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Market Overview
RMBS
UK RMBS
Parent Companies
Davidson Kempner Capital Management LP
Stratton Mortgage Funding PLC
2018-1
Stratton Mortgage Funding PLC (STRT) 2018-1
ABS
RMBS
STRT 2018-1
Davidson Kempner Capital Management LP
BAM
EMEA
May 1, 2018
Class
CCY
SZE(M)
WAL
MO
SP
FI
C/E
LTV
TYPE
BNCH
GDNC
SPRD
CPN
YLD
PRICE
A
GBP
122.500
-
Aaa
AAA
-
-
-
Floating
3mL
-
80
3mL+80
-
Retained
B
GBP
4.900
-
Aa3
AA+
-
-
-
Floating
3mL
-
115
3mL+115
-
Retained
C
GBP
4.900
-
Baa1
AA-
-
-
-
Floating
3mL
-
180
3mL+180
-
Retained
D
GBP
4.200
-
Ba3
BBB+
-
-
-
Floating
3mL
-
275
3mL+275
-
Retained
X
GBP
3.900
-
Ca
CCC
-
-
-
-
-
-
-
-
-
Retained
Z1
GBP
4.300
-
-
-
-
-
-
-
-
-
-
-
-
Retained
Z2
GBP
2.900
-
-
-
-
-
-
-
-
-
-
-
-
Retained
Resid
GBP
0.000
-
-
-
-
-
-
-
-
-
-
-
-
Retained
Hide Details
Tranche Comments
A: Registration: Reg S Only; B: Registration: Reg S Only; C: Registration: Reg S Only; D: Registration: Reg S Only; X: Registration: Reg S Only; Z1: Registration: Reg S Only; Z2: Registration: Reg S Only; Resid: Registration: Reg S Only;
Deal Comments
Retained by Davidson Kempne
Originator(s)
Mortgages Plc
WA Seasoning (Months)
160
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