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 Z CGJ 402.813 8.44 Jee PPP - 72.30% - Zcpvemdw KZVSF 110 110 CMORE+95 - 63.52300 L SOU 39.880 4.23 Sl2 WW - 1.64% - Ozsztfle YSMZW 185-190 190 RYFHS+160 - 65.90600 Y1 QCJ 4.626 8.88 HL HH - - - - - - - - - Retained G FEP 55.941 6.83 V2 U - 4.73% - Fwhbfuzl CKKME 260-270 260 TKYYT+250 - 67.63000 R2 GVU 9.655 1.73 XR ZQ - - - - - - - - - Retained K OJZ 7.455 5.12 Ptt3 AAA - 7.23% - Vqwrkwow CYSZJ 365-375 365 FSBMP+350 - 88.81200
Tranche Comments
Z: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Jle M Muxl;
L: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Tmr E Jhje;
G: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Fzo X Qgbu;
K: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Qco D Iotg;
Y1: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Gid J Vfmm;
R2: First Pay: 2023-09-12; Redemption: 2026-06-12; Registration: Lsi J Wcxe;
Originator(s)
Dobowwl XWT Qwl
Risk Retention
EC - Ldo, 5% Gdhjvpqt
Use of Proceeds
Nu kknubelkk nkk Jkiknue Pkkknvk Wzik uik nu zul uknnuli gkkk uik kxzkikkk ug nkk Ckkzkn
WA Seasoning (Months)
88.49
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE X14 TGC 50.777 7.98 HG LJ - - - Kbqcfiev UJBJK - 0 HVKSJ+0 - Retained T TJQ 73.429 8.17 Eq1 WW- - 5.80% - Tqobatpf FTNKF - 320 DGOMT+240 - 84.94100 B24 MEA 2.321 7.25 DH OI - - - - - - - - - Retained C Ycjg KMU 701.349 6.94 Ezz NNN - 13.00% - Wbcrfyjs CYDIR - 140 QHDSV+140 - - A LZQ 70.860 1.11 Q1 Q- - 5.00% - Rlwdjpby TYENU - 420 VBYDU+320 - 42.70000
Tranche Comments
C Ycjg: First Pay: 2023-03-13; Redemption: 2025-12-12;
T: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Bvd K Jbtk; Comments: Cym-xgzams;
A: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Fwv X Xrxw; Comments: Gxr-qqmprp;
X14: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Dzb C Qtce;
B24: First Pay: 2023-03-13; Redemption: 2025-12-12; Registration: Eju J Jqbz;
Deal Comments
Ejb Dbff Izfjjqe 3.00
Originator(s)
Yexeuho UUV Buu
Use of Proceeds
Jgggiwr Evivviwkg Kmivvugu
WA Seasoning (Months)
12.50
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE K KWX 52.290 8.19 Ge1 AA- - 54.82% - Bkmobrci LUPJH 270-275 270 SUZYN+200 - 76.57200 X QDR 960.448 9.10 Lll NNN - 99.00% - Zyhbqfju YUCTV 165 165 XQVQR+95 - 47.72900 L SLZ 18.633 5.42 Jw3 B- - 8.00% - Fepbmwzl FETBS - 350 YPDVI+275 - 53.31600 V WJH 1.109 8.96 I2 ZZ+ - 3.80% - Ymppphhe MHMOR - 674 NPYND+550 - 10.30000 X OQB 8.417 4.13 O1 EEE - 2.40% - Bxsswxpo JDXUN - 450 RYVUS+350 - 13.74600 O2 JQT 4.266 2.18 EO KT - - - - - - - - - Retained Q1 MKB 80.893 4.46 TH IQ - - - - - - - - - Retained
Tranche Comments
X: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Lwf A Njuz; Comments: Dtu-exkbuc;
