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
Z1	OWX	4.200	-	SX	YK	-	4.56%	-	-	-	-	-	-	-	-	Retained
Q	FTD	9.290	6.00	Gj2	YYY	-	3.25%	-	Wvfjwrzu	DTBFX	225-235d	215	215	FKPOB+215	-	982.00000
V	WAR	1.660	8.00	Czz3	G	-	2.38%	-	Svjkfsla	RVOXQ	170-180y	160-165	160	WRMMW+160	-	152.00000
O	LEY	7.690	9.00	X3	QQ	-	9.67%	-	Nlxywczx	FSQPV	260-270e	-	250	UZCTJ+250	-	51.81000
P	HCY	213.700	7.99	Xrr	YYY	-	96.40%	-	Fsleyblr	JVWKG	70o	70	70	UPKYF+70	-	291.00000
N	KVH	35.120	7.00	C3	V+	-	11.15%	-	Xqhkwvkt	QLBDE	140-150g	135	140	GEQTM+140	-	946.00000
I1	MKO	8.000	-	PV	TA	-	-	-	Wplupqcz	ZMKXS	-	-	400	CGSDE+400	-	Retained
X2	DBB	3.000	-	NV	XG	-	-	-	Uxucqrsk	ZBZMA	-	-	400	QJMKQ+400	-	Retained
N2	CGZ	5.570	-	LK	QH	-	-	-	-	-	-	-	-	-	-	Retained
V	GTL	15.400	8.00	Xy2	NN+	-	95.70%	-	Ufxemdso	TDQKZ	110-120b	110	110	QDPNX+110	-	789.00000

Tranche Comments

P: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144T/Txa H; V: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144X/Oof F; N: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144U/Udr H; V: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144J/Klx W; Q: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Cmk T; O: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144E/Ojz T; Z1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144J/Dou F; N2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144C/Gxv C; I1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144K/Aus X; X2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144V/Zcg D;

Collateral

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