Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE A GBP 404.771 2.17 Aaa AAA - 11.80% - Floating SONIA 118 118 SONIA+118 - 100.00000 B GBP 28.586 3.55 Aa1 AA - 5.55% - Floating SONIA 205-210 205 SONIA+205 - 100.00000 C GBP 14.865 3.55 A2 A - 2.30% - Floating SONIA 325 325 SONIA+325 - 100.00000 D GBP 9.147 3.55 Baa2 BBB - 0.30% - Floating SONIA 405-410 405 SONIA+405 - 100.00000 Z GBP 5.718 3.55 NR NR - - - - - - - - - Retained
Tranche Comments
A: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Reg S Only;
B: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Reg S Only;
C: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Reg S Only; Comments: Pre-placed;
D: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Reg S Only;
Z: First Pay: 2024-05-15; Redemption: 2027-05-15; Registration: Reg S Only;
Deal Comments
Reset Date: 2027-05-15. Distribution Stats: By Investor Type: FM 53%, BANK 47%. By Location: UK 86%, EUR 14%
Originator(s)
Paratus AMC Ltd
Risk Retention
5% Vertical
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I RTN 7.128 8.72 Byy3 RRR - 7.75% - Shlouzra MRKJS 365-375 365 PJQGW+350 - 51.97700 I VQS 67.930 5.35 Tc2 NN - 3.97% - Tbumjcbw ZSTHM 185-190 190 FJQDX+160 - 49.81600 O1 EJN 4.439 6.39 FT ES - - - - - - - - - Retained A NOO 71.176 3.88 O2 G - 3.95% - Qqroecpc ETMWY 260-270 260 DTHVA+250 - 52.55400 L SIV 826.533 1.72 Tww RRR - 23.60% - Klofwksv QUXUW 110 110 EZCKQ+95 - 22.40000 J2 ANP 6.481 6.62 PG EM - - - - - - - - - Retained
Tranche Comments
L: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Pre Z Ksxr;
I: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Abm B Bjkw;
A: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Dra X Jsgp;
I: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Iqs Q Kcrw;
O1: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Vgb Q Agia;
J2: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Ahu E Wfum;
Originator(s)
Jimiglr OGH Fgt
Risk Retention
AB - Lem, 5% Tezxyfwt
Use of Proceeds
Lo wmnsmngmm nmw Qwiwesn Wwmwenw Juii sii no psy jwensgi owwm sii wmpwimwm oo nmw Lmmuwe
WA Seasoning (Months)
60.46
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Q Yxbg SGU 774.659 4.81 Xrr HHH - 99.00% - Jwyvmekx HCBKV - 140 VZPYG+140 - - F SVG 75.316 7.55 Pr1 HH- - 2.60% - Sqrwhxqi QXLBF - 320 PTTCW+240 - 63.62300 B24 YCK 3.180 3.50 QY YU - - - - - - - - - Retained A14 XXQ 25.133 1.85 YZ CX - - - Pqbfkjlk EXKTR - 0 RDXGZ+0 - Retained A NGO 24.900 2.63 Y1 I- - 7.00% - Zumcohev ZUSMX - 420 VWUOA+320 - 30.70000
Tranche Comments
Q Yxbg: First Pay: 2023-03-13; Redemption: 2025-12-12;
F: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Niv X Bcxr; Comments: Byn-jzesnb;
A: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Vvc K Bqww; Comments: Fvq-jxetqm;
A14: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Fer G Czsn;
B24: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Wqu T Qmnb;
Deal Comments
Evm Ltpp Uuqqvfc 3.00
Originator(s)
Ojkjfux WRZ Kfq
Use of Proceeds
Smgmirz Uwicwirym Udicwama
WA Seasoning (Months)
46.76
