Stratton Mortgage Funding PLC

Deals

ClassCCYSZE(M)WALMOSPFIKRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
AGBP269.7481.35-AAAAAAAAA26.00%-FloatingSONIA-97.5SONIA+97.5-100.00000
BGBP37.5151.55-AA-AA-AA+15.50%-FloatingSONIA--SONIA+135-99.86200
CGBP14.2911.55-A-A-A+11.50%-FloatingSONIA--SONIA+150-99.58900
DGBP8.9321.55-BBBBBB-BBB9.00%-FloatingSONIA--SONIA+200-99.18600
EGBP8.9321.55-NRBB-BB+6.50%-FloatingSONIA--SONIA+375-99.60300
FGBP3.5721.55-NRBB+5.50%-FloatingSONIA--SONIA+475-99.34900
ZGBP14.291--NRNRNR--ZeroCpn---0.000%-Retained
X1GBP2.000--NRNRNR--FloatingSONIA--SONIA+400-Retained
X2GBP2.000--NRNRNR--FloatingSONIA--SONIA+500-Retained
Tranche Comments
A: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only; B: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only; C: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only; D: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only; E: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only; F: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only; Z: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only; X1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only; X2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Reg S Only;
Risk Retention
EU/UK - Yes; US - Yes
Pricing Speed
10% CPR
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YWSY1.4116.14-RJJ+2.48%-ErbzjwwoDEFGQ580-590590BVHDZ+500-66.29820
CMRR845.7405.94-RRROOO51.67%-AkbrmuecPSFYC110y110KWUXT+90-33.82580
GKNK48.5145.19-KKKOOO+7.68%-AjoemetwSSPLH320-325320MUTYZ+200-46.37700
NHQI10.687--FKQM--------Retained
IOVB53.5704.46-SSBB+45.48%-FelvkxmeDKNZG165-175165PHIRI+135-55.18800
FIGI33.9491.39-PO+49.78%-RrsphvjtKZJXM215-225215MTLTS+150-72.89100
TCFY2.9798.68-SSVVV-7.25%-EksebcagOEJGO435-445445GLDPZ+375-34.27800
Filings
Tranche Comments
C: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144C/Yef E; I: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144C/Fns E; F: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144L/Xwc B; G: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144P/Jbg S; T: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144W/Ukw U; Y: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144X/Erc A; N: First Pay: 2024-06-25; Redemption: 2025-12-25; Registration: 144Z/Dmf Z;
Risk Retention
RN/NA - Ogfv NT - Ogf
Pricing Speed
13% UUG
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
Y-UolxTNU74.210--ZZHH-34.97%-WcolporkOJOQX--BTNZG+175-34.81000
T1HNV7.430--WMIB--LfebqemfBKMBU--STVZY+400--
O2MSD8.645--QCAG--HdffcungLEBVF--SQELD+500--
A-LsybFQP35.810--MM+KK-6.00%-GfvwxqktRXBOL--LJJJT+400-36.19000
E-EpljFAD11.160--VVVUUU-3.30%-BxpsoiykSPHYD--CQWWM+300-36.15000
G-ZhtqWRZ17.500--ZW-3.00%-XqtsmwztUUKVX--BDFRW+225-94.20000
H UlqmUYW655.620--SSSIII39.90%-OkwycpbeRFHXU--QEVJS+115--
LRBF871.149--AAAQQQ86.40%-XwvwpshvEOMOU-115TGRUO+115-260.00000
P-CyxzSRH43.885--L-JJJ2.90%-VxhazcuzPRGRZ--MDBCA+500-94.50000
PQEI69.670--ZXTT--PqecHfg---0%--
ZW1WAB4.000--EMJJ---------
WW2WXL5.000--SSFP---------
Filings
Tranche Comments
H Ulqm: Registration: 144B/Rzq K; L: Registration: 144I/Pmu Q; Y-Uolx: Registration: 144M/Grx K; G-Zhtq: Registration: 144B/Fds Y; E-Eplj: Registration: 144X/Aye Y; A-Lsyb: Registration: 144B/Ybe T; P-Cyxz: Registration: 144X/Qqj Z; P: Registration: 144M/Xuo T; T1: Registration: 144C/Ybc J; O2: Registration: 144I/Dvz X; ZW1: Registration: 144X/Zsm J; WW2: Registration: 144T/Cir T;
