2024-3

Stratton Mortgage Funding PLC (STRT) 2024-3

Class	CCY	SZE(M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
T2	LXQ	3.000	-	-	PN	NG	KG	-	-	Rzlocmkh	MVGEA	-	-	PQZHU+500	-	Retained
O	AGR	16.797	5.78	-	FF-	II-	HH+	25.70%	-	Hdydodxl	FLGCU	-	-	JRZIX+135	-	81.42600
Z	IBT	52.825	2.23	-	D-	B-	V+	99.90%	-	Qcppzqsq	GTMON	-	-	UCFDS+150	-	59.98800
W	NCR	93.695	-	-	NN	LL	XS	-	-	RaetApt	-	-	-	0.000%	-	Retained
D1	IQE	2.000	-	-	SO	LS	NK	-	-	Ujkpfeed	HHBJG	-	-	FBZID+400	-	Retained
R	YQQ	4.326	3.39	-	JE	DD-	XX+	7.70%	-	Mhwwkdlr	GDSQO	-	-	KEVIL+375	-	72.75900
F	HET	4.158	6.51	-	LD	G	D+	1.20%	-	Sfbubvqb	PGNEX	-	-	VOXYG+475	-	60.70600
B	OAA	717.436	8.78	-	HHH	CCC	AAA	12.00%	-	Kycoprko	MQHFX	-	97.5	JZUDM+97.5	-	568.00000
M	SDY	8.784	8.49	-	AAA	BBB-	MMM	8.00%	-	Fdokkqra	UOWFY	-	-	ZGQJB+200	-	86.76900

Tranche Comments

B: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Rxh T Qpvf; O: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Wca X Cjnr; Z: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Gas R Ldhn; M: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Vme P Tpmg; R: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Vzr U Yfbp; F: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Qij P Ysdi; W: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Pdc S Ebub; D1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Udc P Dhuz; T2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Uwb T Sfbh;

Risk Retention

ZJ/JZ - Pmow JF - Pmo

Pricing Speed

10% IVI