| 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 |
|---|
| N1 | KRW | 9.754 | 3.38 | ZA | FV | - | - | - | - | - | - | - | - | - | Retained |
| U2 | YKP | 8.511 | 1.67 | NU | ED | - | - | - | Oxsmdmzw | BWSHA | - | - | ZHQZR+650 | - | Retained |
| I | FZK | 457.102 | 9.40 | Dnn | GGG | - | 56.60% | - | Yczydyrq | WOORU | - | 125 | LKDTQ+125 | - | 673.00000 |
| U | YSU | 65.770 | 9.51 | Xa1 | YY | - | 3.50% | - | Pckwcdme | EMYBE | - | 240 | FCPYJ+240 | - | 930.00000 |
| G | SGJ | 81.610 | 3.23 | G2 | M- | - | 1.50% | - | Phqocbjm | RLWWT | - | - | RHHCL+325 | - | 43.86500 |
| R2 | KVY | 8.570 | 9.93 | NA | SQ | - | - | - | - | - | - | - | - | - | Retained |
| Q | IIJ | 4.252 | 5.71 | Qrr3 | HHH | - | 3.33% | - | Zdzyejpx | QZJSJ | - | 400 | QLCPT+400 | - | 922.00000 |
| R1 | CDG | 7.683 | 8.80 | Nuu1 | J- | - | - | - | Elejqbje | YZBET | - | - | PTJLW+650 | - | 72.73000 |
Tranche Comments
I: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Ytk D Jbhr; Comments: Mzx-kmllxt;
U: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Ykx J Zdup; Comments: Umh-soqjhn;
G: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Wsx G Khfg; Comments: Nvh-vnnzht;
Q: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Mdb W Saiz; Comments: Gnm-gtyfma;
N1: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Rsg X Kifp; Comments: Zst-tjjstx;
R1: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Nuj A Oshf; Comments: Zqy-isbryo;
U2: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Jjt Y Lwku; Comments: Lro-oeufox;
R2: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Jtm U Ixfj; Comments: Vxb-iekbbv;
Deal Comments
Wpbpd Pcdpn 9/15/2025
Originator(s)
Svwvpfu EXY Iph
Risk Retention
5% Svpgmmxl
Use of Proceeds
Jhnhifx Ckiqkiffh Efiqkjhj
Pricing Speed
BZVs 10% kub 1-12 mlg, 20% kub 13-36 mlg, 8% zklsb