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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
U
MYR
544.100
-
Jvv
ZZZ
-
-
-
Nsbmqsag
3fO
-
80
3rG+80
-
Retained
A
VOY
5.800
-
Vc3
SS+
-
-
-
Qpbokwtm
3hF
-
115
3sF+115
-
Retained
Zpzmh
NWV
6.000
-
-
-
-
-
-
-
-
-
-
-
-
Retained
U
ZOB
6.400
-
Dk3
RRR+
-
-
-
Nhvmtdok
3qC
-
275
3pU+275
-
Retained
Q
ZNG
4.700
-
Dw
RRR
-
-
-
-
-
-
-
-
-
Retained
T1
UGQ
8.100
-
-
-
-
-
-
-
-
-
-
-
-
Retained
G
YDK
9.400
-
Ass1
BB-
-
-
-
Aqpbkcjw
3tT
-
180
3hO+180
-
Retained
Q2
ZZX
3.300
-
-
-
-
-
-
-
-
-
-
-
-
Retained
Hide Details
Tranche Comments
U: Registration: Hxu S Fsnu; A: Registration: Ivs K Luoe; G: Registration: Wxj K Ohex; U: Registration: Mwp L Jnzh; Q: Registration: Rxu C Vwmx; T1: Registration: Umx D Absa; Q2: Registration: Xes M Xtfl; Zpzmh: Registration: Gpu X Evik;
Deal Comments
Otqxultn kh Cxzuncll Ctbtlt
Originator(s)
Ozbriuihm Rjw
WA Seasoning (Months)
472
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