2024-1

Braccan Mortgage Funding PLC (BRACN) 2024-1

C/P

Sector

Status

Deal Name

Parent

Leads

Region

Date

Paratus AMC Ltd

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Class	CCY	SIZE (M)	WAL	MO	SP	FI	C/E	LTV	TYPE	BNCH	IPT	GDNC	SPRD	CPN	YLD	PRICE
Q	QFK	16.339	8.50	Jz2	WW-	-	9.15%	-	Rzdjrshf	TRURF	Oej ge Zqm 100b	125-135	120	USEJL+120	-	814.00000
I	XVD	73.200	7.20	H2	F	-	3.75%	-	Owrueafn	RKOUF	-	-	170	SLQIZ+170	-	585.00000
M	ZII	7.980	-	ZB	AZ	-	-	-	-	-	-	-	-	-	-	Retained
I	MKY	3.469	3.60	Ynn3	MMM+	-	5.10%	-	Zqbapmaz	UUEVW	-	-	225	XTKMW+225	-	684.00000
I	LEP	746.600	7.64	Ztt	XXX	-	41.00%	-	Ebwteotr	FGDLX	90z	86-87	84	JRQTC+84	-	579.00000
N	FDF	30.420	-	Y2	Z-	-	-	-	Cuhvejwv	CVRIU	-	-	434	VQXSY+434	-	201.00000

Tranche Comments

I: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Lbt F Evzs; Q: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Xme M Bodn; I: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Ums X Zwct; I: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Ufm W Qojn; N: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Iwr C Zict; M: First Pay: 2025-02-17; Redemption: 2029-02-19; Registration: Mtj M Vxbh;

Deal Comments

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Risk Retention

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