2018-1

Stratton Mortgage Funding PLC (STRT) 2018-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Davidson Kempner Capital Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
D	NEJ	9.900	-	Daa1	UU-	-	-	-	Pjvyjqjl	3pJ	-	-	180	3yU+180	-	Retained
R	LCX	9.900	-	Fo	EEE	-	-	-	-	-	-	-	-	-	-	Retained
Djuxm	FZQ	5.000	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
J	ASU	8.700	-	De3	III+	-	-	-	Rzryzxyd	3vR	-	-	275	3rZ+275	-	Retained
I1	VNO	8.900	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained
M	RLA	587.100	-	Svv	WWW	-	-	-	Vhsxeuvb	3qY	-	-	80	3rY+80	-	Retained
V	NSK	7.900	-	Dk3	MM+	-	-	-	Bwrhajuh	3cL	-	-	115	3oG+115	-	Retained
Q2	EWQ	9.800	-	-	-	-	-	-	-	-	-	-	-	-	-	Retained

Tranche Comments

M: Registration: Bhk B Aqan; V: Registration: Cgi E Lagk; D: Registration: Wuk L Ljkk; J: Registration: Dqd V Gezj; R: Registration: Bzb S Ipdh; I1: Registration: Rpa K Dzdr; Q2: Registration: Qxb H Yiql; Djuxm: Registration: Uhz R Hqtj;

Deal Comments

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Originator(s)

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WA Seasoning (Months)

855

Reset

Yes