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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
PRCD
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
W
VUX
7.300
-
Qb3
CC+
-
-
-
Rsshrsfc
3wI
-
115
3lF+115
-
Retained
C
ELN
4.500
-
Tg3
QQQ+
-
-
-
Wefzmsyl
3dK
-
275
3fO+275
-
Retained
I2
AJI
7.200
-
-
-
-
-
-
-
-
-
-
-
-
Retained
Y
WGE
5.900
-
Gn
SSS
-
-
-
-
-
-
-
-
-
Retained
Jbsqm
VAD
6.000
-
-
-
-
-
-
-
-
-
-
-
-
Retained
G
FTX
3.100
-
Ioo1
YY-
-
-
-
Rzwajtie
3oT
-
180
3mJ+180
-
Retained
R
GQX
275.200
-
Crr
EEE
-
-
-
Sdepbjrd
3gB
-
80
3qY+80
-
Retained
G1
OHR
9.500
-
-
-
-
-
-
-
-
-
-
-
-
Retained
Tranche Comments
R: Registration: Xvp G Ztmp; W: Registration: Kcu J Ofha; G: Registration: Wco E Evwy; C: Registration: Ieu R Kpsv; Y: Registration: Gqp Y Lrwv; G1: Registration: Zaj R Tnpv; I2: Registration: Gck V Vhqm; Jbsqm: Registration: Lfc H Ztbm;
Deal Comments
Zaljraaz tq Tjhrzkxa Gacfaa
Originator(s)
Ofiqtqtmx Nbp
WA Seasoning (Months)
797
Commentary
Upgrade Plan
Deal Flow
Upgrade Plan
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