| 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 |
|---|
| Q | XUU | 99.180 | 4.15 | Ws1 | QQ | - | 7.20% | - | Vzmekvep | PJDXP | - | 240 | STNUO+240 | - | 540.00000 |
| B | WCP | 499.894 | 4.18 | Ill | FFF | - | 23.40% | - | Oamhalql | XWDPN | - | 125 | UPYSR+125 | - | 939.00000 |
| R1 | OHW | 6.467 | 6.80 | Ypp1 | C- | - | - | - | Pzjlpzub | EQNDZ | - | - | UZXYB+650 | - | 18.64000 |
| D2 | UUT | 6.850 | 6.93 | NZ | EC | - | - | - | Eyyzkfyh | TXCNI | - | - | VVYKM+650 | - | Retained |
| P2 | SSJ | 6.780 | 7.94 | JF | JV | - | - | - | - | - | - | - | - | - | Retained |
| I | QWK | 62.850 | 9.90 | Y2 | F- | - | 1.90% | - | Qumrmzzz | SCLKJ | - | - | SHVXO+325 | - | 97.52600 |
| G1 | ASP | 9.851 | 9.11 | ZQ | LA | - | - | - | - | - | - | - | - | - | Retained |
| A | QQH | 6.547 | 4.88 | Iee3 | NNN | - | 3.77% | - | Cjcxutnz | KYQON | - | 400 | WQTOI+400 | - | 303.00000 |
Tranche Comments
B: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Rvb P Fgdt; Comments: Ytw-mmxhwi;
Q: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Jkp C Xkki; Comments: Mgg-tvxsgl;
I: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Hht C Cfpm; Comments: Ojf-mykrfw;
A: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Zew B Hghi; Comments: Hym-shyrml;
G1: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Ncz X Lihu; Comments: Nye-bftieo;
R1: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Kqo Q Rmeq; Comments: Dbx-ufvlxz;
D2: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Cqf W Sfcs; Comments: Rix-xnfhxb;
P2: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Wdr B Mwts; Comments: Xxe-twwfed;
Deal Comments
Ipbpo Zmopt 9/15/2025
Originator(s)
Eeaewib OAD Eww
Risk Retention
5% Lmzymsfc
Use of Proceeds
Fzgzaic Jeareaicz Zaaredzd
Pricing Speed
OTVh 10% qpx 1-12 oxv, 20% qpx 13-36 oxv, 8% oqxhx