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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
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
P
YLI
110.300
-
Kuu
ZZZ
-
-
-
Vjcyvwfn
3lN
-
80
3vT+80
-
Retained
Q
ZQR
4.900
-
Lb3
OOO+
-
-
-
Wjbbkbnp
3vZ
-
275
3eZ+275
-
Retained
H1
TML
3.500
-
-
-
-
-
-
-
-
-
-
-
-
Retained
Q
ZKG
9.900
-
Ztt1
PP-
-
-
-
Iezhtqke
3qG
-
180
3rA+180
-
Retained
Q2
WZZ
5.300
-
-
-
-
-
-
-
-
-
-
-
-
Retained
Prnpn
HGJ
8.000
-
-
-
-
-
-
-
-
-
-
-
-
Retained
I
VRB
8.500
-
Tb3
MM+
-
-
-
Jdumvksl
3hR
-
115
3lU+115
-
Retained
W
QDG
4.400
-
Js
XXX
-
-
-
-
-
-
-
-
-
Retained
Tranche Comments
P: Registration: Mvm B Mtrq; I: Registration: Luz Y Xeez; Q: Registration: Wci L Heim; Q: Registration: Jtc U Lhmb; W: Registration: Wru M Bvuz; H1: Registration: Cqs C Dfts; Q2: Registration: Btd H Vmgl; Prnpn: Registration: Fbv L Qrnf;
Deal Comments
Ziuqxiix rh Jqaxxvwi Rijtii
Originator(s)
Bdbqrprdn Udu
WA Seasoning (Months)
387
Commentary
Upgrade Plan
Deal Flow
Upgrade Plan
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