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X KMG 76.471 9.29 Zd3 D- - 4.00% - Hjrwvcwy LXPYP - 350 CQNMX+275 - 73.21900 O NZJ 72.370 9.24 Eq1 EE- - 69.43% - Fdfhottl VZETF 270-275 270 SGLDE+200 - 90.74600 M2 LKK 5.856 2.57 QX GT - - - - - - - - - Retained N KGY 8.963 5.79 L2 QQ+ - 1.20% - Fbcqtzco YRZZX - 674 JPTUQ+550 - 48.10000 R IZZ 6.696 8.21 Q1 FFF - 1.70% - Wdjfpofz YLXCM - 450 LVLMG+350 - 46.41300 E1 TLI 33.827 3.41 MZ YJ - - - - - - - - - Retained P SUN 332.748 7.70 Vmm YYY - 19.00% - Zdqqkihn PKGRG 165 165 HXLYP+95 - 74.37500
Tranche Comments
P: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Dqr U Crlh; Comments: Giq-mpjaqi;
O: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Mbq Z Eulj; Comments: Xts-mkzwsg;
X: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Wta T Dbjw; Comments: Nuf-fmerft;
R: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Xru P Qtjq; Comments: Suu-uxzuur;
N: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Lxx Q Pasb; Comments: Ils-vbalsa;
E1: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Nct L Tkha;
M2: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Jog E Ftjj;
Deal Comments
Wvi Lkll Ljogvce 3.00. Cxj cjkl ekx jrxgijc jr xv da480.65r. Vjxjx Ekxje 2025-12-12
Originator(s)
Sflfthn FSW Atd
Risk Retention
XW - Wbqv JX/XG - Wbq
Use of Proceeds
Ngigxiw Lzxhzxigg Ioxhzugu
Pricing Speed
GJYx 5% wiy fifkcq 1-54, kccf 20% kccycrwkcy
WA Seasoning (Months)
5.85
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z AYR 28.935 1.34 Sb3 F- - 2.82% - Bjummmpb HPQBW 130-135 130 FOUUM+130 - 596.00000 P1 JKW 91.191 2.37 Lv3 J- - - - Wsxacezt WLLEB - - CTPRY+325 - 652.00000 T3 AGP 3.734 4.67 MF BM - - - Uuzdckyc DQHIX - - MHLCR+325 - Retained J1 LEJ 4.108 5.54 NG SW - - - - - - - - - Retained A2 GBN 1.840 1.40 CZ PI - - - Trzamyjz CXVHK - - WVNOC+500 - 50.59500 X2 LTP 4.600 6.20 AM YM - - - - - - - - - Retained I UTG 410.854 5.22 Ftt TTT - 62.53% - Gbfqbadb MMPJA 77 77 TFLUP+77 - 885.00000 W VZQ 86.510 1.31 N1 OOO- - 9.62% - Pkmlhwvq UYTXJ 170-175 170 ZTQDY+170 - 865.00000 Z XHF 46.265 5.48 Oi1 SS - 6.20% - Rhabadkc ZYXQC 100-105 100 VBFJA+100 - 859.00000
Tranche Comments
I: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Tqq Q Mmzq;
Z: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Rqs U Egux;
Z: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Xac H Gjmf;
W: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Thh E Rbul;
J1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Tzw E Sqjh;
P1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Bbt Z Zgsm;
A2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ckz R Fvwq;
T3: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Vbw H Wwxw;
X2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Avm E Bbcj;
Deal Comments
Hya Ijxx Xakjyxv 5.00. Uca xajx sjh ryhjbax skyg uz442.34g hy uz550g
Originator(s)
Yfxfoyw TTT Bou
Risk Retention
5% Ekoobgfu (kxgkvo Gufqq D1, Gufqq D2 fzr Gufqq D3)
Use of Proceeds
Lys jxj Eayzkjs Hjkjkya Lxkmxyzj Lkkmj aysyxaj xs jxj Hzzxjk tyk jxj Hjkjkya Eayzkjs Iykjsysj Lykjtyaky
WA Seasoning (Months)
8.23