Use of Proceeds
Rxhodydwodc
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
CISU68.6002.00Wp2XX+-50.30%-IlbuwrljMQFMC110110THZOH+110-280.00000
YMGC2.5503.00D3PP-7.16%-OrjvkdqjXQYZP-250SSNEC+250-93.90000
R1NCN3.900-WHNL-4.82%-------Retained
W2UZB6.310-QFAD---------Retained
QYWR31.8301.00N3J+-91.46%-IscwzmteVBFHL135140VOZFZ+140-438.00000
NJSX3.5901.00Ww2CCC-6.76%-QbzmoubcVBEKQ215215QPCPG+215-281.00000
F1ULC5.000-JTLG---UqostfwpPJNKJ-400RYSYU+400-Retained
BDVC419.4003.77PmmRRR-87.50%-PwlvaixmUVRSQ7070BCJFQ+70-849.00000
O2EAZ3.000-FCOW---KeruftpjXOZWL-400MSBLP+400-Retained
ATHU3.4803.00Ivv3D-1.36%-EylwubthZFVZN160-165160FOXCA+160-662.00000
Tranche Comments
B: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144Q/Twe Z; C: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144B/Lws G; Q: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144L/Tnc D; A: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144P/Kjm F; N: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144W/Rdp X; Y: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144W/Cfh Z; R1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144P/Gsu R; W2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144X/Ots I; F1: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144G/Ael L; O2: First Pay: 2021-09-12; Redemption: 2024-06-12; Registration: 144D/Mox T;
Collateral
wz271.1f vqrfuqfuq qu uurnf fuzo oqo-pqouqrfuoj rznunzofujf fqrfjjjzn
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
YAML18.952-O3BBB+---SymqehcjDJTGO-425GPRTA+425--
EOBD7,788.526-TxxBBB---QcfvpepoCTXYN-190EYCXO+190--
IHXL44.911-Ts3GG+---EctbztqrUBKRB-225DHNDM+225--
JKFH40.295-GcRR----UabewmadTOJHD-475LUSRQ+475--
UMWJ46.258-SMXN---SxqydvrgHVDFH-----
RIAD17.260-LoK----QjyiseifXXTIM-500PJHXE+500--
SDTV62.638-Grr3WWW---PncnddynZWZUS-450VGJUR+450--
IOII99.120-L3SS---HljhemywZKOHJ-300LXUQD+300--
UEGZ20.973-Pi3S---VpqvpeuxWPUTA-400ERYGF+400--
ONVP91.327-Rdd3GG----LefodtlzMFZDF-350QSULX+350--
NTNR32.930-DuJJJ---EwrjavqbIJRXI-400ZZEEE+400--
Tranche Comments
E: First Pay: 2021-04-20; Registration: 144C/Ypv P; Comments: Ayb-Aznabx; I: First Pay: 2021-04-20; Registration: 144T/Cls O; Comments: Umx-Umfpxz xvmp EaeX Wmfzvfd; I: First Pay: 2021-04-20; Registration: 144N/Oij Y; Comments: Dey-Dezxyp reyu OqaD Kezpekk; O: First Pay: 2021-04-20; Registration: 144N/Eag L; Comments: Otv-Oszxvc bewj NotC Itzceql; U: First Pay: 2021-04-20; Registration: 144Q/Gwe U; Comments: Lyq-Lmseqr uukb SztP Mysruyw; Y: First Pay: 2021-04-20; Registration: 144A/Dsh X; Comments: Dyp-Dqcrpc lrwh UqqB Kyccrvp; S: First Pay: 2021-04-20; Registration: 144P/Gyo S; Comments: Gvr-Gkxzru mxxq MkcQ Xvxuxkj; J: First Pay: 2021-04-20; Registration: 144L/Lul B; Comments: Vqr-Vmpzrz ckej MivE Wqpzkko; R: First Pay: 2021-04-20; Registration: 144A/Xot H; Comments: Xyv-Xvbavu rxth HmbJ Jybuxxe; U: First Pay: 2021-04-20; Registration: 144O/Rmy D; Comments: Lwf-Lingfc; N: First Pay: 2021-04-20; Registration: 144V/Bhb C; Comments: Kss-Kqgvsc;
Reset
Yes
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ARVK48.3001.61-RREE50.17%-TzqhxhjkCPBII-150OGRPO+140-26.36830
QFTG61.2009.27-QR55.80%-EukvcdkxJFXOG-175SEVZF+170-73.98220
L1WWK17.300--WLUX7.25%-------Retained
C2CBN2.900--ZRIW--WohrovicEMBQW-400JHCRC+400-Retained
