2024-1

Braccan Mortgage Funding PLC (BRACN) 2024-1

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Class	CCY	SZE(M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	GDNC	SPRD	CPN	YLD	PRICE
J	JEL	213.330	4.31	Lzz	PPP	-	66.00%	-	Ypoicdik	YYBZZ	86-87	84	YFENB+84	-	434.00000
R	CXC	2.494	9.10	Xyy3	BBB+	-	2.80%	-	Urvyscla	PQCOX	-	225	RCVXO+225	-	396.00000
L	SRM	3.660	-	FL	VK	-	-	-	-	-	-	-	-	-	Retained
W	IXM	24.789	8.70	Lz2	DD-	-	1.60%	-	Vkpubotf	KQJTG	125-135	120	LXXSX+120	-	916.00000
U	BTB	69.100	9.30	Y2	B	-	1.82%	-	Rmwjddms	PQUTE	-	170	KUXGR+170	-	536.00000
Z	RUF	69.480	-	X2	B-	-	-	-	Jtmcwtfv	ZWVSW	-	434	LCWJX+434	-	930.00000

Tranche Comments

J: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Kdu Y Ytoz; W: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Hsp I Pemn; U: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Dux Z Aorx; R: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Azr L Pmey; Z: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Qdh L Hnmu; L: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Pef G Ijjk;

Deal Comments

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Risk Retention

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