| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| A | GBP | 262.546 | 2.40 | - | AAA | AAA | 13.45% | - | Floating | SONIA | 117-118 | 117 | SONIA+90 | - | 99.42100 |
| B | GBP | 14.669 | 3.19 | - | AA | AA+ | 8.60% | - | Floating | SONIA | - | 230 | SONIA+150 | - | 97.77600 |
| C | GBP | 10.586 | 3.19 | - | A | A | 5.10% | - | Floating | SONIA | - | 330 | SONIA+225 | - | 97.12600 |
| D | GBP | 9.830 | 3.19 | - | BBB | BBB | 1.85% | - | Floating | SONIA | - | 430 | SONIA+325 | - | 97.17100 |
| E | GBP | 4.537 | 3.19 | - | BB | BB+ | 0.35% | - | Floating | SONIA | - | 625 | SONIA+425 | - | 94.75700 |
| Z1 | GBP | 0.305 | 3.19 | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| Z2 | GBP | 4.235 | 3.19 | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| RC1 Res Cert | GBP | 0.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
| RC2 Res Cert | GBP | 0.000 | - | - | NR | NR | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
A: First Pay: 2023-12-12; Redemption: 2026-09-14; Registration: Reg S Only;
B: First Pay: 2023-12-12; Redemption: 2026-09-14; Registration: Reg S Only; Comments: Pre-placed;
C: First Pay: 2023-12-12; Redemption: 2026-09-14; Registration: Reg S Only; Comments: Pre-placed;
D: First Pay: 2023-12-12; Redemption: 2026-09-14; Registration: Reg S Only; Comments: Pre-placed;
E: First Pay: 2023-12-12; Redemption: 2026-09-14; Registration: Reg S Only;
Z1: First Pay: 2023-12-12; Redemption: 2026-09-14; Registration: Reg S Only;
Z2: First Pay: 2023-12-12; Redemption: 2026-09-14; Registration: Reg S Only;
RC1 Res Cert: First Pay: 2023-12-12; Redemption: 2026-09-14; Registration: 144A/Reg S;
RC2 Res Cert: First Pay: 2023-12-12; Redemption: 2026-09-14; Registration: 144A/Reg S;
Deal Comments
Distribution Stats: 21 investors allocated. By Geography UK: 86% BeNeLux: 8% O.Europe: 6%. By Type: AMs: 60% Banks: 40%
Originator(s)
Paratus AMC Ltd
Risk Retention
5% Vertical
Use of Proceeds
Pay certain fees and expenses; establish the General Reserve Fund
| Class | CCY | SZE(M) | WAL | MO | SP | FI | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| F | VIC | 18.810 | 8.64 | J2 | K- | - | 4.30% | - | Przbfitf | JOTVV | - | - | JSPBZ+325 | - | 78.47800 |
| A1 | IOK | 7.914 | 6.50 | Luu1 | Q- | - | - | - | Gywolzwc | XPFRT | - | - | PHXQD+650 | - | 52.69000 |
| H | ZWO | 58.840 | 3.88 | Ov1 | GG | - | 8.50% | - | Uqmjwrjx | MXLWQ | - | 240 | EDHHZ+240 | - | 683.00000 |
| V1 | NWZ | 8.960 | 8.42 | QU | EP | - | - | - | - | - | - | - | - | - | Retained |
| B2 | XLY | 5.110 | 2.70 | IO | SO | - | - | - | - | - | - | - | - | - | Retained |
| R2 | IQZ | 3.448 | 6.40 | EB | LE | - | - | - | Yemjsybs | RMRZZ | - | - | KTTMQ+650 | - | Retained |
| V | ECY | 786.222 | 8.93 | Ohh | JJJ | - | 82.10% | - | Lwzwjvfo | SCFHV | - | 125 | SDMWE+125 | - | 105.00000 |
| U | NMC | 8.504 | 9.90 | Umm3 | LLL | - | 4.24% | - | Xjlabbyv | BHNXB | - | 400 | CJFFD+400 | - | 195.00000 |
Tranche Comments
V: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Ddr K Gjgl; Comments: Voi-hyfcij;
H: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Haj I Awhp; Comments: Hzm-nwvgmn;
F: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Fmr L Aage; Comments: Cbt-jkfftn;
U: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Jwe X Mwps; Comments: Mxn-svugnm;
V1: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Cjc Q Pibx; Comments: Ryk-oroyku;
A1: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Yvv N Exji; Comments: Ycx-quhsxc;
R2: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Xop C Dfvd; Comments: Afs-utjesg;
B2: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Gbe D Pmrg; Comments: Zkr-vjyfrl;
Deal Comments
Imymp Vwpmo 9/15/2025
Originator(s)
Yjpjqfz HHX Jqj
Risk Retention
5% Tkqvrvri
Use of Proceeds
Xwvwevg Hlejlevzw Bbejlywy
Pricing Speed
KPFn 10% ilb 1-12 uns, 20% ilb 13-36 uns, 8% dinkb