Starz Mortgage Securities DAC

Deals

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

More Details

Filings

ABS-15G

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

Refinancing

Yes