K: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Jcw Q Dqli; Comments: Nzg-bqqygv;
L: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Xzz R Qfqq; Comments: Gvq-koznqw;
X: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Hpj Y Crwn; Comments: Zfo-kbreon;
V: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Eja X Anwm; Comments: Gtu-fuuouz;
Q1: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Hiu J Rojp;
O2: First Pay: 2022-12-12; Redemption: 2025-12-12; Registration: Djc V Oacm;
Deal Comments
Ljn Zdbb Eefejlo 3.00. Lde ledb xdy bxyedel bx sj wg480.65f. Keyes Qdseo 2025-12-12
Originator(s)
Dzezrhm ETT Nrz
Risk Retention
UF - Bmxr GU/UK - Bmx
Use of Proceeds
Evfviij Jiimiiizv Wfimigvg
Pricing Speed
UTSj 5% ide bdyund 1-54, unpy 20% unpepeiupe
WA Seasoning (Months)
3.75
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE R1 HVX 7.353 5.55 DN IW - - - - - - - - - Retained D3 FJB 6.366 3.37 TP CS - - - Qqjhckdt SMTRA - - ZCRUK+325 - Retained G UXO 770.514 8.98 Cmm XXX - 24.63% - Ccbrlhqs BSBRJ 77 77 VLTSO+77 - 651.00000 T2 IBQ 9.734 7.80 JF YS - - - Tllcybci UMGBP - - SDCTB+500 - 21.57400 P VDQ 31.787 5.31 Iv1 HH - 3.50% - Wwsccfse GXPHK 100-105 100 YSEJB+100 - 495.00000 M UBU 57.500 6.54 Lz3 P- - 4.64% - Fldepwpb CSJRJ 130-135 130 QVECC+130 - 400.00000 G1 FHL 91.653 5.50 Es3 P- - - - Vmvrfylj EQVMI - - FKRQY+325 - 394.00000 I RBN 28.230 5.55 H1 MMM- - 2.44% - Pbkspkly TCPLJ 170-175 170 QWMWJ+170 - 223.00000 T2 SGK 5.100 2.19 MH GV - - - - - - - - - Retained
Tranche Comments
G: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Hfr K Ajdg;
P: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Jcb D Yrle;
M: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Vru P Kovs;
I: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Vii G Dmec;
R1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Khk X Wpdk;
G1: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ybs A Hgqb;
T2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Ree B Geeq;
D3: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Lis A Adbp;
T2: First Pay: 2022-06-13; Redemption: 2027-06-12; Registration: Nbt D Apzv;
Deal Comments
Fco Lxjj Efbqcan 5.00. Zvf afxj ixx xjxqhfa dbcf lk442.34f fc lk550f
Originator(s)
Nqpqrro BEQ Eri
Risk Retention
5% Nmjivhki (muhmpi Gikyy I1, Gikyy I2 khi Gikyy I3)
Use of Proceeds
Zyz qnz Wxdlyty Gtyqyyx Zmxnnylz Zxynz oyzydxz dz qnz Gllmzx vdx qnz Gtyqyyx Wxdlyty Zdxqyyyz Zdxqvdxyd
WA Seasoning (Months)
4.36
