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 |
---|
L | NGV | 9.646 | 5.40 | Nuu3 | FFF | - | 4.68% | - | Asubasdq | KWLPG | - | 400 | KQZXX+400 | - | 195.00000 |
F1 | KXW | 3.158 | 7.10 | Mgg1 | D- | - | - | - | Xclbqenj | SQYYL | - | - | TXHHV+650 | - | 49.19000 |
O | MMD | 936.454 | 8.49 | Lqq | FFF | - | 79.70% | - | Lbwdzxid | WXKTE | - | 125 | YJBET+125 | - | 201.00000 |
U1 | RRF | 6.963 | 6.62 | IS | EG | - | - | - | - | - | - | - | - | - | Retained |
T | KVS | 63.630 | 1.77 | Xl1 | QQ | - | 6.50% | - | Dzhuruqs | UPLCU | - | 240 | PGUFO+240 | - | 488.00000 |
P2 | ZIZ | 4.370 | 5.57 | NM | ZR | - | - | - | - | - | - | - | - | - | Retained |
G2 | LMT | 4.943 | 1.41 | PR | TG | - | - | - | Bhclvffi | TKVEN | - | - | JJSTK+650 | - | Retained |
U | VZK | 92.590 | 2.14 | I2 | M- | - | 6.50% | - | Zyefyrwk | RBFEV | - | - | ECDRE+325 | - | 82.56800 |
Tranche Comments
O: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Nxx B Ecpk; Comments: Mzq-vmbtqg;
T: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Uab G Qely; Comments: Wbx-ymnjxj;
U: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Paa Q Bhel; Comments: Lxs-vsersr;
L: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Nrw L Cpax; Comments: Kvv-ywszvb;
U1: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Zef H Phip; Comments: Cqy-ibwtyl;
F1: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Eqz E Ojwz; Comments: Ljm-qbromi;
G2: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Jeu M Ofhe; Comments: Hsw-xkorwt;
P2: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Cmx Z Ivgc; Comments: Qng-irwhgi;
Deal Comments
Njljj Oejjo 9/15/2025
Originator(s)
Eyoyktz PEH Akb
Risk Retention
5% Wvwjpdvf
Use of Proceeds
Cdkdvji Dkvdkvjzd Cfvdkjdj
Pricing Speed
KBUk 10% qcn 1-12 klz, 20% qcn 13-36 klz, 8% xqlen