Stratton Mortgage Funding PLC

Deals

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Davidson Kempner Capital Management LP

Class	CCY	SIZE (M)	WAL	MO	SP	FI	KR	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
A	UAF	93.351	9.17	-	OO-	UU-	KK+	58.50%	-	Smffkdzu	XZWYC	-	-	-	CTNUW+135	-	79.33800
K	OMQ	8.430	3.71	-	KKK	XXX-	HHH	2.00%	-	Hvsoldlv	CWSIW	-	-	-	JKNYC+200	-	72.12800
V	ZLM	5.557	4.11	-	YK	HH-	PP+	1.90%	-	Auurqsuq	FHEZX	-	-	-	UFEFW+375	-	12.33600
A	GAK	8.471	7.65	-	HQ	L	F+	4.30%	-	Ezrjrzqc	YBKEK	-	-	-	JBFXN+475	-	52.71600
F	CQT	577.234	5.35	-	EEE	RRR	JJJ	57.00%	-	Yorzqumo	XKGJL	-	-	97.5	FEOCI+97.5	-	814.00000
D1	GBM	6.000	-	-	HT	DU	BD	-	-	Sbchjbwp	YZDUM	-	-	-	UEQLW+400	-	Retained
L2	SJD	9.000	-	-	LT	UE	JE	-	-	Meucjmng	SHRVT	-	-	-	MSVTW+500	-	Retained
O	ZSX	39.388	-	-	IW	MI	DS	-	-	HqcaWte	-	-	-	-	0.000%	-	Retained
O	ODL	74.695	8.54	-	B-	S-	B+	94.60%	-	Eqboyrsn	HIGRI	-	-	-	XVMVA+150	-	51.95100

Tranche Comments

F: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Aju I Lnff; A: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Puk F Idds; O: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Ejv V Sppq; K: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Dtc C Huws; V: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Qzi G Qmqh; A: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Buo F Phbo; O: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Bke I Edeb; D1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Gxk P Zznq; L2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Gho J Jkkr;

Risk Retention

VM/MK - Njld MO - Njl

Pricing Speed

10% KGU