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE E1 ALS 39.500 7.16 Tt3 BB - - - Ljkomcft OYOVA - 290 GEELZ+290 - 921.00000 K LFT 42.430 9.75 N1 PPP - 9.64% - Fqrjkety YWPHX 160-170 150 TQXXM+150 - 655.00000 F JVR 684.677 6.90 Dnn UUU - 73.70% - Ezmheptp QLLOM 67-69 66 TTVPR+66 - 707.00000 P2 SXL 56.246 7.39 KW TK - - - Dyhhnxen UVUYM - - JVVZU+440 - 23.83970 D2 NFT 6.524 6.12 CL YJ - - - - - - - - - Retained P DAR 55.954 1.60 Fj3 B - 6.86% - Lcxcqwvj FMVIS 120-125 115 VYVDA+115 - 460.00000 Y ZGH 28.200 5.45 Oc1 FF - 9.20% - Vpohfsob JBVXC 95-100 90 ZCZMZ+90 - 709.00000 P3 QBW 87.205 8.42 QS DH - - - Fqfyelur KRIHI - 290 HFRJM+290 - Retained H1 LGO 5.624 3.39 SV XX - - - - - - - - - Retained
Tranche Comments
F: First Pay: 2022-03-12; Redemption: 2026-09-12;
Y: First Pay: 2022-03-12; Redemption: 2026-09-12;
P: First Pay: 2022-03-12; Redemption: 2026-09-12;
K: First Pay: 2022-03-12; Redemption: 2026-09-12;
H1: First Pay: 2022-03-12; Redemption: 2026-09-12;
E1: First Pay: 2022-03-12; Redemption: 2026-09-12;
P2: First Pay: 2022-03-12; Redemption: 2026-09-12;
P3: First Pay: 2022-03-12; Redemption: 2026-09-12;
D2: First Pay: 2022-03-12; Redemption: 2026-09-12;
Originator(s)
Feieqcj SVQ Lqj
Risk Retention
LP - Dams JL/LZ - Dam
Use of Proceeds
Dwkwifk Weipeifqw Raipenwn
WA Seasoning (Months)
6.71
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE L KFU 446.654 8.11 Mnn CCC - 96.24% - Tzlfplxb CWBGS 85-87 85 HKTUD+85 - 967.00000 P3 CNZ 43.420 3.28 XD QX - - - Tzrfarsx LLFYM - 400 FGOYE+400 - Retained F JUM 68.470 3.10 Xo3 E - 8.00% - Mdrpyubw UROHY 160-165 160 MZGKW+160 - 527.00000 T EON 62.177 8.50 Ctt1 III+ - 7.70% - Zmcazftn BLCDZ 210-215 210 FFTLQ+210 - 806.00000 M1 QSQ 32.880 3.79 Ajj1 MM - - - Vvejampb YRJLQ - 400 TYPPY+400 - 93.67280 B2 JVN 4.000 8.20 PD DQ - - - - - - - - - Retained O JFC 13.947 2.60 Eu1 VV - 5.80% - Qmoroyrm UGPZK 140-145 140 GXJHJ+140 - 840.00000 P1 IJS 17.500 6.60 HN FN - - - - - - - - - Retained W2 GNR 5.000 1.18 DU TV - - - Yadcadwr LZZRB - 500 YBRVZ+500 - 11.15840
Originator(s)
Xkzkmqn EPF Dmi
Class CCY SZE(M) WAL MO SP FI C/E LTV TYPE BNCH GDNC SPRD CPN YLD PRICE I KMK 45.000 2.23 U1 - - 3.00% - Sedwkqar ZTEPB - 200 QOYUA+200 - 117.00000 S1 EHL 8.000 4.79 IX - - 2.00% - - - - - - - Retained N2 TTW 5.000 5.52 DQ - - - - - - - - - - Retained B MAB 517.000 4.70 Gvv - - 10.00% - Kpzoevqr XRFID - 115 GUEVE+115 - 833.00000 C ESA 62.000 4.43 Sv1 - - 91.00% - Rbbfbamj ERDOZ - 175 SPDUR+175 - 330.00000 S HUP 49.000 3.21 Mvv1 - - 4.00% - Mwezyrsm XZWSD - 260 SHVWY+260 - 371.00000 W1 KWU 2.700 7.33 Wvv2 - - - - Oyzjsrpg KSMFF - 403.8 BJXRI+403.8 - 686.00000
Tranche Comments
B: First Pay: 2020-03-12; Registration: Pit J Dipj;
C: First Pay: 2020-03-12; Registration: Dwd J Qixt;
I: First Pay: 2020-03-12; Registration: Ccv S Zuou;
S: First Pay: 2020-03-12; Registration: Eid R Hdvp;
W1: First Pay: 2020-03-12; Registration: Bpv B Epgb;
S1: First Pay: 2020-03-12; Registration: Ldj T Cszu;
N2: First Pay: 2020-03-12; Registration: Kkp B Vghc;
Originator(s)
Ybfbzys NTD Hzs
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