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	ECL	521.985	6.63	-	CCC	XXX	NNN	65.00%	-	Irkosrvs	FGKXJ	-	-	97.5	TCBGQ+97.5	-	267.00000
J1	VOG	9.000	-	-	ZR	GM	YF	-	-	Mbftatcy	FYGOY	-	-	-	KCLWQ+400	-	Retained
X	UNV	6.132	1.84	-	HW	GG-	OO+	6.80%	-	Vuxyzdzo	QYDDV	-	-	-	MGRXY+375	-	86.10800
R	XMR	96.715	3.87	-	L-	T-	E+	36.40%	-	Awxrrlki	LZWHA	-	-	-	FQZHL+150	-	26.88500
K	WCK	1.683	8.40	-	TTT	MMM-	NNN	6.00%	-	Jfcvvzhg	WKVOA	-	-	-	EECTN+200	-	31.90100
Z	VZE	76.781	1.79	-	MM-	RR-	BB+	10.30%	-	Evseevwy	XULVU	-	-	-	QUQPJ+135	-	34.82000
D2	SUN	1.000	-	-	ND	ZX	SS	-	-	Xxhmpcns	BEPUV	-	-	-	CHWBP+500	-	Retained
N	XQW	5.120	7.20	-	FC	V	L+	6.30%	-	Bsyxbruw	EQFLD	-	-	-	EYRCE+475	-	66.99100
S	ZCF	19.803	-	-	VD	TB	PJ	-	-	YcvhPbi	-	-	-	-	0.000%	-	Retained

Tranche Comments

A: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Uju Q Lezn; Z: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Rcq X Qqsq; R: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Weq H Cdzq; K: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Uds S Xndk; X: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Eie R Eker; N: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Rds N Egov; S: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Qeu W Mnaz; J1: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Lmz E Tpql; D2: First Pay: 2024-07-25; Redemption: 2025-12-25; Registration: Mwv R Lzbz;

Risk Retention

HP/PA - Lcfw PS - Lcf

Pricing Speed

10% LDU