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
X	EES	14.320	7.00	P3	A+	-	37.21%	-	Nduqcshx	RDKKM	140-150l	135	140	PEVKG+140	-	158.00000
A	HZI	65.500	5.00	Eq2	RR+	-	16.60%	-	Xsyphauu	QDODX	110-120d	110	110	QXYKK+110	-	171.00000
G2	CHW	1.920	-	XA	BX	-	-	-	-	-	-	-	-	-	-	Retained
D	QEO	1.490	4.00	Fuu3	N	-	9.36%	-	Hblvdlzu	FUUZV	170-180t	160-165	160	DLRBW+160	-	703.00000
B	ZIA	1.200	7.00	Ev2	KKK	-	8.65%	-	Aqhjhvnp	SDRZN	225-235i	215	215	DBHBT+215	-	648.00000
Z	HWS	5.900	2.00	N3	PP	-	8.14%	-	Ymwvzmuu	ZRWUG	260-270i	-	250	YVEVR+250	-	95.62000
C	DNK	404.100	2.55	Tll	LLL	-	63.40%	-	Auxkcwbf	EWRGB	70x	70	70	CXVJY+70	-	872.00000
T1	UWV	2.100	-	XQ	WQ	-	5.15%	-	-	-	-	-	-	-	-	Retained
H1	TFB	9.000	-	JX	VA	-	-	-	Zrwlapwp	BOUSL	-	-	400	JSUOH+400	-	Retained
L2	XTN	3.000	-	TS	EC	-	-	-	Jzkxepbz	TLEMT	-	-	400	CPJHU+400	-	Retained

Tranche Comments

C: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Kbl A; A: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144V/Fay T; X: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144P/Jkj A; D: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Ukz P; B: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Xus A; Z: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144F/Vyk O; T1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144F/Tuv G; G2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144O/Kbh T; H1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Z/Ilg N; L2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144T/Fuv C;

Collateral

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