| Class | CCY | SZE(M) | WAL | WALX | MO | SP | FI | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A1 | GBP | 83.600 | 2.70 | - | - | AAA | - | AAA | 54.90% | - | Floating | SONIA | - | 170 | SONIA+125 | - | 98.84000 |
| B1 | GBP | 22.800 | 3.20 | - | - | AA- | - | AA- | 42.60% | - | Floating | SONIA | - | 225 | SONIA+150 | - | 97.80000 |
| C1 | GBP | 18.000 | 3.30 | - | - | A- | - | A- | 32.90% | - | Floating | SONIA | - | 300 | SONIA+225 | - | 97.74000 |
| D1 | GBP | 16.400 | 3.40 | - | - | BBB- | - | BBB- | 24.10% | - | Floating | SONIA | - | 410 | SONIA+375 | - | 98.94000 |
| E | GBP | 10.100 | 3.30 | - | - | BB- | - | BB- | 19.40% | - | Floating | SONIA | - | 510 | SONIA+510 | - | 100.00000 |
| F | GBP | 17.600 | 3.40 | - | - | B- | - | B- | 10.60% | - | Floating | SONIA | - | 750 | SONIA+750 | - | 100.00000 |
| A2 | EUR | 8.200 | 2.10 | - | - | AAA | - | AAA | 79.00% | - | Floating | 1mEu | - | 140 | 1mEu+115 | - | 99.48000 |
| B2 | EUR | 12.400 | 2.30 | - | - | AA- | - | AA- | 47.20% | - | Floating | 1mEu | - | 185 | 1mEu+140 | - | 99.00000 |
| C2 | EUR | 4.100 | 2.30 | - | - | A- | - | A- | 36.70% | - | Floating | 1mEu | - | 240 | 1mEu+215 | - | 99.45000 |
| D2 | EUR | 3.400 | 2.90 | - | - | BBB- | - | BBB- | 27.90% | - | Floating | 1mEu | - | 365 | 1mEu+365 | - | 100.00000 |
Tranche Comments
A1: First Pay: 2022-02-22; Redemption: 2023-11-20; Registration: 144A/Reg S;
B1: First Pay: 2022-02-22; Redemption: 2023-11-20; Registration: 144A/Reg S;
C1: First Pay: 2022-02-22; Redemption: 2023-11-20; Registration: 144A/Reg S;
D1: First Pay: 2022-02-22; Redemption: 2023-11-20; Registration: 144A/Reg S;
E: First Pay: 2022-02-22; Redemption: 2023-11-20; Registration: 144A/Reg S;
F: First Pay: 2022-02-22; Redemption: 2023-11-20; Registration: 144A/Reg S;
A2: First Pay: 2022-02-22; Redemption: 2023-11-20; Registration: 144A/Reg S;
B2: First Pay: 2022-02-22; Redemption: 2023-11-20; Registration: 144A/Reg S;
C2: First Pay: 2022-02-22; Redemption: 2023-11-20; Registration: 144A/Reg S;
D2: First Pay: 2022-02-22; Redemption: 2023-11-20; Registration: 144A/Reg S;
Deal Comments
Non-Call Period: 2.00
Originator(s)
Operating Adviser: Starz Realty Capital Ltd