqa	CYFHY	140-150x	135	140	JSSZA+140	-	783.00000

Tranche Comments

J: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144F/Vov Z; Z: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144N/Dnb X; N: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Hsx I; L: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144V/Fvk B; F: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Dlx S; U: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144T/Cwx M; Q1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Hed A; W2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144D/Jlx L; A1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144I/Iys O; T2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144A/Wol P;

Collateral

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