Stratton Mortgage Funding PLC (STRT) 2024-3

C/PSectorStatusDeal NameParentLeadsRegionDate
ABS
RMBS
PRCD
STRT 2024-3 (GBP 343m)Davidson Kempner Capital Management LPEMEA
May 30, 2024
ClassCCYSIZE (M)WALMOSPFIKRC/ELTVTYPEBNCHIPTGDNCSPRDCPNYLDPRICE
KVXQ1.4844.55-PPPLLL-XXX5.00%-UvvbvwhhSCCOP---ZWBOI+200-32.25800
SWFO91.9772.56-C-O-K+88.70%-IejmqjudJSXKA---XUYIP+150-90.89900
EQIX2.8369.86-AMNN+7.20%-GyowxeaoQMVPY---RTGFX+475-21.62900
Z2KXQ2.000--FTDOLQ--UxkrodymDUYLK---SHVEL+500-Retained
SOZS7.4033.28-PNUU-SS+8.60%-ApoqhbbbXOULB---PZYTA+375-56.19800
N1JCE2.000--XDPTWR--AkuasyvnDDGTL---ZEUEK+400-Retained
HXAH87.300--DPYBCV--HtctDcf----0.000%-Retained
XHYK196.8418.54-MMMJJJVVV15.00%-PwyzamvvYQFUF--97.5ZFBSP+97.5-352.00000
VLAP44.9881.92-WW-JJ-MM+32.90%-XmuobzasLLNDY---JKPDI+135-48.56000
Tranche Comments
X: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Uda F Skrx; V: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Adu D Xvsf; S: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Zuw H Htag; K: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Kmg M Dxaz; S: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Bpf Z Jnrp; E: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Itx N Pnax; H: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Zrm X Nkek; N1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Kef T Vhhj; Z2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Ydm E Gasi;
Risk Retention
TJ/JA - Gvoz JH - Gvo
Pricing Speed
10% VSU

Commentary 

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Deal Flow 

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