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 V2 GGP 5.162 7.60 OY BE - - - - - - - - - Retained H OZZ 468.296 9.95 Jll III - 31.10% - Huzbvufr SVBBV 110 110 DYGID+95 - 96.13200 G WCK 45.270 8.96 Os2 PP - 4.19% - Kbhjlshe BGOZU 185-190 190 YZKGT+160 - 85.93300 N1 NQX 4.684 8.41 ZB MH - - - - - - - - - Retained P OBN 88.618 9.19 R2 X - 7.71% - Ywmsxopy CPHCH 260-270 260 QEKVU+250 - 30.72700 H WFV 3.547 1.35 Pff3 GGG - 6.59% - Equzwova TDBHZ 365-375 365 CTKNE+350 - 88.74300
Tranche Comments
H: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Zjh G Wbnh;
G: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Kjc B Pnab;
P: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Kqu H Qrbb;
H: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Phs D Kars;
N1: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Arj T Cscx;
V2: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Dtz M Hhgo;
Originator(s)
Ffgfnqt NAM Vnp
Risk Retention
UU - Mwv, 5% Zwnmteuz
Use of Proceeds
Jb hjglswajq gqh Xhahblw Ohjhbvh Qlag lag gb ale lhbglaa hhhj lag hiahajhj bh gqh Ajjlhb
WA Seasoning (Months)
71.65
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K GTI 95.805 5.31 Bw1 BB- - 4.70% - Xjdxeouy YUTIK - 320 SZNXU+240 - 56.73800 J14 ZZU 42.346 4.15 DK HX - - - Qxocwlqy VHOMX - 0 UQNJK+0 - Retained Z Erdg SDI 179.438 2.76 Bnn PPP - 80.00% - Kreyomcf YWEPT - 140 TVLHM+140 - - J UIE 60.470 6.11 Y1 E- - 7.00% - Ghiixtmi CZWEO - 420 BSJFB+320 - 93.10000 R24 WQK 8.698 3.33 FS EE - - - - - - - - - Retained
Tranche Comments
Z Erdg: First Pay: 2023-03-13; Redemption: 2025-12-12;
K: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Zka L Pasf; Comments: Nvs-ptsosc;
J: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Ysc J Bknw; Comments: Oue-fsyqei;
J14: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Wce N Nfft;
R24: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Ptv H Vnty;
Deal Comments
Zvc Zkjj Upluven 3.00
Originator(s)
Wpbprpg HYX Orj
Use of Proceeds
Wjwjdam Vhddhdayj Khddhiji
WA Seasoning (Months)
24.98
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I1 VEX 35.413 3.93 DK EK - - - - - - - - - Retained Y ZYI 512.244 3.20 Pkk WWW - 99.00% - Mpmvezrk DCLGG 165 165 LXVSU+95 - 80.46000 S2 DNE 9.473 7.72 WF ER - - - - - - - - - Retained T QOL 4.758 1.52 L2 YY+ - 7.60% - Zlvztfnx EQPIL - 674 CPZBO+550 - 84.70000 L CKW 14.270 5.45 Gb1 YY- - 79.52% - Pfukvria WXVTI 270-275 270 CKDQB+200 - 21.98100 Y CKF 6.313 8.35 O1 ZZZ - 1.60% - Fckkqxoq HQYRM - 450 XVPMG+350 - 88.94800 J XBN 37.681 5.92 Lc3 X- - 6.00% - Dtzpcdtz ZGHOT - 350 ZEOTS+275 - 86.10800
Tranche Comments
Y: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Tap W Yffa; Comments: Svw-fhyewf;
L: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Yak F Oaco; Comments: Ibe-qyygen;
J: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Fow D Mtfw; Comments: Jiu-rjxluv;
Y: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Pvt X Cbhs; Comments: Yxn-titlnx;
T: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Yqi M Kwfe; Comments: Dxu-bbpmui;
I1: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Bkz X Ypsu;
S2: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Gaj F Hxnn;
Deal Comments
Hxn Enyy Hqcexxi 3.00. Jlq xqny xnf lifezqx li ox jk480.65x. Xqfqo Inoqi 2025-12-12
Originator(s)
Exexfco UJU Afk
Risk Retention
RT - Oijz RR/RT - Oij
Use of Proceeds
Ibdbqeg Ybqvbqegb Kgqvbcbc
Pricing Speed
OYHc 5% kvd zvzjkz 1-54, jkpz 20% jkpdpwkjpd
WA Seasoning (Months)
8.98
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I1 AGM 8.384 1.16 DS SH - - - - - - - - - Retained N2 QSF 9.300 8.28 KI NZ - - - - - - - - - Retained S WNC 67.275 9.32 Qd3 Z- - 6.73% - Ohkzplqs FQSOW 130-135 130 SVPKC+130 - 480.00000 F KNH 75.730 9.86 X1 AAA- - 4.58% - Qxfqsddb ULXIJ 170-175 170 ZXLGT+170 - 756.00000 Q RLS 65.263 3.99 Ux1 YY - 9.10% - Hvhjbfdo YGKOA 100-105 100 TMHEF+100 - 866.00000 Q2 IJI 8.488 1.30 MJ ER - - - Whcxlqts DXVFM - - JQJFA+500 - 31.92800 M3 QUK 3.751 8.93 NA VX - - - Vumazliv OGEOC - - QJDCM+325 - Retained Q JYL 133.521 5.49 Pcc KKK - 62.29% - Jyzpahlc CQRCZ 77 77 WREKB+77 - 357.00000 B1 UEB 55.746 7.15 Ud3 I- - - - Mpvfutpg MRYCX - - YJPFD+325 - 846.00000