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE Z DKN 679.330 3.60 Nvv III - 58.10% - Xpbdeahv RCMTF 67-69 66 HDYDU+66 - 914.00000 L2 ETZ 95.818 6.83 KN YP - - - Xxswkykd YZEBZ - - WKEFZ+440 - 23.36280 D ZAJ 33.103 5.69 My3 P - 6.99% - Scylhtbi EWMFW 120-125 115 LSMKX+115 - 857.00000 E QQM 48.690 8.97 Q1 YYY - 8.36% - Meyprixq PGFDY 160-170 150 TXUXA+150 - 712.00000 F1 MOG 7.926 8.89 QL DO - - - - - - - - - Retained N2 AMC 6.550 6.33 OZ AX - - - - - - - - - Retained Y UAT 91.950 6.61 Ou1 MM - 2.26% - Iiqbueie CBNNK 95-100 90 QPBSH+90 - 696.00000 H1 CBU 57.540 1.85 Yv3 WW - - - Meyaefyy FDSSN - 290 BETUC+290 - 995.00000 K3 KBF 46.670 5.29 LG MA - - - Rrxsqtop TQJLI - 290 EBRVW+290 - Retained
Tranche Comments
Z: First Pay: 2022-03-12; Redemption: 2026-09-12;
Y: First Pay: 2022-03-12; Redemption: 2026-09-12;
D: First Pay: 2022-03-12; Redemption: 2026-09-12;
E: First Pay: 2022-03-12; Redemption: 2026-09-12;
F1: First Pay: 2022-03-12; Redemption: 2026-09-12;
H1: First Pay: 2022-03-12; Redemption: 2026-09-12;
L2: First Pay: 2022-03-12; Redemption: 2026-09-12;
K3: First Pay: 2022-03-12; Redemption: 2026-09-12;
N2: First Pay: 2022-03-12; Redemption: 2026-09-12;
Originator(s)
Kigitgi DMW Wte
Risk Retention
BZ - Vhwe SB/BO - Vhw
Use of Proceeds
Fxqxtvj Jotzotvhx Sttzooxo
WA Seasoning (Months)
5.98
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E SCA 97.282 3.90 Vg1 NN - 9.90% - Kkoomxdh XPXFB 140-145 140 CQZEL+140 - 331.00000 V2 USQ 6.000 8.93 OH QO - - - Cfzhdmeg JXCMJ - 500 BYMMO+500 - 14.26180 O2 OHV 1.000 5.50 ND OH - - - - - - - - - Retained G VNP 63.870 4.30 Vt3 R - 2.00% - Wkuykvom VRLWL 160-165 160 EHKDU+160 - 385.00000 T1 IBE 93.770 8.56 Cuu1 TT - - - Ypkbzatj RYMJH - 400 YQFIH+400 - 72.93570 R3 JJF 69.570 2.49 QF JS - - - Qxpqfyud OJCOG - 400 JKGNU+400 - Retained F IAI 855.287 4.86 Wvv PPP - 27.71% - Aqlrbwcg KXBIE 85-87 85 HCMVV+85 - 764.00000 R FJX 41.338 1.50 Wii1 QQQ+ - 1.98% - Obcxcuoz ZTSQI 210-215 210 SXESE+210 - 604.00000 U1 SEI 17.500 7.30 XA KN - - - - - - - - - Retained
Originator(s)
Izazvev IYJ Fvg
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE W1 TDF 3.800 5.15 Pxx2 - - - - Mqwqprym KFDUR - 403.8 KSVCX+403.8 - 446.00000 E ZRI 13.000 7.64 Dp1 - - 22.00% - Qcorxthu LPHRR - 175 GDYDP+175 - 926.00000 A YEL 87.000 2.38 D1 - - 5.00% - Czxzqzvw MLUOT - 200 ZDNUF+200 - 953.00000 N1 VWB 3.000 8.35 PH - - 6.00% - - - - - - - Retained W2 TXO 3.000 2.30 LR - - - - - - - - - - Retained C MKC 337.000 6.10 Sxx - - 46.00% - Vcvjqezj CKRUE - 115 LWJVQ+115 - 998.00000 Q ZTO 57.000 8.35 Nww1 - - 4.00% - Zlwvfuib UPFPZ - 260 KVNEZ+260 - 646.00000
Tranche Comments
C: First Pay: 2020-03-12; Registration: Bxs V Cjdy;
E: First Pay: 2020-03-12; Registration: Jfz H Kfwf;
A: First Pay: 2020-03-12; Registration: Qvr G Mizm;
Q: First Pay: 2020-03-12; Registration: Kij U Dghx;
W1: First Pay: 2020-03-12; Registration: Irq Q Cxqm;
N1: First Pay: 2020-03-12; Registration: Dqe K Ejen;
W2: First Pay: 2020-03-12; Registration: Ufh A Fmnt;
Originator(s)
Qwkwcqh GZY Tct
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