2024-1

Stratton Mortgage Funding PLC (STRT) 2024-1

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
N Flwz	IKY	846.440	-	-	CCC	TTT	35.60%	-	Sdrykvao	MMDZH	-	-	-	PUJWV+115	-	-
X-Xtrd	DIF	20.560	-	-	EEE	TTT-	7.90%	-	Clqbsvbd	WMSBE	-	-	-	SXTZH+300	-	55.49000
C-Hlyj	YVN	37.109	-	-	C-	GGG	9.20%	-	Iuvjaiwp	QDFXP	-	-	-	ZMFRU+500	-	73.18000
L	WDS	120.641	-	-	XXX	LLL	38.60%	-	Uzhcwfut	YKQNX	-	-	115	DUZMS+115	-	554.00000
M-Mswi	XJZ	22.900	-	-	U	G-	9.00%	-	Jzpvdhkd	ZEHNE	-	-	-	XVORY+225	-	12.20000
N-Unlf	GKG	60.201	-	-	AA	RR-	83.78%	-	Qzjdybbg	ZWKPA	-	-	-	PMOEJ+175	-	65.54000
I	UKN	74.490	-	-	SL	BH	-	-	PedhMhk	-	-	-	-	0%	-	-
T1	NKC	9.614	-	-	AN	YY	-	-	Byumapza	RWHNF	-	-	-	LDEWD+400	-	-
E2	OWG	2.778	-	-	SA	HH	-	-	Clcllvnw	SZCYY	-	-	-	KTTTS+500	-	-
Q-Mutx	ERD	76.246	-	-	VV+	NN-	5.00%	-	Oqhwoqco	ZHJIN	-	-	-	LZNCA+400	-	35.62000
XL1	MVS	7.000	-	-	TY	YB	-	-	-	-	-	-	-	-	-	-
GF2	FFR	5.000	-	-	CZ	VE	-	-	-	-	-	-	-	-	-	-

Filings

ABS-15G

Tranche Comments

N Flwz: Registration: 144Z/Jpr E; L: Registration: 144C/Eyj X; N-Unlf: Registration: 144F/Imk D; M-Mswi: Registration: 144L/Hay M; X-Xtrd: Registration: 144B/Bzw J; Q-Mutx: Registration: 144L/Qkm M; C-Hlyj: Registration: 144V/Xik W; I: Registration: 144T/Apt L; T1: Registration: 144O/Lcs U; E2: Registration: 144A/Cms J; XL1: Registration: 144C/Isz F; GF2: Registration: 144T/Ayj L;

Use of Proceeds

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