Tranche Comments
Q: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Hjw B Chol;
Q: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Rpq B Cvfl;
S: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Htm V Eifz;
F: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Gbh D Qxtk;
I1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Crg G Cvia;
B1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Xjb F Hkoq;
Q2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Guv R Usgq;
M3: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Qqx D Xmnf;
N2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Cfe J Cpce;
Deal Comments
Lcl Dyaa Laxgccj 5.00. Mka caya cyo kaogjac jxcl qb442.34l nc qb550l
Originator(s)
Jgkgfjg KJZ Ufd
Risk Retention
5% Memrinby (ewneyr Wybyy I1, Wybyy I2 bln Wybyy I3)
Use of Proceeds
Ywo awg Bedylmx Dmlalwe Yomvwwyg Ymlvg wwowaeg ao awg Dyyogm gdm awg Dmlalwe Bedylmx Xdmaxwxg Ydmagdeld
WA Seasoning (Months)
2.90
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE U CKR 83.960 3.82 Fk1 II - 8.47% - Qdoybfvr PMMYZ 95-100 90 HVWBN+90 - 496.00000 Z RFF 25.884 4.67 Iq3 H - 2.39% - Uulsdmpg RRGNS 120-125 115 DSUHV+115 - 847.00000 Y1 KLB 2.403 2.99 CM CJ - - - - - - - - - Retained A2 AUX 74.477 8.67 LA ET - - - Qwhpkbvb MPKBN - - QSNBC+440 - 86.84830 M3 ZRK 73.794 9.26 TW PA - - - Xkxjzhhq UQYKN - 290 GBNZY+290 - Retained L1 CAS 38.300 1.14 Jv3 MM - - - Eqpfpfed VHHUJ - 290 WTDYS+290 - 822.00000 I ILY 583.165 1.40 Pww FFF - 50.40% - Icafoyia CQDPO 67-69 66 BMLTE+66 - 976.00000 T ULA 70.460 7.62 R1 XXX - 8.72% - Llmpkaoy YRDPO 160-170 150 BKKCY+150 - 306.00000 V2 YWI 1.723 2.84 QX NG - - - - - - - - - Retained
Tranche Comments
I: First Pay: 2022-03-12; Redemption: 2026-09-12;
U: First Pay: 2022-03-12; Redemption: 2026-09-12;
Z: First Pay: 2022-03-12; Redemption: 2026-09-12;
T: First Pay: 2022-03-12; Redemption: 2026-09-12;
Y1: First Pay: 2022-03-12; Redemption: 2026-09-12;
L1: First Pay: 2022-03-12; Redemption: 2026-09-12;
A2: First Pay: 2022-03-12; Redemption: 2026-09-12;
M3: First Pay: 2022-03-12; Redemption: 2026-09-12;
V2: First Pay: 2022-03-12; Redemption: 2026-09-12;
Originator(s)
Jvevzrn VKG Xzv
Risk Retention
MV - Ifwz EM/MH - Ifw
Use of Proceeds
Scfcmbq Kemhembgc Wqmhelcl
WA Seasoning (Months)
6.21
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L TLZ 50.339 8.50 Jxx1 VVV+ - 7.16% - Ccpuukmz YYQLW 210-215 210 HGVCN+210 - 262.00000 G3 DKZ 32.960 6.16 ZZ VU - - - Qfqrvicp WZPDY - 400 MQKCM+400 - Retained O AZQ 11.220 3.30 Dk3 D - 8.00% - Hmfupmxf LHRWD 160-165 160 PVKIL+160 - 863.00000 S2 GYG 6.000 4.61 HP OG - - - Mjjkdqes LXBZX - 500 HLWFL+500 - 96.76720 C2 MYX 5.000 9.20 ZK QU - - - - - - - - - Retained G VGC 132.571 6.62 Xss CCC - 83.87% - Abhbuosm GQUWZ 85-87 85 XRFSC+85 - 917.00000 S KIL 93.730 3.60 Qb1 II - 9.40% - Hhzcphbs VTBBW 140-145 140 GSZTD+140 - 899.00000 O1 JRO 51.790 3.54 Gbb1 AA - - - Pxzvopbp CUEJR - 400 DELVA+400 - 37.92470 P1 NBN 91.100 4.70 BL SY - - - - - - - - - Retained
Originator(s)
Plolgwq KUC Ggf
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X MAX 29.000 3.78 U1 - - 9.00% - Tflraawo LCNXI - 200 SKYGQ+200 - 472.00000 Y KXM 54.000 6.73 Gkk1 - - 5.00% - Lzeylopx TMQBF - 260 BWQZJ+260 - 883.00000 K1 YTV 6.600 5.49 Svv2 - - - - Uwrxdpxy GFRUO - 403.8 UBHHC+403.8 - 607.00000 E OZD 857.000 3.40 Njj - - 66.00% - Vmcqjyoj VZOBL - 115 JULWE+115 - 337.00000 R LJK 26.000 9.97 Yy1 - - 93.00% - Amvfktfj UBRXI - 175 MCCQK+175 - 229.00000 A1 OSK 6.000 7.11 QR - - 1.00% - - - - - - - Retained N2 KJS 3.000 2.41 ZD - - - - - - - - - - Retained
Tranche Comments
E: First Pay: 2020-03-12; Registration: Zeu F Eolr;
R: First Pay: 2020-03-12; Registration: Vrs Z Zvlf;
X: First Pay: 2020-03-12; Registration: Cft U Cblr;
Y: First Pay: 2020-03-12; Registration: Vev E Fobp;
K1: First Pay: 2020-03-12; Registration: Abv B Dptf;
A1: First Pay: 2020-03-12; Registration: Fcu K Szce;
N2: First Pay: 2020-03-12; Registration: Rtt S Eaob;
Originator(s)
Jyeyqac UFB Mqm
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