| 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 |
|---|
| W1 | WBM | 6.702 | 4.70 | SV | GV | - | - | - | - | - | - | - | - | - | Retained |
| Q | GUM | 28.350 | 9.27 | E2 | M- | - | 7.40% | - | Xercleta | CVZCE | - | - | ETMBN+325 | - | 91.44500 |
| M | MNP | 8.545 | 5.61 | Kjj3 | MMM | - | 3.45% | - | Dmpjalrm | VRSKM | - | 400 | RRDYB+400 | - | 725.00000 |
| R1 | KXI | 7.734 | 1.50 | Ucc1 | E- | - | - | - | Wdwvffmn | MLTEF | - | - | FMSNW+650 | - | 33.55000 |
| N2 | MCT | 4.640 | 5.70 | NW | NW | - | - | - | Wvcodfcj | ZFQGD | - | - | XEDIR+650 | - | Retained |
| W | YJS | 74.270 | 2.18 | Oj1 | AA | - | 4.30% | - | Tszbtwxf | ZJKZR | - | 240 | HEDWY+240 | - | 821.00000 |
| Y | ZBR | 125.973 | 1.39 | Cmm | FFF | - | 48.20% | - | Vsvohlmx | CJXKI | - | 125 | KJYIY+125 | - | 483.00000 |
| L2 | LTC | 8.600 | 2.43 | PD | KZ | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
Y: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Utb M Rast; Comments: Cwb-oxupbt;
W: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Zdr P Sqsn; Comments: Vts-zjaksi;
Q: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Mqe Q Ppvv; Comments: Cto-uhtwoj;
M: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Ler V Zate; Comments: Poz-zvikzu;
W1: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Tho Z Btda; Comments: Xyq-qzsaqh;
R1: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Lzk X Xokx; Comments: Wfo-pbzkoa;
N2: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Trs S Xbua; Comments: Wmq-vmvzqk;
L2: First Pay: 2022-06-10; Redemption: 2025-09-15; Registration: Xti M Svgl; Comments: Eke-zlhzea;
Deal Comments
Zrwre Pfers 9/15/2025
Originator(s)
Gggghay EOD Cht
Risk Retention
5% Kgxnrgih
Use of Proceeds
Umbmzwl Zezdezwhm Fuzdejmj
Pricing Speed
ISCj 10% qxz 1-12 wkc, 20% qxz 13-36 wkc, 8% tqkiz