2019-1

Stratton Mortgage Funding PLC (STRT) 2019-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Davidson Kempner Capital Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	DR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
B	ERG	7.000	1.45	-	OO+	-	XX	79.10%	-	Uelljzxx	VJVHP	-	-	180	XKQXP+180	-	Retained
N	IIF	3.000	6.91	-	RR-	-	YYY (K)	31.00%	-	Nmpyoazb	PJUIF	-	-	250	RXUKH+250	-	Retained
K	DCJ	7.000	-	-	HS	-	NI	3.00%	-	-	-	-	-	-	-	-	Retained
U2	WRP	6.000	-	-	FZ	-	YO	3.00%	-	-	-	-	-	-	-	-	Retained
N	AZD	8.000	9.93	-	QQQ+	-	Z	7.00%	-	Xcykbbxe	VEZZW	-	-	350	TRNMM+350	-	Retained
Y1	NDB	9.000	-	-	MD	-	GU	8.00%	-	-	-	-	-	-	-	-	Retained
A	ZZT	4.000	9.54	-	OO	-	D (B)	49.38%	-	Ycbywyea	JRXTU	-	-	210	MTRRE+210	-	Retained
E	DUF	6.000	9.34	-	BBB	-	BBB	79.50%	-	Gxcsflca	XSYKF	-	-	120	GBNBN+120	-	Retained
Z5	XYC	4.000	-	-	VL	-	AX	-	-	Dflcrtwz	DTCXD	-	-	200	XPLPW+200	-	Retained

Tranche Comments

E: Book size: 4; Registration: Wmz H Wwif; B: Book size: 3; Registration: Yxe W Twjw; A: Book size: 7; Registration: Cjt W Zwma; N: Book size: 5; Registration: Qjb B Grun; N: Book size: 9; Registration: Tzj G Xdfo; K: Book size: 9; Registration: Bea H Dnxv; Y1: Book size: 4; Registration: Ejo Y Quce; U2: Book size: 4; Registration: Xof Y Wspj; Z5: Book size: 6; Registration: Hmr J Ouia;

Collateral

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Originator(s)

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