Stratton Mortgage Funding PLC (STRT) 2024-2

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
STRT 2024-2 (GBP 287m)Davidson Kempner Capital Management LPEMEA
Mar 15, 2024
ClassCCYSIZE (M)WALMOSPFIC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
ZUIX68.2184.21-OOOGGG+6.72%-AuhduddoMFYZI300r320-325320PVEHQ+200-89.39700
EGCE9.1609.71-XXGGG-1.61%-YvodzyotKRUJG-435-445445BYEFC+375-91.36300
FGQA9.2096.74-TKK+5.22%-SwehxtpkHUNZV-580-590590DFLCK+500-56.30280
PMYB81.5508.89-TTVV+54.27%-HxzyarvcKRTQEYwa 100f165-175165XWETO+135-85.48400
ZOKO859.8808.71-UUUEEE54.92%-OvyxyjfqEMKNB110-115110l110MEGPP+90-31.97170
LCZS33.403--VVXI---------Retained
TZGU49.1331.98-GZ+40.36%-NlwjqfykLLDLN200t215-225215KXZVV+150-99.23800
Filings
Tranche Comments
Z: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144J/Mhi I; P: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144L/Jba W; T: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144D/Iyi F; Z: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Z/Wkn U; E: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144N/Itd L; F: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144C/Xzz S; L: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144N/Jlv T;
Risk Retention
MN/NL - Vzfq NK - Vzf
Pricing Speed
13% SFW

Commentary 

Upgrade Plan

Deal Flow 

Upgrade Plan