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
J	LYS	1.000	1.22	-	GGG	-	OOO	39.60%	-	Kppzdwig	JPPTE	-	-	120	BXOMH+120	-	Retained
L	ERI	8.000	8.85	-	BB	-	M (S)	51.46%	-	Enpmncan	VZDWS	-	-	210	MGDJK+210	-	Retained
A1	XRF	1.000	-	-	HW	-	LA	4.00%	-	-	-	-	-	-	-	-	Retained
J	FEN	8.000	-	-	DS	-	HH	7.00%	-	-	-	-	-	-	-	-	Retained
Z2	GKU	8.000	-	-	IA	-	ND	5.00%	-	-	-	-	-	-	-	-	Retained
M	XSB	6.000	4.96	-	BB+	-	AA	97.70%	-	Kmeoehwk	JFKQS	-	-	180	WQQFS+180	-	Retained
J	HJR	7.000	9.94	-	UU-	-	YYY (Z)	76.00%	-	Tffevsin	ZWSDR	-	-	250	QTREI+250	-	Retained
I5	CHP	3.000	-	-	ID	-	IU	-	-	Fscxaefh	MCBCT	-	-	200	UBXRF+200	-	Retained
W	YVP	4.000	3.18	-	ZZZ+	-	T	6.00%	-	Ozqsfrpm	YFZGS	-	-	350	TQPXH+350	-	Retained

Tranche Comments

J: Book size: 3; Registration: Tha D Oigb; M: Book size: 8; Registration: Fpf V Vbqd; L: Book size: 6; Registration: Kcw F Ubns; J: Book size: 2; Registration: Dcg M Jsba; W: Book size: 9; Registration: Xzw Z Hqwg; J: Book size: 5; Registration: Pdz F Dcdb; A1: Book size: 9; Registration: Iqq B Sums; Z2: Book size: 4; Registration: Urj G Nifm; I5: Book size: 4; Registration: Qed N Tzrc;

Collateral

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Originator(s)

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