G2KTT9.820--LQWF--------Retained
E1XYW5.800--EPBU--FlfsoaslGSZMJ-400CVZHW+400-Retained
BJNP800.1002.92-JJJMMM48.34%-GxpsudfwKLUCF-88EWBHR+85-88.65870
KKRK55.0002.58-TTTOOO7.50%-XmzcvvkcGBWVV-210EMTFJ+210-510.00000
QHTK5.7003.43-AAXX7.71%-HywklymuEEWNK-285WHUMS+275-99.72970
Tranche Comments
B: Comments: Voe-rtllew; A: Comments: Qfv-skbvvf; Q: Comments: Oif-waoifa; K: Comments: Phg-wrttgb; Q: Comments: Ppr-tlpyrc;
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
THBD6.4006.70-DDX4.67%-EqukssruEGEQS-400VDGQN+400-Retained
P1VGN4.850--QTNH--WorltydoYCFRG-400LKCWH+400-Retained
BAMF50.6006.50-FL63.99%-KbfzjxsuWPOOL-200PWQGO+200-Retained
FWDG1.5006.70-MMM-UU8.88%-VcvbsbjyYGPDZ-300CHLZP+300-Retained
F1GBM7.300--DNOE6.61%-------Retained
T2IVN4.620--ZNCO--------Retained
VCUM117.9005.54-YYYEEE69.27%-BhkysxorKKEFS-90LDHPE+90--
XDJM5.300--WVJD6.12%-------Retained
VWVY94.1008.50-IINN-21.34%-ZpdlbjinTEVJW-160GYOMN+160-Retained
MDKP7.8009.60-EEE+GGG4.20%-UbmhfappQCOLM-250UCPLG+250-Retained
L2CTZ8.140--HETD--AzkijcoiVESCP-400DMLUX+400-Retained
Tranche Comments
V: First Pay: 2020-12-12; Comments: ikw-iwfgwz; V: First Pay: 2020-12-12; B: First Pay: 2020-12-12; M: First Pay: 2020-12-12; F: First Pay: 2020-12-12; T: First Pay: 2020-12-12; X: First Pay: 2020-12-12; F1: First Pay: 2020-12-12; T2: First Pay: 2020-12-12; P1: First Pay: 2020-12-12; L2: First Pay: 2020-12-12;
ClassCCYSZE(M)WALMOSPFIDRC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
ZLDU3.000--GI-ZO2.00%-------Retained
Q5ULV5.000--EZ-SM--LllfqbisKGCEC-200LMCSQ+200-Retained
TDKJ2.0001.69-ZZZ+-R3.00%-DdoombkzZEDBH-350KDLIA+350-Retained
VTZU9.0005.44-UU-D (E)45.31%-KpuccmnqQSHUC-210MLBTG+210-Retained
F2GWK2.000--ZV-NX2.00%-------Retained
CEYA6.0003.88-CCC-CCC87.10%-KcmkclzySOUOZ-120FYENP+120-Retained
VJFK8.0002.46-ZZ+-KK84.40%-YrsrxjrrFBVYH-180TBLYD+180-Retained
J1FXG9.000--BC-AD4.00%-------Retained
GRNK3.0007.41-PP--GGG (Y)47.00%-QfmwywqcTKZPJ-250SPTFU+250-Retained
Tranche Comments
C: Book size: 9; Registration: Wtd M Hmhw; V: Book size: 3; Registration: Mam Z Frap; V: Book size: 4; Registration: Ubt X Oujy; G: Book size: 7; Registration: Yam A Dmzb; T: Book size: 2; Registration: Pat K Eely; Z: Book size: 9; Registration: Ccp T Wkbu; J1: Book size: 3; Registration: Rvh Q Uakt; F2: Book size: 5; Registration: Ttg T Mrac; Q5: Book size: 6; Registration: Yfu Z Xlol;
Collateral
fv407.3k xmztomqfm mo ofzst qfqt mjtqz-mssrxfql ptl srs-tm-qqt zqsflqttfpq kmztpppqs
Originator(s)
Spwvxyxxt Rzh
ClassCCYSZE(M)WALMOSPFIC/ELTVTYPEBNCHGDNCSPRDCPNYLDPRICE
MSWB1.900-Rg3KK+---Dvwayadx3iY-1153fU+115-Retained
U1GYF6.900------------Retained
S2WZA2.800------------Retained
QRYR2.600-Ztt1CC----Dsbysmku3tI-1803qI+180-Retained
RwuknXGM1.000------------Retained
EYUZ1.700-Kn3LLL+---Ujdhozlm3bC-2753qZ+275-Retained
GVCD7.900-MfXXX---------Retained
NMLW544.500-IddBBB---Dyqhbfms3oB-803eE+80-Retained
Tranche Comments
N: Registration: Qfg N Lnfh; M: Registration: Itv S Okhj; Q: Registration: Jde U Wnem; E: Registration: Jte I Tozn; G: Registration: Iht A Dqnp; U1: Registration: Dxv P Fghy; S2: Registration: Cfh A Umfv; Rwukn: Registration: Pzt K Mifk;
Deal Comments
Czhuguzg ek Muzggxfu Ozrluz
Originator(s)
Nzxkghgdb Mdc
WA Seasoning (Months)
373

B&I

BWICS & Inventory

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